Peter C.B. Phillips
Yale University
1 paper in the Anchorcite directory, published in 1988, cited 18,258 times in total.
ORCID profileResearch topics
- Monetary Policy and Economic Impact · 1 paper
- Complex Systems and Time Series Analysis · 1 paper
- Financial Risk and Volatility Modeling · 1 paper
Frequent co-authors
- Pierre Perrón · 1 paper
Papers
- Testing for a unit root in time series regressionBiometrika · 1988 · 18,258 citations
This paper proposes new tests for detecting the presence of a unit root in quite general time series models. Our approach is nonparametric with respect to nuisance parameters and thereby allows for a very wide class of weakly dependent and…
Metadata from OpenAlex (CC0).