P. C. B. Phillips

Time Series Regression with a Unit Root

P. C. B. Phillips · Econometrica · 1987 · 2.9K citations

Engineering, Unit Root, Regression Analysis +16

Asymptotic Properties of Residual Based Tests for Cointegration

P. C. B. Phillips, Sam Ouliaris · Econometrica · 1990 · 2K citations

Economics, Unit Root Tests, Asymptotic Properties +11

Multiple Time Series Regression with Integrated Processes

P. C. B. Phillips, Steven N. Durlauf · The Review of Economic Studies · 1986 · 841 citations

Engineering, Economic Fluctuation, General Asymptotic Theory +19

Towards a unified asymptotic theory for autoregression

P. C. B. Phillips · Biometrika · 1987 · 787 citations

Engineering, Unit Root, Stochastic Calculus +10

Regression Theory for Near-Integrated Time Series

P. C. B. Phillips · Econometrica · 1988 · 370 citations

Regression Theory, Econometric Model, Engineering +12