P. C. B. Phillips

Time Series Regression with a Unit Root

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

Social Sciences, Economics, Econometrics +16

Asymptotic Properties of Residual Based Tests for Cointegration

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

Social Sciences, Economics, Econometrics +12

Multiple Time Series Regression with Integrated Processes

P. C. B. Phillips, Steven N. Durlauf · The Review of Economic Studies · 1986 · 846 citations

Computing, Economics, Econometrics +15

Towards a unified asymptotic theory for autoregression

P. C. B. Phillips · Biometrika · 1987 · 797 citations

Engineering, Mathematics, Econometrics +9

Regression Theory for Near-Integrated Time Series

P. C. B. Phillips · Econometrica · 1988 · 373 citations

Social Sciences, Economics, Econometrics +15