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• W2065102436 abstract "In this paper, we provide a survey of Peter Phillips’s works on the econometrics for models with nonstationary nonlinearity, and some of the extensions that were made possible due to his original contributions. Parametric and nonparametric models are considered in both discrete time and continuous time setups. Although some of the asymptotics in the paper are applicable more generally for a wide variety of nonstationary models, we mainly analyze models with nonstationary processes that allow for the functional limit theory with limit processes having well defined local times." @default.
• W2065102436 created "2016-06-24" @default.
• W2065102436 creator A5072367924 @default.
• W2065102436 date "2014-04-11" @default.
• W2065102436 modified "2023-09-24" @default.
• W2065102436 title "NONSTATIONARY NONLINEARITY: A SURVEY ON PETER PHILLIPS’S CONTRIBUTIONS WITH A NEW PERSPECTIVE" @default.
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• W2065102436 doi "https://doi.org/10.1017/s0266466613000510" @default.
• W2065102436 hasPublicationYear "2014" @default.
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