Article contents
LINEAR NONSTATIONARY MODELS—A REVIEW OF THE WORK OF PROFESSOR P.C.B. PHILLIPS
Published online by Cambridge University Press: 10 March 2014
Abstract
The work of Professor P.C.B. Phillips, even if it is focused on the area of linear nonstationary models, is enormous. So it is hard for me to explore the whole of his work in this paper. Therefore, I have decided to take up only a few results of his work. The topics chosen here are applications of the martingale approximation and the problem of choosing between stochastic and deterministic trends, which I discuss and, hopefully, extend.
- Type
- ARTICLES
- Information
- Copyright
- Copyright © Cambridge University Press 2014
References
REFERENCES
- 2
- Cited by