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Identifier to cite or link to this item: https://hdl.handle.net/10086/19242

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Title
Linear Nonstationary Models : A Review of the Work of Professor P.C.B. Phillips
Creator
Creator Name
Tanaka, Katsuto Tanaka, Katsuto
田中, 勝人 田中, 勝人
Affiliation
Affiliation Name
Hitotsubashi University
Abstract (distribution restricted)
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.
Publisher
Graduate School of Economics, Hitotsubashi University
Issued Date
2011-04
Language
English(eng)
Resource Type
technical report
Version Type
VoR
Is Part OfRelation -
Related Title
Discussion papers ; No. 2011-05
Number of Pages
26
Appears in Collections
Discussion papers / Graduate School of Economics, Hitotsubashi University
URL
https://hdl.handle.net/10086/19242