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A multivariate stochastic unit root model with an application to derivative pricing
Lieberman, Offer; Phillips, Peter C. B. - In: Journal of econometrics 196 (2017) 1, pp. 99-110
Persistent link: https://www.econbiz.de/10011743783
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Nonparametric cointegrating regression with endoogeneity and long memory
Wang, Qiying; Phillips, Peter C. B. - In: Econometric theory 32 (2016) 2, pp. 359-401
Persistent link: https://www.econbiz.de/10011578489
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Asset pricing with financial bubble risk
Lee, Ji Hyung; Phillips, Peter C. B. - In: Journal of empirical finance 38 (2016), pp. 590-622
Persistent link: https://www.econbiz.de/10011663380
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Meritocracy voting : measuring the unmeasurable
Schmidt, Peter - In: Econometric reviews 35 (2016) 1/4, pp. 41-43
Persistent link: https://www.econbiz.de/10011549855
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Causal change detection in possibly integrated systems : revisiting the money-income relationship
Shi, Shuping; Hurn, Stan; Phillips, Peter C. B. - In: Journal of financial econometrics 18 (2020) 1, pp. 158-180
Persistent link: https://www.econbiz.de/10012180414
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Econometric Reviews honors Esfandiar Maasoumi
Phillips, Peter C. B.; Ullah, Aman - In: Econometric reviews 36 (2017) 6/9, pp. 563-567
Persistent link: https://www.econbiz.de/10011795280
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Tjalling C. Koopmans Econometric Theory Prize 2015-2017
Phillips, Peter C. B. - In: Econometric theory 34 (2018) 4, pp. 947-948
Persistent link: https://www.econbiz.de/10011951438
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IV and GMM inference in endogenous stochastic unit root models
Lieberman, Offer; Phillips, Peter C. B. - In: Econometric theory 34 (2018) 5, pp. 1065-1100
Persistent link: https://www.econbiz.de/10011951461
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Nonstationary panel models with latent group structures and cross-section dependence
Huang, Wenxin; Jin, Sainan; Phillips, Peter C. B.; Su, … - In: Journal of econometrics 221 (2021) 1, pp. 198-222
Persistent link: https://www.econbiz.de/10012618820
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Random coefficient continuous systems : testing for extreme sample path behavior
Tao, Yubo; Phillips, Peter C. B.; Yu, Jun - In: Journal of econometrics 209 (2019) 2, pp. 208-237
Persistent link: https://www.econbiz.de/10012302568