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~language:"eng"
~person:"Phillips, Peter C. B."
~type_genre:"Article in journal"
~type_genre:"Book section"
~type_genre:"Statistics"
~type_genre:"Thesis"
~type_genre:"Working Paper"
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Phillips, Peter C. B.
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1,483
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ECONIS (ZBW)
519
EconStor
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1
Common bubble detection in large dimensional financial systems
Chen, Ye
;
Phillips, Peter C. B.
;
Shi, Shuping
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 989-1063
Persistent link: https://www.econbiz.de/10014391455
Saved in:
2
Continuously updated indirect inference in heteroskedastic spatial models
Kyriacou, Maria
;
Phillips, Peter C. B.
;
Rossi, Francesca
- In:
Econometric theory
39
(
2023
)
1
,
pp. 107-145
Persistent link: https://www.econbiz.de/10014247296
Saved in:
3
Diagnosing housing fever with an econometric thermometer
Shi, Shuping
;
Phillips, Peter C. B.
- In:
Journal of economic surveys
37
(
2023
)
1
,
pp. 159-186
Persistent link: https://www.econbiz.de/10014287818
Saved in:
4
Discrete fourier transforms of fractional processes with econometric applications
Phillips, Peter C. B.
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 3-71)
.
2023
Persistent link: https://www.econbiz.de/10014313196
Saved in:
5
Estimation and inference with near unit roots
Phillips, Peter C. B.
- In:
Econometric theory
39
(
2023
)
2
,
pp. 221-263
Persistent link: https://www.econbiz.de/10014306253
Saved in:
6
Fully modified least squares cointegrating parameter estimation in multicointegrated systems
Kheifets, Igor L.
;
Phillips, Peter C. B.
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 300-319
Persistent link: https://www.econbiz.de/10014339925
Saved in:
7
High-dimensional VARs with common factors
Miao, Ke
;
Phillips, Peter C. B.
;
Su, Liangjun
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 155-183
Persistent link: https://www.econbiz.de/10014340976
Saved in:
8
Housing fever in Australia 2020-23 : insights from an econometric thermometer
Shi, Shuping
;
Phillips, Peter C. B.
- In:
The Australian economic review
56
(
2023
)
3
,
pp. 357-362
Persistent link: https://www.econbiz.de/10014368543
Saved in:
9
The impact of upzoning on housing construction in Auckland
Greenaway-McGrevy, Ryan
;
Phillips, Peter C. B.
- In:
Journal of urban economics
136
(
2023
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014326778
Saved in:
10
Information loss in volatility measurement with flat price trading
Phillips, Peter C. B.
;
Yu, Jun
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
6
,
pp. 2957-2999
Persistent link: https://www.econbiz.de/10014329021
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