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  • Search: person:"Phillips, Peter C. B."
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Year of publication
Subject
All
Theorie 364 Theory 364 Estimation theory 331 Schätztheorie 331 Time series analysis 278 Zeitreihenanalyse 278 Regression analysis 163 Regressionsanalyse 163 Unit root test 136 Einheitswurzeltest 127 Cointegration 105 Kointegration 92 Estimation 85 Schätzung 85 Stochastic process 80 Stochastischer Prozess 80 Panel 79 Panel study 79 Statistical test 79 Statistischer Test 79 Nichtparametrisches Verfahren 75 Nonparametric statistics 75 Econometrics 67 Ökonometrie 67 Autocorrelation 61 Autokorrelation 61 Bubbles 47 Spekulationsblase 47 Induktive Statistik 35 Statistical inference 35 Statistical theory 35 Statistische Methodenlehre 35 Bias 34 USA 34 United States 34 Forecasting model 30 Instrumental variables 30 Nonlinear regression 30 Prognoseverfahren 30 Statistical distribution 30
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Online availability
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Free 778 Undetermined 186 CC license 1
Type of publication
All
Book / Working Paper 885 Article 677
Type of publication (narrower categories)
All
Article in journal 271 Aufsatz in Zeitschrift 271 Working Paper 263 Arbeitspapier 261 Graue Literatur 260 Non-commercial literature 260 Festschrift 18 Aufsatz im Buch 16 Book section 16 Collection of articles of several authors 12 Sammelwerk 12 Article 4 Aufsatzsammlung 4 Konferenzschrift 4 Interview 3 Bibliografie enthalten 2 Bibliography included 2 Biografie 2 Biography 2 Conference paper 2 Conference proceedings 2 Konferenzbeitrag 2 Bibliografie 1 No longer published / No longer aquired 1 Systematic review 1 Übersichtsarbeit 1
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Language
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English 1,043 Undetermined 517 German 1 Spanish 1
Author
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Phillips, Peter C. B. 991 Phillips, Peter C.B. 533 Yu, Jun 150 Sul, Donggyu 65 Han, Chirok 57 Jin, Sainan 57 Sun, Yixiao 48 Lieberman, Offer 45 Shi, Shuping 45 Magdalinos, Tassos 43 Park, Joon Y. 43 Xiao, Zhijie 41 Wang, Qiying 39 Cho, Jin Seo 36 Gao, Jiti 34 Moon, Hyungsik Roger 34 Su, Liangjun 34 Giraitis, Liudas 28 Phillips, Peter C B 28 Ploberger, Werner 28 Kasparis, Ioannis 25 Shi, Shu-Ping 21 Chang, Yoosoon 20 Hu, Ling 17 Li, Degui 17 Ouliaris, Sam 16 Xu, Ke-Li 16 Chao, John C. 15 Shimotsu, Katsumi 15 Toda, Hiro Y. 15 Shi, Zhentao 14 Bandi, Federico M. 13 Perron, Benoit 13 Jiang, Liang 12 Moon, Hyungsik R. 12 Wang, Ying 11 Cheng, Xu 10 Dalla, Violetta 10 Hurn, Stan 10 Wu, Yangru 10
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Institution
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Cowles Foundation for Research in Economics, Yale University 262 School of Economics, Singapore Management University 29 East Asian Bureau of Economic Research (EABER) 7 School of Management, Yale University 6 Department of Econometrics and Business Statistics, Monash Business School 4 Department of Economics, University of California-San Diego (UCSD) 3 Department of Economics, University of California-Santa Barbara (UCSB) 3 University of Cyprus Department of Economics 3 Cowles Foundation Conference on Econometrics: A Celebration of Peter Phillips's 40 Years at Yale <2018, New Haven, Conn.> 2 Econometric Society 2 Economic Research Institute, College of Business and Economics 2 Hong Kong Institute for Monetary Research (HKIMR), Government of Hong Kong 2 Institute for Economic Research, Division of Economics 2 Institute of Economic Research, Korea University 2 London School of Economics and Political Science 2 University of Milan and Econpubblica 2 Yale University <New Haven, Conn.> / Department of Economics 2 C.E.P.R. Discussion Papers 1 Center for Policy Research, Maxwell School 1 Department of Economics, Harvard University 1 Economics Division, University of Southampton 1 Graduate School of Business and Economics (GSBE), School of Business and Economics 1 Institute of Economic Policy Research (IEPR), University of Southern California 1 Institute of Economic Research, Hitotsubashi University 1 Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization 1 New Zealand Econometric Study Group 1 School of Economics, University of Adelaide 1 UCLA Department of Economics 1
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Published in...
All
Cowles Foundation Discussion Papers 262 Cowles Foundation discussion paper 261 Econometric theory 131 Cowles Foundation Discussion Paper 125 Journal of econometrics 113 Econometric Theory 96 Journal of Econometrics 47 Working Papers / School of Economics, Singapore Management University 29 Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics 28 Econometrica 27 The econometrics journal 21 Econometric reviews 17 Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics 17 Journal of applied econometrics 12 Working paper series / Department of Economics, Auckland Business School, The University of Auckland 12 International economic review 11 Econometrics Journal 10 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 9 New Zealand economic papers 9 Oxford bulletin of economics and statistics 8 Economics letters 7 International Economic Review 7 Journal of Business & Economic Statistics 7 Cowles Foundation paper 6 Journal of Time Series Analysis 6 Working paper / Department of Econometrics and Business Statistics, Monash University 6 Yale School of Management Working Papers 6 Journal of Applied Econometrics 5 Oxford Bulletin of Economics and Statistics 5 The review of economic studies 5 The review of financial studies 5 Working paper 5 Economics Letters 4 Finance Working Papers 4 Journal of Economic Surveys 4 Journal of economic surveys 4 Monash Econometrics and Business Statistics Working Papers 4 Econometrics 3 Econometrics : open access journal 3 Journal of financial econometrics : official journal of the Society for Financial Econometrics 3
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Source
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ECONIS (ZBW) 824 RePEc 564 OLC EcoSci 155 Other ZBW resources 8 EconStor 6 USB Cologne (business full texts) 2 BASE 2 USB Cologne (EcoSocSci) 1
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Showing 1 - 10 of 1,562
Cover Image
Cross section curve data autoregression
Phillips, Peter C. B.; Jiang, Liang - 2025
Persistent link: https://www.econbiz.de/10015417356
Saved in:
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Robust inference for time varying predictability : a Sieve-IVX approach
Liu, Nan; Liu, Yanbo; Phillips, Peter C. B.; Zhang, Yajie - 2025
Persistent link: https://www.econbiz.de/10015417401
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Semiparametric cointegrating rank selection for curved cross section Time Series
Phillips, Peter C. B. - 2025
Persistent link: https://www.econbiz.de/10015417440
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Bubble mitigation policies: counterfactual analysis and treatment effect inference
Chen, Ye; Phillips, Peter C. B.; Shi, Shuping - 2025
Persistent link: https://www.econbiz.de/10015417473
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Speculative bubbles in the recent AI boom : Nasdaq and the magnificent seven
Basele, Rerotlhe B.; Phillips, Peter C. B.; Shi, Shuping - 2025
Persistent link: https://www.econbiz.de/10015417538
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New control function approaches in threshold regression with endogeneity
Yu, Ping; Liao, Qin; Phillips, Peter C. B. - In: Econometric theory 40 (2024) 5, pp. 1065-1119
Persistent link: https://www.econbiz.de/10015154317
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The boosted Hodrick-Prescott filter is more general than you might think
Mei, Ziwei; Phillips, Peter C. B.; Shi, Zhentao - In: Journal of applied econometrics 39 (2024) 7, pp. 1260-1281
Persistent link: https://www.econbiz.de/10015156853
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Teaching financial econometrics to students converting to finance
Hurn, Stan; Martin, Vance; Phillips, Peter C. B.; Yu, Jun - 2024
Persistent link: https://www.econbiz.de/10015076776
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Limit theory of local polynomial estimation in functional coefficient regression
Wang, Ying; Phillips, Peter C. B. - 2024
Persistent link: https://www.econbiz.de/10015076908
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Self-weighted estimation for local unit root regression with applications
Hu, Zhishui; Liu, Nan; Phillips, Peter C. B.; Wang, Qiying - 2024
Persistent link: https://www.econbiz.de/10015076938
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