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Latent variable nonparametric cointegrating regression

Wang, Qiying; Phillips, Peter C. B.; Kasparis, Ioannis - In: Econometric theory 37 (2021) 1, pp. 138-168

Persistent link: https://www.econbiz.de/10012437045

Housing unaffordability

Greenaway-McGrevy, Ryan (ed.); Phillips, Peter C. B. (ed.) - 2021

Persistent link: https://www.econbiz.de/10012497250

House prices and affordability : intorduction

Greenaway-McGrevy, Ryan; Phillips, Peter C. B. - In: New Zealand economic papers 55 (2021) 1, pp. 1-6

Persistent link: https://www.econbiz.de/10012497220

Kernel-based Inference in Time-Varying Coefficient Cointegrating Regression

Li, Degui; Phillips, Peter C. B.; Gao, Jiti - In: Journal of econometrics 215 (2020) 2, pp. 607-632

Persistent link: https://www.econbiz.de/10012439572

Asymptotic theory for near integrated processes driven by tempered linear processes

Sabzikar, Farzad; Wang, Qiying; Phillips, Peter C. B. - In: Journal of econometrics 216 (2020) 1, pp. 192-202

Persistent link: https://www.econbiz.de/10012439672

Hybrid stochastic local unit roots

Lieberman, Offer; Phillips, Peter C. B. - In: Journal of econometrics 215 (2020) 1, pp. 257-285

Persistent link: https://www.econbiz.de/10012439454

Econometric estimates of Earth’s transient climate sensitivity

Phillips, Peter C. B.; Leirvik, Thomas; Storelvmo, Trude - In: Journal of econometrics 214 (2020) 1, pp. 6-32

Persistent link: https://www.econbiz.de/10012438082

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

Econometric Reviews honors Peter Charles Bonest Phillips, the Master Econometrician

Maasoumi, Esfandiar (ed.); Xiao, Zhijie (ed.); … - 2020

Persistent link: https://www.econbiz.de/10012262522

Dynamic panel modeling of climate change

Phillips, Peter C. B. - In: Econometrics : open access journal 8 (2020) 3/30, pp. 1-28

We discuss some conceptual and practical issues that arise from the presence of global energy balance effects on station level adjustment mechanisms in dynamic panel regressions with climate data. The paper provides asymptotic analyses, observational data computations, and Monte Carlo...

Persistent link: https://www.econbiz.de/10012265695

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