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Essays in honor of Peter C.B. Phillips

Phillips, Peter C. B.; Park, Joon Y.; Chang, Yoosoon; … - 2014

These essays honor Professor Peter C.B. Phillips of Yale University and his many contributions to the field of econometrics. Professor Phillips's research spans many topics in econometrics including: -non-stationary time series and panel models -partial identification and weak instruments...

Persistent link: https://www.econbiz.de/10012050182

Dynamic panel Anderson-Hsiao estimation with roots near unity

Phillips, Peter C. B. - In: Econometric theory 34 (2018) 2, pp. 253-276

Persistent link: https://www.econbiz.de/10011950953

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

Reduced forms and weak instrumentation

Phillips, Peter C. B. - In: Econometric reviews 36 (2017) 6/9, pp. 818-839

Persistent link: https://www.econbiz.de/10011795504

Diagnosing housing fever with an econometric thermometer

Shi, Shuping; Phillips, Peter C. B. - In: Journal of Economic Surveys (2021)

Persistent link: https://www.econbiz.de/10012635934

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

When bias contributes to variance : true limit theory in functional coefficient cointegrating regression

Phillips, Peter C. B.; Wang, Ying - In: Journal of econometrics 232 (2023) 2, pp. 469-489

Persistent link: https://www.econbiz.de/10014340035

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

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

Regression-adjusted estimation of quantile treatment effects under covariate-adaptive randomizations

Jiang, Liang; Phillips, Peter C. B.; Tao, Yubo (Robert); … - In: Journal of econometrics 234 (2023) 2, pp. 758-776

Persistent link: https://www.econbiz.de/10014434367

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