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Nonparametric predictive regression
Kasparis, Ioannis; Andreou, Elena; Phillips, Peter C. B. - 2013
Persistent link: https://www.econbiz.de/10009784706
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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
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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
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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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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
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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
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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
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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
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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
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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