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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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PARAMETRIC CONDITIONAL MEAN INFERENCE WITH FUNCTIONAL DATA APPLIED TO LIFETIME INCOME CURVES
Cho, Jin Seo; Phillips, Peter C. B.; Seo, Juwon - In: International Economic Review 63 (2021) 1, pp. 391-456
Persistent link: https://www.econbiz.de/10012635110
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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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Homogeneity pursuit in panel data models : Theory and application
Wang, Wuyi; Phillips, Peter C. B.; Su, Liangjun - In: Journal of Applied Econometrics 33 (2018) 6, pp. 797-815
Persistent link: https://www.econbiz.de/10012082780
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Boundary Limit Theory for Functional Local to Unity Regression
Bykhovskaya, Anna; Phillips, Peter C. B. - In: Journal of Time Series Analysis 39 (2018) 4, pp. 523-562
Persistent link: https://www.econbiz.de/10012094917
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Change Detection and the Causal Impact of the Yield Curve
Shi, Shuping; Phillips, Peter C. B.; Hurn, Stan - In: Journal of Time Series Analysis 39 (2018) 6, pp. 966-987
Persistent link: https://www.econbiz.de/10012094952
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Detecting Financial Collapse and Ballooning Sovereign Risk
Phillips, Peter C. B.; Shi, Shuping - In: Oxford Bulletin of Economics and Statistics 81 (2019) 6, pp. 1336-1361
Persistent link: https://www.econbiz.de/10012095509
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BUSINESS CYCLES, TREND ELIMINATION, AND THE HP FILTER
Phillips, Peter C. B.; Jin, Sainan - In: International Economic Review 62 (2021) 2, pp. 469-520
Persistent link: https://www.econbiz.de/10012409086