Narrow search
Showing 1 - 10 of 12
Cover Image
Econometric analysis of asset price bubbles
Shi, Shuping; Phillips, Peter C. B. - 2022
Persistent link: https://www.econbiz.de/10013326551
Cover Image
Weak identification of long memory with implications for inference
Li, Jia; Phillips, Peter C. B.; Shi, Shuping; Yu, Jun - 2022
Persistent link: https://www.econbiz.de/10013326614
Cover Image
Real time monitoring of asset markets : bubbles and crises
Phillips, Peter C. B.; Shi, Shuping - 2018
Persistent link: https://www.econbiz.de/10011948773
Cover Image
Detecting financial collapse and ballooning sovereign risk
Phillips, Peter C. B.; Shi, Shuping - 2017
Persistent link: https://www.econbiz.de/10011748569
Cover Image
Change detection and the causal impact of the yield curve
Hurn, Stan; Phillips, Peter C. B.; Shi, Shuping - 2016
Persistent link: https://www.econbiz.de/10011647389
Cover Image
Causal change detection in possibly integrated Systems : revisiting the money-income relationship
Shi, Shuping; Hurn, Stan; Phillips, Peter C. B. - 2016
Persistent link: https://www.econbiz.de/10011647390
Cover Image
Diagnosing housing fever with an econometric thermometer
Shi, Shuping; Phillips, Peter C. B. - 2020
Persistent link: https://www.econbiz.de/10012320626
Cover Image
Common bubble detection in large dimensional financial systems
Chen, Ye; Phillips, Peter C. B.; Shi, Shuping - 2020
Persistent link: https://www.econbiz.de/10012320631
Cover Image
Housing fever in Australia 2020-2023: insights from an econometric thermometer
Shi, Shuping; Phillips, Peter C. B. - 2023
Persistent link: https://www.econbiz.de/10014538949
Cover Image
Testing for multiple bubbles : historical episodes of exuberance and collapse in the S&P 500
Phillips, Peter C. B.; Shi, Shuping; Yu, Jun - 2013
Persistent link: https://www.econbiz.de/10010190219