Peter C. B. Phillips

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Jun YuUniversity of MacauVerificeret mail på um.edu.mo
Shuping ShiMacquarie UniversityVerificeret mail på mq.edu.au
Donggyu SulUniversity of Texas at DallasVerificeret mail på utdallas.edu
Joon Y. ParkProfessor of Economics and Wisnewsky Professor of Human Studies, Indiana UniversityVerificeret mail på indiana.edu
Yongcheol ShinProfessor of Economics, University of YorkVerificeret mail på york.ac.uk
Hyungsik Roger MoonUSCVerificeret mail på usc.edu
Bruce E. HansenProfessor of Economics, University of WisconsinVerificeret mail på wisc.edu
Liangjun SuC.V. Starr Chair Professor of Economics, School of Economics and Management, Tsinghua UniversityVerificeret mail på sem.tsinghua.edu.cn
Qiying WangThe University of SydneyVerificeret mail på maths.usyd.edu.au
werner plobergerThomas H. Eliot Distinguished Professor in Arts & SciencesVerificeret mail på artsci.wustl.edu
Offer LiebermanBar Ilan UniversityVerificeret mail på biu.ac.il
Jiti Gao (高集体), FASSA, Donald Coc...Department of Econometrics and Business Statistics, Monash UniversityVerificeret mail på monash.edu
John C. Chao*Department of Economics, University of MarylandVerificeret mail på econ.umd.edu
Zhentao ShiChinese University of Hong KongVerificeret mail på cuhk.edu.hk
Jin Seo ChoYonsei UniversityVerificeret mail på yonsei.ac.kr
Yangru WuProfessor of Finance, Rutgers UniversityVerificeret mail på business.rutgers.edu
Benoit PerronUniversite de MontrealVerificeret mail på umontreal.ca
Ke-Li XUIndiana University, Department of EconomicsVerificeret mail på indiana.edu
In ChoiProfessor Emeritus, Deparment of Economics, Sogang UniversityVerificeret mail på sogang.ac.kr
Ji Hyung LeeUniversity of Illinois Urbana ChampaignVerificeret mail på illinois.edu

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Peter C. B. Phillips

Yale University

Verificeret mail på yale.edu - Startside

Econometrics Applied Econometrics Economics Statistics Stochastic Processes


Titel Sortér efter henvisninger Sortér efter årstal Sortér efter titel	Citeret af Citeret af	År
Testing for a Unit Root in Time Series Regression PCB Phillips Biometrika, 1988	28474	1988
Testing the null hypothesis of stationarity against the alternative of a unit root: How sure are we that economic time series have a unit root? D Kwiatkowski, PCB Phillips, P Schmidt, Y Shin Journal of econometrics 54 (1-3), 159-178, 1992	18353	1992
Statistical inference in instrumental variables regression with I (1) processes PCB Phillips, BE Hansen The review of economic studies 57 (1), 99-125, 1990	6417	1990
Time series regression with a unit root PCB Phillips Econometrica: Journal of the Econometric Society, 277-301, 1987	4411	1987
Asymptotic properties of residual based tests for cointegration PCB Phillips, S Ouliaris Econometrica: journal of the Econometric Society, 165-193, 1990	2959	1990
Understanding spurious regressions in econometrics PCB Phillips Journal of econometrics 33 (3), 311-340, 1986	2716	1986
Nonparametric econometrics A Ullah, A Pagan Cambridge university press, 1999	2297	1999
Linear regression limit theory for nonstationary panel data PCB Phillips, HR Moon Econometrica 67 (5), 1057-1111, 1999	1861	1999
Transition modeling and econometric convergence tests PCB Phillips, D Sul Econometrica 75 (6), 1771-1855, 2007	1604	2007
Optimal inference in cointegrated systems PCB Phillips Econometrica: Journal of the Econometric Society, 283-306, 1991	1520	1991
Vector autoregression and causality H Toda Yale University, 1991	1492	1991
Explosive behavior in the 1990s Nasdaq: When did exuberance escalate asset values? PCB Phillips, Y Wu, J Yu International economic review 52 (1), 201-226, 2011	1444	2011
Dynamic panel estimation and homogeneity testing under cross section dependence PCB Phillips, D Sul The econometrics journal 6 (1), 217-259, 2003	1440	2003
Testing for multiple bubbles: Historical episodes of exuberance and collapse in the S&P 500 PCB Phillips, S Shi, J Yu International economic review 56 (4), 1043-1078, 2015	1426	2015
LM tests for a unit root in the presence of deterministic trends P Schmidt, PCB Phillips Oxford bulletin of economics and statistics 54 (3), 257-287, 1992	1187	1992
Estimating long-run economic equilibria PCB Phillips, M Loretan The Review of Economic Studies 58 (3), 407-436, 1991	1146	1991
Asymptotics for linear processes PCB Phillips, V Solo The Annals of Statistics, 971-1001, 1992	1116	1992
Multiple time series regression with integrated processes PCB Phillips, SN Durlauf The Review of Economic Studies 53 (4), 473-495, 1986	1093	1986
Statistical inference in regressions with integrated processes: Part 1 JY Park, PCB Phillips Econometric Theory 4 (3), 468-497, 1988	1076	1988
Towards a unified asymptotic theory for autoregression PCB Phillips Biometrika 74 (3), 535-547, 1987	1004	1987

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