Peter C. B. Phillips

Citata da

	Tutte	Dal 2019
Citazioni	121886	39125
Indice H	115	65
i10-index	459	250

8000

4000

2000

6000

19901991199219931994199519961997199819992000200120022003200420052006200720082009201020112012201320142015201620172018201920202021202220232024526 702 817 854 1079 1213 1404 1386 1518 1543 1644 1808 1975 2119 2711 2726 2924 2991 3285 3758 3822 3980 4390 4647 4890 5167 5369 5203 5327 6093 6331 6722 6838 7064 6045

Accesso pubblico

Visualizza tutto

114 articoli

2 articoli

Disponibili

Non disponibili

In base ai mandati di finanziamento

Coautori

Jun YuUniversity of MacauEmail verificata su um.edu.mo
Shuping ShiMacquarie UniversityEmail verificata su mq.edu.au
Donggyu SulUniversity of Texas at DallasEmail verificata su utdallas.edu
Joon Y. ParkProfessor of Economics and Wisnewsky Professor of Human Studies, Indiana UniversityEmail verificata su indiana.edu
Pierre PerronDepartment of Economics, Boston UniversityEmail verificata su bu.edu
Hyungsik Roger MoonUSCEmail verificata su usc.edu
Yongcheol ShinProfessor of Economics, University of YorkEmail verificata su york.ac.uk
Bruce E. HansenProfessor of Economics, University of WisconsinEmail verificata su wisc.edu
Liangjun SuC.V. Starr Chair Professor of Economics, School of Economics and Management, Tsinghua UniversityEmail verificata su sem.tsinghua.edu.cn
Qiying WangThe University of SydneyEmail verificata su maths.usyd.edu.au
werner plobergerThomas H. Eliot Distinguished Professor in Arts & SciencesEmail verificata su artsci.wustl.edu
Offer LiebermanBar Ilan UniversityEmail verificata su biu.ac.il
Jiti Gao (高集体), FASSA, Donald Coc...Department of Econometrics and Business Statistics, Monash UniversityEmail verificata su monash.edu
John C. Chao*Department of Economics, University of MarylandEmail verificata su econ.umd.edu
Zhentao ShiChinese University of Hong KongEmail verificata su cuhk.edu.hk
Jin Seo ChoYonsei UniversityEmail verificata su yonsei.ac.kr
Yangru WuProfessor of Finance, Rutgers UniversityEmail verificata su business.rutgers.edu
Benoit PerronUniversite de MontrealEmail verificata su umontreal.ca
Ke-Li XUIndiana University, Department of EconomicsEmail verificata su indiana.edu
In ChoiProfessor Emeritus, Deparment of Economics, Sogang UniversityEmail verificata su sogang.ac.kr

Segui

Peter C. B. Phillips

Yale University

Email verificata su yale.edu - Home page

Econometrics Applied Econometrics Economics Statistics Stochastic Processes


Titolo Ordina per citazioni Ordina per anno Ordina per titolo	Citata da Citata da	Anno
Testing for a unit root in time series regression PCB Phillips, P Perron biometrika 75 (2), 335-346, 1988	28475	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	18204	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	4409	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	1859	1999
Transition modeling and econometric convergence tests PCB Phillips, D Sul Econometrica 75 (6), 1771-1855, 2007	1603	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	1188	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	1117	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	1077	1988
Towards a unified asymptotic theory for autoregression PCB Phillips Biometrika 74 (3), 535-547, 1987	1004	1987

Il sistema al momento non può eseguire l'operazione. Riprova più tardi.

Articoli 1–20

Citazioni per anno

Citazioni duplicate

Citazioni unite

Aggiungi coautoriCoautori

Segui

Citata da

Coautori