Peter C. B. Phillips

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Jun YuUniversity of MacauE-mail confirmado em um.edu.mo
Shuping ShiMacquarie UniversityE-mail confirmado em mq.edu.au
Donggyu SulUniversity of Texas at DallasE-mail confirmado em utdallas.edu
Joon Y. ParkProfessor of Economics and Wisnewsky Professor of Human Studies, Indiana UniversityE-mail confirmado em indiana.edu
Pierre PerronDepartment of Economics, Boston UniversityE-mail confirmado em bu.edu
Yongcheol ShinProfessor of Economics, University of YorkE-mail confirmado em york.ac.uk
Hyungsik Roger MoonUSCE-mail confirmado em usc.edu
Liangjun SuC.V. Starr Chair Professor of Economics, School of Economics and Management, Tsinghua UniversityE-mail confirmado em sem.tsinghua.edu.cn
Qiying WangThe University of SydneyE-mail confirmado em maths.usyd.edu.au
Bruce E. HansenProfessor of Economics, University of WisconsinE-mail confirmado em wisc.edu
werner plobergerThomas H. Eliot Distinguished Professor in Arts & SciencesE-mail confirmado em artsci.wustl.edu
Offer LiebermanBar Ilan UniversityE-mail confirmado em biu.ac.il
Jiti Gao (高集体), FASSA, Donald Coc...Department of Econometrics and Business Statistics, Monash UniversityE-mail confirmado em monash.edu
John C. Chao*Department of Economics, University of MarylandE-mail confirmado em econ.umd.edu
Zhentao ShiChinese University of Hong KongE-mail confirmado em cuhk.edu.hk
Jin Seo ChoYonsei UniversityE-mail confirmado em yonsei.ac.kr
Yangru WuProfessor of Finance, Rutgers UniversityE-mail confirmado em business.rutgers.edu
Benoit PerronUniversite de MontrealE-mail confirmado em umontreal.ca
Ke-Li XUIndiana University, Department of EconomicsE-mail confirmado em indiana.edu
Ji Hyung LeeUniversity of Illinois Urbana ChampaignE-mail confirmado em illinois.edu

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Peter C. B. Phillips

Yale University

E-mail confirmado em yale.edu - Página inicial

Econometrics Applied Econometrics Economics Statistics Stochastic Processes


Título Ordenar por citações Ordenar por ano Ordenar por título	Citado por Citado por	Ano
Testing for a unit root in time series regression PCB Phillips, P Perron biometrika 75 (2), 335-346, 1988	28560	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	18545	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	6555	1990
Time series regression with a unit root PCB Phillips Econometrica: Journal of the Econometric Society, 277-301, 1987	4400	1987
Asymptotic properties of residual based tests for cointegration PCB Phillips, S Ouliaris Econometrica: journal of the Econometric Society, 165-193, 1990	2956	1990
Understanding spurious regressions in econometrics PCB Phillips Journal of econometrics 33 (3), 311-340, 1986	2759	1986
Nonparametric econometrics A Ullah, A Pagan Cambridge university press, 1999	2308	1999
Linear regression limit theory for nonstationary panel data PCB Phillips, HR Moon Econometrica 67 (5), 1057-1111, 1999	1877	1999
Transition modeling and econometric convergence tests PCB Phillips, D Sul Econometrica 75 (6), 1771-1855, 2007	1658	2007
Vector autoregression and causality H Toda Yale University, 1991	1529	1991
Optimal inference in cointegrated systems PCB Phillips Econometrica: Journal of the Econometric Society, 283-306, 1991	1520	1991
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	1503	2015
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	1491	2011
Dynamic panel estimation and homogeneity testing under cross section dependence PCB Phillips, D Sul The econometrics journal 6 (1), 217-259, 2003	1465	2003
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	1197	1992
Estimating long-run economic equilibria PCB Phillips, M Loretan The Review of Economic Studies 58 (3), 407-436, 1991	1139	1991
Asymptotics for linear processes PCB Phillips, V Solo The Annals of Statistics, 971-1001, 1992	1122	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	1069	1988
Towards a unified asymptotic theory for autoregression PCB Phillips Biometrika 74 (3), 535-547, 1987	1014	1987

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