Peter C. B. Phillips

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

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Peter C. B. Phillips

Yale University

Verifierad e-postadress på yale.edu - Startsida

Econometrics Applied Econometrics Economics Statistics Stochastic Processes


Titel Sortera efter citat Sortera efter år Sortera efter titel	Citeras av Citeras av	År
Testing for a Unit Root in Time Series Regression PCB Phillips Biometrika, 1988	28895	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	18551	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	6536	1990
Time series regression with a unit root PCB Phillips Econometrica: Journal of the Econometric Society, 277-301, 1987	4435	1987
Asymptotic properties of residual based tests for cointegration PCB Phillips, S Ouliaris Econometrica: journal of the Econometric Society, 165-193, 1990	2983	1990
Understanding spurious regressions in econometrics PCB Phillips Journal of econometrics 33 (3), 311-340, 1986	2732	1986
Nonparametric econometrics A Ullah, A Pagan Cambridge university press, 1999	2311	1999
Linear regression limit theory for nonstationary panel data PCB Phillips, HR Moon Econometrica 67 (5), 1057-1111, 1999	1879	1999
Transition modeling and econometric convergence tests PCB Phillips, D Sul Econometrica 75 (6), 1771-1855, 2007	1644	2007
Optimal inference in cointegrated systems PCB Phillips Econometrica: Journal of the Econometric Society, 283-306, 1991	1527	1991
Vector autoregression and causality H Toda Yale University, 1991	1507	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	1475	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	1475	2011
Dynamic panel estimation and homogeneity testing under cross section dependence PCB Phillips, D Sul The econometrics journal 6 (1), 217-259, 2003	1468	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	1205	1992
Estimating long-run economic equilibria PCB Phillips, M Loretan The Review of Economic Studies 58 (3), 407-436, 1991	1150	1991
Asymptotics for linear processes PCB Phillips, V Solo The Annals of Statistics, 971-1001, 1992	1121	1992
Multiple time series regression with integrated processes PCB Phillips, SN Durlauf The Review of Economic Studies 53 (4), 473-495, 1986	1100	1986
Statistical inference in regressions with integrated processes: Part 1 JY Park, PCB Phillips Econometric Theory 4 (3), 468-497, 1988	1082	1988
Towards a unified asymptotic theory for autoregression PCB Phillips Biometrika 74 (3), 535-547, 1987	1007	1987

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