Works matching AU Phillips, Peter C. B.

Results: 125

A PANEL CLUSTERING APPROACH TO ANALYZING BUBBLE BEHAVIOR.

Published in:

International Economic Review, 2023, v. 64, n. 4, p. 1347, doi. 10.1111/iere.12647

By:

Liu, Yanbo;
Phillips, Peter C. B.;
Yu, Jun

Publication type:

Article

PARAMETRIC CONDITIONAL MEAN INFERENCE WITH FUNCTIONAL DATA APPLIED TO LIFETIME INCOME CURVES.

Published in:

International Economic Review, 2022, v. 63, n. 1, p. 391, doi. 10.1111/iere.12548

By:

Cho, Jin Seo;
Phillips, Peter C. B.;
Seo, Juwon

Publication type:

Article

BOOSTING: WHY YOU CAN USE THE HP FILTER.

Published in:

International Economic Review, 2021, v. 62, n. 2, p. 521, doi. 10.1111/iere.12495

By:

Phillips, Peter C. B.;
Shi, Zhentao

Publication type:

Article

BUSINESS CYCLES, TREND ELIMINATION, AND THE HP FILTER.

Published in:

International Economic Review, 2021, v. 62, n. 2, p. 469, doi. 10.1111/iere.12494

By:

Phillips, Peter C. B.;
Jin, Sainan

Publication type:

Article

TESTING FOR MULTIPLE BUBBLES: LIMIT THEORY OF REAL-TIME DETECTORS.

Published in:

International Economic Review, 2015, v. 56, n. 4, p. 1079, doi. 10.1111/iere.12131

By:

Phillips, Peter C. B.;
Shi, Shuping;
Yu, Jun

Publication type:

Article

TESTING FOR MULTIPLE BUBBLES: HISTORICAL EPISODES OF EXUBERANCE AND COLLAPSE IN THE S&P 500.

Published in:

International Economic Review, 2015, v. 56, n. 4, p. 1043, doi. 10.1111/iere.12132

By:

Phillips, Peter C. B.;
Shi, Shuping;
Yu, Jun

Publication type:

Article

EXPLOSIVE BEHAVIOR IN THE 1990s NASDAQ: WHEN DID EXUBERANCE ESCALATE ASSET VALUES?

Published in:

International Economic Review, 2011, v. 52, n. 1, p. 201, doi. 10.1111/j.1468-2354.2010.00625.x

By:

Phillips, Peter C. B.;
Wu, Yangru;
Yu, Jun

Publication type:

Article

SPECTRAL DENSITY ESTIMATION AND ROBUST HYPOTHESIS TESTING USING STEEP ORIGIN KERNELS WITHOUT TRUNCATION.

Published in:

International Economic Review, 2006, v. 47, n. 3, p. 837, doi. 10.1111/j.1468-2354.2006.00398.x

By:

Phillips, Peter C. B.;
Yixiao Sun;
Sainan Jin

Publication type:

Article

Indirect inference in spatial autoregression.

Published in:

Econometrics Journal, 2017, v. 20, n. 2, p. 168, doi. 10.1111/ectj.12084

By:

Kyriacou, Maria;
Phillips, Peter C. B.;
Rossi, Francesca

Publication type:

Article

Edmond Malinvaud: a tribute to his contributions in econometrics.

Published in:

Econometrics Journal, 2015, v. 18, n. 2, p. A1, doi. 10.1111/ectj.12051

By:

Phillips, Peter C. B.

Publication type:

Article

Point-optimal panel unit root tests with serially correlated errors.

Published in:

Econometrics Journal, 2014, v. 17, n. 3, p. 338, doi. 10.1111/ectj.12030

By:

Moon, Hyungsik Roger;
Perron, Benoit;
Phillips, Peter C. B.

Publication type:

Article

Testing for common trends in semi-parametric panel data models with fixed effects.

Published in:

Econometrics Journal, 2012, v. 15, n. 1, p. 56, doi. 10.1111/j.1368-423X.2011.00361.x

By:

Zhang, Yonghui;
Su, Liangjun;
Phillips, Peter C. B.

Publication type:

Article

Non-parametric regression under location shifts.

Published in:

Econometrics Journal, 2011, v. 14, n. 3, p. 457, doi. 10.1111/j.1368-423X.2011.00344.x

By:

Phillips, Peter C. B.;
Su, Liangjun

Publication type:

Article

Corrigendum to 'A Gaussian approach for continuous time models of short-term interest rates' (Yu, J. and P. C. B. Phillips, Econometrics Journal, 4, 210-24).

Published in:

Econometrics Journal, 2011, v. 14, n. 1, p. 126, doi. 10.1111/j.1368-423X.2010.00326.x

By:

Phillips, Peter C. B.;
Yu, Jun

Publication type:

Article

Bimodal t-ratios: the impact of thick tails on inference.

Published in:

Econometrics Journal, 2010, v. 13, n. 2, p. 271, doi. 10.1111/j.1368-423X.2010.00315.x

By:

Fiorio, Carlo V.;
Hajivassiliou, Vassilis A.;
Phillips, Peter C. B.

Publication type:

Article

Semiparametric cointegrating rank selection.

Published in:

Econometrics Journal, 2009, v. 12, p. S83, doi. 10.1111/j.1368-423X.2008.00270.x

By:

XU CHENG;
PHILLIPS, PETER C. B.

Publication type:

Article

Econometric Analysis of Fisher's Equation.

Published in:

American Journal of Economics & Sociology, 2005, v. 64, n. 1, p. 125, doi. 10.1111/j.1536-7150.2005.00355.x

By:

Phillips, Peter C. B.

Publication type:

Article

A Reexamination of the Consumption Function Using Frequency Domain Regressions.

Published in:

Empirical Economics, 1994, v. 19, n. 4, p. 595, doi. 10.1007/BF01205817

By:

Corbae, Dean;
Ouliaris, Sam;
Phillips, Peter C. B.

Publication type:

Article

Lethargic Response to Aerosol Emissions in Current Climate Models.

Published in:

Geophysical Research Letters, 2018, v. 45, n. 18, p. 9814, doi. 10.1029/2018GL078298

By:

Storelvmo, Trude;
Leirvik, Thomas;
Heede, Ulla K.;
Phillips, Peter C. B.;
Arndt, Philipp;
Wild, Martin

Publication type:

Article

Structural Change Tests in Tail Behaviour and the Asian Crisis.

Published in:

Review of Economic Studies, 2001, v. 68, n. 3, doi. 10.1111/1467-937x.00184

By:

Quintos, Carmela;
Zhen Hong Fan;
Phillips, Peter C. B.

Publication type:

Article

Statistical Inference in Instrumental Variables Regression with I(1) Processes.

Published in:

Review of Economic Studies, 1990, v. 57, n. 1, p. 99, doi. 10.2307/2297545

By:

Phillips, Peter C. B.;
Hansen, Bruce E.

Publication type:

Article

Detecting Financial Collapse and Ballooning Sovereign Risk.

Published in:

Oxford Bulletin of Economics & Statistics, 2019, v. 81, n. 6, p. 1336, doi. 10.1111/obes.12307

By:

Phillips, Peter C. B.;
Shi, Shuping

Publication type:

Article

Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behaviour.

Published in:

Oxford Bulletin of Economics & Statistics, 2014, v. 76, n. 3, p. 315, doi. 10.1111/obes.12026

By:

Phillips, Peter C. B.;
Shi, Shuping;
Yu, Jun

Publication type:

Article

Prewhitening Bias in HAC Estimation.

Published in:

Oxford Bulletin of Economics & Statistics, 2005, v. 67, n. 4, p. 517, doi. 10.1111/j.1468-0084.2005.00130.x

By:

Sul, Donggyu;
Phillips, Peter C. B.;
Chi-Young Choi

Publication type:

Article

An Introduction to Best Empirical Models when the Parameter Space is Infinite Dimensional.

Published in:

Oxford Bulletin of Economics & Statistics, 2003, v. 65, p. 877, doi. 10.1046/j.0305-9049.2003.00089.x

By:

Ploberger, Werner;
Phillips, Peter C. B.

Publication type:

Article

Maximum Likelihood Estimation in Panels With Incidental Trends.

Published in:

Oxford Bulletin of Economics & Statistics, 1999, v. 61, n. 4, p. 711, doi. 10.1111/1468-0084.0610s1711

By:

Moon, Hyungsik R.;
Phillips, Peter C. B.

Publication type:

Article

Bootstrap Inference for Quantile Treatment Effects in Randomized Experiments with Matched Pairs.

Published in:

Review of Economics & Statistics, 2024, v. 106, n. 2, p. 542, doi. 10.1162/rest_a_01089

By:

Jiang, Liang;
Liu, Xiaobin;
Phillips, Peter C. B.;
Zhang, Yichong

Publication type:

Article

Sinusoidal modeling applied to spatially variant tropospheric ozone air pollution.

Published in:

Environmetrics, 2008, v. 19, n. 6, p. 567, doi. 10.1002/env.897

By:

Muller, Nicholas Z.;
Phillips, Peter C. B.

Publication type:

Article

Best Median-Unbiased Estimation in Linear Regression With Bounded Asymmetric Loss Functions.

Published in:

Journal of the American Statistical Association, 1987, v. 82, n. 399, p. 886, doi. 10.1080/01621459.1987.10478513

By:

Andrews, Donald W. K.;
Phillips, Peter C. B.

Publication type:

Article

Information loss in volatility measurement with flat price trading.

Published in:

Empirical Economics, 2023, v. 64, n. 6, p. 2957, doi. 10.1007/s00181-022-02353-y

By:

Phillips, Peter C. B.;
Yu, Jun

Publication type:

Article

House prices and affordability.

Published in:

New Zealand Economic Papers, 2021, v. 55, n. 1, p. 1, doi. 10.1080/00779954.2021.1878328

By:

Greenaway-McGrevy, Ryan;
Phillips, Peter C. B.

Publication type:

Article

RECESSION HEADLINE NEWS, CONSUMER SENTIMENT, THE STATE OF THE ECONOMY AND PRESIDENTIAL POPULARITY: A TIME SERIES ANALYSIS 1989-1993.

Published in:

International Journal of Public Opinion Research, 1995, v. 7, n. 1, p. 2, doi. 10.1093/ijpor/7.1.2

By:

Blood, Deborah J.;
Phillips, Peter C. B.

Publication type:

Article

Identifying Latent Structures in Panel Data.

Published in:

Econometrica, 2016, v. 84, n. 6, p. 2215, doi. 10.3982/ECTA12560

By:

Su, Liangjun;
Shi, Zhentao;
Phillips, Peter C. B.

Publication type:

Article

On Confidence Intervals for Autoregressive Roots and Predictive Regression.

Published in:

Econometrica, 2014, v. 82, n. 3, p. 1177, doi. 10.3982/ECTA11094

By:

Phillips, Peter C. B.

Publication type:

Article

Folklore Theorems, Implicit Maps, and Indirect Inference.

Published in:

Econometrica, 2012, v. 80, n. 1, p. 425, doi. 10.3982/ECTA9350

By:

Phillips, Peter C. B.

Publication type:

Article

STRUCTURAL NONPARAMETRIC COINTEGRATING REGRESSION.

Published in:

Econometrica, 2009, v. 77, n. 6, p. 1901, doi. 10.3982/ECTA7732

By:

Qiying Wang;
Phillips, Peter C. B.

Publication type:

Article

OPTIMAL BANDWIDTH SELECTION IN HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTING.

Published in:

Econometrica, 2008, v. 76, n. 1, p. 175, doi. 10.1111/j.0012-9682.2008.00822.x

By:

Yixiao Sun;
Phillips, Peter C. B.;
Sainan Jin

Publication type:

Article

TRANSITION MODELING AND ECONOMETRIC CONVERGENCE TESTS.

Published in:

Econometrica, 2007, v. 75, n. 6, p. 1771, doi. 10.1111/j.1468-0262.2007.00811.x

By:

Phillips, Peter C. B.;
Donggyu Sul

Publication type:

Article

GMM WITH MANY MOMENT CONDITIONS.

Published in:

Econometrica, 2006, v. 74, n. 1, p. 147, doi. 10.1111/j.1468-0262.2006.00652.x

By:

Han, Chirok;
Phillips, Peter C. B.

Publication type:

Article

GMM ESTIMATION OF AUTOREGRESSIVE ROOTS NEAR UNITY WITH PANEL DATA.

Published in:

Econometrica, 2004, v. 72, n. 2, p. 467, doi. 10.1111/j.1468-0262.2004.00498.x

By:

Moon, Hyungsik Roger;
Phillips, Peter C. B.

Publication type:

Article

Inference in Autoregression under Heteroskedasticity.

Published in:

Journal of Time Series Analysis, 2006, v. 27, n. 2, p. 289, doi. 10.1111/j.1467-9892.2005.00466.x

By:

Phillips, Peter C. B.;
Ke-Li Xu

Publication type:

Article

Uniform Limit Theory for Stationary Autoregression.

Published in:

Journal of Time Series Analysis, 2006, v. 27, n. 1, p. 51, doi. 10.1111/j.1467-9892.2005.00452.x

By:

Giraitis, Liudas;
Phillips, Peter C. B.

Publication type:

Article

Early development of econometric software at the University of Auckland.

Published in:

Journal of Economic & Social Measurement, 2004, v. 29, n. 1-3, p. 127, doi. 10.3233/JEM-2004-0216

By:

Phillips, Peter C. B.;
Hall, Viv B.

Publication type:

Article

Simulation-Based Estimation of Contingent-Claims Prices.

Published in:

Review of Financial Studies, 2009, v. 22, n. 9, p. 3669, doi. 10.1093/rfs/hhp009

By:

Phillips, Peter C. B.;
Jun Yu

Publication type:

Article

Jackknifing Bond Option Prices.

Published in:

Review of Financial Studies, 2005, v. 18, n. 2, p. 707, doi. 10.1093/rfs/hhi018

By:

Phillips, Peter C. B.;
Yu, Jun

Publication type:

Article

Dynamic Panel Modeling of Climate Change.

Published in:

Econometrics (2225-1146), 2020, v. 8, n. 3, p. 30, doi. 10.3390/econometrics8030030

By:

Phillips, Peter C. B.

Publication type:

Article

HAR Testing for Spurious Regression in Trend.

Published in:

Econometrics (2225-1146), 2019, v. 7, n. 4, p. 50, doi. 10.3390/econometrics7040050

By:

Phillips, Peter C. B.;
Wang, Xiaohu;
Zhang, Yonghui

Publication type:

Article

Uniform Inference in Panel Autoregression.

Published in:

Econometrics (2225-1146), 2019, v. 7, n. 4, p. 45, doi. 10.3390/econometrics7040045

By:

Chao, John C.;
Phillips, Peter C. B.

Publication type:

Article

Nonstationary Binary Choice.

Published in:

Econometrica, 2000, v. 68, n. 5, p. 1249, doi. 10.1111/1468-0262.00157

By:

Park, Joon Y.;
Phillips, Peter C. B.

Publication type:

Article

Linear Regression Limit Theory for Nonstationary Panel Data.

Published in:

Econometrica, 1999, v. 67, n. 5, p. 1057, doi. 10.1111/1468-0262.00070

By:

Phillips, Peter C. B.;
Moon, Hyungsik R.

Publication type:

Article