TESTING FOR MULTIPLE BUBBLES: HISTORICAL EPISODES OF EXUBERANCE AND COLLAPSE IN THE S&P 500 von Phillips, Peter C. B., Shi, Shuping, Yu, Jun

Volltext

TESTING FOR MULTIPLE BUBBLES: LIMIT THEORY OF REAL-TIME DETECTORS von Phillips, Peter C. B., Shi, Shuping, Yu, Jun

Volltext

FINANCIAL BUBBLE IMPLOSION AND REVERSE REGRESSION von Phillips, Peter C.B., Shi, Shu-Ping

Volltext

IDENTIFYING LATENT STRUCTURES IN PANEL DATA von Su, Liangjun, Shi, Zhentao, Phillips, Peter C. B.

Volltext

BOOSTING: WHY YOU CAN USE THE HP FILTER von Phillips, Peter C. B., Shi, Zhentao

Volltext

Causal Change Detection in Possibly Integrated Systems: Revisiting the Money-Income Relationship von Shi, Shuping, Hurn, Stan, Phillips, Peter C. B.

Volltext

Dating the timeline of financial bubbles during the subprime crisis von Phillips, Peter C. B, Yu, Jun

Volltext

Economic transition and growth von Phillips, Peter C. B., Sul, Donggyu

Volltext

Transition Modeling and Econometric Convergence Tests von Phillips, Peter C. B., Sul, Donggyu

Volltext

High-dimensional VARs with common factors von Miao, Ke, Phillips, Peter C.B., Su, Liangjun

Volltext

Diagnosing housing fever with an econometric thermometer von Shi, Shuping, Phillips, Peter C.B.

Volltext

Contribution of land use practices to GHGs in the Canadian Prairies crop sector von Awada, Lana, Nagy, Cecil, Phillips, Peter W. B.

Volltext

Change Detection and the Causal Impact of the Yield Curve von Shi, Shuping, Phillips, Peter C. B., Hurn, Stan

Volltext

Weak σ-convergence: Theory and applications von Kong, Jianning, Phillips, Peter C.B., Sul, Donggyu

Volltext

BUSINESS CYCLES, TREND ELIMINATION, AND THE HP FILTER von Phillips, Peter C. B., Jin, Sainan

Volltext

Estimating smooth structural change in cointegration models von Phillips, Peter C.B., Li, Degui, Gao, Jiti

Volltext

ON CONFIDENCE INTERVALS FOR AUTOREGRESSIVE ROOTS AND PREDICTIVE REGRESSION von Phillips, Peter C. B.

Volltext

Threshold regression with endogeneity von Yu, Ping, Phillips, Peter C.B.

Volltext

Econometric estimates of Earth’s transient climate sensitivity von Phillips, Peter C.B., Leirvik, Thomas, Storelvmo, Trude

Volltext

When bias contributes to variance: True limit theory in functional coefficient cointegrating regression von Phillips, Peter C.B., Wang, Ying

Volltext