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

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

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

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

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

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

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

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

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

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Exact Local Whittle Estimation of Fractional Integration von Shimotsu, Katsumi, Peter C. B. Phillips

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

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Predictive regression under various degrees of persistence and robust long-horizon regression von Phillips, Peter C.B., Lee, Ji Hyung

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Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing von Sun, Yixiao, Phillips, Peter C. B., Jin, Sainan

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A SPECIFICATION TEST FOR NONLINEAR NONSTATIONARY MODELS von Wang, Qiying, Phillips, Peter C. B.

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CONTINUOUSLY UPDATED INDIRECT INFERENCE IN HETEROSKEDASTIC SPATIAL MODELS von Kyriacou, Maria, Phillips, Peter C.B., Rossi, Francesca

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Bedform segregation and locking increase storage of natural and synthetic particles in rivers von Dallmann, J., Phillips, C. B., Teitelbaum, Y., Saavedra Cifuentes, Edwin Y., Sund, N., Schumer, R., Arnon, S., Packman, A. I.

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Linear Regression Limit Theory for Nonstationary Panel Data von Phillips, Peter C. B., Moon, Hyungsik R.

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Renewable fuels via catalytic hydrodeoxygenation von Choudhary, T.V., Phillips, C.B.

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

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Nonparametric predictive regression von Kasparis, Ioannis, Andreou, Elena, Phillips, Peter C.B.

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