Shu-Ping Shi

CFPs

CFP 1499 Peter C. B. Phillips, Shu-Ping Shi, Jun Yu, "Testing for Multiple Bubbles: Limit Theory of Real Time Detectors," International Economic Review, (November 2015), 56(4): 1079-1134 [See CFDP 1915]
CFP 1498 Peter C. B. Phillips, Shu-Ping Shi, Jun Yu, "Testing for Multiple Bubbles: Historical Episodes of Exuberance and Collapse in the S&P 500," International Economic Review, (November 2015), 56(4): 1043-1078 [See CFDP 1914]
CFP 1425 Peter C. B. Phillips, Shu-Ping Shi, Jun Yu, "Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behaviour," Oxford Bulletin of Economics and Statistics, (June 2014), 76(3): 315-333 [See CFDP 1842]

CFDPs