Papers (Reprints)

Number
CFP 1554 Stephen Morris, Dirk Bergemann, "Belief-free rationalizability and informational robustness," Games and Economic Behavior, (July 2017), 104: 744–759
CFP 1553 Ji Hyung Lee, Peter C. B. Phillips, "Asset pricing with financial bubble risk," Journal of Empirical Finance, (September 2016), 38, Part B: 590-622
CFP 1552 Offer Lieberman, Peter C. B. Phillips, "A multivariate stochastic unit root model with an application to derivative pricing," Journal of Econometrics, (January 2017), 196(1): 99-110
CFP 1551 Michael D. König, Dominic Rohner, Mathias Thoenig, Fabrizio Zilibotti, "Networks in Conflict: Theory and Evidence From the Great War of Africa," Econometrica, (July 2017), 85(4): 1093–1132
CFP 1550 Ryota Iijima, Yuichiro Kamada, "Social Distance and Network Structures," Theoretical Economics, (June 2017), 12 (2): 655–689
CFP 1549 Giuseppe Moscarini, Fabien Postel-Vinay, "The Relative Power of Employment-to-Employment Reallocation and Unemployment Exits in Predicting Wage Growth," American Economic Review, (May 2017), 107 (5): 364-368
CFP 1548 Atila Abdulkadiroğlu, Joshua D. Angris, Yusuke Narita, Parag A. Pathak, Roman A. Zarate, "Regression Discontinuity in Serial Dictatorship: Achievement Effects at Chicago's Exam Schools," American Economic Review, (May 2017), 107 (5): 240-245
CFP 1547 Igami, Mitsuru, "Estimating the Innovator's Dilemma: Structural Analysis of Creative Destruction in the Hard Disk Drive Industry, 1981-1998," Journal of Political Economy, (May 2017), 125 (3): 798-847
CFP 1546 Hamish Low, Costas Meghir, "The Use of Structural Models in Econometrics," Journal of Economic Perspectives, (May 2017), 31 (2): 33-58
CFP 1545 Robert J. Shiller, "Narrative Economics," American Economic Review, (March 2017), 107 (4): 967-1004 [See CFDP 2069]
CFP 1544 Orazio P. Attanasio, Costas Meghir, "Vocational Training for Disadvantaged Youth in Colombia: A Long-Term Follow-Up," American Economic Journal: Applied Economics, (March 2017), 9 (2): 131-143
CFP 1543 Dirk Bergemann, Stephen Morris, Satoru Takahashi, "Interdependent Preferences and Strategic Distinguishability," Journal of Economic Theory, (March 2017), 169: 329-371 [See CFDP 1773R]
CFP 1542 Alessandro Bonatti, Johannes Horner, "Career concerns with exponential learning," Theoretical Economics, (January 2017), 12(1): 425-475
CFP 1541 Xiaohong Chen, Fuchang Gaob, "A Reverse Gaussian Correlation Inequality by Adding Cones," Statistics & Probability Letters, (May 2017), 123: 84-87
CFP 1540 Dirk Bergemann, Benjamin Brooks, Stephen Morris, "First-Price Auctions with General Information Structures: Implications for Bidding and Revenue," Econometrica, (January 2017), (85)1: 107-143 [See CFDP 2018R3]
CFP 1539 Xiaohong Chen, Yin Jia Qiu, "Methods for Nonparametric and Semiparametric Regressions with Endogeneity: A Gentle Guide," Annual Review of Economics, (October 2016), 8(1): 259-290 [See CFDP 2032]
CFP 1538 Larry Samuelson, "Game theory in Economics and Beyond," Journal of Economic Perspectives, (December 2016), 30(4): 107-130
CFP 1537 John E. Roemer, Alain Trannoy, "Equality of Opportunity: Theory and Measurement," Journal of Economic Literature, (December 2016), 54(4): 1288-1332 [See CFDP 1921]
CFP 1536 Liangjun Su, Zhentao Shi, Peter C. B. Phillips, "Identifying Latent Structures in Panel Data," Econometrica, (November 2016), 84(6): 2215-2264
CFP 1535 Joseph S. Shapiro, "Trade Costs, CO2, and the Environment," American Economic Journal: Economic Policy, (November 2016), 8(4): 220-54
Number

CFP 1536

Liangjun Su, Zhentao Shi, Peter C. B. Phillips, “Identifying Latent Structures in Panel Data,” Econometrica​, (November 2016), 84(6): p. 2215-2264 [See CFDP 1965]

CFP 1530

Peter C. B. Phillips, “Modeling Speculative Bubbles with Diverse Investor Expectations,” Research in Econometrics (September 2016), 70(3): 375-387

CFP 1525

Peter C. B. Phillips, “Inference in Near-Singular Regression,” Advances in Econometrics (July 2016), 36(1): 461-486 [see CFDP 2009]

CFP 1522

Degui Li, Peter C. B. Phillips, and Jiti Gao, “Uniform Consistency of Nonstationary Kernel-Weighted Sample Covariances for Nonparametric RegressionEconometric Theory (June 2016), 32(3): 655-685 [See CFDP 1929]

CFP 1515

Qiying Wang and Peter C. B. Phillips, “Nonparametric Cointegrating Regression with Endogeneity and Long Memory,” Econometric Theory (April 2016), 32(2): 359-401

CFP 1512

T. Storelvmo, T. Leirvik, U. Lohmann, P. C. B. Phillips, and M. Wild, “Disentangling Greenhouse Warming and Aerosol Cooling to Reveal Earth’s Climate Sensitivity,” Nature Geoscience​ (March 2016), 9(3): 1-6

CFP 1504

Peter C. B. Phillips, “Meritocracy Voting: Measuring the Unmeasurable,” Econometric Reviews (2016), 35(1): 2-40 [See CFDP 1833]

CFP 1503

Liang Jiang, Peter C. B. Phillips, and Jun Yu, “New Methodology for Constructing Real Estate Price Indices Applied to the Singapore Residential Market,” Journal of Banking and Finance (December 2015), 61(2): S121-S131 [See CFDP 1969]

CFP 1499

Peter C. B. Phillips, Shu-Ping Shi, and 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, and 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 1494

Yoonseok Lee and Peter C. B. Phillips, “Model Selection in the Presence of Incidental Parameters,” Journal of Econometrics (October 2015), 188(2): 474-489 [See CFDP 1919]

CFP 1492

Peter C. B. Phillips, “Edmond Malinvaud: A Tribute to His Contributions in Econometrics,” Econometrics Journal (June 2015), 18(2): A1-A13 [See CFDP 2002]

CFP 1491

Peter C. B. Phillips, “Pitfalls and Possibilities in Predictive Regression (Halbert White Jr. Memorial JFEC Lecture),” Journal of Financial Econometrics (Summer 2015), 13(3): 521-555 [See CFDP 2003]

CFP 1487

Hyungsik Roger Moon, Benoit Perron, and Peter C. B. Phillips, “Incidental Parameters and Dynamic Panel Modeling,” in Badi H. Baltagi (ed.), Handbook of Panel Data, Oxford University Press, 2015, Ch. 4, pp. 111-148

CFP 1483

Yae In Baek, Jin Seo Cho, and Peter C. B. Phillips, “Testing Linearity Using Power Transforms of Regressors,” Journal of Econometrics (July 2015), 187(1): 376-384 [See CFDP 1917]

CFP 1477

Peter C. B. Phillips, “Memorial to Edmond Malinvaud,” Econometric Theory (June 2015), 31(3): 423-425

CFP 1476

Zhipeng Liao and Peter C. B. Phillips, “Automated Estimation of Vector Error Correction Models,” Econometric Theory (June 2015), 31(3): 581-646 [See CFDP 1873]

CFP 1473

Peter C. B. Phillips and Ji Hyung Lee, “Limit Theory for VARs with Mixed Roots Near Unity,” Econometric Reviews (May 2015), 34(6-10): 1034-1055 [See CFDP 1845]

CFP 1461

Ioannis Kasparis, Elena Andreou, and Peter C. B. Phillips, “Nonparametric Predictive Regression,” Journal of Econometrics (April 2015), 185(2): 468-494 [See CFDP 1878]

CFP 1460

Giuseppe Cavaliere, Peter C. B. Phillips, Stephan Smeekes, and A. M. Robert Taylor, “Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility,” Econometric Reviews (April 2015), 34(4): 512-536 [See CFDP 1844]

CFP 1455

Peter C. B. Phillips and Chirok Han, “The True Limit Distributions of the Anderson-Hsiao IV Estimators in Panel Autoregression,” Economics Letters (February 2015), 127: 89-92 [CFDP 1963]

CFP 1454

Offer Lieberman and Peter C. B. Phillips, “Norming Rates and Limit Theory for Some Time-Varying Coefficient Autoregressions,” Journal of Time Series Analysis (November 2014), 35(6): 592-623 [See CFDP 1916]

CFP 1448

Hyungsik R. Moon, Benoit Perron, and Peter C. B. Phillips, “Point-optimal Panel Unit Root Tests with Serially Correlated Errors,” Econometrics Journal (October 2014), 17(3): 338-372

CFP 1438

Peter C. B. Phillips, “Homage to Halbert White,” Journal of Financial Econometrics (Fall 2014), 12(4): 618-619

CFP 1429

Peter C. B. Phillips, “Unit Roots in Life — A Graduate Student Story,” Econometric Theory (August 2014), 30(4): 719-736 [See CFDP 1913]

CFP 1425

Peter C. B. Phillips, Shu-Ping Shi, and 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]

CFP 1422

Peter C. B. Phillips, “On Confidence Intervals for Autoregressive Roots and Predictive Regression,” Econometrica (May 2014), 82(3): 1177-1195 [See CFDP 1879]

CFP 1406

Chirok Han, Peter C. B. Phillips, and Donggyu Sul, “X-Differencing and Dynamic Panel Model Estimation,” Econometric Theory (February 2014), 30(1): 201-251 [See CFDP 1747]

CFP 1404

Ioannis Kasparis, Peter C. B. Phillips, and Tassos Magdalinos, “Nonlinearity Induced Weak Instrumentation,” Econometric Reviews (2014), 33(5-6): 676-712 [See CFDP 1872]

CFP 1400

Peter C. B. Phillips, “Optimal Estimation of Cointegrated Systems with Irrelevant Instruments,” Journal of Econometrics (January 2014), 178(2): 210-214 [See CFDP 1547]

CFP 1399

Peter C. B. Phillips and Ji Hyung Lee, “Predictive Regression under Various Degrees of Persistence and Robust Long-horizon Regression,” Journal of Econometrics (December 2013), 177(2): 250-264

CFP 1386

Jiti Gao and Peter C. B. Phillips, “Semiparametric Estimation in Triangular System Equations with Nonstationarity,” Journal of Econometrics (September 2013), 176(1): 59–79 [See CFDP 1769]

CFP 1385

Carlo V. Fiorio, Vassilis A. Hajivassiliou, and Peter C. B. Phillips, “Bimodal t-ratios: The Impact of Thick Tails on Inference,” Econometrics Journal (July 2010), 13(2): 271–289 [See CFDP 842]

CFP 1383

Peter C. B. Phillips and Tassos Magdalinos, “Inconsistent VAR Regression with Common Explosive Roots,” Econometric Theory (August 2013), 29(4): 808-837 [See CFDP 1777]

CFP 1379

Chirok Han and Peter C. B. Phillips, “First Difference Maximum Likelihood and Dynamic Panel Estimation,” Journal of Econometrics (July 2013), 175(1): 35-45 [See CFDP 1780]

CFP 1374

Ioannis Kasparis and Peter C. B. Phillips, “Dynamic Misspecification in Nonparametric Cointegrating Regression,” Journal of Econometrics (June 2012), 168(2): 270-284 [See CFDP 1700]

CFP 1373

Peter C. B. Phillips, “Exploring the Mysteries of Trends and Bubbles,” in Anderson, K., Australia’s Economy and its International Context: The Joseph Fisher Lectures, Volume II (1956-2012), Adelaide: University of Adelaide Press, 2012, Ch. 54, pp. 599-616

CFP 1368

Yonghui Zhang, Liangjun Su, and Peter C. B. Phillips, “Testing for Common Trends in Semiparametric Panel Data Models with Fixed Effects,” Econometrics Journal (February 2012), 15(1): 56-100 [See CFDP 1832]

CFP 1364

Werner Ploberger and Peter C. B. Phillips, “Optimal Estimation under Nonstandard Conditions,” Journal of Econometrics (August 2012), 169(2): 258-265 [See CFDP 1748]

CFP 1363

Liudas Giraitis and Peter C. B. Phillips, “Mean and Autocovariance Function Estimation near the Boundary of Stationarity,” Journal of Econometrics (August 2012), 169(2): 166-178 [See CFDP 1690]

CFP 1362

Xu Cheng and Peter C. B. Phillips, “Cointegrating Rank Selection in Models with Time-varying Variance,” Journal of Econometrics (August 2012), 169(2): 155-165 [See CFDP 1688]

CFP 1359

Qiying Wang and Peter C. B. Phillips, “A Specification Test for Nonlinear Nonstationary Models,” The Annals of Statistics (2012), 40(2): 2, 727–758 [See CFDP 1779]

CFP 1355

Xiaoxia Shi and Peter C. B. Phillips, “Nonlinear Cointegrating Regression under Weak Identification,” Econometric Theory (June 2012), 28(3): 509-547 [See CFDP 1768]

CFP 1350

Peter C. B. Phillips, “Folklore Theorems, Implicit Maps, and Indirect Inference,” Econometrica (January 2012), 80(1): 425–454 (includes Supplemental Material) [See CFDP 1781]

CFP 1349

Peter C. B. Phillips, Yangru Wu, and Jun Yu, “Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values?”, International Economic Review  (February 2011), 52(1): 201–226 [See CFDP 1699]

CFP 1348

Peter C. B. Phillips and Jun Yu, “Dating the Timeline of Financial Bubbles during the Subprime Crisis,” Quantitative Economics (November 2010), 1(2): 455-491 [See CFDP 1770]

CFP 1347

Jun Yu and Peter C. B. Phillips, “Corrigendum” to “A Gaussian Approach for Continuous Time Models of Short-term Interest Rates [CFP 1124],” Econometrics Journal (February 2011), 14(4): 126-129 [See CFDP 1309]

CFP 1346

Peter C. B. Phillips and Liangjun Su, “Non-parametric Regression under Location Shifts,” Econometrics Journal (October 2011), 14(3): 457-486 [See CFDP 1702]

CFP 1343

Xiaohu Wang, Peter C. B. Phillips, and Jun Yu, “Bias in Estimating Multivariate and Univariate Diffusions,” Journal of Econometrics (April 2011), 161(2): 228-245 [See CFDP 1778]

CFP 1340

Yixiao Sun, Peter C. B. Phillips, and Sainan Jin, “Power Maximization and Size Control in Heteroskedasticity and Autocorrelation Robust Tests with Exponentiated Kernels,” Econometric Theory (December 2011), 27(6): 1320-1368 [See CFDP 1749]

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