CFP 1627 |
Yubo Tao, Peter C. B. Phillips, Jun Yu, "Random coefficient continuous systems: Testing for extreme sample path behavior," Journal of Econometrics, (April 2019), 209(2): 208-237 (See CFDP 2114) |
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CFP 1503 |
Liang Jiang, Peter C. B. Phillips, 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) |
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CFP 1499 |
Peter C. B. Phillips, Shuping 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) |
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CFP 1498 |
Peter C. B. Phillips, Shuping 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) |
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CFP 1425 |
Peter C. B. Phillips, Shuping 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) |
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CFP 1351 |
Peter C. B. Phillips, Jun Yu, "The ET Interview: A Conversation with Eric Ghysels," Econometric Theory, (February 2012), 28(1): 207-217 |
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CFP 1349 |
Peter C. B. Phillips, Yangru Wu, 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) |
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CFP 1348 |
Peter C. B. Phillips, Jun Yu, "Dating the Timeline of Financial Bubbles during the Subprime Crisis," Quantitative Economics, (November 2010), 1(2): 455-491 (See CFDP 1770) |
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CFP 1347 |
Jun Yu, 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) |
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CFP 1343 |
Xiaohu Wang, Peter C. B. Phillips, Jun Yu, "Bias in Estimating Multivariate and Univariate Diffusions," Journal of Econometrics, (April 2011), 161(2): 228-245 (See CFDP 1778) |
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