CFP 1774 |
Peter C. B. Phillips, Ying Wang, "Functional coefficient panel modeling with communal smoothing covariates," Journal of Econometrics, (April 2022), 227(2): 371-407 (See CFDP 2193) |
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CFP 1769 |
Offer Lieberman, Peter C. B. Phillips, "Understanding temporal aggregation effects on kurtosis in financial indices," Journal of Econometrics, (March 2022), 227(1): 25-46 (See CFDP 2151) |
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CFP 1730 |
Peter C. B. Phillips, Zhentao Shi, "Boosting: Why you can use the Hodrick-Prescott Filter," International Economic Review, (May 2021), 62(2): 521-570 (See CFDP 2212) |
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CFP 1729 |
Peter C. B. Phillips, Sainan Jin, "Business Cycles, Trend Elimination and the HP Filter," International Economic Review, (May 2021), 62(2): 469-520 (See CFDP 2005) |
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CFP 1728 |
Peter C. B. Phillips, "Dynamic Panel Modeling of Climate Change," Econometrics, (September 2020), 8(3): 30 (See CFDP 2150) |
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CFP 1727 |
Shuping Shi, Stan Hurn, Peter C. B. Phillips, "Causal Change Detection in Possibly Integrated Systems: Revisiting the Money–Income Relationship," Journal of Financial Econometrics, (Winter 2020), 18(1): 158–180 (See CFDP 2059) |
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CFP 1716 |
Qiying Wang, Peter C. B. Phillips, Ioannis Kasparis, "Latent Variable Nonparametric Cointegrating Regression," Econometric Theory, (February 2021), 37(1): 138-168 (See CFDP 2111) |
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CFP 1715 |
Wenxin Huang, Sainan Jin, Peter C. B. Phillips, Liangjun Su, "Nonstationary panel models with latent group structures and cross-section dependence," Journal of Econometrics, (March 2021), 221(1): 198-222 |
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CFP 1712 |
Zhishui Hu, Peter C. B. Phillips, Qiying Wang, "Nonlinear Cointegrating Power Function Regression With Endogeneity," Econometric Theory, (December 2021), 37(1): 1173–1213 (See CFDP 2211) |
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CFP 1702 |
Anna Bykhovskaya, Peter C. B. Phillips, "Point Optimal Testing With Roots That Are Functionally Local to Unity," Journal of Econometrics, (November 2020), 219(2): 231-259 |
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