Peter C. B. Phillips

CFDPs

CFPs

CFP 1647 Peter C. B. Phillips, Shuping Shi, "Detecting Financial Collapse and Ballooning Sovereign Risk," Oxford Bulletin of Economics and Statistics, (June 2019), 1-26
CFP 1646 Wuyi Wang, Peter C. B. Phillips, Liangjun Su, "The Heterogeneous Effects of the Minimum Wage on Employment Across States," Economics Letters, (January 2019), 174: 179-185
CFP 1645 Peter C. B. Phillips, Chirok Han, "Dynamic Panel GMM Using R," (January 2019), 41(1): 119-144 (C.R. Rao, Hrishikesh Vinod)
CFP 1644 Wuyi Wang, Peter C. B. Phillips, Liangjun Su, "Homogeneity Pursuit in Panel Data Models: Theory and Applications," Journal of Applied Econometrics, (June 2018), 33(6): 797-815 [See CFDP 2063]
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]
CFP 1626 Jianning Kong, Peter C. B. Phillips, Donggyu Sul, "Weak σ- Convergence: Theory and Applications," Journal of Econometrics, (April 2019), 209(2): 185-207 [See CFDP 2072]
CFP 1623 David F. Hendry, Peter C. B. Phillips, "John Denis Sargan (1924–1996)," (January 2019), 667-695
CFP 1613 Jin Seo Cho, Peter C. B. Phillips, "Pythagorean Generalization of Testing the Equality of Two Symmetric Positive Definite Matrices," Journal of Econometrics, (January 2018), 202(1): 45-56
CFP 1612 Ping Yu, Peter C. B. Phillips, "Threshold Regression with Endogeneity," Journal of Econometrics, (March 2018), 203(1): 50-68 [See CFDP 1966]
CFP 1611 Shuping Shi, Peter C. B. Phillips, Stan Hurn, "Change Detection and the Causal Impact of the Yield Curve," Journal of Time Series Analysis, (November 2018), 39(6): 966-987 [See CFDP 2058]