Peter C. B. Phillips

CFDPs

CFDP 2150 Peter C. B. Phillips, "Dynamic Panel Modeling of Climate Change," (December 2018) [33pp, Abstract] (See: CFP1728)
CFDP 2131 Farzad Sabzikar, Qiying Wang, Peter C. B. Phillips, "Asymptotic Theory for Near Integrated Process Driven by Tempered Linear Process," (May 2018) [28pp, Abstract] (See: CFP1677)
CFDP 2114 Yubo Tao, Peter C. B. Phillips, Jun Yu, "Random Coefficient Continuous Systems: Testing for Extreme Sample Path Behaviour," (December 2017) [55pp, Abstract] (See: CFP1627)
CFDP 2113 Offer Lieberman, Peter C. B. Phillips, "Hybrid Stochastic Local Unit Roots," (December 2017) [39pp, Abstract] (See: CFP1669)
CFDP 2111 Qiying Wang, Peter C. B. Phillips, Ioannis Kasparis, "Latent Variable Nonparametric Cointegrating Regression," (September 2017) [28pp, Abstract], (See: CFDP 1716)
CFDP 2110 Peter C. B. Phillips, "Detecting Financial Collapse and Ballooning Sovereign Risk," (September 2017) [30pp, Abstract]
CFDP 2109 Degui Li, Peter C. B. Phillips, Jiti Gao, "Kernel-Based Inference In Time-Varying Coefficient Cointegrating Regression," (September 2017) [46pp, Abstract] [Supplemental material, 12 pp], (See: CFDP 1689)
CFDP 2108 Anna Bykhovskaya, Peter C. B. Phillips, "Boundary Limit Theory for Functional Local to Unity Regression," (September 2017) [45pp, Abstract] (See: CFP1600)
CFDP 2107 Anna Bykhovskaya, Peter C. B. Phillips, "Point Optimal Testing with Roots That Are Functionally Local to Unity," (September 2017) [39pp, Abstract]
CFDP 2094 Peter C. B. Phillips, "Unit Roots in Life and Research," (July 2017) [12pp, Abstract]

For accessibility assistance with publications, please email cowles@yale.edu.

CFPs

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)
CFP 1610 Offer Lieberman, Peter C. B. Phillips, "IV and GMM Inference in Endogenous Stochastic Unit Root Models," Econometric Theory, (October 2018), 34(5): 1065-1100 (See CFDP 2061)
CFP 1609 Ping Yu, Peter C. B. Phillips, "Threshold Regression Asymptotics: From the Compound Poisson Process to Two-sided Brownian motion," Economics Letters, (November 2018), 172: 123-126
CFP 1607 Jin Seo Cho, Peter C. B. Phillips, "Sequentially Testing Polynomial Model Hypotheses Using Power Transforms of Regressors," Journal of Applied Econometrics, (August 2017), 33(1): 141-159 (See CFDP 2060)