Peter C. B. Phillips

CFDPs

CFDP 2194 Violetta Dalla, Liudas Giraitis, Peter C. B. Phillips, "Robust Tests for White Noise and Cross-Correlation," (April 2019) [32pp, Abstract] [Supplemental material, 51 pp], (See: CFDP 2194R)
CFDP 2193 Peter C. B. Phillips, Ying Wang, "Functional Coefficient Panel Modeling with Communal Smoothing Covariates," (May 2019) [48pp, Abstract] [Supplemental material, 33 pp] (See: CFP 1774)
CFDP 2192 Peter C. B. Phillips, Zhentao Shi, "Boosting the Hodrick-Prescott Filter," (May 2019) [46pp, Abstract]
CFDP 2153 Peter C. B. Phillips, Yonghui Zhang, Xiaohu Wang, "HAR Testing for Spurious Regression in Trend," (December 2018) [36pp, Abstract] (See: CFP 1690)
CFDP 2152 Peter C. B. Phillips, Shuping Shi, "Real Time Monitoring of Asset Markets: Bubbles and Crises," (November 2018) [24pp, Abstract], (See: CFDP 1692)
CFDP 2151 Offer Lieberman, Peter C. B. Phillips, "Understanding Temporal Aggregation Effects on Kurtosis in Financial Indices," (June 2018) [39pp, Abstract], (See: CFDP 1769)
CFDP 2150 Peter C. B. Phillips, "Dynamic Panel Modeling of Climate Change," (December 2018) [33pp, Abstract] (See: CFP 1728)
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: CFP 1677)
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: CFP 1627)
CFDP 2113 Offer Lieberman, Peter C. B. Phillips, "Hybrid Stochastic Local Unit Roots," (December 2017) [39pp, Abstract] (See: CFP 1669)

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

CFPs

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)
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)