Peter C. B. Phillips



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)
CFP 1600 Anna Bykhovskaya, Peter C. B. Phillips, "Boundary Limit Theory for Functional Local to Unity Regression," Journal of Time Series Analysis, (July 2018), 39(4): 523-562 (See CFDP 2108)
CFP 1599 Trude Storelvmo, Ulla K. Heede, Thomas Leirvik, Peter C. B. Phillips, Philipp Arndt, Martin Wild, "Lethargic Response to Aerosol Emissions in Current Climate Models," Geophysical Research Letters, (August 2018), 45(15): 1-10
CFP 1598 Tingting Cheng, Jiti Gao, Peter C. B. Phillips, "A Frequentist Approach to Bayesian Asymptotics," Journal of Econometrics, (October 2018), 206(2): 359-378
CFP 1592 Peter C. B. Phillips, Shuping Shi, "Financial Bubble Implosion and Reverse Regression," Econometric Theory, (August 2018), 34(4): 705 - 753
CFP 1586 Peter C. B. Phillips, "Dynamic Panel Anderson-Hsiao Estimation with Roots Near Unity," Econometric Theory, (April 2018), 34(2): 253-276
CFP 1565 Peter C. B. Phillips, Degui Li, Jiti Gao, "Estimating Smooth Structural Changes in Cointegration Models," Journal of Econometrics, (January 2017), 196(1): 180-195 (See CFDP 1910)
CFP 1564 Peter C. B. Phillips, Wayne Yuan Gao, "Structural Inference from Reduced Forms with Many Instruments," Journal of Econometrics, (August 2017), 199(3): 96-116
CFP 1563 Peter C. B. Phillips, "Reduced Forms and Weak Instrumentation," Econometric Reviews, (September 2017), 199(2): 818-839