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 |
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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) |
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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) |
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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 |
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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 |
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CFP 1592 |
Peter C. B. Phillips, Shuping Shi, "Financial Bubble Implosion and Reverse Regression," Econometric Theory, (August 2018), 34(4): 705 - 753 |
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CFP 1586 |
Peter C. B. Phillips, "Dynamic Panel Anderson-Hsiao Estimation with Roots Near Unity," Econometric Theory, (April 2018), 34(2): 253-276 |
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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) |
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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 |
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CFP 1563 |
Peter C. B. Phillips, "Reduced Forms and Weak Instrumentation," Econometric Reviews, (September 2017), 199(2): 818-839 |
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