Peter C. B. Phillips

CFDPs

CFDP 1969 Liang Jiang, Peter C. B. Phillips, Jun Yu, "A New Hedonic Regression for Real Estate Prices Applied to the Singapore Residential Market," (December 2014) [22pp, Abstract] (See: 1503)
CFDP 1968 Peter C. B. Phillips, Ye Chen, "Restricted Likelihood Ratio Tests in Predictive Regression," (December 2014) [65pp, Abstract]
CFDP 1967 Peter C. B. Phillips, Shuping Shi, "Financial Bubble Implosion," (December 2014) [46pp, Abstract]
CFDP 1966 Ping Yu, Peter C. B. Phillips, "Threshold Regression with Endogeneity," (December 2014) [84pp, Abstract] (See: CFP1612)
CFDP 1965 Liangjun Su, Zhentao Shi, Peter C. B. Phillips, "Identifying Latent Structures in Panel Data," (December 2014) [76pp, Abstract] (See: 1536)
CFDP 1964 Offer Lieberman, Peter C. B. Phillips, "A Multivariate Stochastic Unit Root Model with an Application to Derivative Pricing," (December 2014) [56pp, Abstract]
CFDP 1963 Peter C. B. Phillips, Chirok Han, "True Limit Distributions of the Anderson-Hsiao IV Estimators in Panel Autoregression," (December 2014) [9pp, Abstract] (See: 1455)
CFDP 1962 Peter C. B. Phillips, "Dynamic Panel GMM with Near Unity," (December 2014) [36pp, Abstract]
CFDP 1929 Degui Li, Peter C. B. Phillips, Jiti Gao, "Uniform Consistency of Nonstationary Kernel-Weighted Sample Covariances for Nonparametric Regression," (December 2013) [24pp, Abstract]
CFDP 1919 Yoonseok Lee, Peter C. B. Phillips, "Model Selection in the Presence of Incidental Parameters," (October 2013) [36pp, Abstract] (See: 1494)

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

CFPs

CFP 1522 Degui Li, Peter C. B. Phillips, Jiti Gao, "Uniform Consistency of Nonstationary Kernel-Weighted Sample Covariances for Nonparametric Regression," Econometric Theory, (June 2016), 32(3): 655-685 (See CFDP 1929)
CFP 1515 Qiying Wang, Peter C. B. Phillips, "Nonparametric Cointegrating Regression with Endogeneity and Long Memory," Econometric Theory, (April 2016), 32(2): 359-401
CFP 1512 Trude Storelvmo, Thomas Leirvik, Ulrike Lohmann, Peter C. B. Phillips, Martin Wild, "Disentangling Greenhouse Warming and Aerosol Cooling to Reveal Earth’s Climate Sensitivity," (March 2016), 9(3): 1-6
CFP 1504 Peter C. B. Phillips, "Meritocracy Voting: Measuring the Unmeasurable," Econometric Reviews, (January 2016), 35(1): 2-40 (See CFDP 1833)
CFP 1503 Liang Jiang, Peter C. B. Phillips, Jun Yu, "New Methodology for Constructing Real Estate Price Indices Applied to the Singapore Residential Market," Journal of Banking and Finance, (December 2015), 61(2): S121-S131 (See CFDP 1969)
CFP 1499 Peter C. B. Phillips, Shuping Shi, Jun Yu, "Testing for Multiple Bubbles: Limit Theory of Real Time Detectors," International Economic Review, (November 2015), 56(4): 1079-1134 (See CFDP 1915)
CFP 1498 Peter C. B. Phillips, Shuping Shi, Jun Yu, "Testing for Multiple Bubbles: Historical Episodes of Exuberance and Collapse in the S&P 500," International Economic Review, (November 2015), 56(4): 1043-1078 (See CFDP 1914)
CFP 1494 Yoonseok Lee, Peter C. B. Phillips, "Model Selection in the Presence of Incidental Parameters," Journal of Econometrics, (October 2015), 188(2): 474-489 (See CFDP 1919)
CFP 1492 Peter C. B. Phillips, "Edmond Malinvaud: A Tribute to His Contributions in Econometrics," Econometrics Journal, (June 2015), 18(2): A1-A13 (See CFDP 2002)
CFP 1491 Peter C. B. Phillips, "Pitfalls and Possibilities in Predictive Regression (Halbert White Jr. Memorial JFEC Lecture)," Journal of Financial Econometrics, 13(3): 521-555 (See CFDP 2003)