Peter C. B. Phillips

CFDPs

CFDP 2005 Peter C. B. Phillips, Sainan Jin, "Business Cycles, Trend Elimination, and the HP Filter," (June 2015) [55pp, Abstract] (See: CFP 1729)
CFDP 2004 Ryan Greenaway-McGrevy, Peter C. B. Phillips, "Hot Property in New Zealand: Empirical Evidence of Housing Bubbles in the Metropolitan," (June 2015) [33pp, Abstract]
CFDP 2003 Peter C. B. Phillips, "Pitfalls and Possibilities in Predictive Regression," (June 2015) [42pp, Abstract] (See: 1491)
CFDP 2002 Peter C. B. Phillips, "Edmond Malinvaud: A Tribute to His Contributions in Econometrics," (June 2015) [15pp, Abstract] (See: 1492)
CFDP 1971 Hanying Liang, Peter C. B. Phillips, Hanchao Wang, Qiying Wang, "Weak Convergence to Stochastic Integrals for Econometric Applications," (December 2014) [29pp, Abstract]
CFDP 1970 Jin Seo Cho, Peter C. B. Phillips, "Testing Equality of Covariance Matrices via Pythagorean Means," (December 2014) [48pp, Abstract]
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: CFP 1612)

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CFPs

CFP 1530 Peter C. B. Phillips, "Modeling Speculative Bubbles with Diverse Investor Expectations," Research in Econometrics, (September 2016), 70(3): 375-387
CFP 1525 Peter C. B. Phillips, "Inference in Near-Singular Regression," Advances in Econometrics, (July 2016), 36(1): 461-486 (See CFDP 2009)
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)