CFP 1530 |
Peter C. B. Phillips, "Modeling Speculative Bubbles with Diverse Investor Expectations," Research in Econometrics, (September 2016), 70(3): 375-387 |
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CFP 1525 |
Peter C. B. Phillips, "Inference in Near-Singular Regression," Advances in Econometrics, (July 2016), 36(1): 461-486 (See CFDP 2009) |
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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) |
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CFP 1515 |
Qiying Wang, Peter C. B. Phillips, "Nonparametric Cointegrating Regression with Endogeneity and Long Memory," Econometric Theory, (April 2016), 32(2): 359-401 |
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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 |
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CFP 1504 |
Peter C. B. Phillips, "Meritocracy Voting: Measuring the Unmeasurable," Econometric Reviews, (January 2016), 35(1): 2-40 (See CFDP 1833) |
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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) |
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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) |
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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) |
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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) |
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