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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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) |
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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) |
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CFP 1487 |
Hyungsik Roger Moon, Benoit Perron, Peter C. B. Phillips, "Incidental Parameters and Dynamic Panel Modeling," 111-148 (in Badi H. Baltagi ed. Handbook of Panel Data, Oxford University Press, 2015, Ch. 4) |
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CFP 1483 |
Yae In Baek, Jin Seo Cho, Peter C. B. Phillips, "Testing Linearity Using Power Transforms of Regressors," Journal of Econometrics, (July 2015), 187(1): 376-384 (See CFDP 1917) |
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CFP 1477 |
Peter C. B. Phillips, "Memorial to Edmond Malinvaud," Econometric Theory, (June 2015), 31(3): 423-425 |
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CFP 1476 |
Zhipeng Liao, Peter C. B. Phillips, "Automated Estimation of Vector Error Correction Models," Econometric Theory, (June 2015), 31(3): 581-646 (See CFDP 1873) |
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