CFP 1362 |
Xu Cheng, Peter C. B. Phillips, "Cointegrating Rank Selection in Models with Time-varying Variance," Journal of Econometrics, (August 2012), 169(2): 155-165 (See CFDP 1688) |
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CFP 1359 |
Qiying Wang, Peter C. B. Phillips, "A Specification Test for Nonlinear Nonstationary Models," The Annals of Statistics, (January 2012), 40(2): 727–758 (:2) (See CFDP 1779) |
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CFP 1355 |
Xiaoxia Shi, Peter C. B. Phillips, "Nonlinear Cointegrating Regression under Weak Identification," Econometric Theory, (June 2012), 28(3): 509-547 (See CFDP 1768) |
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CFP 1351 |
Peter C. B. Phillips, Jun Yu, "The ET Interview: A Conversation with Eric Ghysels," Econometric Theory, (February 2012), 28(1): 207-217 |
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CFP 1350 |
Peter C. B. Phillips, "Folklore Theorems, Implicit Maps, and Indirect Inference," Econometrica, (January 2012), 80(1): 425-454 (includes Supplemental Material) (See CFDP 1781) |
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CFP 1349 |
Peter C. B. Phillips, Yangru Wu, Jun Yu, "Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values?," International Economic Review, (February 2011), 52(1): 201–226 (See CFDP 1699) |
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CFP 1348 |
Peter C. B. Phillips, Jun Yu, "Dating the Timeline of Financial Bubbles during the Subprime Crisis," Quantitative Economics, (November 2010), 1(2): 455-491 (See CFDP 1770) |
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CFP 1347 |
Jun Yu, Peter C. B. Phillips, ""Corrigendum” to “A Gaussian Approach for Continuous Time Models of Short-term Interest Rates [CFP 1124]"," Econometrics Journal, (February 2011), 14(4): 126-129 (See CFDP 1309) |
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CFP 1346 |
Peter C. B. Phillips, Liangjun Su, "Non-parametric Regression under Location Shifts," Econometrics Journal, (October 2011), 14(3): 457-486 (See CFDP 1702) |
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CFP 1343 |
Xiaohu Wang, Peter C. B. Phillips, Jun Yu, "Bias in Estimating Multivariate and Univariate Diffusions," Journal of Econometrics, (April 2011), 161(2): 228-245 (See CFDP 1778) |
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