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) |
|
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) |
|
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) |
|
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) |
|
CFP 1340 |
Yixiao Sun, Peter C. B. Phillips, Sainan Jin, "Power Maximization and Size Control in Heteroskedasticity and Autocorrelation Robust Tests with Exponentiated Kernels," Econometric Theory, (December 2011), 27(6): 1320-1368 (See CFDP 1749) |
|
CFP 1339 |
Chirok Han, Peter C. B. Phillips, Donggyu Sul, "Uniform Asymptotic Normality in Stationary and Unit Root Autoregression," Econometric Theory, (December 2011), 27(6): 1117-1151 (See CFDP 1746) |
|
CFP 1338 |
Chirok Han, Jin Seo Cho, Peter C. B. Phillips, "Infinite Density at the Median and the Typical Shape of Stock Return Distributions," Journal of Business and Economic Statistics, (April 2011), 29(2): 282-294 (See CFDP 1701) |
|
CFP 1337 |
Ke-Li Xu, Peter C. B. Phillips, "Tilted Nonparametric Estimation of Volatility Functions with Empirical Applications," Journal of Business and Economic Statistics, (October 2011), 29(4): 518-528 (See CFDP 1612) |
|
CFP 1319 |
Qiying Wang, Peter C. B. Phillips, "Asymptotic Theory for Zero Energy Functionals with Nonparametric Regression Applications," Econometric Theory, (April 2011), 27(2): 235-259 (See CFDP 1687) |
|
CFP 1311 |
Peter C. B. Phillips, "The Mysteries of Trend," Macroeconomic Review, (October 2010), 82-89 (Special Feature C) (See CFDP 1771) |
|