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~isPartOf:"Economics letters"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of econometrics"
~language:"eng"
~language:"pol"
~person:"Phillips, Peter C. B."
~type:"article"
~type_genre:"Article in journal"
~type_genre:"Biography"
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Phillips, Peter C. B.
Linton, Oliver
45
Lee, Lung-fei
41
Hasan, Iftekhar
39
Li, Qi
39
Moshirian, Fariborz
38
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23
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23
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23
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23
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23
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22
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28
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ECONIS (ZBW)
71
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1
Fully modified least squares cointegrating parameter estimation in multicointegrated systems
Kheifets, Igor L.
;
Phillips, Peter C. B.
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 300-319
Persistent link: https://www.econbiz.de/10014339925
Saved in:
2
High-dimensional VARs with common factors
Miao, Ke
;
Phillips, Peter C. B.
;
Su, Liangjun
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 155-183
Persistent link: https://www.econbiz.de/10014340976
Saved in:
3
Regression-adjusted estimation of quantile treatment effects under covariate-adaptive randomizations
Jiang, Liang
;
Phillips, Peter C. B.
;
Tao, Yubo
;
Zhang, …
- In:
Journal of econometrics
234
(
2023
)
2
,
pp. 758-776
Persistent link: https://www.econbiz.de/10014434367
Saved in:
4
When bias contributes to variance : true limit theory in functional coefficient cointegrating regression
Phillips, Peter C. B.
;
Wang, Ying
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 469-489
Persistent link: https://www.econbiz.de/10014340035
Saved in:
5
Functional coefficient panel modeling with communal smoothing covariates
Phillips, Peter C. B.
;
Wang, Ying
- In:
Journal of econometrics
227
(
2022
)
2
,
pp. 371-407
Persistent link: https://www.econbiz.de/10013442086
Saved in:
6
Understanding temporal aggregation effects on kurtosis in financial indices
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 25-46
Persistent link: https://www.econbiz.de/10013441621
Saved in:
7
Nonstationary panel models with latent group structures and cross-section dependence
Huang, Wenxin
;
Jin, Sainan
;
Phillips, Peter C. B.
;
Su, …
- In:
Journal of econometrics
221
(
2021
)
1
,
pp. 198-222
Persistent link: https://www.econbiz.de/10012618820
Saved in:
8
Asymptotic theory for near integrated processes driven by tempered linear processes
Sabzikar, Farzad
;
Wang, Qiying
;
Phillips, Peter C. B.
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 192-202
Persistent link: https://www.econbiz.de/10012439672
Saved in:
9
Econometric estimates of Earth's transient climate sensitivity
Phillips, Peter C. B.
;
Leirvik, Thomas
;
Storelvmo, Trude
- In:
Journal of econometrics
214
(
2020
)
1
,
pp. 6-32
Persistent link: https://www.econbiz.de/10012438082
Saved in:
10
Hybrid stochastic local unit roots
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Journal of econometrics
215
(
2020
)
1
,
pp. 257-285
Persistent link: https://www.econbiz.de/10012439454
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