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~person:"Andreou, Elena"
~person:"Shi, Shuping"
~person:"Xiao, Zhijie"
~type_genre:"Aufsatz in Zeitschrift"
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Andreou, Elena
Shi, Shuping
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ECONIS (ZBW)
21
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1
Housing fever in Australia 2020-23 : insights from an econometric thermometer
Shi, Shuping
;
Phillips, Peter C. B.
- In:
The Australian economic review
56
(
2023
)
3
,
pp. 357-362
Persistent link: https://www.econbiz.de/10014368543
Saved in:
2
Common bubble detection in large dimensional financial systems
Chen, Ye
;
Phillips, Peter C. B.
;
Shi, Shuping
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 989-1063
Persistent link: https://www.econbiz.de/10014391455
Saved in:
3
Diagnosing housing fever with an econometric thermometer
Shi, Shuping
;
Phillips, Peter C. B.
- In:
Journal of economic surveys
37
(
2023
)
1
,
pp. 159-186
Persistent link: https://www.econbiz.de/10014287818
Saved in:
4
Causal change detection in possibly integrated systems : revisiting the money-income relationship
Shi, Shuping
;
Hurn, Stan
;
Phillips, Peter C. B.
- In:
Journal of financial econometrics
18
(
2020
)
1
,
pp. 158-180
Persistent link: https://www.econbiz.de/10012180414
Saved in:
5
Econometric Reviews honors Peter Charles Bonest Phillips, the Master Econometrician
Maasoumi, Esfandiar
(
ed.
);
Xiao, Zhijie
(
ed.
); …
-
2020
Persistent link: https://www.econbiz.de/10012262522
Saved in:
6
Testing for multiple bubbles : historical episodes of exuberance and collapse in the S&P 500
Phillips, Peter C. B.
;
Shi, Shuping
;
Yu, Jun
- In:
International economic review
56
(
2015
)
4
,
pp. 1043-1078
Persistent link: https://www.econbiz.de/10011485252
Saved in:
7
Testing for multiple bubbles : limit theory or real-time detectors
Phillips, Peter C. B.
;
Shi, Shuping
;
Yu, Jun
- In:
International economic review
56
(
2015
)
4
,
pp. 1079-1134
Persistent link: https://www.econbiz.de/10011485301
Saved in:
8
Nonparametric predictive regression
Kasparis, Ioannis
;
Andreou, Elena
;
Phillips, Peter C. B.
- In:
Journal of econometrics
185
(
2015
)
2
,
pp. 468-494
Persistent link: https://www.econbiz.de/10011348962
Saved in:
9
Specification sensitivity in right-tailed unit root testing for explosive behaviour
Phillips, Peter C. B.
;
Shi, Shuping
;
Yu, Jun
- In:
Oxford bulletin of economics and statistics
76
(
2014
)
3
,
pp. 315-333
Persistent link: https://www.econbiz.de/10010474929
Saved in:
10
Editorial: Recent advances in panel data, nonlinear and nonparametric models : a festschrift in honor of Peter C.B. Phillips
Mariano, Roberto S.
;
Xiao, Zhijie
;
Yu, Jun
- In:
Journal of econometrics
169
(
2012
)
1
,
pp. 1-3
Persistent link: https://www.econbiz.de/10009666784
Saved in:
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