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Point optimal testing with roots that are functionally local to unity
Bykhovskaya, Anna; Phillips, Peter C. B. - In: Journal of econometrics 219 (2020) 2, pp. 231-259
Persistent link: https://www.econbiz.de/10012483325
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Stability in matching markets with peer effects
Bykhovskaya, Anna - In: Games and economic behavior 122 (2020), pp. 28-54
Persistent link: https://www.econbiz.de/10012430376
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Time series approach to the evolution of networks : prediction and estimation
Bykhovskaya, Anna - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 1, pp. 170-183
Persistent link: https://www.econbiz.de/10013540663
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Dynamic panel Anderson-Hsiao estimation with roots near unity
Phillips, Peter C. B. - In: Econometric theory 34 (2018) 2, pp. 253-276
Persistent link: https://www.econbiz.de/10011950953
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Tjalling C. Koopmans Econometric Theory Prize 2015-2017
Phillips, Peter C. B. - In: Econometric theory 34 (2018) 4, pp. 947-948
Persistent link: https://www.econbiz.de/10011951438
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Reduced forms and weak instrumentation
Phillips, Peter C. B. - In: Econometric reviews 36 (2017) 6/9, pp. 818-839
Persistent link: https://www.econbiz.de/10011795504
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Change Detection and the Causal Impact of the Yield Curve
Shi, Shuping; Phillips, Peter C. B.; Hurn, Stan - In: Journal of Time Series Analysis 39 (2018) 6, pp. 966-987
Persistent link: https://www.econbiz.de/10012094952
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Detecting Financial Collapse and Ballooning Sovereign Risk
Phillips, Peter C. B.; Shi, Shuping - In: Oxford Bulletin of Economics and Statistics 81 (2019) 6, pp. 1336-1361
Persistent link: https://www.econbiz.de/10012095509
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BUSINESS CYCLES, TREND ELIMINATION, AND THE HP FILTER
Phillips, Peter C. B.; Jin, Sainan - In: International Economic Review 62 (2021) 2, pp. 469-520
Persistent link: https://www.econbiz.de/10012409086
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BOOSTING : WHY YOU CAN USE THE HP FILTER
Phillips, Peter C. B.; Shi, Zhentao - In: International Economic Review 62 (2020) 2, pp. 521-570
Persistent link: https://www.econbiz.de/10012409087