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Detecting financial collapse and ballooning sovereign risk
Phillips, Peter C. B.; Shi, Shuping - 2017
Persistent link: https://www.econbiz.de/10011748569
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Real time monitoring of asset markets : bubbles and crises
Phillips, Peter C. B.; Shi, Shuping - 2018
Persistent link: https://www.econbiz.de/10011948773
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Econometric analysis of asset price bubbles
Shi, Shuping; Phillips, Peter C. B. - 2022
Persistent link: https://www.econbiz.de/10013326551
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Diagnosing housing fever with an econometric thermometer
Shi, Shuping; Phillips, Peter C. B. - 2020
Persistent link: https://www.econbiz.de/10012320626
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Common bubble detection in large dimensional financial systems
Chen, Ye; Phillips, Peter C. B.; Shi, Shuping - 2020
Persistent link: https://www.econbiz.de/10012320631
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Further evidence on the Great Crash, the oil-price shock, and the unit-root hypothesis
Zivot, Eric; Andrews, Donald W. K. - In: Journal of business & economic statistics : JBES ; a … 20 (2002) 1, pp. 25-44
Persistent link: https://www.econbiz.de/10001639874
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Weak identification of long memory with implications for inference
Li, Jia; Phillips, Peter C. B.; Shi, Shuping; Yu, Jun - 2022
Persistent link: https://www.econbiz.de/10013326614
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Further evidence on the great crash, the oil-price shock, and the unit-root hypothesis
Zivot, Eric - In: Journal of business & economic statistics : JBES ; a … 10 (1992) 3, pp. 251-270
Persistent link: https://www.econbiz.de/10001126539
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Tests for cointegration breakdown over a short time period
Andrews, Donald W. K.; Kim, Chae-yŏng - In: Journal of business & economic statistics : JBES ; a … 24 (2006) 4, pp. 379-394
Persistent link: https://www.econbiz.de/10003385126
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Inference based on many conditional moment inequalities
Andrews, Donald W. K.; Shi, Xiaoxia - 2015
Persistent link: https://www.econbiz.de/10011312305