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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
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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
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Financial bubble implosion and reverse regression
Phillips, Peter C. B.; Shi, Shu-Ping - In: Econometric theory 34 (2018) 4, pp. 705-753
Persistent link: https://www.econbiz.de/10011951424
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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
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First difference maximum likelihood and dynamic panel estimation
Han, Chirok; Phillips, Peter C. B. - In: Journal of econometrics 175 (2013) 1, pp. 35-45
Persistent link: https://www.econbiz.de/10009749365
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X-differencing and dynamic panel model estimation
Han, Chirok; Phillips, Peter C. B.; Sul, Donggyu - In: Econometric theory 30 (2014) 1, pp. 201-251
Persistent link: https://www.econbiz.de/10010399780
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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
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Kernel-based Inference in Time-Varying Coefficient Cointegrating Regression
Li, Degui; Phillips, Peter C. B.; Gao, Jiti - In: Journal of econometrics 215 (2020) 2, pp. 607-632
Persistent link: https://www.econbiz.de/10012439572
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Estimating smooth structural change in cointegration models
Phillips, Peter C. B.; Li, Degui; Gao, Jiti - In: Journal of econometrics 196 (2017) 1, pp. 180-195
Persistent link: https://www.econbiz.de/10011743793
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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