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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

Lag length selection in panel autoregression

Han, Chirok; Phillips, Peter C. B.; Sul, Donggyu - In: Econometric reviews 36 (2017) 1/3, pp. 225-240

Persistent link: https://www.econbiz.de/10011795190

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

Recent Advances in panel data, nonlinear and nonparametric models : a Festschrift in honor of Peter C. B. Phillips

Mariano, Roberto S. (contributor); … - 2012

Persistent link: https://www.econbiz.de/10009666881

Transition modeling and econometric convergence tests

Phillips, Peter C. B.; Sul, Donggyu - In: Econometrica : journal of the Econometric Society, an … 75 (2007) 6, pp. 1771-1855

Persistent link: https://www.econbiz.de/10003611996

Dynamic panel estimation and homogeneity testing under cross section dependence

Phillips, Peter C. B.; Sul, Donggyu - In: The econometrics journal 6 (2003) 1, pp. 217-259

Persistent link: https://www.econbiz.de/10001781059

Uniform inference in panel autoregression

Chao, John C.; Phillips, Peter C. B. - In: Econometrics : open access journal 7 (2019) 4/45, pp. 1-28

This paper considers estimation and inference concerning the autoregressive coefficient (p) in a panel autoregression for which the degree of persistence in the time dimension is unknown. Our main objective is to construct confidence intervals for p that are asymptotically valid, having...

Persistent link: https://www.econbiz.de/10012160749

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

Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence

Phillips, Peter C. B.; Sul, Donggyu - In: Journal of econometrics 137 (2007) 1, pp. 162-188

Persistent link: https://www.econbiz.de/10003425526

Unit root log periodogram regression

Phillips, Peter C. B. - In: Journal of econometrics 138 (2007) 1, pp. 104-124

Persistent link: https://www.econbiz.de/10003451744