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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

The true limit distributions of the Anderson-Hsiao IV estimators in panel autoregression

Phillips, Peter C. B.; Han, Chirok - In: Economics letters 127 (2015), pp. 89-92

Persistent link: https://www.econbiz.de/10011382882

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

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

Maximum likelihood estimation in panels with incidental trends

Moon, Hyungsik Roger; Phillips, Peter C. B. - In: Oxford bulletin of economics and statistics 61 (1999) 4,Suppl., pp. 711-747

Persistent link: https://www.econbiz.de/10001437552

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

Tilted nonparametric estimation of volatility functions with empirical applications

Xu, Ke-li; Phillips, Peter C. B. - In: Journal of business & economic statistics : JBES ; a … 29 (2011) 4, pp. 518-528

Persistent link: https://www.econbiz.de/10009355632

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