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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

GMM estimation for dynamic panels with fixed effects and strong instruments at unity

Han, Chirok; Phillips, Peter C. B. - In: Econometric theory 26 (2010) 1, pp. 119-151

Persistent link: https://www.econbiz.de/10003968539

Incidential trends and the power of panel unit root tests

Moon, Hyungsik Roger; Perron, Benoit; Phillips, Peter C. B. - In: Journal of econometrics 141 (2007) 2, pp. 416-459

Persistent link: https://www.econbiz.de/10003571307

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

Nonstationary panel data analysis : an overview of some recent developments

Phillips, Peter C. B.; Moon, Hyungsik Roger - In: Econometric reviews 19 (2000) 3, pp. 263-286

Persistent link: https://www.econbiz.de/10001508266

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

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

Indirect inference for dynamic panel models

Gouriéroux, Christian; Phillips, Peter C. B.; Yu, Jun - In: Journal of econometrics 157 (2010) 1, pp. 68-77

Persistent link: https://www.econbiz.de/10008661852

Dynamic panel modeling of climate change

Phillips, Peter C. B. - In: Econometrics : open access journal 8 (2020) 3/30, pp. 1-28

We discuss some conceptual and practical issues that arise from the presence of global energy balance effects on station level adjustment mechanisms in dynamic panel regressions with climate data. The paper provides asymptotic analyses, observational data computations, and Monte Carlo...

Persistent link: https://www.econbiz.de/10012265695