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Explosive Behavior in the 1990s Nasdaq : When Did Exuberance Escalate Asset Values?
Phillips, Peter C. B. - 2013
A recursive test procedure is suggested that provides a mechanism for testing explosive behavior, date-stamping the origination and collapse of economic exuberance, and providing valid confidence intervals for explosive growth rates. The method involves the recursive implementation of a...
Persistent link: https://www.econbiz.de/10012711238
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Explosive Behavior in the 1990s Nasdaq : When did Exuberance Escalate Asset Values?
Phillips, Peter C. B. - 2013
A recursive test procedure is suggested that provides a mechanism for testing explosive behavior, date-stamping the origination and collapse of economic exuberance, and providing valid confidence intervals for explosive growth rates. The method involves the recursive implementation of a...
Persistent link: https://www.econbiz.de/10013095873
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Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values?
Phillips, Peter C. B.; Wu, Yangru; Yu, Jun - Hong Kong Institute for Monetary Research (HKIMR), … - 2007
A recursive test procedure is suggested that provides a mechanism for testing explosive behavior, date-stamping the origination and collapse of economic exuberance, and providing valid confidence intervals for explosive growth rates. The method involves the recursive implementation of a...
Persistent link: https://www.econbiz.de/10005558132
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Testing the martingale hypothesis
Phillips, Peter C. B.; Jin, Sainan - In: Journal of business & economic statistics : JBES ; a … 32 (2014) 4, pp. 537-554
Persistent link: https://www.econbiz.de/10010488434
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Dynamic panel modeling of climate change
Phillips, Peter C. B. - In: Econometrics : open access journal 8 (2020) 3/30, pp. 1-28
standard dynamic panel regression and cointegration techniques that have been used in earlier research. The findings reveal …
Persistent link: https://www.econbiz.de/10012265695
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New asymptotics applied to functional coefficient regression and climate sensitivity analysis
Wang, Qiying; Phillips, Peter C. B.; Wang, Ying - 2023
Persistent link: https://www.econbiz.de/10014317586
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Vector autoregression and causality
Toda, Hiro Y.; Phillips, Peter C. B. - 1991
Persistent link: https://www.econbiz.de/10000828076
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Vector autoregression and causality : a theoretical overview and simulation study
Toda, Hiro Y.; Phillips, Peter C. B. - 1991
Persistent link: https://www.econbiz.de/10000828952
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Vector autoregression and causality : a theoretical overview and simulation study
Toda, Hiro Y.; Phillips, Peter C. B. - 1991
Persistent link: https://www.econbiz.de/10000829595
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Change detection and the causal impact of the Yield Curve
Hurn, Stan; Phillips, Peter C. B.; Shi, Shuping - 2015
Persistent link: https://www.econbiz.de/10011343675