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Diagnosing housing fever with an econometric thermometer
Shi, Shuping; Phillips, Peter C. B. - 2020
Persistent link: https://www.econbiz.de/10012225185
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Diagnosing housing fever with an econometric thermometer
Shi, Shuping; Phillips, Peter C. B. - 2020
Persistent link: https://www.econbiz.de/10012320626
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Modeling speculative bubbles with diverse investor expectations
Phillips, Peter C. B. - In: Research in economics : an international review of economics 70 (2016) 3, pp. 375-387
Persistent link: https://www.econbiz.de/10011631179
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Diagnosing housing fever with an econometric thermometer
Shi, Shuping; Phillips, Peter C. B. - In: Journal of economic surveys 37 (2023) 1, pp. 159-186
Persistent link: https://www.econbiz.de/10014287818
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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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Estimating Smooth Structural Change in Cointegration Models
Phillips, Peter C. B.; Li, Degui; Gao, Jiti - Department of Econometrics and Business Statistics, … - 2013
This paper studies nonlinear cointegration models in which the structural coefficients may evolve smoothly over time …-consistency apply in nonparametric kernel estimation of time-varying coefficient cointegration models. The higher rate of convergence …
Persistent link: https://www.econbiz.de/10010860399
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Dynamic panel modeling of climate change
Phillips, Peter C. B. - In: Econometrics 8 (2020) 3, 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/10012696293
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Asymptotic Theory for Zero Energy Density Estimation with Nonparametric Regression Applications
Wang, Qiying; Phillips, Peter C. B. - Cowles Foundation for Research in Economics, Yale University - 2009
A local limit theorem is given for the sample mean of a zero energy function of a nonstationary time series involving twin numerical sequences that pass to infinity. The result is applicable in certain nonparametric kernel density estimation and regression problems where the relevant quantities...
Persistent link: https://www.econbiz.de/10005593277
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Testing for cointegration using principal component methods
Phillips, Peter C. B.; Ouliaris, Sam - 1987
Persistent link: https://www.econbiz.de/10000740642