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Nonparametric predictive regression
Kasparis, Ioannis; Andreou, Elena; Phillips, Peter C. B. - In: Journal of econometrics 185 (2015) 2, pp. 468-494
Persistent link: https://www.econbiz.de/10011348962
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Testing covariance stationarity under moment condition failure with an application to common stock returns
Phillips, Peter C. B.; Loretan, Mico - 1990
Persistent link: https://www.econbiz.de/10000792321
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Econometric analysis of asset price bubbles
Shi, Shuping; Phillips, Peter C. B. - 2022
Persistent link: https://www.econbiz.de/10013326551
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Asset pricing with financial bubble risk
Lee, Ji Hyung; Phillips, Peter C. B. - In: Journal of empirical finance 38 (2016), pp. 590-622
Persistent link: https://www.econbiz.de/10011663380
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Real time monitoring of asset markets : bubbles and crises
Phillips, Peter C. B.; Shi, Shuping - 2018
Persistent link: https://www.econbiz.de/10011948773
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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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Bias in Estimating Multivariate and Univariate Diffusions
Wang, Xiaohu - 2013
discretization bias and its relationship to estimation bias in both multivariate and in univariate settings. In the univariate …
Persistent link: https://www.econbiz.de/10013093983
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A panel clustering approach to analyzing bubble behavior
Liu, Yanbo; Phillips, Peter C. B.; Yu, Jun - 2022
Persistent link: https://www.econbiz.de/10012819732
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A panel clustering approach to analyzing bubble behavior
Liu, Yanbo; Phillips, Peter C. B.; Yu, Jun - 2022
Persistent link: https://www.econbiz.de/10013167755
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Infinite density at the median and the typical shape of stock return distributions
Han, Chirok; Cho, Jin Seo; Phillips, Peter C. B. - 2009
Persistent link: https://www.econbiz.de/10003842069