Peter C. B. Phillips

Получаване на мой собствен потребителски профил

Позовавания

	Всички	От 2019
Позовавания	116789	34801
h-индекс	112	59
i10-индекс	442	230

8000

4000

2000

6000

1988198919901991199219931994199519961997199819992000200120022003200420052006200720082009201020112012201320142015201620172018201920202021202220232024311 266 523 683 794 854 1065 1209 1387 1398 1509 1537 1615 1797 1964 2106 2703 2691 2910 2945 3259 3727 3779 3927 4348 4600 4845 5119 5329 5144 5295 6013 6297 6606 6760 7161 1938

Публичен достъп

Преглед на всички

104 статии

2 статии

налични

неналични

Въз основа на изисквания при финансирането

Съавтори

Jun YuUniversity of MacauПотвърден имейл адрес: um.edu.mo
Shuping ShiMacquarie UniversityПотвърден имейл адрес: mq.edu.au
Donggyu SulUniversity of Texas at DallasПотвърден имейл адрес: utdallas.edu
Joon Y. ParkProfessor of Economics and Wisnewsky Professor of Human Studies, Indiana UniversityПотвърден имейл адрес: indiana.edu
Pierre PerronDepartment of Economics, Boston UniversityПотвърден имейл адрес: bu.edu
Hyungsik Roger MoonUSCПотвърден имейл адрес: usc.edu
Yongcheol ShinProfessor of Economics, University of YorkПотвърден имейл адрес: york.ac.uk
Bruce E. HansenProfessor of Economics, University of WisconsinПотвърден имейл адрес: wisc.edu
Liangjun SuC.V. Starr Chair Professor of Economics, School of Economics and Management, Tsinghua UniversityПотвърден имейл адрес: sem.tsinghua.edu.cn
Qiying WangThe University of SydneyПотвърден имейл адрес: maths.usyd.edu.au
werner plobergerThomas H. Eliot Distinguished Professor in Arts & SciencesПотвърден имейл адрес: artsci.wustl.edu
Jiti Gao (高集体), FASSA, Donald Coc...Department of Econometrics and Business Statistics, Monash UniversityПотвърден имейл адрес: monash.edu
Offer LiebermanBar Ilan UniversityПотвърден имейл адрес: biu.ac.il
John C. Chao*Department of Economics, University of MarylandПотвърден имейл адрес: econ.umd.edu
Jin Seo ChoYonsei UniversityПотвърден имейл адрес: yonsei.ac.kr
Zhentao ShiChinese University of Hong KongПотвърден имейл адрес: cuhk.edu.hk
Yangru WuProfessor of Finance, Rutgers UniversityПотвърден имейл адрес: business.rutgers.edu
Benoit PerronUniversite de MontrealПотвърден имейл адрес: umontreal.ca
Ke-Li XUIndiana University, Department of EconomicsПотвърден имейл адрес: indiana.edu
In ChoiProfessor Emeritus, Deparment of Economics, Sogang UniversityПотвърден имейл адрес: sogang.ac.kr

Следене

Peter C. B. Phillips

Yale University

Потвърден имейл адрес: yale.edu - Начална страница

Econometrics Applied Econometrics Economics Statistics Stochastic Processes


Заглавие Сортиране по цитати Сортиране по година Сортиране по заглавие	Позовавания Позовавания	Година
Testing for a unit root in time series regression PCB Phillips, P Perron biometrika 75 (2), 335-346, 1988	27115	1988
Testing the null hypothesis of stationarity against the alternative of a unit root: How sure are we that economic time series have a unit root? D Kwiatkowski, PCB Phillips, P Schmidt, Y Shin Journal of econometrics 54 (1-3), 159-178, 1992	17488	1992
Testing the null hypothesis of stationarity against the alternative of a unit root: How sure are we that economic time series have a unit root? D Kwiatkowski, PCB Phillips, P Schmidt, Y Shin Journal of econometrics 54 (1-3), 159-178, 1992	17488	1992
Statistical inference in instrumental variables regression with I (1) processes PCB Phillips, BE Hansen The review of economic studies 57 (1), 99-125, 1990	6150	1990
Time series regression with a unit root PCB Phillips Econometrica: Journal of the Econometric Society, 277-301, 1987	4357	1987
Asymptotic properties of residual based tests for cointegration PCB Phillips, S Ouliaris Econometrica: journal of the Econometric Society, 165-193, 1990	2876	1990
Understanding spurious regressions in econometrics PCB Phillips Journal of econometrics 33 (3), 311-340, 1986	2662	1986
Nonparametric econometrics A Ullah, A Pagan Cambridge university press, 1999	2272	1999
Linear regression limit theory for nonstationary panel data PCB Phillips, HR Moon Econometrica 67 (5), 1057-1111, 1999	1796	1999
Transition modeling and econometric convergence tests PCB Phillips, D Sul Econometrica 75 (6), 1771-1855, 2007	1502	2007
Optimal inference in cointegrated systems PCB Phillips Econometrica: Journal of the Econometric Society, 283-306, 1991	1491	1991
Vector autoregression and causality H Toda Yale University, 1991	1491	1991
Explosive behavior in the 1990s Nasdaq: When did exuberance escalate asset values? PCB Phillips, Y Wu, J Yu International economic review 52 (1), 201-226, 2011	1366	2011
Dynamic panel estimation and homogeneity testing under cross section dependence PCB Phillips, D Sul The econometrics journal 6 (1), 217-259, 2003	1343	2003
Testing for multiple bubbles: Historical episodes of exuberance and collapse in the S&P 500 PCB Phillips, S Shi, J Yu International economic review 56 (4), 1043-1078, 2015	1295	2015
LM tests for a unit root in the presence of deterministic trends P Schmidt, PCB Phillips Oxford bulletin of economics and statistics 54 (3), 257-287, 1992	1156	1992
Estimating long-run economic equilibria PCB Phillips, M Loretan The Review of Economic Studies 58 (3), 407-436, 1991	1122	1991
Asymptotics for linear processes PCB Phillips, V Solo The Annals of Statistics, 971-1001, 1992	1096	1992
Multiple time series regression with integrated processes PCB Phillips, SN Durlauf The Review of Economic Studies 53 (4), 473-495, 1986	1084	1986
Statistical inference in regressions with integrated processes: Part 1 JY Park, PCB Phillips Econometric Theory 4 (3), 468-497, 1988	1061	1988

Системата не може да изпълни операцията сега. Опитайте отново по-късно.

Статии 1–20

Позовавания годишно

Дублирани описания

Обединени библиографски описания

Добавяне на съавториСъавтори

Следене

Позовавания

Съавтори