Warning Signs of Future Asset Bubbles

by PHILLIPS, Peter C. B., YU, Jun
Published 2011

A Conversation with Eric Ghysels

by PHILLIPS, Peter C. B., YU, Jun
Published 2010

Corrigendum to "A Gaussian Approach for Continuous Time Models of the Short Term Interest Rate"

by PHILLIPS, Peter C. B., YU, Jun
Published 2011

Dating the Timeline of Financial Bubbles During the Subprime Crisis

by PHILLIPS, Peter C. B., YU, Jun
Published 2011

Special Issue of Econometric Theory on SETA 2010: Editors’ Introduction

by PHILLIPS, Peter C. B., YU, Jun
Published 2014

Testing the Martingale Hypothesis

by Phillips, Peter C. B., JIN, Sainan
Published 2014

Understanding temporal aggregation effects on kurtosis in financial indices

by LIEBERMAN, Offer, PHILLIPS, Peter C. B.
Published 2022

Point optimal testing with roots that are functionally local to unity

by BYKHOVSKAYA, Anna, PHILLIPS, Peter C. B.
Published 2020

Business cycles, trend elimination, and the HP filter

by PHILLIPS, Peter C. B., JIN, Sainan
Published 2021

Hybrid stochastic local unit roots

by LIEBERMAN, Offer, PHILLIPS, Peter C. B.
Published 2020

Boundary limit theory for functional local to unity regression

by BYKHOVSKAYA, Anna, PHILLIPS, Peter C. B.
Published 2018

Detecting financial collapse and ballooning sovereign risk

by PHILLIPS, Peter C. B., SHI, SP
Published 2019

Threshold regression asymptotics: From the compound Poisson process to two-sided Brownian motion

by YU, Ping, PHILLIPS, Peter C. B.
Published 2018

The true limit distributions of the Anderson-Hsiao IV estimators in panel autoregression

by PHILLIPS, Peter C. B., HAN, Chirok
Published 2015

Dynamic misspecification in nonparametric cointegrating regression

by KASPARIS, Ioannis, PHILLIPS, Peter C. B.
Published 2012

A new approach to robust inference in cointegration

by JIN, Sainan, PHILLIPS, Peter, SUN, Yixiao
Published 2005

Asymptotic Theory for Zero Energy Functionals with Nonparametric Regression Applications

by WANG, Qiying, Peter C. B. PHILLIPS
Published 2011

Optimal Estimation under Nonstandard Conditions

by PLOBERGER, Werner, PHILLIPS, Peter C. B.
Published 2012

Semiparametric Estimation in Triangular System Equations with Nonstationarity

by GAO, Jiti, PHILLIPS, Peter C. B.
Published 2013

Mean and Autocovariance Function Estimation Near the Boundary of Stationarity

by GIRAITIS, Liudas, PHILLIPS, Peter C. B.
Published 2012