Norming rates and limit theory for some time-varying coefficient autoregressions

by LIEBERMAN, Offer, Peter C. B. PHILLIPS
Published 2014

Semiparametric Cointegrating Rank Selection

by CHENG, Xu, Peter C. B. PHILLIPS
Published 2009

Limit Theory for Cointegrated Systems with Moderately Integrated and Moderately Explosive Regressors

by Magdalinos, Tassos, Peter C. B. PHILLIPS
Published 2009

Economic Transition and Growth

by Peter C. B. PHILLIPS, Sul, D.
Published 2009

Nonlinear Cointegrating Regression under Weak Identification

by SHI, Xiaoxia, PHILLIPS, Peter C. B.
Published 2012

Inconsistent VAR Regression with Common Explosive Roots

by PHILLIPS, Peter C. B., MAGDALINOS, Tassos
Published 2013

Cointegrating Rank Selection in Models with Time-Varying Variance

by CHENG, Xu, PHILLIPS, Peter C. B.
Published 2012

A multivariate stochastic unit root model with an application to derivative pricing

by LIEBERMAN, Offer, Peter C. B. PHILLIPS
Published 2017

Gaussian estimation of continuous time models of the short term interest rate

by YU, Jun, PHILLIPS, Peter C. B.
Published 2001

Econometric Reviews honors Esfandiar Maasoumi

by PHILLIPS, Peter C. B., ULLAH, Aman
Published 2017

First difference maximum likelihood and dynamic panel estimation

by HAN, Chirok, PHILLIPS, Peter C. B.
Published 2013

Nonparametric Cointegrating Regression with Endogeneity and Long Memory

by WANG, Qiying, PHILLIPS, Peter C. B.
Published 2016

Automated estimation of vector error correction models

by LIAO, Zhipeng, Peter C. B. PHILLIPS
Published 2015

A two-stage realized volatility approach to the estimation for diffusion processes from discrete observations

by PHILLIPS, Peter C. B., YU, Jun
Published 2005

GMM estimation for dynamic panels with fixed effects and strong instrument at unity

by HAN, C., PHILLIPS, Peter C. B.
Published 2010

Maximum likelihood and Gaussian estimation of continuous time models in finance

by PHILLIPS, Peter C. B., YU, Jun
Published 2008

Functional coefficient panel modeling with communal smoothing covariates

by PHILLIPS, Peter C. B., WANG, Ying
Published 2022

Introduction: Militarization and international business

by Stokes, P., Bishop, R., Phillips, J.
Published 2011

Introduction: Militarization and international business

by Stokes, P., Bishop, R., Phillips, J.
Published 2016

Construction of lattices for lagrange interpolation in projective space

by Lee, S.L., Phillips, G.M.
Published 2014