Peter C. B. Phillips

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Jun YuUniversity of Macau and Singapore Management UniversityVerified email at smu.edu.sg
Shuping ShiMacquarie UniversityVerified email at mq.edu.au
Donggyu SulUniversity of Texas at DallasVerified email at utdallas.edu
Joon Y. ParkProfessor of Economics and Wisnewsky Professor of Human Studies, Indiana UniversityVerified email at indiana.edu
Pierre PerronDepartment of Economics, Boston UniversityVerified email at bu.edu
Hyungsik Roger MoonUSCVerified email at usc.edu
Yongcheol ShinProfessor of Economics, University of YorkVerified email at york.ac.uk
Bruce E. HansenProfessor of Economics, University of WisconsinVerified email at wisc.edu
Qiying WangThe University of SydneyVerified email at maths.usyd.edu.au
Liangjun SuProfessor of Economics, School of Economics and Management, Tsinghua UniversityVerified email at sem.tsinghua.edu.cn
werner plobergerThomas H. Eliot Distinguished Professor in Arts & SciencesVerified email at artsci.wustl.edu
Jiti Gao (高集体), FASSA, Donald Coc...Department of Econometrics and Business Statistics, Monash UniversityVerified email at monash.edu
Offer LiebermanBar Ilan UniversityVerified email at biu.ac.il
John C. Chao*Department of Economics, University of MarylandVerified email at econ.umd.edu
Jin Seo ChoYonsei UniversityVerified email at yonsei.ac.kr
Yangru WuProfessor of Finance, Rutgers UniversityVerified email at business.rutgers.edu
Zhentao ShiChinese University of Hong KongVerified email at cuhk.edu.hk
Benoit PerronUniversite de MontrealVerified email at umontreal.ca
Ke-Li XUIndiana University, Department of EconomicsVerified email at indiana.edu
In ChoiProfessor Emeritus, Deparment of Economics, Sogang UniversityVerified email at sogang.ac.kr

Peter C. B. Phillips

Yale University

Verified email at yale.edu - Homepage

Econometrics Applied Econometrics Economics Statistics Stochastic Processes


Title Sort by citations Sort by year Sort by title	Cited by Cited by	Year
Testing for a unit root in time series regression PCB Phillips, P Perron biometrika 75 (2), 335-346, 1988	26524	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	17130	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	17130	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	5950	1990
Time series regression with a unit root PCB Phillips Econometrica: Journal of the Econometric Society, 277-301, 1987	4312	1987
Asymptotic properties of residual based tests for cointegration PCB Phillips, S Ouliaris Econometrica: journal of the Econometric Society, 165-193, 1990	2827	1990
Understanding spurious regressions in econometrics PCB Phillips Journal of econometrics 33 (3), 311-340, 1986	2630	1986
Nonparametric econometrics A Ullah, A Pagan Cambridge university press, 1999	2256	1999
Linear regression limit theory for nonstationary panel data PCB Phillips, HR Moon Econometrica 67 (5), 1057-1111, 1999	1756	1999
Optimal inference in cointegrated systems PCB Phillips Econometrica: Journal of the Econometric Society, 283-306, 1991	1485	1991
Vector autoregression and causality H Toda Yale University, 1991	1474	1991
Transition modeling and econometric convergence tests PCB Phillips, D Sul Econometrica 75 (6), 1771-1855, 2007	1429	2007
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	1322	2011
Dynamic panel estimation and homogeneity testing under cross section dependence PCB Phillips, D Sul The econometrics journal 6 (1), 217-259, 2003	1287	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	1219	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	1125	1992
Estimating long-run economic equilibria PCB Phillips, M Loretan The Review of Economic Studies 58 (3), 407-436, 1991	1110	1991
Asymptotics for linear processes PCB Phillips, V Solo The Annals of Statistics, 971-1001, 1992	1081	1992
Statistical inference in regressions with integrated processes: Part 1 JY Park, PCB Phillips Econometric Theory 4 (3), 468-497, 1988	1053	1988
Multiple time series regression with integrated processes PCB Phillips, SN Durlauf The Review of Economic Studies 53 (4), 473-495, 1986	1040	1986

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