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Publications by Peter C. B. Phillips

Homogeneity Pursuit in Panel Data Models: Theory and Application

Journal of Applied Econometrics
EconomicsEconometricsSocial Sciences
2018English

The Econometric Theory Awards 2020

Econometric Theory
EconomicsEconometricsSocial Sciences
2020English

Boundary Limit Theory for Functional Local to Unity Regression

Journal of Time Series Analysis
UncertaintyApplied MathematicsStatisticsProbability
2018English

Change Detection and the Causal Impact of the Yield Curve

Journal of Time Series Analysis
UncertaintyApplied MathematicsStatisticsProbability
2018English

Minimum Distance Testing and Top Income Shares in Korea

SSRN Electronic Journal
2015English

Robust Tests for White Noise and Cross-Correlation

SSRN Electronic Journal
2020English

Restricted Likelihood Ratio Tests in Predictive Regression

SSRN Electronic Journal
2014English

Descriptive Econometrics for Non-Stationary Time Series With Empirical Illustrations

Journal of Applied Econometrics
EconomicsEconometricsSocial Sciences
2001English

The Econometric Theory Awards 2004

Econometric Theory
EconomicsEconometricsSocial Sciences
2004English

An Introduction to Best Empirical Models When the Parameter Space Is Infinite Dimensional*

Oxford Bulletin of Economics and Statistics
EconomicsProbabilityUncertaintyEconometricsStatisticsSocial Sciences
2003English

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