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TESTING FOR MULTIPLE BUBBLES: HISTORICAL EPISODES OF EXUBERANCE AND COLLAPSE IN THE S&P 500

International economic review (Philadelphia), 2015-11, Vol.56 (4), p.1043-1078

2015

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TESTING FOR MULTIPLE BUBBLES: LIMIT THEORY OF REAL-TIME DETECTORS

International economic review (Philadelphia), 2015-11, Vol.56 (4), p.1079-1134

2015

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FINANCIAL BUBBLE IMPLOSION AND REVERSE REGRESSION

Econometric theory, 2018-08, Vol.34 (4), p.705-753

2018

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IDENTIFYING LATENT STRUCTURES IN PANEL DATA

Econometrica, 2016-11, Vol.84 (6), p.2215-2264

2016

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BOOSTING: WHY YOU CAN USE THE HP FILTER

International economic review (Philadelphia), 2021-05, Vol.62 (2), p.521-570

2021

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EXPLOSIVE BEHAVIOR IN THE 1990s NASDAQ: WHEN DID EXUBERANCE ESCALATE ASSET VALUES?

International economic review (Philadelphia), 2011-02, Vol.52 (1), p.201-226

2011

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Dating the timeline of financial bubbles during the subprime crisis

Quantitative economics, 2011-11, Vol.2 (3), p.455-491

2011

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Economic transition and growth

Journal of applied econometrics (Chichester, England), 2009-11, Vol.24 (7), p.1153-1185

2009

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Transition Modeling and Econometric Convergence Tests

Econometrica, 2007-11, Vol.75 (6), p.1771-1855

2007

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High-dimensional VARs with common factors

Journal of econometrics, 2023-03, Vol.233 (1), p.155-183

2023

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Causal Change Detection in Possibly Integrated Systems: Revisiting the Money–Income Relationship

Journal of financial econometrics, 2020, Vol.18 (1), p.158-180

2020

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Diagnosing housing fever with an econometric thermometer

Journal of economic surveys, 2023-02, Vol.37 (1), p.159-186

2023

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Contribution of land use practices to GHGs in the Canadian Prairies crop sector

PloS one, 2021-12, Vol.16 (12), p.e0260946-e0260946

2021

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Change Detection and the Causal Impact of the Yield Curve

Journal of time series analysis, 2018-11, Vol.39 (6), p.966-987

2018

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Identifying Latent Structures in Panel Data

Econometrica, 2016, Vol.84 (6), p.2215-2264

2016

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Weak σ-convergence: Theory and applications

Journal of econometrics, 2019-04, Vol.209 (2), p.185-207

2019

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BUSINESS CYCLES, TREND ELIMINATION, AND THE HP FILTER

International economic review (Philadelphia), 2021-05, Vol.62 (2), p.469-520

2021

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Estimating smooth structural change in cointegration models

Journal of econometrics, 2017-01, Vol.196 (1), p.180-195

2017

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ON CONFIDENCE INTERVALS FOR AUTOREGRESSIVE ROOTS AND PREDICTIVE REGRESSION

Econometrica, 2014-05, Vol.82 (3), p.1177-1195

Phillips, Peter C. B.

2014

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Threshold regression with endogeneity

Journal of econometrics, 2018-03, Vol.203 (1), p.50-68

2018

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Econometric estimates of Earth’s transient climate sensitivity

Journal of econometrics, 2020-01, Vol.214 (1), p.6-32

2020

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When bias contributes to variance: True limit theory in functional coefficient cointegrating regression

Journal of econometrics, 2023-02, Vol.232 (2), p.469-489

2023

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Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behaviour

Oxford bulletin of economics and statistics, 2014-06, Vol.76 (3), p.315-333

2014

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Random coefficient continuous systems: Testing for extreme sample path behavior

Journal of econometrics, 2019-04, Vol.209 (2), p.208-237

2019

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Point optimal testing with roots that are functionally local to unity

Journal of econometrics, 2020-12, Vol.219 (2), p.231-259

2020

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TESTING FOR MULTIPLE BUBBLES: HISTORICAL EPISODES OF EXUBERANCE AND COLLAPSE IN THE S&P 500

TESTING FOR MULTIPLE BUBBLES: LIMIT THEORY OF REAL-TIME DETECTORS

FINANCIAL BUBBLE IMPLOSION AND REVERSE REGRESSION

IDENTIFYING LATENT STRUCTURES IN PANEL DATA

BOOSTING: WHY YOU CAN USE THE HP FILTER

EXPLOSIVE BEHAVIOR IN THE 1990s NASDAQ: WHEN DID EXUBERANCE ESCALATE ASSET VALUES?

Dating the timeline of financial bubbles during the subprime crisis

Economic transition and growth

Transition Modeling and Econometric Convergence Tests

High-dimensional VARs with common factors

Causal Change Detection in Possibly Integrated Systems: Revisiting the Money–Income Relationship

Diagnosing housing fever with an econometric thermometer

Contribution of land use practices to GHGs in the Canadian Prairies crop sector

Change Detection and the Causal Impact of the Yield Curve

Identifying Latent Structures in Panel Data

Weak σ-convergence: Theory and applications

BUSINESS CYCLES, TREND ELIMINATION, AND THE HP FILTER

Estimating smooth structural change in cointegration models

ON CONFIDENCE INTERVALS FOR AUTOREGRESSIVE ROOTS AND PREDICTIVE REGRESSION

Threshold regression with endogeneity

Econometric estimates of Earth’s transient climate sensitivity

When bias contributes to variance: True limit theory in functional coefficient cointegrating regression

Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behaviour

Random coefficient continuous systems: Testing for extreme sample path behavior

Point optimal testing with roots that are functionally local to unity

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