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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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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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FINANCIAL BUBBLE IMPLOSION AND REVERSE REGRESSION

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

2018

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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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Transition Modeling and Econometric Convergence Tests

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

2007

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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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High-dimensional VARs with common factors

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

2023

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IDENTIFYING LATENT STRUCTURES IN PANEL DATA

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

2016

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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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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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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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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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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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Econometric estimates of Earth’s transient climate sensitivity

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

2020

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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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A PANEL CLUSTERING APPROACH TO ANALYZING BUBBLE BEHAVIOR

International economic review (Philadelphia), 2023-11, Vol.64 (4), p.1347-1395

2023

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Fully modified least squares cointegrating parameter estimation in multicointegrated systems

Journal of econometrics, 2023-02, Vol.232 (2), p.300-319

2023

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Predictive regression under various degrees of persistence and robust long-horizon regression

Journal of econometrics, 2013-12, Vol.177 (2), p.250-264

2013

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Exact Local Whittle Estimation of Fractional Integration

The Annals of statistics, 2005-08, Vol.33 (4), p.1890-1933

2005

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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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Regression-adjusted estimation of quantile treatment effects under covariate-adaptive randomizations

Journal of econometrics, 2023-06, Vol.234 (2), p.758-776

2023

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CONTINUOUSLY UPDATED INDIRECT INFERENCE IN HETEROSKEDASTIC SPATIAL MODELS

Econometric theory, 2023-02, Vol.39 (1), p.107-145

2023

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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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OPTIMAL BANDWIDTH SELECTION IN NONLINEAR COINTEGRATING REGRESSION

Econometric theory, 2023-12, Vol.39 (6), p.1325-1337

2023

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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

BOOSTING: WHY YOU CAN USE THE HP FILTER

FINANCIAL BUBBLE IMPLOSION AND REVERSE REGRESSION

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

Transition Modeling and Econometric Convergence Tests

Economic transition and growth

High-dimensional VARs with common factors

IDENTIFYING LATENT STRUCTURES IN PANEL DATA

Diagnosing housing fever with an econometric thermometer

Dating the timeline of financial bubbles during the subprime crisis

BUSINESS CYCLES, TREND ELIMINATION, AND THE HP FILTER

ON CONFIDENCE INTERVALS FOR AUTOREGRESSIVE ROOTS AND PREDICTIVE REGRESSION

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

Econometric estimates of Earth’s transient climate sensitivity

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

A PANEL CLUSTERING APPROACH TO ANALYZING BUBBLE BEHAVIOR

Fully modified least squares cointegrating parameter estimation in multicointegrated systems

Predictive regression under various degrees of persistence and robust long-horizon regression

Exact Local Whittle Estimation of Fractional Integration

Estimating smooth structural change in cointegration models

Regression-adjusted estimation of quantile treatment effects under covariate-adaptive randomizations

CONTINUOUSLY UPDATED INDIRECT INFERENCE IN HETEROSKEDASTIC SPATIAL MODELS

Weak σ-convergence: Theory and applications

OPTIMAL BANDWIDTH SELECTION IN NONLINEAR COINTEGRATING REGRESSION

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