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~person:"Phillips, Peter C. B."
~subject:"Statistical test"
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Statistical test
Theorie
337
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337
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129
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129
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59
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59
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Phillips, Peter C. B.
Pesaran, M. Hashem
41
Dufour, Jean-Marie
26
McCracken, Michael W.
26
Whang, Yoon-jae
25
Wolf, Michael
25
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22
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21
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21
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20
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20
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19
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17
Saikkonen, Pentti
17
Bera, Anil K.
16
Büning, Herbert
16
Corradi, Valentina
16
Shaikh, Azeem M.
16
Taylor, Robert
16
Wied, Dominik
16
Heckman, James J.
15
Krämer, Walter
15
Sun, Yixiao
15
Davidson, Russell
14
Duclos, Jean-Yves
14
Herwartz, Helmut
14
McAleer, Michael
14
MacKinnon, James G.
13
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12
Baltagi, Badi H.
12
Candelon, Bertrand
12
Einmahl, John H. J.
12
Franses, Philip Hans
12
Hansen, Peter Reinhard
12
Kapetanios, George
12
Kunst, Robert M.
12
Sentana, Enrique
12
Shi, Shuping
12
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12
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12
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4
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4
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2
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1
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Detecting financial collapse and ballooning sovereign risk
Phillips, Peter C. B.
;
Shi, Shuping
-
2017
Persistent link: https://www.econbiz.de/10011748569
Saved in:
2
Detecting Financial Collapse and Ballooning Sovereign Risk
Phillips, Peter C. B.
-
2018
abrupt and broadly sustained collapses. The model and asymptotic
theory
developed in the present paper together explain this …
Persistent link: https://www.econbiz.de/10012932855
Saved in:
3
Detecting Financial Collapse and Ballooning Sovereign Risk
Phillips, Peter C. B.
;
Shi, Shuping
-
2022
detect abrupt and broadly sustained collapses. The model and asymptotic
theory
developed in the present paper together …
Persistent link: https://www.econbiz.de/10013296479
Saved in:
4
Testing covariance stationarity under moment condition failure with an application to common stock returns
Phillips, Peter C. B.
;
Loretan, Mico
-
1990
Persistent link: https://www.econbiz.de/10000792321
Saved in:
5
Testing for multiple bubbles : limit
theory
or real-time detectors
Phillips, Peter C. B.
;
Shi, Shuping
;
Yu, Jun
- In:
International economic review
56
(
2015
)
4
,
pp. 1079-1134
Persistent link: https://www.econbiz.de/10011485301
Saved in:
6
Causal change detection in possibly integrated systems : revisiting the money-income relationship
Shi, Shuping
;
Hurn, Stan
;
Phillips, Peter C. B.
- In:
Journal of financial econometrics
18
(
2020
)
1
,
pp. 158-180
Persistent link: https://www.econbiz.de/10012180414
Saved in:
7
Casual change detection in possibly integrated systems : revisiting the money-income relationship
Shi, Shuping
;
Hurn, Stan
;
Phillips, Peter C. B.
-
2016
Persistent link: https://www.econbiz.de/10011777165
Saved in:
8
Lag length selection in panel autoregression
Han, Chirok
;
Phillips, Peter C. B.
;
Sul, Donggyu
- In:
Econometric reviews
36
(
2017
)
1/3
,
pp. 225-240
Persistent link: https://www.econbiz.de/10011795190
Saved in:
9
A CUSUM test for cointegration using regression residuals
Xiao, Zhijie
;
Phillips, Peter C. B.
- In:
Journal of econometrics
108
(
2002
)
1
,
pp. 43-61
Persistent link: https://www.econbiz.de/10001656536
Saved in:
10
Higher order approximations for Wald statistics in time series regressions with integrated processes
Xiao, Zhijie
;
Phillips, Peter C. B.
- In:
Journal of econometrics
108
(
2002
)
1
,
pp. 157-198
Persistent link: https://www.econbiz.de/10001656608
Saved in:
1
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