Peter C. B. Phillips - Google Scholar Citations

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

Peter C. B. Phillips

Yale University

Verified email at yale.edu - Homepage

Econometrics Applied Econometrics Economics Statistics Stochastic Processes


Title	Cited by	Year
Testing for a unit root in time series regression PCB Phillips, P Perron Biometrika 75 (2), 335-346, 1988	17791	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	11926	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	11637	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	3868	1990
Time series regression with a unit root PCB Phillips Econometrica: Journal of the Econometric Society, 277-301, 1987	3614	1987
Asymptotic properties of residual based tests for cointegration PCB Phillips, S Ouliaris Econometrica 58 (1), 165-193, 1990	2225	1990
Understanding spurious regressions in econometrics PCB Phillips Journal of econometrics 33 (3), 311-340, 1986	2136	1986
Applied time series econometrics H Lütkepohl, M Krätzig, PCB Phillips Cambridge university press, 2004	1464	2004
Linear regression limit theory for nonstationary panel data PCB Phillips, HR Moon Econometrica 67 (5), 1057-1111, 1999	1351	1999
Optimal inference in cointegrated systems PCB Phillips Econometrica: Journal of the Econometric Society, 283-306, 1991	1306	1991
Vector autoregressions and causality HY Toda, PCB Phillips Econometrica: Journal of the Econometric Society, 1367-1393, 1993	1138	1993
Estimating long-run economic equilibria PCB Phillips, M Loretan The Review of Economic Studies 58 (3), 407-436, 1991	914	1991
Statistical inference in regressions with integrated processes: Part 1 JY Park, PCB Phillips Econometric Theory 4 (3), 468-497, 1988	906	1988
Asymptotics for linear processes PCB Phillips, V Solo The Annals of Statistics, 971-1001, 1992	902	1992
Multiple time series regression with integrated processes PCB Phillips, SN Durlauf The Review of Economic Studies 53 (4), 473-495, 1986	902	1986
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	901	1992
Multiple time series regression with integrated processes PCB Phillips, SN Durlauf The Review of Economic Studies 53 (4), 473-495, 1986	899	1986
Dynamic panel estimation and homogeneity testing under cross section dependence PCB Phillips, D Sul The Econometrics Journal 6 (1), 217-259, 2003	795	2003
Towards a unified asymptotic theory for autoregression PCB Phillips Biometrika 74 (3), 535-547, 1987	785	1987
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	721	2011

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