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Peter C.B. Phillips

Singapore Management University

88H-index
952Paper Count
7.2WCitation Count
Published Papers 134
Publication Date
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Uncovering mild drift in asset prices with intraday high-frequency data
errJournal of Econometrics
IF4
err2025-12-31
err0
errOAAI
errShuping Shi; Peter C.B. Phillips
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errSave
GMM estimation with Brownian kernels applied to income inequality measurement
errJournal of Econometrics
IF4
err2025-10-14
err0
PREAI
errJin Seo Cho; Peter C.B. Phillips
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Limit theory for local polynomial estimation of functional coefficient models with possibly integrated regressors
errJOURNAL OF ECONOMETRICS
IF4
err2025-05-01
err0
PREAI
errWang, Ying; Phillips, Peter C. B.
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errSave
Weak Identification of Long Memory with Implications for Volatility Modeling
errREVIEW OF FINANCIAL STUDIES
IF5.4
err2025-04-03
err0
PREAI
errLi, Jia; Phillips, Peter C. B.; Shi, Shuping; Yu, Jun
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Assessing the robustness and implications of econometric estimates of climate sensitivity
errENVIRONMENTAL RESEARCH LETTERS
IF5.6
err2025-02-04
err0
errOAAI
errStorelvmo, Trude; Yuan, Menghan; Leirvik, Thomas; Alterskjaer, Kari; Phillips, Peter C. B.; Smith, Chris
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Reprint of: Robust inference on correlation under general heterogeneity
errJOURNAL OF ECONOMETRICS
IF4
err2024-09-01
err0
errOAAI
errGiraitis, Liudas; Li, Yufei; Phillips, Peter C. B.
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Robust inference of panel data models with interactive fixed effects under long memory: A frequency domain approach
errJOURNAL OF ECONOMETRICS
IF4
err2024-04-01
err0
PREAI
errKe, Shuyao; Phillips, Peter C. B.; Su, Liangjun
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Bootstrap Inference for Quantile Treatment Effects in Randomized Experiments with Matched Pairs
errREVIEW OF ECONOMICS AND STATISTICS
IF6.8
err2024-03-19
err2
errOAAI
errJiang, Liang; Liu, Xiaobin; Phillips, Peter C. B.; Zhang, Yichong
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Panel data models with time-varying latent group structures
errJOURNAL OF ECONOMETRICS
IF4
err2024-03-01
err0
errOAAI
errWang, Yiren; Phillips, Peter C. B.; Su, Liangjun
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errSave
Robust inference on correlation under general heterogeneity
errJOURNAL OF ECONOMETRICS
IF4
err2024-03-01
err2
errOAAI
errGiraitis, Liudas; Li, Yufei; Phillips, Peter C. B.
errShare
errSave
High-dimensional IV cointegration estimation and inference☆
errJOURNAL OF ECONOMETRICS
IF4
err2024-01-01
err1
errOAAI
errPhillips, Peter C. B.; Kheifets, Igor L.
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errSave
Robust testing for explosive behavior with strongly dependent errors
errJOURNAL OF ECONOMETRICS
IF4
err2024-01-01
err3
errOAAI
errLui, Yiu Lim; Phillips, Peter C. B.; Yu, Jun
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Robust inference with stochastic local unit root regressors in predictive regressions
errJOURNAL OF ECONOMETRICS
IF4
err2023-08-01
err0
errOAAI
errLiu, Yanbo; Phillips, Peter C. B.
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errSave
The impact of upzoning on housing construction in Auckland*
errJOURNAL OF URBAN ECONOMICS
IF4.8
err2023-07-01
err21
errOAAI
errGreenaway-McGrevy, Ryan; Phillips, Peter C. B.
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errSave
Regression-adjusted estimation of quantile treatment effects under covariate-adaptive randomizations
errJOURNAL OF ECONOMETRICS
IF4
err2023-06-01
err3
errOAAI
errJiang, Liang; Phillips, Peter C. B.; Tao, Yubo; Zhang, Yichong
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errSave
High-dimensional VARs with common factors
errJOURNAL OF ECONOMETRICS
IF4
err2023-03-01
err10
errOAAI
errMiao, Ke; Phillips, Peter C. B.; Su, Liangjun
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errSave
When bias contributes to variance: True limit theory in functional coefficient cointegrating regression
errJOURNAL OF ECONOMETRICS
IF4
err2023-02-01
err3
errOAAI
errPhillips, Peter C. B.; Wang, Ying
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errSave
Fully modified least squares cointegrating parameter estimation in multicointegrated systems
errJOURNAL OF ECONOMETRICS
IF4
err2023-02-01
err7
errOAAI
errKheifets, Igor L.; Phillips, Peter C. B.
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errSave
Social Representations and Symbolic Coping: A Cross-Cultural Discourse Analysis of the COVID-19 Pandemic in Newspapers
errHEALTH COMMUNICATION
IF2.7
err2023-01-29
err4
errOAAI
errPhillips, Peter; Cassidy, Tony
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errSave
Functional coefficient panel modeling with communal smoothing covariates
errJOURNAL OF ECONOMETRICS
IF4
err2022-04-01
err4
errOAAI
errPhillips, Peter C. B.; Wang, Ying
errShare
errSave

Research Directions

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Co-authors
Cooperation Journals
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Ulrike Lohmann
H-index: 110 · Papers: 868
M
Martin Wild
H-index: 84 · Papers: 607
C
Chris Smith
H-index: 65 · Papers: 402
S
Steven N. Durlauf
H-index: 65 · Papers: 375
C
Christian Gouriéroux
H-index: 59 · Papers: 646
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