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Peter C.B. Phillips

yale university

88H指数
954论文数
7.2W被引数
收录论文 136
发表时间
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Panel threshold regression with unobserved individual-specific threshold effects面板阈值回归中存在未观测到的个体特定阈值效应
errJournal of Econometrics
IF4
err2026-09-11
err0
PREAI
errPing Yu; Shengjie Hong; Peter C.B. Phillips
err分享
err收藏
Robust inference for time varying predictability: A Sieve-IVX approach时变可预测性的稳健推断：一种筛子-IVX方法
errJournal of Econometrics
IF4
err2026-09-04
err0
PREAI
errNan Liu; Yanbo Liu; Peter C.B. Phillips; Yajie Zhang
err分享
err收藏
Uncovering mild drift in asset prices with intraday high-frequency data利用日内高频数据揭示资产价格的温和漂移
errJournal of Econometrics
IF4
err2025-12-31
err0
errOAAI
errShuping Shi; Peter C.B. Phillips
err分享
err收藏
GMM estimation with Brownian kernels applied to income inequality measurement基于布朗运动的核函数的高斯混合模型估计及其在收入不平等测量中的应用
errJournal of Econometrics
IF4
err2025-10-14
err0
PREAI
errJin Seo Cho; Peter C.B. Phillips
err分享
err收藏
Limit theory for local polynomial estimation of functional coefficient models with possibly integrated regressors具有可能整合回归量的函数系数模型局部多项式估计的极限理论
errJOURNAL OF ECONOMETRICS
IF4
err2025-05-01
err0
PREAI
errWang, Ying; Phillips, Peter C. B.
err分享
err收藏
Weak Identification of Long Memory with Implications for Volatility Modeling长记忆的弱识别及其对波动率建模的影响
errREVIEW OF FINANCIAL STUDIES
IF5.4
err2025-04-03
err0
PREAI
errLi, Jia; Phillips, Peter C. B.; Shi, Shuping; Yu, Jun
err分享
err收藏
Assessing the robustness and implications of econometric estimates of climate sensitivity评估气候敏感性计量经济学估计的稳健性和含义
errENVIRONMENTAL RESEARCH LETTERS
IF5.6
err2025-02-04
err0
errOAAI
errStorelvmo, Trude; Yuan, Menghan; Leirvik, Thomas; Alterskjaer, Kari; Phillips, Peter C. B.; Smith, Chris
err分享
err收藏
Reprint of: Robust inference on correlation under general heterogeneity再版：在一般异质性条件下关于相关性的稳健推断
errJOURNAL OF ECONOMETRICS
IF4
err2024-09-01
err0
errOAAI
errGiraitis, Liudas; Li, Yufei; Phillips, Peter C. B.
err分享
err收藏
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
err分享
err收藏
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
err分享
err收藏
Panel data models with time-varying latent group structures具有时变潜群结构的面板数据模型
errJOURNAL OF ECONOMETRICS
IF4
err2024-03-01
err0
errOAAI
errWang, Yiren; Phillips, Peter C. B.; Su, Liangjun
err分享
err收藏
Robust inference on correlation under general heterogeneity
errJOURNAL OF ECONOMETRICS
IF4
err2024-03-01
err2
errOAAI
errGiraitis, Liudas; Li, Yufei; Phillips, Peter C. B.
err分享
err收藏
High-dimensional IV cointegration estimation and inference☆
errJOURNAL OF ECONOMETRICS
IF4
err2024-01-01
err1
errOAAI
errPhillips, Peter C. B.; Kheifets, Igor L.
err分享
err收藏
Robust testing for explosive behavior with strongly dependent errors具有强烈依赖错误的爆炸行为的鲁棒测试
errJOURNAL OF ECONOMETRICS
IF4
err2024-01-01
err3
errOAAI
errLui, Yiu Lim; Phillips, Peter C. B.; Yu, Jun
err分享
err收藏
Robust inference with stochastic local unit root regressors in predictive regressions预测回归中具有随机局部单位根回归量的稳健推断
errJOURNAL OF ECONOMETRICS
IF4
err2023-08-01
err0
errOAAI
errLiu, Yanbo; Phillips, Peter C. B.
err分享
err收藏
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.
err分享
err收藏
Regression-adjusted estimation of quantile treatment effects under covariate-adaptive randomizations协变量自适应随机化下分位数治疗效果的回归调整估计
errJOURNAL OF ECONOMETRICS
IF4
err2023-06-01
err3
errOAAI
errJiang, Liang; Phillips, Peter C. B.; Tao, Yubo; Zhang, Yichong
err分享
err收藏
High-dimensional VARs with common factors具有公共因子的高维var
errJOURNAL OF ECONOMETRICS
IF4
err2023-03-01
err10
errOAAI
errMiao, Ke; Phillips, Peter C. B.; Su, Liangjun
err分享
err收藏
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
err分享
err收藏
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.
err分享
err收藏

研究方向

暂无研究方向
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