Peter C. B. Phillips
Economics and Econometrics · with Gao · 2017
A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 14 citations into it
- Finance — 11 citations into it
- Statistics and Probability — 10 citations into it
Whom Peter C. B. Phillips trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Papers from Peter C. B. Phillips's perspective
Ordered by how strongly the researchers Peter C. B. Phillips trusts endorse each paper. Same corpus, a different order for every researcher.
- Trending time-varying coefficient time series models with serially correlated errors
- Nonparametric estimation in a nonlinear cointegration type model
- Generalized autoregressive conditional heteroskedasticity
- LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF
- Regression Shrinkage and Selection via the Lasso
- Convergence of functionals of sums of r.v.s to local times of fractional stable motions
- Nonlinear Regressions with Integrated Time Series
- Nonparametric estimation in null recurrent time series
- Tests for Parameter Instability and Structural Change with Unknown Change Point
- An Adaptive, Rate-Optimal Test of a Parametric Mean-Regression Model Against a Nonparametric Alternative
Their papers
- Estimating Smooth Structural Change in Cointegration Models (2017) — 53 citations