Peter C.B. Phillips
- Testing for a unit root in time series regression
1988/01/01 by PETER C. B. PHILLIPS, Peter C.B. Phillips, Pierre Perrón +1 · 89 citations
Economics, Econometrics and Finance · #Complex Systems and Time Series Analysis #Financial Risk and Volatility Modeling #Monetary Policy and Economic Impact
- Testing the null hypothesis of stationarity against the alternative of a unit root
1992/10/01 by Denis Kwiatkowski, Peter C.B. Phillips, Peter Schmidt +1 · 57 citations
Economics, Econometrics and Finance · #Complex Systems and Time Series Analysis #Financial Risk and Volatility Modeling #Monetary Policy and Economic Impact
- Testing for Multiple Bubbles: Historical Episodes of Exuberance and Collapse in the S&P 500
2013/09/01 by Peter C. B. Phillips, Peter C.B. Phillips, Shuping Shi +1 · 34 citations
Economics, Econometrics and Finance · #Complex Systems and Time Series Analysis #Market Dynamics and Volatility #Financial Risk and Volatility Modeling
- EXPLOSIVE BEHAVIOR IN THE 1990s NASDAQ: WHEN DID EXUBERANCE ESCALATE ASSET VALUES?*
2011/02/01 by Peter C. B. Phillips, Peter C.B. Phillips, Yangru Wu +1 · 22 citations
Economics, Econometrics and Finance · #Complex Systems and Time Series Analysis #Financial Markets and Investment Strategies #Economic theories and models
- TESTING FOR MULTIPLE BUBBLES: LIMIT THEORY OF REAL‐TIME DETECTORS
2015/10/28 by Peter C. B. Phillips, Peter C.B. Phillips, Shuping Shi +1 · 17 citations
Economics, Econometrics and Finance · #Complex Systems and Time Series Analysis #Market Dynamics and Volatility #Economic theories and models
- The impact of upzoning on housing construction in Auckland
2023/05/31 by Ryan Greenaway-McGrevy, Ryan Greenaway‐McGrevy, Peter C.B. Phillips · 6 citations
Economics, Econometrics and Finance · Social Sciences · #Housing Market and Economics #Housing, Finance, and Neoliberalism #Urban, Neighborhood, and Segregation Studies
- Economic transition and growth
2009/04/22 by Peter C.B. Phillips, Peter C. B. Phillips, Donggyu Sul · 1 citation
Economics, Econometrics and Finance · #Economic Growth and Productivity #Economic Theory and Policy #Economic theories and models