Peter C. B. Phillips : Citation Profile


Are you Peter C. B. Phillips?

Yale University (25% share)
University of Auckland (25% share)
University of Southampton (25% share)
Singapore Management University (25% share)

47

H index

135

i10 index

14447

Citations

RESEARCH PRODUCTION:

311

Articles

379

Papers

2

Chapters

RESEARCH ACTIVITY:

   49 years (1968 - 2017). See details.
   Cites by year: 294
   Journals where Peter C. B. Phillips has often published
   Relations with other researchers
   Recent citing documents: 963.    Total self citations: 287 (1.95 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pph8
   Updated: 2017-11-18    RAS profile: 2017-11-15    
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Relations with other researchers


Works with:

Yu, Jun (18)

Shi, Shuping (14)

GAO, Jiti (13)

Cho, Jin Seo (8)

Li, Degui (6)

Han, Chirok (5)

Lee, Ji Hyung (5)

Hurn, Stan (4)

Su, Liangjun (4)

Greenaway-McGrevy, Ryan (3)

Sul, Donggyu (3)

Liao, Zhipeng (3)

Jin, Sainan (3)

Lee, Yoonseok (3)

Cavaliere, Giuseppe (2)

Smeekes, Stephan (2)

Taylor, Robert (2)

Gao, Wayne (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Peter C. B. Phillips.

Is cited by:

Gil-Alana, Luis (152)

GUPTA, RANGAN (143)

GAO, Jiti (140)

Taylor, Robert (120)

Westerlund, Joakim (111)

Pesaran, M (110)

Yu, Jun (106)

Shahbaz, Muhammad (101)

Balcilar, Mehmet (92)

Caporale, Guglielmo Maria (87)

Perron, Pierre (84)

Cites to:

Park, Joon (122)

Yu, Jun (59)

Campbell, John (47)

Andrews, Donald (46)

Ploberger, Werner (45)

Stock, James (42)

Ait-Sahalia, Yacine (39)

Sims, Christopher (37)

Perron, Pierre (36)

Hansen, Bruce (35)

Shiller, Robert (35)

Main data


Where Peter C. B. Phillips has published?


Journals with more than one article published# docs
Econometric Theory120
Journal of Econometrics60
Econometrica38
Econometrics Journal8
Econometric Reviews7
Journal of Applied Econometrics6
Economics Letters5
International Economic Review5
Review of Economic Studies5
Oxford Bulletin of Economics and Statistics5
Journal of Time Series Analysis4
Journal of Business & Economic Statistics4
New Zealand Economic Papers4
Journal of Multivariate Analysis4
Econometrics Journal4
Empirical Economics3
Journal of Economic Surveys3
Journal of Business & Economic Statistics3
Journal of Empirical Finance2
Journal of Financial Econometrics2
Review of Financial Studies2
International Economic Review2

Working Papers Series with more than one paper published# docs
Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University286
Working Papers / Singapore Management University, School of Economics17
Working Papers / Department of Economics, The University of Auckland10
Monash Econometrics and Business Statistics Working Papers / Monash University, Department of Econometrics and Business Statistics7
Yale School of Management Working Papers / Yale School of Management6
Finance Working Papers / East Asian Bureau of Economic Research4
Working papers / Yonsei University, Yonsei Economics Research Institute4
University of California at Santa Barbara, Economics Working Paper Series / Department of Economics, UC Santa Barbara3
University of California at San Diego, Economics Working Paper Series / Department of Economics, UC San Diego3
University of Cyprus Working Papers in Economics / University of Cyprus Department of Economics3
Development Economics Working Papers / East Asian Bureau of Economic Research2
NCER Working Paper Series / National Centre for Econometric Research2
Working Papers / Hong Kong Institute for Monetary Research2
Econometric Society 2004 North American Winter Meetings / Econometric Society2
Discussion Paper Series / Institute of Economic Research, Korea University2

Recent works citing Peter C. B. Phillips (2017 and 2016)


YearTitle of citing document
2016Fixed-b Inference in the Presence of Time-Varying Volatility. (2016). Kruse, Robinson ; Demetrescu, Matei ; Hanck, Christoph . In: CREATES Research Papers. RePEc:aah:create:2016-01.

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2016Comparing Predictive Accuracy under Long Memory - With an Application to Volatility Forecasting. (2016). Leschinski, Christian ; Kruse, Robinson ; Will, Michael . In: CREATES Research Papers. RePEc:aah:create:2016-17.

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2016Convergence rates of sums of a-mixing triangular arrays: with an application to non-parametric drift function estimation of continuous-time processes. (2016). Kanaya, Shin. In: CREATES Research Papers. RePEc:aah:create:2016-24.

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2016Panel Data with Cross-Sectional Dependence Characterized by a Multi-Level Factor Structure. (2016). Rodríguez Caballero, Carlos ; Rodríguez Caballero, Carlos ; Rodríguez Caballero, Carlos ; Rodriguez-Caballero, Carlos Vladimir . In: CREATES Research Papers. RePEc:aah:create:2016-31.

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2017Statistical tests for equal predictive ability across multiple forecasting methods. (2017). Borup, Daniel ; Thyrsgaard, Martin. In: CREATES Research Papers. RePEc:aah:create:2017-19.

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2017Time-varying coefficient estimation in SURE models. Application to portfolio management. (2017). Casas, Isabel ; Orbe, Susan ; Ferreira, Eva . In: CREATES Research Papers. RePEc:aah:create:2017-33.

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2017The Determinants of the Benchmark Interest Rates in China: A Discrete Choice Model Approach. (2017). Kim, Hyeongwoo ; Shi, Wen . In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2017-04.

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2017London Calling: Nonlinear Mean Reversion across National Stock Markets. (2017). Kim, Hyeongwoo. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2017-05.

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2017Identification and Asymptotic Approximations: Three Examples of Progress in Econometric Theory. (2017). Powell, James L. In: Journal of Economic Perspectives. RePEc:aea:jecper:v:31:y:2017:i:2:p:107-24.

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2016Convergence in Government Spending Components in EU15: A Spatial Econometric Perspective. (2016). Golem, Silvia ; PEROVIC, Lena MALEEVIC ; Kosor, Maja Mihaljevic . In: The AMFITEATRU ECONOMIC journal. RePEc:aes:amfeco:v:42:y:2016:i:18:p:240.

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2016The Impact of Pre-marital Sex Ratios on Household Saving in Two Asian Countries: The Competitive Saving Motive Revisited. (2016). Horioka, Charles ; Hagiwara, Akiko ; Terada-Hagiwara, Akiko . In: AGI Working Paper Series. RePEc:agi:wpaper:00000111.

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2017An empirical assessment of fiscal sustainability for selected South Asian economies. (2017). Mohapatra, Geetilaxmi ; Giri, A K ; Shastri, Shruti . In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(610):y:2017:i:1(610):p:163-178.

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2016An empirical study of factors influencing total unemployment rate in comparison to youth unemployment rate in selected EU member-states. (2016). Kokotovi, Filip . In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(608):y:2016:i:3(608):p:79-92.

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2016Effects of R&D and innovation on income in EU countries: new generation panel cointegration and causality analysis. (2016). Gocer, Ismet ; Peker, Osman ; Alatas, Sedat . In: Theoretical and Applied Economics. RePEc:agr:journl:v:4(609):y:2016:i:4(609):p:153-164.

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2016An empirical study of factors influencing total unemployment rate in comparison to youth unemployment rate in selected EU member-states. (2016). Kokotovi, Filip . In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiii:y:2016:i:3(608):p:79-92.

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2016Effects of R&D and innovation on income in EU countries: new generation panel cointegration and causality analysis. (2016). Gocer, Ismet ; Peker, Osman ; Alatas, Sedat . In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiii:y:2016:i:4(609):p:153-164.

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2017An empirical assessment of fiscal sustainability for selected South Asian economies. (2017). Shastri, Shruti ; Mohapatra, Geetilaxmi ; Giri, A K. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiv:y:2017:i:1(610):p:163-178.

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2017The effects of real exchange rates and income on the trade balance: A second generation panel data analysis for transition economies and Turkey. (2017). Sezer, Sevgi . In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiv:y:2017:i:2(611):p:171-186.

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2016Semiparametric insights into price dynamics in Tanzanian maize markets. (2016). Ihle, Rico ; von Cramon-Taubadel, Stephan . In: 2016 AAAE Fifth International Conference, September 23-26, 2016, Addis Ababa, Ethiopia. RePEc:ags:aaae16:249329.

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2016Modelling price formation and dynamics in the Ethiopian maize market. (2016). Yami, Mesay ; Hassan, Rashid ; Meyer, Ferdi . In: 2016 AAAE Fifth International Conference, September 23-26, 2016, Addis Ababa, Ethiopia. RePEc:ags:aaae16:249346.

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2016Commodity Price Bubbles and Macroeconomics: Evidence from Chinese Agricultural Markets. (2016). Etienne, Xiaoli ; Chavas, Jean-Paul ; Li, Chongguang . In: 2016 Annual Meeting, July 31-August 2, 2016, Boston, Massachusetts. RePEc:ags:aaea16:235068.

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2016Are Free Trade Agreements Good for the Environment? A Panel Data Analysis. (2016). Nemati, Mehdi ; Reed, Michael ; Hu, Wuyang . In: 2016 Annual Meeting, July 31-August 2, 2016, Boston, Massachusetts. RePEc:ags:aaea16:235631.

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2016Efficiency gains in commodity forecasting using disaggregated levels versus more aggregated predictions. (2016). Foster, Kenneth ; Pena-Levano, Luis M. In: 2016 Annual Meeting, July 31-August 2, 2016, Boston, Massachusetts. RePEc:ags:aaea16:235792.

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2016Testing for bubbles in agriculture commodity markets. (2016). Balcombe, Kelvin ; Areal, Francisco ; Rapsomanikis, George . In: Economia Agraria y Recursos Naturales. RePEc:ags:earnsa:241272.

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2016Agricultural Commodity Prices and Exchange Rates under Structural Change. (2016). Foster, Kenneth ; Abbott, Philip C ; Hatzenbuehler, Patrick L. In: Journal of Agricultural and Resource Economics. RePEc:ags:jlaare:235153.

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2016Market Integration and Price Transmission in theWorld Rice Export Markets. (2016). Saghaian, Sayed ; Chen, BO. In: Journal of Agricultural and Resource Economics. RePEc:ags:jlaare:246174.

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2017Examination of asymmetric supply response in the U.S. livestock industry. (2017). Yoon, Jongyeol ; Brown, Scott . In: 2017 Annual Meeting, February 4-7, 2017, Mobile, Alabama. RePEc:ags:saea17:252779.

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2016Impact of Food Reserve Programs on Price Levels and Volatility: Natural Experiment from Benin Rice Market in West Africa. (2016). Lawani, Abdelaziz ; Fiamohe, Rose ; Reed, Michael . In: 2017 Annual Meeting, February 4-7, 2017, Mobile, Alabama. RePEc:ags:saea17:252860.

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2016Price asymmetries in the European gasoline market. (2016). Mongeau Ospina, Christian Alexander ; Bagnai, Alberto. In: a/ Working Papers Series. RePEc:ais:wpaper:1602.

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2017The Heterogeneity of Convergence in Transition Countries. (2017). Pipie, Mateusz ; Roszkowska, Sylwia . In: Lodz Economics Working Papers. RePEc:ann:wpaper:7/2017.

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2016PRICE VOLATILITY TRANSMISSION FROM OIL TO ENERGY AND NON-ENERGY AGRICULTURAL COMMODITIES. (2016). Bittencourt, Mauricio ; Lobo, Mauricio Vaz ; Borges, Leonardo Chaves . In: Anais do XLII Encontro Nacional de Economia [Proceedings of the 42ndd Brazilian Economics Meeting]. RePEc:anp:en2014:181.

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2016Do Mature Economies Grow Exponentially?. (2016). Lange, Steffen ; Kopp, Thomas ; Putz, Peter . In: Papers. RePEc:arx:papers:1601.04028.

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2016Causality and Correlations between BSE and NYSE indexes: A Janus Faced Relationship. (2016). , Neeraj ; Panigrahi, Prasanta K. In: Papers. RePEc:arx:papers:1608.07796.

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2016The distribution dynamics of Carbon Dioxide Emission intensity across Chinese provinces: A weighted Approach. (2016). He, Ling-Yun ; Wu, Jian-Xin . In: Papers. RePEc:arx:papers:1612.02658.

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2017The micro-foundations of an open economy money demand: An application to the Central and Eastern European countries. (2017). Miller, Stephen ; Albulescu, Claudiu. In: Papers. RePEc:arx:papers:1704.01840.

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2017Stop-loss and Leverage in optimal Statistical Arbitrage with an application to Energy market. (2017). Baviera, Roberto ; Baldi, Tommaso Santagostino . In: Papers. RePEc:arx:papers:1706.07021.

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2017Ether: Bitcoins competitor or ally?. (2017). bouoiyour, jamal ; Selmi, Refk . In: Papers. RePEc:arx:papers:1707.07977.

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2017Value-at-Risk and Expected Shortfall for the major digital currencies. (2017). Stavroyiannis, Stavros . In: Papers. RePEc:arx:papers:1708.09343.

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2017Inference for Impulse Responses under Model Uncertainty. (2017). Smeekes, Stephan ; Lieb, Lenard . In: Papers. RePEc:arx:papers:1709.09583.

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2017A Justification of Conditional Confidence Intervals. (2017). Smeekes, Stephan ; Heinemann, Alexander ; Beutner, Eric. In: Papers. RePEc:arx:papers:1710.00643.

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2017A Unified Approach on the Local Power of Panel Unit Root Tests. (2017). Liang, Zhongwen. In: Papers. RePEc:arx:papers:1710.02944.

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2016Financial Development and Investment Amount Nexus: A Case Study of Turkey. (2016). Demirhan, Banu . In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2016:p:127-134.

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2016A litmus test of Deficit Sustainability: The Case of the Greek Budget Deficit. (2016). Hatzinikolaou, Dimitris. In: Review of Economics & Finance. RePEc:bap:journl:160305.

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2016Measuring Systemic Risk Across Financial Market Infrastructures. (2016). Saiz, Hector Perez ; Li, Fuchun . In: Staff Working Papers. RePEc:bca:bocawp:16-10.

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2016Applying a Microfounded-Forecasting Approach to Predict Brazilian Inflation. (2016). Issler, João ; Gaglianone, Wagner ; Matos, Silvia Maria . In: Working Papers Series. RePEc:bcb:wpaper:436.

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2017The evolution of regional economic interlinkages in Europe. (2017). Leiva-Leon, Danilo ; Gómez-Loscos, Ana ; Gadea-Rivas, Maria Dolores ; Gomez-Loscos, Ana . In: Working Papers. RePEc:bde:wpaper:1705.

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2017Low frequency drivers of the real interest rate: a band spectrum regression approach. (2017). Busetti, Fabio ; Caivano, Michele . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1132_17.

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2016Unit Root Testing in ARMA Models: A Likelihood Ratio Approach. (2016). Hernandez, Juan ; Juan, Hernandez . In: Working Papers. RePEc:bdm:wpaper:2016-03.

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2017I know what you did during the last bubble: Determinants of housing bubbles duration in OECD countries. (2017). Sanin Restrepo, Sebastian ; Gomez-Gonzalez, Jose ; Amador Torres, Juan ; Sanin-Restrepo, Sebastian ; Amador-Torres, Sebastian J. In: Borradores de Economia. RePEc:bdr:borrec:1005.

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2017Uncovering the time-varying nature of causality between oil prices and stock market returns: A multi-country study. (2017). Hirs-Garzon, Jorge ; Gomez-Gonzalez, Jose. In: Borradores de Economia. RePEc:bdr:borrec:1009.

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2016Gross Capital Flows and their long-term Determinants for Developing Economies: A Panel Co-integration Approach. (2016). Rincon-Castro, Hernan ; Parra-Amado, Daniel ; Arias, Fernando ; Delgado, David . In: Borradores de Economia. RePEc:bdr:borrec:932.

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2016When Bubble Meets Bubble: Contagion in OECD Countries. (2016). Pinchao-Rosero, Andres ; Hirs-Garzon, Jorge ; Gomez-Gonzalez, Jose ; Gamboa-Arbelaez, Juliana. In: Borradores de Economia. RePEc:bdr:borrec:942.

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2016Determinants of structural unemployment in Colombia. A search approach. (2016). Florez, Luz ; Arango Thomas, Luis. In: Borradores de Economia. RePEc:bdr:borrec:969.

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2016Sovereign Risk and the Real Exchange Rate: A Non-Linear Approach. (2016). Sarmiento-Becerra, Gloria ; Ojeda-Joya, Jair. In: Borradores de Economia. RePEc:bdr:borrec:970.

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2017Políticas de País y Logros de Regiones: el Caso de la Calidad de la Educación Secundaria en Colombia. (2017). Posso, Christian ; Medina, Carlos ; Guarin, Arlen ; Franco, Andrea . In: Borradores de Economia. RePEc:bdr:borrec:981.

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2017The Maple Bubble: A History of Migration among Canadian Provinces. (2017). Sanin Restrepo, Sebastian ; Gomez-Gonzalez, Jose ; Sanin-Restrepo, Sebastian . In: Borradores de Economia. RePEc:bdr:borrec:992.

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2016Testing Subspace Granger Causality. (2016). Al-Sadoon, Majid. In: Working Papers. RePEc:bge:wpaper:850.

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2016Dealing with heterogeneity, nonlinearity and club misclassification in growth convergence: A nonparametric two-step approach. (2016). Haupt, Harry ; Meier, Verena . In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:455.

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2016Has the pricing of stocks become more global?. (2016). Schrimpf, Andreas ; Wagner, Alexander F ; Petzev, Ivan . In: BIS Working Papers. RePEc:bis:biswps:560.

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2017Arbitrage costs and the persistent non-zero CDS-bond basis: Evidence from intraday euro area sovereign debt markets. (2017). Hördahl, Peter ; Gyntelberg, Jacob ; Urban, Jorg ; Ters, Kristyna ; Hordahl, Peter . In: BIS Working Papers. RePEc:bis:biswps:631.

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2016OLD WINE IN A NEW BOTTLE: TRADE OPENNESS AND FDI FLOWS—ARE THE EMERGING ECONOMIES CONVERGING?. (2016). Cooray, Arusha ; Apergis, Nicholas. In: Contemporary Economic Policy. RePEc:bla:coecpo:v:34:y:2016:i:2:p:336-351.

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2016Wage setting in the Colombian manufacturing industry. (2016). Sala, Hector ; Agudelo, Sonia A. In: The Economics of Transition. RePEc:bla:etrans:v:24:y:2016:i:1:p:99-134.

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2016On the coverage bound problem of empirical likelihood methods for time series. (2016). Zhang, Xianyang ; Shao, Xiaofeng . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:78:y:2016:i:2:p:395-421.

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2017ARE THERE CAUSAL RELATIONSHIPS BETWEEN ISLAMIC VERSUS CONVENTIONAL EQUITY INDICES? INTERNATIONAL EVIDENCE. (2017). Amri, EL ; Taher, Hamza . In: Studies in Business and Economics. RePEc:blg:journl:v:12:y:2017:i:1:p:40-60.

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2016Predicting Empirical Patterns in Viewing Japanese TV Dramas Using Case-Based Decision Theory. (2016). Sugawara, Shinya ; Shinya, Sugawara ; Keita, Kinjo . In: The B.E. Journal of Theoretical Economics. RePEc:bpj:bejtec:v:16:y:2016:i:2:p:679-709:n:6.

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2016Investigating the Price Transmission Mechanisms of Greek Fresh Potatoes, Tomatoes and Cucumbers Markets. (2016). Rezitis, Anthony ; Dimitris, Pachis . In: Journal of Agricultural & Food Industrial Organization. RePEc:bpj:bjafio:v:14:y:2016:i:1:p:91-108:n:8.

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2016Semiparametric Stationarity and Fractional Unit Roots Tests Based on Data-Driven Multidimensional Increment Ratio Statistics. (2016). Bechir, Dola ; Jean-Marc, Bardet . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:8:y:2016:i:2:p:115-153:n:3.

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2016International Mobility of Capital in the United States: Robust Evidence from Time-Series Tests. (2016). Tarlok, Singh . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:8:y:2016:i:2:p:193-249:n:1.

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2016Testing cointegration in quantile regressions with an application to the term structure of interest rates. (2016). Nina, Kuriyama . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:20:y:2016:i:2:p:107-121:n:2.

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2016On the estimation of short memory components in long memory time series models. (2016). George, Kapetanios ; Richard, Baillie . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:20:y:2016:i:4:p:365-375:n:8.

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2017.

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2016Asymptotic Theory for Beta-t-GARCH. (2016). Ito, Ryoko . In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1607.

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2016Double-question Survey Measures for the Analysis of Financial Bubbles and Crashes. (2016). Pesaran, M ; Ida, Johnsson . In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1679.

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2017Co-integration and control: assessing the impact of events using time series data. (2017). Harvey, A ; Thiele, S. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1731.

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2016Assessing the sustainability of Irish residential property prices: 1980Q1-2016Q2. (2016). Kennedy, Gerard ; Woods, Maria ; O'Brien, Eoin . In: Economic Letters. RePEc:cbi:ecolet:11/el/16.

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2016A Time Series Paradox: Unit Root Tests Perform Poorly When Data Are Cointegrated. (2016). Reed, W. ; Smith, Aaron . In: Working Papers in Economics. RePEc:cbt:econwp:16/19.

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2017Ideas Production and International Knowledge Spillovers: Digging Deeper into Emerging Countries. (2017). Luintel, Kul ; Khan, Mosahid. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2017/6.

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2017FORWARD BIAS, THE FAILURE OF UNCOVERED INTEREST PARITY AND RELATED PUZZLES. (2017). Pippenger, John . In: University of California at Santa Barbara, Economics Working Paper Series. RePEc:cdl:ucsbec:qt2ff194s2.

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2016A Fixed-bandwidth View of the Pre-asymptotic Inference for Kernel Smoothing with Time Series Data. (2016). Sun, Yixiao ; Yang, Jingjing ; Kim, Min Seong . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt2240n3n5.

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2016Simple, Robust, and Accurate F and t Tests in Cointegrated Systems. (2016). Sun, Yixiao ; Hwang, Jungbin. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt82k1x4rd.

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2017Simple, Robust, and Accurate F and t Tests in Cointegrated Systems. (2017). Sun, Yixiao ; Hwang, Jungbin. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt83b4q8pk.

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2017Fat tails and spurious estimation of consumption-based asset pricing models. (2017). Toda, Alexis Akira ; Walsh, Kieran James . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt8df3x7gw.

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2016Identification and Estimation of the Environmental Kuznets Curve: Pairwise Differencing to Deal with Nonlinearity and Nonstationarity. (2016). Vollebergh, Herman R.J. ; Sen, Suphi ; Melenberg, Bertrand. In: CESifo Working Paper Series. RePEc:ces:ceswps:_5837.

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2016Extended Yule-Walker Identification of Varma Models with Single- or Mixed-Frequency Data.. (2016). Zadrozny, Peter. In: CESifo Working Paper Series. RePEc:ces:ceswps:_5884.

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2016Monetary Policy Rules in Emerging Countries: Is there an Augmented Nonlinear Taylor Rule?. (2016). Helmi, Mohamad ; catik, nazif ; Caporale, Guglielmo Maria ; Ali, Faek Nemla . In: CESifo Working Paper Series. RePEc:ces:ceswps:_5965.

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2016Double-question Survey Measures for the Analysis of Financial Bubbles and Crashes. (2016). Pesaran, M ; Johnsson, Ida. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6272.

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2017The Local Power of the IPS Test with Both Initial Conditions and Incidental Trends. (2017). Liang, Zhongwen ; Lahiri, Kajal ; Peng, Huaming . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6313.

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2017Central Bank Policy Rates: Are they Cointegrated?. (2017). Gil-Alana, Luis ; Carcel, Hector ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6389.

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2017The Quantification of Structural Reforms in OECD Countries: A New Framework. (2017). Égert, Balázs ; Gal, Peter ; Egert, Balazs . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6420.

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2017House Prices and Macroprudential Policy in an Estimated DSGE Model of New Zealand. (2017). Kirkby, Robert ; Funke, Michael ; Mihaylovski, Petar . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6487.

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2017Stock Market Integration in Asia: Global or Regional? Evidence from Industry Level Panel Convergence Tests. (2017). Caporale, Guglielmo Maria ; You, Kefei . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6494.

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2017Interest Rates Under Falling Stars. (2017). Rudebusch, Glenn ; Bauer, Michael D. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6571.

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2017Global Sourcing and Domestic Production Networks. (2017). Ito, Keiko ; Tang, Heiwai ; Inui, Tomohiko ; Furusawa, Taiji . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6658.

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2017A Bias-Corrected Method of Moments Approach to Estimation of Dynamic Short-T Panels. (2017). Pesaran, M ; Chudik, Alexander . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6688.

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2016On the impact of dollar movements on oil currencies. (2016). Gomes, Gabriel. In: Working Papers. RePEc:cii:cepidt:2016-11.

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2017Finite-sample generalized confidence distributions and sign-based robust estimators in median regressions with heterogenous dependent errors. (2017). Coudin, Elise ; Dufour, Jean-Marie . In: CIRANO Working Papers. RePEc:cir:cirwor:2017s-06.

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2016IMPACT OF STRUCTURAL BREAKS PRESENCE ON ECONOMIC DEVELOPMENT OF EMERGING COUNTRIES. (2016). Ketenci, Natalya ; Aydoan, Ebru Tomris ; Uslu, Aara Levent . In: Journal Articles. RePEc:cmk:journl:y:2016:p:5-21.

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2016The productivity of top researchers: A semi-nonparametric approach. (2016). Perote, Javier ; Mora-Valencia, Andrés ; Cortés, Lina ; Cortes, Lina M. In: DOCUMENTOS DE TRABAJO CIEF. RePEc:col:000122:014437.

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2016Macroeconomic Effects of Oil Price Fluctuations in Colombia. (2016). Quero-Virla, Leonardo . In: DOCUMENTOS DE TRABAJO CIEF. RePEc:col:000122:015647.

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2016Herramientas de estabilización de los precios internos del azúcar en Colombia: ¿Funcionan?. (2016). Alonso, Julio ; Arana, Sebastian Montenegro ; Arcila, Andres Mauricio . In: REVISTA LECTURAS DE ECONOMÍA. RePEc:col:000174:015396.

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2016Macroeconomic Effects of Oil Price Fluctuations in Colombia. (2016). Quero-Virla, Leonardo . In: REVISTA ECOS DE ECONOMÍA. RePEc:col:000442:015651.

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More than 100 citations found, this list is not complete...

Works by Peter C. B. Phillips:


YearTitleTypeCited
2010Semiparametric Estimation in Simultaneous Equations of Time Series Models In: School of Economics Working Papers.
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paper1
2017Edmond Malinvaud - an Economists Econometrician In: Annals of Economics and Statistics.
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2000THE BIOSAFETY PROTOCOL AND INTERNATIONAL TRADE IN GENETICALLY MODIFIED ORGANISMS In: CATRN Papers.
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1992Testing the Covariance Stationarity of Heavy-Tailed Time Series: An Overview of the Theory with Applications to Several Financial Datasets. In: Working papers.
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1994Testing the covariance stationarity of heavy-tailed time series: An overview of the theory with applications to several financial datasets.(1994) In: Journal of Empirical Finance.
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2003Prewhitening Bias in HAC Estimation In: Working Papers.
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2005Prewhitening Bias in HAC Estimation.(2005) In: Oxford Bulletin of Economics and Statistics.
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2003Prewhitening Bias in HAC Estimation.(2003) In: Cowles Foundation Discussion Papers.
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paper
2004Prewhitening Bias in HAC Estimation.(2004) In: Yale School of Management Working Papers.
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paper
1999Discrete Fourier Transforms of Fractional Processes August In: Working Papers.
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2000Exact Gaussian Estimation of Continuous Time Models of The Term Structure of Interest Rates Rankings of Economics Departments in New Zealand In: Working Papers.
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2003Bias in Dynamic Panel Estimation with Fixed Effects, Incidental Trends and Cross Section Dependence In: Working Papers.
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paper71
2004Bias in Dynamic Panel Estimation with Fixed Effects, Incidental Trends and Cross Section Dependence.(2004) In: Cowles Foundation Discussion Papers.
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2007Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence.(2007) In: Journal of Econometrics.
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article
2004Bias in Dynamic Panel Estimation with Fixed Effects, Incidental Trends and Cross Section Dependence.(2004) In: Yale School of Management Working Papers.
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2000Forecasting New Zealands Real GDP In: Working Papers.
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paper3
2000Forecasting New Zealands Real GDP.(2000) In: Cowles Foundation Discussion Papers.
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2000Forecasting New Zealands real GDP.(2000) In: New Zealand Economic Papers.
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2002Jacknifing Bond Option Prices In: Working Papers.
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2003Jackknifing Bond Option Prices.(2003) In: Cowles Foundation Discussion Papers.
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2004Jackknifing Bond Option Prices.(2004) In: Econometric Society 2004 North American Winter Meetings.
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paper
2005Jackknifing Bond Option Prices.(2005) In: Review of Financial Studies.
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2002Dynamic Panel Estimation and Homogenity Testing Under Cross Section Dependence In: Working Papers.
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2002Dynamic Panel Estimation and Homogeneity Testing Under Cross Section Dependence.(2002) In: Cowles Foundation Discussion Papers.
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1998New Unit Root Asymptotics in the Presence of Deterministic Trends In: Working Papers.
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1998New Unit Root Asymptotics in the Presence of Deterministic Trends.(1998) In: Cowles Foundation Discussion Papers.
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2002New unit root asymptotics in the presence of deterministic trends.(2002) In: Journal of Econometrics.
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2003The Elusive Empirical Shadow of Growth Convergence In: Working Papers.
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2003The Elusive Empirical Shadow of Growth Convergence.(2003) In: Cowles Foundation Discussion Papers.
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2004The Elusive Empirical Shadow of Growth Convergence.(2004) In: Yale School of Management Working Papers.
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2015Hot Property in New Zealand: Empirical Evidence of Housing Bubbles in the Metropolitan Centres In: Working Papers.
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2015“Hot Property in New Zealand: Empirical Evidence of Housing Bubbles in the Metropolitan Centres”.(2015) In: Cowles Foundation Discussion Papers.
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2016Hot property in New Zealand: Empirical evidence of housing bubbles in the metropolitan centres.(2016) In: New Zealand Economic Papers.
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2006Comment In: Journal of Business & Economic Statistics.
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2010Testing Linearity in Cointegrating Relations With an Application to Purchasing Power Parity In: Journal of Business & Economic Statistics.
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2005Testing Linearity in Cointegrating Relations with an Application to Purchasing Power Parity.(2005) In: Cowles Foundation Discussion Papers.
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2011Infinite Density at the Median and the Typical Shape of Stock Return Distributions In: Journal of Business & Economic Statistics.
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2009Infinite Density at the Median and the Typical Shape of Stock Return Distributions.(2009) In: Cowles Foundation Discussion Papers.
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2009Infinite Density at the Median and the Typical Shape of Stock Return Distributions.(2009) In: Discussion Paper Series.
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2011Infinite Density at the Median and the Typical Shape of Stock Return Distributions.(2011) In: Journal of Business & Economic Statistics.
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2011Tilted Nonparametric Estimation of Volatility Functions With Empirical Applications In: Journal of Business & Economic Statistics.
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2011Tilted Nonparametric Estimation of Volatility Functions With Empirical Applications.(2011) In: Journal of Business & Economic Statistics.
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article
2005Phillips on Fishers Equation In: American Journal of Economics and Sociology.
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1988Reflections on Econometric Methodology. In: The Economic Record.
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article28
1988Reflections on Econometric Methodology.(1988) In: Cowles Foundation Discussion Papers.
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1998A Primer on Unit Root Testing In: Journal of Economic Surveys.
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1998 A Primer on Unit Root Testing..(1998) In: Journal of Economic Surveys.
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1998A Primer on Unit Root Testing.(1998) In: Cowles Foundation Discussion Papers.
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1994 Reflections on the Day. In: Journal of Economic Surveys.
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2004Error bounds and asymptotic expansions for toeplitz product functionals of unbounded spectra In: Journal of Time Series Analysis.
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2002Error Bounds and Asymptotic Expansions for Toeplitz Product Functionals of Unbounded Spectra.(2002) In: Cowles Foundation Discussion Papers.
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2006Uniform Limit Theory for Stationary Autoregression In: Journal of Time Series Analysis.
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2004Uniform Limit Theory for Stationary Autoregression.(2004) In: Cowles Foundation Discussion Papers.
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Uniform limit theory for stationary autoregression.() In: Discussion Papers.
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2006Inference in Autoregression under Heteroskedasticity In: Journal of Time Series Analysis.
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article17
2014NORMING RATES AND LIMIT THEORY FOR SOME TIME-VARYING COEFFICIENT AUTOREGRESSIONS In: Journal of Time Series Analysis.
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article1
2013Norming Rates and Limit Theory for Some Time-Varying Coefficient Autoregressions.(2013) In: Cowles Foundation Discussion Papers.
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paper
1992LM Tests for a Unit Root in the Presence of Deterministic Trends. In: Oxford Bulletin of Economics and Statistics.
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article282
1999 Maximum Likelihood Estimation in Panels with Incidental Trends. In: Oxford Bulletin of Economics and Statistics.
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article16
1999Maximum Likelihood Estimation in Panels with Incidental Trends.(1999) In: University of California at Santa Barbara, Economics Working Paper Series.
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paper
1999Maximum Likelihood Estimation in Panels with Incidental Trends.(1999) In: Cowles Foundation Discussion Papers.
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paper
2003An Introduction to Best Empirical Models when the Parameter Space is Infinite Dimensional In: Oxford Bulletin of Economics and Statistics.
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article1
2014Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behaviour In: Oxford Bulletin of Economics and Statistics.
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article25
2012Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior.(2012) In: Cowles Foundation Discussion Papers.
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2011Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior.(2011) In: Working Papers.
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2012Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior.(2012) In: Working Papers.
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2017Labeling Demands, Coexistence and the Challenges for Trade In: Journal of Agricultural & Food Industrial Organization.
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article0
1999Estimation of Autoregressive Roots near Unity using Panel Data In: University of California at Santa Barbara, Economics Working Paper Series.
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2000ESTIMATION OF AUTOREGRESSIVE ROOTS NEAR UNITY USING PANEL DATA.(2000) In: Econometric Theory.
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1999Estimation of Autoregressive Roots Near Unity Using Panel Data.(1999) In: Cowles Foundation Discussion Papers.
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1999How to Estimate Autoregressive Roots Near Unity In: University of California at Santa Barbara, Economics Working Paper Series.
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paper16
2001HOW TO ESTIMATE AUTOREGRESSIVE ROOTS NEAR UNITY.(2001) In: Econometric Theory.
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1998How to Estimate Autoregressive Roots Near Unity.(1998) In: Cowles Foundation Discussion Papers.
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2005Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing∗ In: University of California at San Diego, Economics Working Paper Series.
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2004Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation In: University of California at San Diego, Economics Working Paper Series.
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2003Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation.(2003) In: Cowles Foundation Discussion Papers.
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2004Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation.(2004) In: Econometric Society 2004 North American Winter Meetings.
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2004Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation.(2004) In: Yale School of Management Working Papers.
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This paper has another version. Agregated cites: 9
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2004Spectral Density Estimation and Robust Hypothesis Testing Using Steep Origin Kernels Without Truncation In: University of California at San Diego, Economics Working Paper Series.
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paper23
2006SPECTRAL DENSITY ESTIMATION AND ROBUST HYPOTHESIS TESTING USING STEEP ORIGIN KERNELS WITHOUT TRUNCATION.(2006) In: International Economic Review.
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1985A Theorem on the Tail Behaviour of Probability Distributions with an Application to the Stable Family. In: Canadian Journal of Economics.
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2007Information Loss in Volatility Measurement with Flat Price Trading In: Levine's Bibliography.
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2007Information Loss in Volatility Measurement with Flat Price Trading.(2007) In: Cowles Foundation Discussion Papers.
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2009Information Loss in Volatility Measurement with Flat Price Trading.(2009) In: Global COE Hi-Stat Discussion Paper Series.
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2013Nonparametric Predictive Regression In: CEPR Discussion Papers.
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2012Nonparametric Predictive Regression.(2012) In: Cowles Foundation Discussion Papers.
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2015Nonparametric predictive regression.(2015) In: Journal of Econometrics.
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2012Nonparametric Predictive Regression.(2012) In: University of Cyprus Working Papers in Economics.
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1994Fully Modified Least Squares in I(2) Regression In: Econometric Theory.
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1994Spurious Regression and Generalized Least Squares In: Econometric Theory.
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1994Bayes Methods and Unit Roots In: Econometric Theory.
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1994Posterior Odds Testing for a Unit Root with Data-Based Model Selection In: Econometric Theory.
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1992Posterior Odds Testing for a Unit Root with Data-Based Model Selection.(1992) In: Cowles Foundation Discussion Papers.
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1994Spurious Regression in Forecast-Encompassing Tests In: Econometric Theory.
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1995Spurious Regression in Forecast-Encompassing Tests.(1995) In: Econometric Theory.
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1994Some Exponential Martingales In: Econometric Theory.
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1995Reduced Rank Regression Asymptotics in Multivariate Regression – Solution In: Econometric Theory.
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1995Nonlinear Testing and Forecasting Asymptotics with Potential Rank Failure In: Econometric Theory.
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1993Nonlinear Testing and Forecasting Asympotics with Potential Rank Failure.(1993) In: Econometric Theory.
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1997The A.R. Bergstrom Prize in Econometrics, 1996 In: Econometric Theory.
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1998THE TJALLING C. KOOPMANS ECONOMETRIC THEORY PRIZE: 1994 1996 In: Econometric Theory.
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1999ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES In: Econometric Theory.
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2009OBITUARY.(2009) In: Econometric Theory.
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2000MEETING OF THE NEW ZEALAND ECONOMETRIC STUDY GROUP (NZESG) In: Econometric Theory.
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2001ECONOMETRIC SOCIETY INTENSIVE WORKSHOP FOR YOUNG SCHOLARS In: Econometric Theory.
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2002The 2002 Econometric Theory Awards In: Econometric Theory.
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2003IN MEMORY OF JOHN DENIS SARGAN In: Econometric Theory.
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2003VISION AND INFLUENCE IN ECONOMETRICS: JOHN DENIS SARGAN In: Econometric Theory.
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2003Vision and Influence in Econometrics: John Denis Sargan.(2003) In: Cowles Foundation Discussion Papers.
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1985Editorial In: Econometric Theory.
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1985Professor J. D. Sargan In: Econometric Theory.
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1985Editorial Note In: Econometric Theory.
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2004EXPANSIONS FOR THE DISTRIBUTION OF THE MAXIMUM LIKELIHOOD ESTIMATOR OF THE FRACTIONAL DIFFERENCE PARAMETER In: Econometric Theory.
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2004NOTES AND PROBLEMS: A new format for the PROBLEMS AND SOLUTIONS SERIES In: Econometric Theory.
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2005AUTOMATED INFERENCE AND THE FUTURE OF ECONOMETRICS: A Colloquium for ETs 20th Anniversary In: Econometric Theory.
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2004HAC Estimation by Automated Regression.(2004) In: Cowles Foundation Discussion Papers.
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2007LONG-RUN COVARIANCE MATRICES FOR FRACTIONALLY INTEGRATED PROCESSES In: Econometric Theory.
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2007Long Run Covariance Matrices for Fractionally Integrated Processes.(2007) In: Cowles Foundation Discussion Papers.
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2006Gaussian Inference in AR(1) Time Series with or without a Unit Root.(2006) In: Cowles Foundation Discussion Papers.
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2007Limit Theory for Explosively Cointegrated Systems.(2007) In: Cowles Foundation Discussion Papers.
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