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Authors whose works are in public domain in at least one jurisdiction

List of works by Peter C. B. Phillips

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Time Series Regression with a Unit Root

scientific article (publication date: March 1987)
Structural Nonparametric Cointegrating Regression

scientific article (publication date: 2009)
Asymptotic Theory for Local Time Density Estimation and Nonparametric Cointegrating Regression

scientific article published in 2009
A GENERAL LIMIT THEORY FOR NONLINEAR FUNCTIONALS OF NONSTATIONARY TIME SERIES

Assessing the robustness and implications of econometric estimates of climate sensitivity

Limit theory and inference in non-cointegrated functional coefficient regression

Limit theory for local polynomial estimation of functional coefficient models with possibly integrated regressors

Information loss in volatility measurement with flat price trading

Estimation and inference in a possibly multicointegrated system with a fixed number of instruments

Diagnosing housing fever with an econometric thermometer

HETEROSKEDASTICITY ROBUST SPECIFICATION TESTING IN SPATIAL AUTOREGRESSION

HAR Testing for Spurious Regression in Trend

GMM estimation with Brownian kernels applied to income inequality measurement

Information loss in volatility measurement with flat price trading

Speculative Bubbles in the Recent AI Boom: Nasdaq and the Magnificent Seven

LIMIT THEORY FOR LOCALLY FLAT FUNCTIONAL COEFFICIENT REGRESSION

Dynamic Panel Modeling of Climate Change

Panel data models with time-varying latent group structures

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