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Peter C. B. Phillips
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Cited by
Year
THE ECONOMETRIC THEORY AWARDS 2024
PCB Phillips
Econometric Theory 40 (3), 471-471, 2024
2024
Becoming a paramedic: the experiences of newly qualified paramedics in navigating a changing professional, social and personal identity
P Phillips
Bournemouth University, 2024
2024
Reprint of: Robust inference on correlation under general heterogeneity
L Giraitis, Y Li, PCB Phillips
Journal of Econometrics, 105744, 2024
2024
HETEROSKEDASTICITY ROBUST SPECIFICATION TESTING IN SPATIAL AUTOREGRESSION
J Lee, PCB Phillips, F Rossi
Econometric Theory, 1-49, 2024
2024
Uncovering Mild Drift in Asset Prices with Intraday High-Frequency Data
S Shi, PCB Phillips
Available at SSRN 4786774, 2024
2024
Robust inference of panel data models with interactive fixed effects under long memory: A frequency domain approach
S Ke, PCB Phillips, L Su
Journal of Econometrics 241 (2), 105761, 2024
2024
Bootstrap inference for quantile treatment effects in randomized experiments with matched pairs
L Jiang, X Liu, PCB Phillips, Y Zhang
Review of Economics and Statistics 106 (2), 542-556, 2024
92024
Panel data models with time-varying latent group structures
Y Wang, PCB Phillips, L Su
Journal of Econometrics 240 (1), 105685, 2024
12024
A multitiered analysis platform for genome sequencing: Design and initial findings of the Australian Genomics Cardiovascular Disorders Flagship
R Austin, JS Brown, S Casauria, EO Madelli, T Mattiske, T Boughtwood, ...
Genetics in Medicine Open 2, 101842, 2024
2024
High-dimensional IV cointegration estimation and inference
PCB Phillips, IL Kheifets
Journal of Econometrics 238 (2), 105622, 2024
12024
Robust testing for explosive behavior with strongly dependent errors
YL Lui, PCB Phillips, J Yu
Journal of Econometrics 238 (2), 105626, 2024
22024
Optimal bandwidth selection in nonlinear cointegrating regression
Q Wang, PCB Phillips
Econometric Theory 39 (6), 1325-1337, 2023
12023
Common bubble detection in large dimensional financial systems
Y Chen, PCB Phillips, S Shi
Journal of Financial Econometrics 21 (4), 989-1063, 2023
132023
Online Supplement to:‘Robust Testing for Explosive Behavior with Strongly Dependent Errors’
YL Lui, PCB Phillips, J Yu
2023
A panel clustering approach to analyzing bubble behavior
Y Liu, PCB Phillips, J Yu
International Economic Review 64 (4), 1347-1395, 2023
42023
Weak identification of long memory with implications for volatility modelling
J Li, PC Phillips, S Shi, J Yu
Available at SSRN, 2023
22023
PP22 Who CARES? Evaluating the success of the CARES skills framework as a peer support intervention amongst paramedic students in the UK
P Phillips, I Darby, M Warren-James, C Casey
Emergency Medicine Journal 40 (Suppl 1), A9-A10, 2023
2023
Limit Theory for Locally Flat Functional Coefficient Regression
PCB Phillips, Y Wang
Econometric Theory 39 (5), 900-949, 2023
12023
Housing Fever in Australia 2020–23: Insights from an Econometric Thermometer
S Shi, PCB Phillips
Australian Economic Review 56 (3), 357-362, 2023
12023
Robust inference with stochastic local unit root regressors in predictive regressions
Y Liu, PCB Phillips
Journal of Econometrics 235 (2), 563-591, 2023
32023
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