Standout Papers

Testing for a unit root in time series regression 1986 2026 1999 2012 12.3k
  1. Testing for a unit root in time series regression (1988)
    Peter C.B. Phillips, Pierre Perrón Biometrika
  2. Testing the null hypothesis of stationarity against the alternative of a unit root (1992)
    Peter C.B. Phillips, Peter Schmidt et al. Journal of Econometrics
  3. Statistical Inference in Instrumental Variables Regression with I(1) Processes (1990)
    Peter C.B. Phillips, Bruce E. Hansen The Review of Economic Studies
  4. Understanding spurious regressions in econometrics (1986)
    Peter C.B. Phillips Journal of Econometrics
  5. Linear Regression Limit Theory for Nonstationary Panel Data (1999)
    Peter C.B. Phillips, Hyungsik Roger Moon Econometrica
  6. Dynamic Panel Estimation and Homogenity Testing Under Cross Section Dependence (2006)
    Peter C.B. Phillips, Donggyu Sul RePEc: Research Papers in Economics
  7. TESTING FOR MULTIPLE BUBBLES: HISTORICAL EPISODES OF EXUBERANCE AND COLLAPSE IN THE S&P 500 (2015)
    Peter C.B. Phillips, Shuping Shi et al. International Economic Review
  8. EXPLOSIVE BEHAVIOR IN THE 1990s NASDAQ: WHEN DID EXUBERANCE ESCALATE ASSET VALUES?* (2011)
    Peter C.B. Phillips, Yangru Wu et al. International Economic Review
  9. Optimal Inference in Cointegrated Systems (1991)
    Peter C.B. Phillips Econometrica
  10. Vector Autoregressions and Causality (1993)
    Hiro Y. Toda, Peter C.B. Phillips Econometrica
  11. Testing for a Unit Root in Time Series Regression (1988)
    Peter C.B. Phillips, Pierre Perrón Biometrika
  12. LM TESTS FOR A UNIT ROOT IN THE PRESENCE OF DETERMINISTIC TRENDS* (1992)
    Peter Schmidt, Peter C.B. Phillips Oxford Bulletin of Economics and Statistics
  13. Asymptotics for Linear Processes (1992)
    Peter C.B. Phillips, Victor Solo The Annals of Statistics
  14. Testing for multiple bubbles: limit theory of real-time detectors: Testing for multiple bubbles (2015)
    Peter C.B. Phillips, Shuping Shi et al. ePrints Soton (University of Southampton)
  15. Causal Change Detection in Possibly Integrated Systems: Revisiting the Money–Income Relationship* (2019)
    Shuping Shi, Stan Hurn et al. Journal of Financial Econometrics

Immediate Impact

14 by Nobel laureates 8 from Science/Nature 100 standout
Sub-graph 1 of 15

Citing Papers

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78 intermediate papers

Works of Peter C.B. Phillips being referenced

Statistical Inference in Instrumental Variables Regression with I(1) Processes
1990 Standout
Testing for a unit root in time series regression
1988 Standout
and 17 more

Author Peers

Author Last Decade Papers Cites
Peter C.B. Phillips 33025 21758 14219 443 43.9k
Wayne A. Fuller 27366 18572 11218 148 44.2k
Pierre Perrón 30236 22361 12328 140 37.9k
Søren Johansen 28329 23149 11896 165 37.7k
Clive W. J. Granger 34152 19590 18899 262 54.9k
James H. Stock 26089 20260 11186 182 38.9k
David A. Dickey 25908 17819 10724 94 39.3k
Robert F. Engle 58633 31511 47030 234 77.5k
Donald W. K. Andrews 15835 11336 7846 141 23.4k
Bruce E. Hansen 16668 10613 7094 83 22.8k
Mark W. Watson 19324 17149 8726 127 26.7k

All Works

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