Testing for a unit root in time series regression PCB Phillips, P Perron biometrika 75 (2), 335-346, 1988 | 27626 | 1988 |
Testing the null hypothesis of stationarity against the alternative of a unit root: How sure are we that economic time series have a unit root? D Kwiatkowski, PCB Phillips, P Schmidt, Y Shin Journal of econometrics 54 (1-3), 159-178, 1992 | 17720 | 1992 |
Statistical inference in instrumental variables regression with I (1) processes PCB Phillips, BE Hansen The review of economic studies 57 (1), 99-125, 1990 | 6226 | 1990 |
Time series regression with a unit root PCB Phillips Econometrica: Journal of the Econometric Society, 277-301, 1987 | 4356 | 1987 |
Asymptotic properties of residual based tests for cointegration PCB Phillips, S Ouliaris Econometrica: journal of the Econometric Society, 165-193, 1990 | 2903 | 1990 |
Understanding spurious regressions in econometrics PCB Phillips Journal of econometrics 33 (3), 311-340, 1986 | 2681 | 1986 |
Nonparametric econometrics A Ullah, A Pagan Cambridge university press, 1999 | 2277 | 1999 |
Linear regression limit theory for nonstationary panel data PCB Phillips, HR Moon Econometrica 67 (5), 1057-1111, 1999 | 1820 | 1999 |
Transition modeling and econometric convergence tests PCB Phillips, D Sul Econometrica 75 (6), 1771-1855, 2007 | 1517 | 2007 |
Optimal inference in cointegrated systems PCB Phillips Econometrica: Journal of the Econometric Society, 283-306, 1991 | 1504 | 1991 |
Vector autoregression and causality H Toda Yale University, 1991 | 1481 | 1991 |
Explosive behavior in the 1990s Nasdaq: When did exuberance escalate asset values? PCB Phillips, Y Wu, J Yu International economic review 52 (1), 201-226, 2011 | 1382 | 2011 |
Dynamic panel estimation and homogeneity testing under cross section dependence PCB Phillips, D Sul The econometrics journal 6 (1), 217-259, 2003 | 1377 | 2003 |
Testing for multiple bubbles: Historical episodes of exuberance and collapse in the S&P 500 PCB Phillips, S Shi, J Yu International economic review 56 (4), 1043-1078, 2015 | 1347 | 2015 |
LM tests for a unit root in the presence of deterministic trends P Schmidt, PCB Phillips Oxford bulletin of economics and statistics 54 (3), 257-287, 1992 | 1165 | 1992 |
Estimating long-run economic equilibria PCB Phillips, M Loretan The Review of Economic Studies 58 (3), 407-436, 1991 | 1134 | 1991 |
Asymptotics for linear processes PCB Phillips, V Solo The Annals of Statistics, 971-1001, 1992 | 1107 | 1992 |
Multiple time series regression with integrated processes PCB Phillips, SN Durlauf The Review of Economic Studies 53 (4), 473-495, 1986 | 1083 | 1986 |
Statistical inference in regressions with integrated processes: Part 1 JY Park, PCB Phillips Econometric Theory 4 (3), 468-497, 1988 | 1070 | 1988 |
Towards a unified asymptotic theory for autoregression PCB Phillips Biometrika 74 (3), 535-547, 1987 | 993 | 1987 |