| Inference in continuous systems with mildly explosive regressors Y Chen, PCB Phillips, J Yu Journal of Econometrics 201 (2), 400-416, 2017 | 18 | 2017 |
| Common bubble detection in large dimensional financial systems Y Chen, PCB Phillips, S Shi Journal of Financial Econometrics 21 (4), 989-1063, 2023 | 12 | 2023 |
| Is stock price correlated with oil price? Spurious regressions with moderately explosive processes Y Chen, Y Tu Oxford Bulletin of Economics and Statistics 81 (5), 1012-1044, 2019 | 11 | 2019 |
| Optimal jackknife for unit root models Y Chen, J Yu Statistics & Probability Letters 99, 135-142, 2015 | 8 | 2015 |
| Seemingly Unrelated Regression Estimation for VAR Models with Explosive Roots QL Ye Chen, Jian Li Oxford Bulletin of Economics and Statistics 85 (4), 910-937, 2023 | 1 | 2023 |
| Online Supplement to “Common Bubble Detection in Large Dimensional Financial Systems Y Chen, PCB Phillips, S Shi Journal of Financial Econometrics, 2021 | 1 | 2021 |
Peter C. B. PhillipsYale UniversityVerified email at yale.edu
