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New Zealand Economic Papers Volume 44, 2010 - Issue 1
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Research articles

Two New Zealand pioneer econometricians

Peter C.B. Phillips Cowles Foundation for Research in Economics, Yale University, Box 208281, New Haven, Connecticut, 06520-8281, USA; University of Auckland; Singapore Management University; University of SouthamptonCorrespondence[email protected]
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Pages 1-26 | Published online: 22 Mar 2010

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Hiroshi Yamada. (2020) A note on Whittaker–Henderson graduation: Bisymmetry of the smoother matrix. Communications in Statistics - Theory and Methods 49:7, pages 1629-1634.
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Hiroshi Yamada & Ruixue Du. (2019) A modification of the Whittaker–Henderson method of graduation. Communications in Statistics - Theory and Methods 48:15, pages 3795-3800.
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Hiroshi Yamada & Fatima Tuj Jahra. (2019) Explicit formulas for the smoother weights of the Whittaker–Henderson graduation of order 1. Communications in Statistics - Theory and Methods 48:12, pages 3153-3161.
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Hiroshi Yamada. (2018) Several least-squares problems related to the Hodrick–Prescott filtering. Communications in Statistics - Theory and Methods 47:5, pages 1022-1027.
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Articles from other publishers (17)

Hiroshi Yamada. (2023) HPX filter: a hybrid of Hodrick–Prescott filter and multiple regression. Studies in Nonlinear Dynamics & Econometrics 0:0.
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Hiroshi Yamada. (2021) TREND EXTRACTION FROM ECONOMIC TIME SERIES WITH MISSING OBSERVATIONS BY GENERALIZED HODRICK–PRESCOTT FILTERS. Econometric Theory 38:3, pages 419-453.
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Hiroshi Yamada & Ruoyi Bao. (2021) $$\ell _{1}$$ Common Trend Filtering. Computational Economics 59:3, pages 1005-1025.
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Peter C. B. Phillips & Zhentao Shi. (2020) BOOSTING: WHY YOU CAN USE THE HP FILTER. International Economic Review 62:2, pages 521-570.
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Peter C. B. Phillips & Sainan Jin. (2021) BUSINESS CYCLES, TREND ELIMINATION, AND THE HP FILTER. International Economic Review 62:2, pages 469-520.
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Qiying Wang, Peter C.B. Phillips & Ioannis Kasparis. (2020) LATENT VARIABLE NONPARAMETRIC COINTEGRATING REGRESSION. Econometric Theory 37:1, pages 138-168.
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Hiroshi Yamada. (2020) A SMOOTHING METHOD THAT LOOKS LIKE THE HODRICK–PRESCOTT FILTER. Econometric Theory 36:5, pages 961-981.
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Neslihan Sakarya & Robert M. de Jong. (2020) A PROPERTY OF THE HODRICK–PRESCOTT FILTER AND ITS APPLICATION. Econometric Theory 36:5, pages 840-870.
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Jim Thomas. 2019. The Palgrave Companion to LSE Economics. The Palgrave Companion to LSE Economics 3 33 .
Hiroshi Yamada & Ruixue Du. (2018) Some Results on ℓ1 Polynomial Trend Filtering. Econometrics 6:3, pages 33.
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Robert M. de Jong & Neslihan Sakarya. (2016) The Econometrics of the Hodrick-Prescott Filter. Review of Economics and Statistics 98:2, pages 310-317.
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Jun Yu. (2014) ECONOMETRIC ANALYSIS OF CONTINUOUS TIME MODELS: A SURVEY OF PETER PHILLIPS’S WORK AND SOME NEW RESULTS. Econometric Theory 30:4, pages 737-774.
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Peter C. B. Phillips. (2014) UNIT ROOTS IN LIFE—A GRADUATE STUDENT STORY. Econometric Theory 30:4, pages 719-736.
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Alois Kneip, Robin C. Sickles & Wonho Song. (2012) A NEW PANEL DATA TREATMENT FOR HETEROGENEITY IN TIME TRENDS. Econometric Theory 28:3, pages 590-628.
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Peter C. B. Phillips & Sainan Jin. (2015) Business Cycles, Trend Elimination, and the HP Filter. SSRN Electronic Journal.
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Peter C. B. Phillips. (2013) Unit Roots in Life A Graduate Student Story. SSRN Electronic Journal.
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Krishna T. Kumar, Hrishikesh D. Vinod & Suresh Deman. (2010) Professor C.R. Rao’s Contributions to Econometrics. SSRN Electronic Journal.
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