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Modified phenylethynyl terminated polyimides (PIs) were successfully prepared by using neodymium oxide (Nd₂O₃) via high-speed stirring and ultrasonic dispersion methods. In addition, the structure and properties of the Nd₂O₃-modified imide oligomers as well as the thermo-oxidative stability of the modified polyimides (PI/Nd₂O₃ hybrid) and its modification mechanism were investigated in detail. The thermogravimetric analysis (TGA) results indicated that the 5% decomposition temperature (Td5%) of the PI/Nd₂O₃ hybrids improved from 557 °C to 575 °C, which was also verified by the TGA-IR tests. Meanwhile, the weight loss rate of the PI/Nd₂O₃ hybrids significantly decreased by 28% to 31% compared to that of pure PI under isothermal aging at 350 °C for 450 h when the added content of Nd₂O₃ was between 0.4 wt% and 1 wt%, showing outstanding thermo-oxidative stability. Moreover, the mechanism of the enhanced thermo-oxidative stability for the modified PIs was analyzed by scanning electron microscopy (SEM) and X-ray diffraction (XRD).