Peter C. B. Phillips

CFPs

CFP 1565 Peter C. B. Phillips, Degui Li, Jiti Gao, "Estimating Smooth Structural Changes in Cointegration Models," (January 2017), 196(1): 180-195 [See CFDP 1910]
CFP 1564 Peter C. B. Phillips, Wayne Yuan Gao, "Structural Inference from Reduced Forms with Many Instruments," Journal of Econometrics, (August 2017), 199(3): 96-116
CFP 1563 Peter C. B. Phillips, "Reduced Forms and Weak Instrumentation," Econometric Reviews, (September 2017), 199(2): 818-839
CFP 1562 Chirok Han, Peter C. B. Phillips, Donggyu Sul, "Lag Length Selection in Panel Autoregression," Econometric Reviews, (November 2015), 1(3): 225-240
CFP 1561 Maria Kyriacou, Peter C. B. Phillips, Francesca Rossi, "Indirect Inference in Spatial Autoregression," Econometrics Journal, (June 2017), 20(2): 168-189
CFP 1560 Aris Spanos, Peter C. B. Phillips, "ET Obituary: Phoebus J. Dhyrmes (1932-2016)," Economic Theory, (August 2017), 33(5): 1039-1045
CFP 1559 Peter C. B. Phillips, "Tribute to T. W. Anderson," Economic Theory, (April 2017), 33(3): 529-533 [See CFDP 2081]
CFP 1558 Hanying Liang, Peter C. B. Phillips, Hanchao Wang, Qiying Wang, "Weak Convergence to Stochastic Integrals for Econometric Applications," Econometric Theory, (December 2016), 32(6): 1349-1375 [See CFDP 1971]
CFP 1557 Ryan Greenaway-McGrevy, Peter C. B. Phillips, "Hot Property in New Zealand: Empirical Evidence of Housing Bubbles in the Metropolitan Centres," New Zealand Economic Papers, (August 2015), 50(1): 88-113 [See CFDP 2004]
CFP 1555 Peter C. B. Phillips, "Edmond Malinvaud – an Economist's Econometrician," Annals of Economics and Statistics, (June 2017), 125/126: 135-151

Pages

CFDPs

CFDP 3011

Qiying Wang, Peter C. B. Phillips, Ioannis Kasparis, "Latent Variable Nonparametric Cointegrating Regression," (September 2017) [28 pp, abstract]

CFDP 3010

Peter C. B. Phillips, "Detecting Financial Collapse and Ballooning Sovereign Risk," (September 2017) [30 pp, abstract]

CFDP 3009

Degui Li, Peter C. B. Phillips, Jiti Gao, "Kernel-Based Inference In Time-Varying Coefficient Cointegrating Regression," (September 2017) [46 pp, abstract] [Supplemental material, 12 pp]

CFDP 3008

Anna Bykhovskaya, Peter C. B. Phillips, "Boundary Limit Theory for Functional Local to Unity Regression," (September 2017) [45 pp, abstract]

CFDP 3007

Anna Bykhovskaya, Peter C. B. Phillips, "Point Optimal Testing with Roots That Are Functionally Local to Unity," (September 2017) [39 pp, abstract]

CFDP 2094

Peter C. B. Phillips, "Unit Roots in Life and Research," (July 2017) [12 pp, abstract]

CFDP 2083

Peter C. B. Phillips, Thomas Leirvik, Trude Storelvmo, "Econometric Measurement of Earth's Transient Climate Sensitivity," (March 2017) [52 pp, abstract]

CFDP 2082

David F. Hendry, Peter C. B. Phillips, "John Denis Sargan at the London School of Economics," (March 2017) [20 pp, abstract]

CFDP 2081

Peter C. B. Phillips, "Tribute to T. W. Anderson," (March 2017) [6 pp, abstract]

CFDP 2072

Jianning Kong, Peter C. B. Phillips, Donggyu Sul, "Weak σ- Convergence: Theory and Applications," (January 2017) [66 pp, abstract]

CFDP 2071

John C. Chao, Peter C. B. Phillips, "Uniform Inference in Panel Autoregression," (January 2017) [41 pp, abstract] [Supplemental material, 282 pp]

CFDP 2063

Peter C. B. Phillips, Liangjun Su, Wuyi Wang, "Homogeneity Pursuit in Panel Data Models: Theory and Applications," (December 2016) [57 pp, abstract]

CFDP 2062

Peter C. B. Phillips, Wayne Yuan Gao, "Structural Inference from Reduced Forms with Many Instruments," (December 2016) [45 pp, abstract]

CFDP 2061

Offer Lieberman, Peter C. B. Phillips, "IV and GMM Estimation and Testing of Multivariate Stochastic Unit Root Models," (December 2016) [45 pp, abstract]

CFDP 2060

Jin Seo Cho, Peter C. B. Phillips, "Sequentially Testing Polynomial Model Hypotheses Using Power Transforms of Regressors," (December 2016) [46 pp, abstract]

CFDP 2059

Shu-Ping Shi, Stan Hurn, Peter C. B. Phillips, "Causal Change Detection in Possibly Integrated Systems: Revisiting the Money-Income Relationship," (December 2016) [58 pp, abstract]

CFDP 2058

Stan Hurn, Peter C. B. Phillips, Shu-Ping Shi, "Change Detection and the Causal Impact of the Yield Curve," (December 2016) [67 pp, abstract]

CFDP 1910

Peter C. B. Phillips, Degui Li, Jiti Gao, "Estimating Smooth Structural Change in Cointegration Models," (September 2013) [42 pp, abstract] [See CFP CFP1565]