Papers (Reprints)
Number  

CFP 1536 
Liangjun Su, Zhentao Shi, Peter C. B. Phillips, “Identifying Latent Structures in Panel Data,” Econometrica, (November 2016), 84(6): p. 22152264 [See CFDP 1965] 

CFP 1530 
Peter C. B. Phillips, “Modeling Speculative Bubbles with Diverse Investor Expectations,” Research in Econometrics (September 2016), 70(3): 375387 

CFP 1525 
Peter C. B. Phillips, “Inference in NearSingular Regression,” Advances in Econometrics (July 2016), 36(1): 461486 [see CFDP 2009] 

CFP 1522 
Degui Li, Peter C. B. Phillips, and Jiti Gao, “Uniform Consistency of Nonstationary KernelWeighted Sample Covariances for Nonparametric Regression” Econometric Theory (June 2016), 32(3): 655685 [See CFDP 1929] 

CFP 1515 
Qiying Wang and Peter C. B. Phillips, “Nonparametric Cointegrating Regression with Endogeneity and Long Memory,” Econometric Theory (April 2016), 32(2): 359401 

CFP 1512 
T. Storelvmo, T. Leirvik, U. Lohmann, P. C. B. Phillips, and M. Wild, “Disentangling Greenhouse Warming and Aerosol Cooling to Reveal Earth’s Climate Sensitivity,” Nature Geoscience (March 2016), 9(3): 16 

CFP 1504 
Peter C. B. Phillips, “Meritocracy Voting: Measuring the Unmeasurable,” Econometric Reviews (2016), 35(1): 240 [See CFDP 1833] 

CFP 1503 
Liang Jiang, Peter C. B. Phillips, and Jun Yu, “New Methodology for Constructing Real Estate Price Indices Applied to the Singapore Residential Market,” Journal of Banking and Finance (December 2015), 61(2): S121S131 [See CFDP 1969] 

CFP 1499 
Peter C. B. Phillips, ShuPing Shi, and Jun Yu, “Testing for Multiple Bubbles: Limit Theory of Real Time Detectors,” International Economic Review (November 2015), 56(4): 10791134 [See CFDP 1915] 

CFP 1498 
Peter C. B. Phillips, ShuPing Shi, and Jun Yu, “Testing for Multiple Bubbles: Historical Episodes of Exuberance and Collapse in the S&P 500,” International Economic Review (November 2015), 56(4): 10431078 [See CFDP 1914] 

CFP 1494 
Yoonseok Lee and Peter C. B. Phillips, “Model Selection in the Presence of Incidental Parameters,” Journal of Econometrics (October 2015), 188(2): 474489 [See CFDP 1919] 

CFP 1492 
Peter C. B. Phillips, “Edmond Malinvaud: A Tribute to His Contributions in Econometrics,” Econometrics Journal (June 2015), 18(2): A1A13 [See CFDP 2002] 

CFP 1491 
Peter C. B. Phillips, “Pitfalls and Possibilities in Predictive Regression (Halbert White Jr. Memorial JFEC Lecture),” Journal of Financial Econometrics (Summer 2015), 13(3): 521555 [See CFDP 2003] 

CFP 1487 
Hyungsik Roger Moon, Benoit Perron, and Peter C. B. Phillips, “Incidental Parameters and Dynamic Panel Modeling,” in Badi H. Baltagi (ed.), Handbook of Panel Data, Oxford University Press, 2015, Ch. 4, pp. 111148 

CFP 1483 
Yae In Baek, Jin Seo Cho, and Peter C. B. Phillips, “Testing Linearity Using Power Transforms of Regressors,” Journal of Econometrics (July 2015), 187(1): 376384 [See CFDP 1917] 

CFP 1477 
Peter C. B. Phillips, “Memorial to Edmond Malinvaud,” Econometric Theory (June 2015), 31(3): 423425 

CFP 1476 
Zhipeng Liao and Peter C. B. Phillips, “Automated Estimation of Vector Error Correction Models,” Econometric Theory (June 2015), 31(3): 581646 [See CFDP 1873] 

CFP 1473 
Peter C. B. Phillips and Ji Hyung Lee, “Limit Theory for VARs with Mixed Roots Near Unity,” Econometric Reviews (May 2015), 34(610): 10341055 [See CFDP 1845] 

CFP 1461 
Ioannis Kasparis, Elena Andreou, and Peter C. B. Phillips, “Nonparametric Predictive Regression,” Journal of Econometrics (April 2015), 185(2): 468494 [See CFDP 1878] 

CFP 1460 
Giuseppe Cavaliere, Peter C. B. Phillips, Stephan Smeekes, and A. M. Robert Taylor, “Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility,” Econometric Reviews (April 2015), 34(4): 512536 [See CFDP 1844] 

CFP 1455 
Peter C. B. Phillips and Chirok Han, “The True Limit Distributions of the AndersonHsiao IV Estimators in Panel Autoregression,” Economics Letters (February 2015), 127: 8992 [CFDP 1963] 

CFP 1454 
Offer Lieberman and Peter C. B. Phillips, “Norming Rates and Limit Theory for Some TimeVarying Coefficient Autoregressions,” Journal of Time Series Analysis (November 2014), 35(6): 592623 [See CFDP 1916] 

CFP 1448 
Hyungsik R. Moon, Benoit Perron, and Peter C. B. Phillips, “Pointoptimal Panel Unit Root Tests with Serially Correlated Errors,” Econometrics Journal (October 2014), 17(3): 338372 

CFP 1438 
Peter C. B. Phillips, “Homage to Halbert White,” Journal of Financial Econometrics (Fall 2014), 12(4): 618619 

CFP 1429 
Peter C. B. Phillips, “Unit Roots in Life — A Graduate Student Story,” Econometric Theory (August 2014), 30(4): 719736 [See CFDP 1913] 

CFP 1425 
Peter C. B. Phillips, ShuPing Shi, and Jun Yu, “Specification Sensitivity in RightTailed Unit Root Testing for Explosive Behaviour,” Oxford Bulletin of Economics and Statistics (June 2014), 76(3): 315333 [See CFDP 1842] 

CFP 1422 
Peter C. B. Phillips, “On Confidence Intervals for Autoregressive Roots and Predictive Regression,” Econometrica (May 2014), 82(3): 11771195 [See CFDP 1879] 

CFP 1406 
Chirok Han, Peter C. B. Phillips, and Donggyu Sul, “XDifferencing and Dynamic Panel Model Estimation,” Econometric Theory (February 2014), 30(1): 201251 [See CFDP 1747] 

CFP 1404 
Ioannis Kasparis, Peter C. B. Phillips, and Tassos Magdalinos, “Nonlinearity Induced Weak Instrumentation,” Econometric Reviews (2014), 33(56): 676712 [See CFDP 1872] 

CFP 1400 
Peter C. B. Phillips, “Optimal Estimation of Cointegrated Systems with Irrelevant Instruments,” Journal of Econometrics (January 2014), 178(2): 210214 [See CFDP 1547] 

CFP 1399 
Peter C. B. Phillips and Ji Hyung Lee, “Predictive Regression under Various Degrees of Persistence and Robust Longhorizon Regression,” Journal of Econometrics (December 2013), 177(2): 250264 

CFP 1386 
Jiti Gao and Peter C. B. Phillips, “Semiparametric Estimation in Triangular System Equations with Nonstationarity,” Journal of Econometrics (September 2013), 176(1): 59–79 [See CFDP 1769] 

CFP 1385 
Carlo V. Fiorio, Vassilis A. Hajivassiliou, and Peter C. B. Phillips, “Bimodal tratios: The Impact of Thick Tails on Inference,” Econometrics Journal (July 2010), 13(2): 271–289 [See CFDP 842] 

CFP 1383 
Peter C. B. Phillips and Tassos Magdalinos, “Inconsistent VAR Regression with Common Explosive Roots,” Econometric Theory (August 2013), 29(4): 808837 [See CFDP 1777] 

CFP 1379 
Chirok Han and Peter C. B. Phillips, “First Difference Maximum Likelihood and Dynamic Panel Estimation,” Journal of Econometrics (July 2013), 175(1): 3545 [See CFDP 1780] 

CFP 1374 
Ioannis Kasparis and Peter C. B. Phillips, “Dynamic Misspecification in Nonparametric Cointegrating Regression,” Journal of Econometrics (June 2012), 168(2): 270284 [See CFDP 1700] 

CFP 1373 
Peter C. B. Phillips, “Exploring the Mysteries of Trends and Bubbles,” in Anderson, K., Australia’s Economy and its International Context: The Joseph Fisher Lectures, Volume II (19562012), Adelaide: University of Adelaide Press, 2012, Ch. 54, pp. 599616 

CFP 1368 
Yonghui Zhang, Liangjun Su, and Peter C. B. Phillips, “Testing for Common Trends in Semiparametric Panel Data Models with Fixed Effects,” Econometrics Journal (February 2012), 15(1): 56100 [See CFDP 1832] 

CFP 1364 
Werner Ploberger and Peter C. B. Phillips, “Optimal Estimation under Nonstandard Conditions,” Journal of Econometrics (August 2012), 169(2): 258265 [See CFDP 1748] 

CFP 1363 
Liudas Giraitis and Peter C. B. Phillips, “Mean and Autocovariance Function Estimation near the Boundary of Stationarity,” Journal of Econometrics (August 2012), 169(2): 166178 [See CFDP 1690] 

CFP 1362 
Xu Cheng and Peter C. B. Phillips, “Cointegrating Rank Selection in Models with Timevarying Variance,” Journal of Econometrics (August 2012), 169(2): 155165 [See CFDP 1688] 

CFP 1359 
Qiying Wang and Peter C. B. Phillips, “A Specification Test for Nonlinear Nonstationary Models,” The Annals of Statistics (2012), 40(2): 2, 727–758 [See CFDP 1779] 

CFP 1355 
Xiaoxia Shi and Peter C. B. Phillips, “Nonlinear Cointegrating Regression under Weak Identification,” Econometric Theory (June 2012), 28(3): 509547 [See CFDP 1768] 

CFP 1350 
Peter C. B. Phillips, “Folklore Theorems, Implicit Maps, and Indirect Inference,” Econometrica (January 2012), 80(1): 425–454 (includes Supplemental Material) [See CFDP 1781] 

CFP 1349 
Peter C. B. Phillips, Yangru Wu, and Jun Yu, “Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values?”, International Economic Review (February 2011), 52(1): 201–226 [See CFDP 1699] 

CFP 1348 
Peter C. B. Phillips and Jun Yu, “Dating the Timeline of Financial Bubbles during the Subprime Crisis,” Quantitative Economics (November 2010), 1(2): 455491 [See CFDP 1770] 

CFP 1347 
Jun Yu and Peter C. B. Phillips, “Corrigendum” to “A Gaussian Approach for Continuous Time Models of Shortterm Interest Rates [CFP 1124],” Econometrics Journal (February 2011), 14(4): 126129 [See CFDP 1309] 

CFP 1346 
Peter C. B. Phillips and Liangjun Su, “Nonparametric Regression under Location Shifts,” Econometrics Journal (October 2011), 14(3): 457486 [See CFDP 1702] 

CFP 1343 
Xiaohu Wang, Peter C. B. Phillips, and Jun Yu, “Bias in Estimating Multivariate and Univariate Diffusions,” Journal of Econometrics (April 2011), 161(2): 228245 [See CFDP 1778] 

CFP 1340 
Yixiao Sun, Peter C. B. Phillips, and Sainan Jin, “Power Maximization and Size Control in Heteroskedasticity and Autocorrelation Robust Tests with Exponentiated Kernels,” Econometric Theory (December 2011), 27(6): 13201368 [See CFDP 1749] 