CFP 1688 |
John C. Chao, Peter C. B. Phillips, "Uniform Inference in Panel Autoregression," (November 2019), 7(4): 1-28 (See CFDP 2071) |
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CFP 1107 |
John C. Chao, Peter C. B. Phillips, "Jeffreys Prior Analysis of the Simultaneous Equations Model in the Case with n+1 Endogenous Variables," Journal of Econometrics, (December 2002), 111(2): 251-283 (See CFDP 1198) |
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CFP 992 |
John C. Chao, Peter C. B. Phillips, "Model Selection in Partially Nonstationary Vector Autoregressive Processes with Reduced Rank Structure," Journal of Econometrics, (August 1999), 91(2): 227-271 |
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CFP 970 |
John C. Chao, Peter C. B. Phillips, "Posterior Distributions in Limited Information Analysis of the Simultaneous Equations Model Using Jeffreys Prior," Journal of Econometrics, (November 1998), 87(1): 49-86 (See CFDP 1137) |
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CFP 943 |
John C. Chao, Peter C. B. Phillips, "An Empirical Bayesian Approach to Cointegrating Rank Selection and Test of the Present Value Model for Stock Prices," 325-349 (in Jack C. Lee, Wesley O. Johnson, and Arnold Zellner, eds., Modelling and Prediction, Springer, New York, 1996) |
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