Mico Loretan

CFDPs

CFPs

CFP 903 Peter C. B. Phillips, Mico Loretan, "On the Theory of Testing Covariance Stationarity Under Moment Condition Failure," 189-233 (in G. S. Maddala, Peter C. B. Phillips and T. N. Srinivasan, eds., Advances in Econometrics and Quantitative Economics, Blackwell, 1995)
CFP 866 Mico Loretan, Peter C. B. Phillips, "Testing the Covariance Stationarity of Heavy-tailed Time Series," Journal of Empirical Finance, (January 1994), 1(2): 211-248 (See CFDP 947)
CFP 785 Peter C. B. Phillips, Mico Loretan, "Estimating Long-Run Economic Equilibria," Review of Economic Studies, (May 1991), 58(3): 407-436 (See CFDP 928)
CFP 772 Peter C. B. Phillips, Mico Loretan, "The Durbin-Watson Ratio Under Infinite-Variance Errors," Journal of Econometrics, (January 1991), 47(1): 85-114 (See CFDP 898R)