Peter C. B. Phillips

CFDPs

CFDP 2131 Farzad Sabzikar, Qiying Wang, Peter C. B. Phillips, "Asymptotic Theory for Near Integrated Process Driven by Tempered Linear Process," (May 2018) [28pp, Abstract]
CFDP 2114 Yubo Tao, Peter C. B. Phillips, Jun Yu, "Random Coefficient Continuous Systems: Testing for Extreme Sample Path Behaviour," (December 2017) [55pp, Abstract]
CFDP 2113 Offer Lieberman, Peter C. B. Phillips, "Hybrid Stochastic Local Unit Roots," (December 2017) [39pp, Abstract]
CFDP 2111 Qiying Wang, Peter C. B. Phillips, Ioannis Kasparis, "Latent Variable Nonparametric Cointegrating Regression," (September 2017) [28pp, Abstract]
CFDP 2110 Peter C. B. Phillips, "Detecting Financial Collapse and Ballooning Sovereign Risk," (September 2017) [30pp, Abstract]
CFDP 2109 Degui Li, Peter C. B. Phillips, Jiti Gao, "Kernel-Based Inference In Time-Varying Coefficient Cointegrating Regression," (September 2017) [46pp, Abstract] [Supplemental material, 12 pp]
CFDP 2108 Anna Bykhovskaya, Peter C. B. Phillips, "Boundary Limit Theory for Functional Local to Unity Regression," (September 2017) [45pp, Abstract]
CFDP 2107 Anna Bykhovskaya, Peter C. B. Phillips, "Point Optimal Testing with Roots That Are Functionally Local to Unity," (September 2017) [39pp, Abstract]
CFDP 2094 Peter C. B. Phillips, "Unit Roots in Life and Research," (July 2017) [12pp, Abstract]
CFDP 2083 Peter C. B. Phillips, Thomas Leirvik, Trude Storelvmo, "Econometric Measurement of Earth's Transient Climate Sensitivity," (March 2017) [52pp, Abstract]

Pages

For accessibility assistance with publications, please email cowles@yale.edu.

CFPs

CFP 1586 Peter C. B. Phillips, "Dynamic Panel Anderson-Hsiao Estimation with Roots Near Unity," Econometric Theory, (April 2018), 34(2): 253-276
CFP 1565 Peter C. B. Phillips, Degui Li, Jiti Gao, "Estimating Smooth Structural Changes in Cointegration Models," Journal of Econometrics, (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]

Pages