Peter C. B. Phillips



CFP 1310 Peter C. B. Phillips, "Bootstrapping I(1) Data," Journal of Econometrics, (October 2010), 158(2): 280-284 (See CFDP 1689)
CFP 1309 Peter C. B. Phillips, Tassos Magdalinos, Liudas Giraitis, "Smoothing Local-to-Moderate Unit Root Theory," Journal of Econometrics, (October 2010), 158(2): 274-279 (See CFDP 1659)
CFP 1308 Peter C. B. Phillips, "Two New Zealand Pioneer Econometricians," New Zealand Economic Papers, (April 2010), 44(1): 1-26
CFP 1301 Christian Gouriéroux, Peter C. B. Phillips, Jun Yu, "Indirect Inference for Dynamic Panel Models," Journal of Econometrics, (July 2010), 157(1): 68-77 (See CFDP 1550)
CFP 1290 Chirok Han, Peter C. B. Phillips, "GMM Estimation for Dynamic Panels with Fixed Effects and Strong Instruments at Unity," Econometric Theory, (February 2010), 26(1): 119-151 (See CFDP 1599)
CFP 1289 Qiying Wang, Peter C. B. Phillips, "Structural Nonparametric Cointegrating Regression," Econometrica, (November 2009), 77(6): 1901-1948 (See CFDP 1657)
CFP 1280 David F. Hendry, Peter C. B. Phillips, "Obituary: Clive W. J. Granger," Econometric Theory, (October 2009), 25(5): 1139-1142
CFP 1279 Peter C. B. Phillips, Jun Yu, "Simulation-based Estimation of Contingent-claims Prices," Review of Financial Studies, (March 2009), 22(9): 3669-3705 (See CFDP 1596)
CFP 1272 Xu Cheng, Peter C. B. Phillips, "Semiparametric Cointegrating Rank Selection," Econometrics Journal, (January 2009), 12(s1): S83-S104 (See CFDP 1658)
CFP 1271 Peter C. B. Phillips, "Exact Distribution Theory in Structural Estimation with an Identity," Econometric Theory, (August 2009), 25:(4): 958-984 (See CFDP 1613)