Peter C. B. Phillips

CFDPs

CFDP 1689 Peter C. B. Phillips, "Bootstrapping I(1) Data," (January 2009) [11pp, Abstract] (See: 1310)
CFDP 1688 Xu Cheng, Peter C. B. Phillips, "Cointegrating Rank Selection in Models with Time-Varying Variance," (January 2009) [27pp, Abstract] (See: 1362)
CFDP 1687 Qiying Wang, Peter C. B. Phillips, "Asymptotic Theory for Zero Energy Density Estimation with Nonparametric Regression Applications," (January 2009) [26pp, Abstract] (See: 1319)
CFDP 1661 Yixiao Sun, Peter C. B. Phillips, "Optimal Bandwidth Choice for Interval Estimation in GMM Regression," (May 2008) [93pp, Abstract]
CFDP 1659 Peter C. B. Phillips, Tassos Magdalinos, Liudas Giraitis, "Smoothing Local-to-Moderate Unit Root Theory," (May 2008) [17pp, Abstract] (See: 1309)
CFDP 1658 Xu Cheng, Peter C. B. Phillips, "Semiparametric Cointegrating Rank Selection," (May 2008) [23pp, Abstract] (See: 1272)
CFDP 1657 Qiying Wang, Peter C. B. Phillips, "Structural Nonparametric Cointegrating Regression," (May 2008) [25pp, Abstract] (See: 1289)
CFDP 1656 Peter C. B. Phillips, "Long Memory and Long Run Variation," (May 2008) [23pp, Abstract] (See: 1267)
CFDP 1655 Peter C. B. Phillips, Tassos Magdalinos, "Unit Root and Cointegrating Limit Theory When Initialization Is in the Infinite Past," (May 2008) [31pp, Abstract]
CFDP 1654 Peter C. B. Phillips, "Local Limit Theory and Spurious Nonparametric Regression," (May 2008) [31pp, Abstract]

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

CFPs

CFP 1338 Chirok Han, Jin Seo Cho, Peter C. B. Phillips, "Infinite Density at the Median and the Typical Shape of Stock Return Distributions," Journal of Business and Economic Statistics, (April 2011), 29(2): 282-294 (See CFDP 1701)
CFP 1337 Ke-Li Xu, Peter C. B. Phillips, "Tilted Nonparametric Estimation of Volatility Functions with Empirical Applications," Journal of Business and Economic Statistics, (October 2011), 29(4): 518-528 (See CFDP 1612)
CFP 1319 Qiying Wang, Peter C. B. Phillips, "Asymptotic Theory for Zero Energy Functionals with Nonparametric Regression Applications," Econometric Theory, (April 2011), 27(2): 235-259 (See CFDP 1687)
CFP 1311 Peter C. B. Phillips, "The Mysteries of Trend," Macroeconomic Review, (October 2010), 82-89 (Special Feature C) (See CFDP 1771)
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)