Peter C. B. Phillips

CFDPs

CFDP 1585 Ke-Li Xu, Peter C. B. Phillips, "Adaptive Estimation of Autoregressive Models with Time-Varying Variances," (October 2006) [32pp, Abstract]
CFDP 1550 Christian Gouriéroux, Peter C. B. Phillips, Jun Yu, "Indirect Inference for Dynamic Panel Models," (January 2006) [20pp, Abstract] [See 1301]
CFDP 1549 Offer Lieberman, Peter C. B. Phillips, "Refined Inference on Long Memory in Realized Volatility," (January 2006) [15pp, Abstract]
CFDP 1548 Nicholas Z. Muller, Peter C. B. Phillips, "Sinusoidal Modeling Applied to Spatially Variant Tropospheric Ozone Air Pollution," (January 2006) [24pp, Abstract] [See 1242]
CFDP 1547 Peter C. B. Phillips, "Optimal Estimation of Cointegrated Systems with Irrelevant Instruments," (January 2006) [44pp, Abstract] [See 1400]
CFDP 1546 Peter C. B. Phillips, Chirok Han, "Gaussian Inference in AR(1) Time Series with or without a Unit Root," (January 2006) [16pp, Abstract] [See 1243]
CFDP 1545 Yixiao Sun, Peter C. B. Phillips, Sainan Jin, "Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing," (January 2006) [51pp, Abstract] [See 1221]
CFDP 1541 Seung Hyun Hong, Peter C. B. Phillips, "Testing Linearity in Cointegrating Relations with an Application to Purchasing Power Parity," (December 2005) [44pp, Abstract]
CFDP 1540 Peter C. B. Phillips, "A Remark on Bimodality and Weak Instrumentation in Structural Equation Estimation," (December 2005) [13pp, Abstract]
CFDP 1538 Sainan Jin, Peter C. B. Phillips, Yixiao Sun, "A New Approach to Robust Inference in Cointegration," (October 2005) [15pp, Abstract] [See 1203]

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

CFPs

CFP 1221 Yixiao Sun, Peter C. B. Phillips, Sainan Jin, "Optimal Bandwith Selection in Heteroskedasticity-Autocorrelation Robust Testing," Econometrica, (January 2008), 76(1): 175-194
CFP 1219 Ke-Li Xu, Peter C. B. Phillips, "Adaptive Estimation of Autoregressive Models with Time-Varying Variances," Journal of Econometrics, (January 2008), 142(1): 265-280
CFP 1217 Peter C. B. Phillips, Chang Sik Kim, "Long-Run Covariance Matrices for Fractionally Integrated Processes," Econometric Theory, (December 2007), 23(6): 1233-1247 [See CFDP 1611]
CFP 1216 Peter C. B. Phillips, Donggyu Sul, "Transition Modeling and Econometric Convergence Tests," Econometrica, (November 2007), 75(6): 1771-1855 [See CFDP 1595]
CFP 1215 Hyungsik Roger Moon, Benoit Perron, Peter C. B. Phillips, "Incidental Trends and the Power of Panel Unit Root Tests," Journal of Econometrics, (December 2007), 141(2): 416-459 [See CFDP 1435]
CFP 1214 Peter C. B. Phillips, Sainan Jin, Ling Hu, "Nonstationary Discrete Choice: A Corrigendum and Addendum," Journal of Econometrics, (December 2007), 141(1): 1115-1130 [See CFDP 1516]
CFP 1210 Peter C. B. Phillips, Donggyu Sul, "Some Empirics on Economic Growth under Heterogeneous Technology," Journal of Macroeconomics, (September 2007), 29(3): 455-469
CFP 1206 Peter C. B. Phillips, "Regression with Slowly Varying Regressors and Nonlinear Trends," Econometric Theory, (August 2007), 23(4): 557-614
CFP 1205 Federico M. Bandi, Peter C. B. Phillips, "A Simple Approach to the Parametric Estimation of Potentially Nonstationary Diffusions," Journal of Econometrics, (April 2007), 137(2): 354-395 [See CFDP 1522]
CFP 1204 Peter C. B. Phillips, Donggyu Sul, "Bias in Dynamic Panel Estimation with Fixed Effects, Incidental Trends and Cross Section Dependence," Journal of Econometrics, (March 2007), 137(1): 162-188 [See CFDP 1438]