Peter C. B. Phillips

CFDPs

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]
CFDP 1653 Peter C. B. Phillips, "Unit Root Model Selection," (May 2008) [14pp, Abstract] (See: 1231)
CFDP 1614 Peter C. B. Phillips, Tassos Magdalinos, "Limit Theory for Explosively Cointegrated Systems," (June 2007) [24pp, Abstract]
CFDP 1613 Peter C. B. Phillips, "Exact Distribution Theory in Structural Estimation with an Identity," (June 2007) [27pp, Abstract] (See: 1271)
CFDP 1612 Peter C. B. Phillips, Ke-Li Xu, "Tilted Nonparametric Estimation of Volatility Functions with Empirical Applications," (June 2007, revised July 2010) [31pp, Abstract] (See: 1337)

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

CFPs

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)
CFP 1270 Qiying Wang, Peter C. B. Phillips, "Asymptotic Theory for Local Time Density Estimation and Nonparametric Cointegrating Regression," Econometric Theory, (June 2009), 25(3): 710-738 (See CFDP 1594)
CFP 1269 Peter C. B. Phillips, "Econometric Theory and Practice," Econometric Theory, (June 2009), 25(3): 583-586
CFP 1267 Peter C. B. Phillips, "Long Memory and Long Run Variation," 150-158 (Journal of Econometrics (August 2009) 151(2)) (See CFDP 1656)
CFP 1266 Tassos Magdalinos, Peter C. B. Phillips, "Limit Theory for Cointegrated Systems with Moderately Integrated and Moderately Explosive Regressors," Econometric Theory, (April 2009), 25(2): 482-526