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) |
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CFP 1269 |
Peter C. B. Phillips, "Econometric Theory and Practice," Econometric Theory, (June 2009), 25(3): 583-586 |
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CFP 1267 |
Peter C. B. Phillips, "Long Memory and Long Run Variation," 150-158 (Journal of Econometrics (August 2009) 151(2)) (See CFDP 1656) |
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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 |
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CFP 1248 |
Offer Lieberman, Peter C. B. Phillips, "Refined Inference on Long Memory in Realized Volatility," Econometric Reviews, (January 2008), 27(1-3): 254-267 (See CFDP 1549) |
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CFP 1247 |
Offer Lieberman, Peter C. B. Phillips, "A Complete Asymptotic Series for the Autocovariance Function of a Long Memory Process," Journal of Econometrics, (November 2008), 147(1): 99-103 (See CFDP 1586) |
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CFP 1246 |
Peter C. B. Phillips, "Unit Roots," (in S. Durlauf and L. Blume, eds. New Palgrave Dictionary of Economics, 2nd ed., Macmillan, 2008) |
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CFP 1245 |
Rustam Ibragimov, Peter C. B. Phillips, "Regression Asymptotics using Martingale Convergence Methods," Econometric Theory, (August 2008), 24(4): 888-947 (See CFDP 1473) |
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CFP 1244 |
Peter C. B. Phillips, Tassos Magdalinos, "Limit Theory for Explosively Cointegrated Systems," Econometric Theory, (August 2008), 24(4): 865-887 (See CFDP 1614) |
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CFP 1243 |
Peter C. B. Phillips, Chirok Han, "Gaussian Inference in AR(1) Time Series with or without a Unit Root," Econometric Theory, (June 2008), 24(3): 631-650 (See CFDP 1546) |
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