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) |
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CFP 1289 |
Qiying Wang, Peter C. B. Phillips, "Structural Nonparametric Cointegrating Regression," Econometrica, (November 2009), 77(6): 1901-1948 (See CFDP 1657) |
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CFP 1280 |
David F. Hendry, Peter C. B. Phillips, "Obituary: Clive W. J. Granger," Econometric Theory, (October 2009), 25(5): 1139-1142 |
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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) |
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CFP 1272 |
Xu Cheng, Peter C. B. Phillips, "Semiparametric Cointegrating Rank Selection," Econometrics Journal, (January 2009), 12(s1): S83-S104 (See CFDP 1658) |
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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) |
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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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