Peter C. B. Phillips

CFDPs

CFDP 1523 Peter C. B. Phillips, Jun Yu, "A Two-Stage Realized Volatility Approach to the Estimation for Diffusion Processes from Discrete Observations," (June 2005) [27pp, Abstract]
CFDP 1522 Federico M. Bandi, Peter C. B. Phillips, "A Simple Approach to the Parametric Estimation of Potentially Nonstationary Diffusions," (June 2005) [49pp, Abstract] [See 1205]
CFDP 1517 Peter C. B. Phillips, Tassos Magdalinos, "Limit Theory for Moderate Deviations from a Unit Root under Weak Dependence," (June 2005) [46pp, Abstract]
CFDP 1516 Peter C. B. Phillips, Sainan Jin, Ling Hu, "Nonstationary Discrete Choice: A Corrigendum and Addendum," (June 2005) [53pp, Abstract]
CFDP 1515 Chirok Han, Peter C. B. Phillips, "GMM with Many Moment Conditions," (June 2005) [45pp, Abstract] [See 1165]
CFDP 1514 Peter C. B. Phillips, Donggyu Sul, "Economic Transition and Growth," (June 2005) [59pp, Abstract]
CFDP 1513 Peter C. B. Phillips, Yixiao Sun, Sainan Jin, "Improved HAR Inference Using Power Kernels without Truncation," (June 2005) [51pp, Abstract]
CFDP 1475 Liudas Giraitis, Peter C. B. Phillips, "Uniform Limit Theory for Stationary Autoregression," (July 2004) [9pp, Abstract] [See 1166]
CFDP 1474 Offer Lieberman, Peter C. B. Phillips, "Expansions for Approximate Maximum Likelihood Estimators of the Fractional Difference Parameter," (July 2004) [19pp, Abstract] [See 1157]
CFDP 1473 Rustam Ibragimov, Peter C. B. Phillips, "Regression Asymptotics Using Martingale Convergence Methods," (July 2004) [42pp, Abstract] [See 1245]

CFPs

CFP 1203 Sainan Jin, Peter C. B. Phillips, Yixiao Sun, "A New Approach to Robust Inference in Cointegration," Economics Letters, (May 2006), 91(2): 300-306 [See CFDP 1538]
CFP 1202 Peter C. B. Phillips, Tassos Magdalinos, "Limit Theory for Moderate Deviations from Unity under Weak Dependence," (in G. D. A. Phillips and E. Tzavalis, eds., The Refinement of Econometric Estimation and Test Procedures: Finite Sample and Asymptotic Analysis. Cambridge University, 2007, pp.123-162) [See CFDP 1517]
CFP 1197 Peter C. B. Phillips, "Unit Root Log Periodogram Regression," Journal of Econometrics, (May 2007), 138(1): 104-124 [See CFDP 1244]
CFP 1179 Hyungsik Roger Moon, Benoit Perron, Peter C. B. Phillips, "On the Breitung Test for Panel Unit Roots and Local Asymptotic Power," Econometric Theory, (December 2006), 22(6): 1179-1190
CFP 1178 Peter C. B. Phillips, Yixiao Sun, Sainan Jin, "Long Run Variance Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation," Journal of Statistical Planning and Inference, (March 2007), 137(3): 985-1023 [See CFDP 1437]
CFP 1173 Peter C. B. Phillips, "Econometric Analysis of Fisher’s Equation," American Journal of Economics and Sociology, (January 2005), 61(1): 125-168
CFP 1172 Peter C. B. Phillips, Tassos Magdalinos, "Limit Theory for Moderate Deviations from a Unit Root," Journal of Econometrics, (January 2007), 136(1): 115-130
CFP 1171 Peter C. B. Phillips, "A Remark on Bimodality and Weak Instrumentation in Structural Equation Estimation," Econometric Theory, (October 2006), 22 (5): 947-960 [See CFDP 1540]
CFP 1170 Peter C. B. Phillips, Yixiao Sun, Sainan Jin, "Spectral Density Estimation and Robust Hypothesis Testing Using Steep Origin Kernels without Truncation," International Economic Review, (August 2006), 47(3): 837-894
CFP 1167 Peter C. B. Phillips, Jun Yu, "Comment," Journal of Business and Economic Statistics, (April 2006), 24(2): 202-208