Peter C. B. Phillips

CFDPs

CFDP 1594 Qiying Wang, Peter C. B. Phillips, "Asymptotic Theory for Local Time Density Estimation and Nonparametric Cointegrating Regression," (December 2006) [26pp, Abstract] (See: 1270)
CFDP 1587 Chang Sik Kim, Peter C. B. Phillips, "Log Periodogram Regression: The Nonstationary Case," (October 2006) [29pp, Abstract]
CFDP 1586 Offer Lieberman, Peter C. B. Phillips, "A Complete Asymptotic Series for the Autocovariance Function of a Long Memory Process," (October 2006) [22pp, Abstract] (See: 1247)
CFDP 1585R Ke-Li Xu, Peter C. B. Phillips, "Adaptive Estimation of Autoregressive Models with Time-Varying Variances," (October 2006, revised November 2006) [30pp, Abstract] (See: 1219)
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)

CFPs

CFP 1246 Peter C. B. Phillips, "Unit Roots," (in S. Durlauf and L. Blume, eds. New Palgrave Dictionary of Economics, 2nd ed., Macmillan, 2008)
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)
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)
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)
CFP 1242 Nicholas Z. Muller, Peter C. B. Phillips, "Sinusoidal Modeling Applied to Spatially Variant Tropospheric Ozone Air Pollution," Environmetrics, (September 2008), 19(6): 567-581 (See CFDP 1548)
CFP 1241 Peter C. B. Phillips, "Albert Rex Bergstrom: 1925-2005," (In J. King, ed., Biographical Dictionary of Australian and New Zealand Economists, Edward Elgar, Cheltenham, 2007)
CFP 1231 Peter C. B. Phillips, "Unit Root Model Selection," Journal of the Japan Statistical Society, (January 2008), 38(1): 65-74 (See CFDP 1653)
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)