Peter C. B. Phillips

CFDPs

CFDP 1596 Peter C. B. Phillips, Jun Yu, "Simulation-based Estimation of Contingent-claims Prices," (January 2007) [30pp, Abstract] (See: 1279)
CFDP 1595 Peter C. B. Phillips, Donggyu Sul, "Transition Modeling and Econometric Convergence Tests," (January 2007) [72pp, Abstract]
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)

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

CFPs

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)
CFP 1216 Peter C. B. Phillips, Donggyu Sul, "Transition Modeling and Econometric Convergence Tests," Econometrica, (November 2007), 75(6): 1771-1855 (See CFDP 1595)
CFP 1215 Hyungsik Roger Moon, Benoit Perron, Peter C. B. Phillips, "Incidental Trends and the Power of Panel Unit Root Tests," Journal of Econometrics, (December 2007), 141(2): 416-459 (See CFDP 1435)
CFP 1214 Peter C. B. Phillips, Sainan Jin, Ling Hu, "Nonstationary Discrete Choice: A Corrigendum and Addendum," Journal of Econometrics, (December 2007), 141(1): 1115-1130 (See CFDP 1516)
CFP 1210 Peter C. B. Phillips, Donggyu Sul, "Some Empirics on Economic Growth under Heterogeneous Technology," Journal of Macroeconomics, (September 2007), 29(3): 455-469
CFP 1206 Peter C. B. Phillips, "Regression with Slowly Varying Regressors and Nonlinear Trends," Econometric Theory, (August 2007), 23(4): 557-614
CFP 1205 Federico M. Bandi, Peter C. B. Phillips, "A Simple Approach to the Parametric Estimation of Potentially Nonstationary Diffusions," Journal of Econometrics, (April 2007), 137(2): 354-395 (See CFDP 1522)