Peter C. B. Phillips

CFDPs

CFDP 1545 Yixiao Sun, Peter C. B. Phillips, Sainan Jin, "Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing," (January 2006) [51pp, Abstract] (See: 1221)
CFDP 1541 Seung Hyun Hong, Peter C. B. Phillips, "Testing Linearity in Cointegrating Relations with an Application to Purchasing Power Parity," (December 2005) [44pp, Abstract]
CFDP 1540 Peter C. B. Phillips, "A Remark on Bimodality and Weak Instrumentation in Structural Equation Estimation," (December 2005) [13pp, Abstract]
CFDP 1538 Sainan Jin, Peter C. B. Phillips, Yixiao Sun, "A New Approach to Robust Inference in Cointegration," (October 2005) [15pp, Abstract] (See: 1203)
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]

CFPs

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)
CFP 1204 Peter C. B. Phillips, Donggyu Sul, "Bias in Dynamic Panel Estimation with Fixed Effects, Incidental Trends and Cross Section Dependence," Journal of Econometrics, (March 2007), 137(1): 162-188 (See CFDP 1438)
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)