CFP 1206 |
Peter C. B. Phillips, "Regression with Slowly Varying Regressors and Nonlinear Trends," Econometric Theory, (August 2007), 23(4): 557-614 |
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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) |
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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) |
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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) |
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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) |
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CFP 1197 |
Peter C. B. Phillips, "Unit Root Log Periodogram Regression," Journal of Econometrics, (May 2007), 138(1): 104-124 (See CFDP 1244) |
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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 |
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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) |
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CFP 1173 |
Peter C. B. Phillips, "Econometric Analysis of Fisher’s Equation," American Journal of Economics and Sociology, (January 2005), 61(1): 125-168 |
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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 |
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