Peter C. B. Phillips

CFDPs

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)
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)

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

CFPs

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)
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)