Peter C. B. Phillips

CFDPs

CFDP 1513 Peter C. B. Phillips, Yixiao Sun, Sainan Jin, "Improved HAR Inference Using Power Kernels without Truncation," (June 2005) [51pp, Abstract]
CFDP 1475 Liudas Giraitis, Peter C. B. Phillips, "Uniform Limit Theory for Stationary Autoregression," (July 2004) [9pp, Abstract] (See: 1166)
CFDP 1474 Offer Lieberman, Peter C. B. Phillips, "Expansions for Approximate Maximum Likelihood Estimators of the Fractional Difference Parameter," (July 2004) [19pp, Abstract] (See: 1157)
CFDP 1473 Rustam Ibragimov, Peter C. B. Phillips, "Regression Asymptotics Using Martingale Convergence Methods," (July 2004) [42pp, Abstract] (See: 1245)
CFDP 1472 Peter C. B. Phillips, "Challenges of Trending Time Series Econometrics," (July 2004) [20pp, Abstract] (See: 1151)
CFDP 1471 Peter C. B. Phillips, Tassos Magdalinos, "Limit Theory for Moderate Deviations from a Unit Root," (July 2004) [27pp, Abstract]
CFDP 1470 Peter C. B. Phillips, "HAC Estimation by Automated Regression," (July 2004) [24pp, Abstract] (See: 1158)
CFDP 1469 Peter C. B. Phillips, "Automated Discovery in Econometrics," (July 2004) [21pp, Abstract] (See: 1149)
CFDP 1438 Peter C. B. Phillips, Donggyu Sul, "Bias in Dynamic Panel Estimation with Fixed Effects, Incidental Trends and Cross Section Dependence," (September 2003, revised June 2004) [35pp, Abstract] (See: 1204)
CFDP 1437 Peter C. B. Phillips, Yixiao Sun, Sainan Jin, "Long Run Variance Estimation Using Steep Origin Kernels without Truncation," (September 2003) [47pp, Abstract] (See: 1178)

CFPs

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
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)
CFP 1173 Peter C. B. Phillips, "Econometric Analysis of Fisher’s Equation," American Journal of Economics and Sociology, (January 2005), 61(1): 125-168
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
CFP 1171 Peter C. B. Phillips, "A Remark on Bimodality and Weak Instrumentation in Structural Equation Estimation," Econometric Theory, (October 2006), 22 (5): 947-960 (See CFDP 1540)
CFP 1170 Peter C. B. Phillips, Yixiao Sun, Sainan Jin, "Spectral Density Estimation and Robust Hypothesis Testing Using Steep Origin Kernels without Truncation," International Economic Review, (August 2006), 47(3): 837-894
CFP 1167 Peter C. B. Phillips, Jun Yu, "Comment," Journal of Business and Economic Statistics, (April 2006), 24(2): 202-208
CFP 1166 Liudas Giraitis, Peter C. B. Phillips, "Uniform Limit Theory for Stationary Autoregression," Journal of Time Series Analysis, (January 2006), 27(1): 51-60 (See CFDP 1475)
CFP 1165 Chirok Han, Peter C. B. Phillips, "GMM with Many Moment Conditions," Econometrica, (January 2006), 74(1): 147-192 (See CFDP 1515)
CFP 1161 Donggyu Sul, Peter C. B. Phillips, Chi-Young Choi, "Prewhitening Bias in HAC Estimation," Oxford Bulletin of Economics and Statistics, (August 2005), 67(4): 517-546 (See CFDP 1436)