Peter C. B. Phillips



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)
CFP 1159 Peter C. B. Phillips, Ke-Li Xu, "Inference in Autoregression under Heteroskedasticity," Journal of Time Series Analysis, (March 2006), 27(2): 289-308
CFP 1158 Peter C. B. Phillips, "HAC Estimation by Automated Regression," Econometric Theory, (February 2005), 21(1): 116-142 (See CFDP 1470)
CFP 1157 Offer Lieberman, Peter C. B. Phillips, "Expansions for Approximate Maximum Likelihood Estimators of the Fractional Difference Parameter," Econometrics Journal, (November 2005), 8(3): 367-379 (See CFDP 1474)
CFP 1156 Katsumi Shimotsu, Peter C. B. Phillips, "Exact Local Whittle Estimation of Fractional Integration," Annals of Statistics, (January 2005), 33(4): 1890-1933 (See CFDP 1367)
CFP 1152 Peter C. B. Phillips, Jun Yu, "Comment: A Selective Overview of Nonparametric Methods in Financial Econometrics," Statistical Science, (January 2005), 20(4): 338-343
CFP 1151 Peter C. B. Phillips, "Challenges of Trending Time Series Econometrics," Mathematics and Computers in Simulation, (May 2005), 68(5-6): 401-416 (See CFDP 1472)