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 |
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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) |
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CFP 1149 |
Peter C. B. Phillips, "Automated Discovery in Econometrics," Econometric Theory, (February 2005), 21(1): 3-20 (See CFDP 1469) |
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CFP 1143 |
Andrew Jeffrey, Dennis Kristensen, Oliver B. Linton, Thong Nguyen, Peter C. B. Phillips, "Nonparametric Estimation of a Multifactor Heath-Jarrow-Morton Model: An Integrated Approach," Journal of Financial Econometrics, (March 2004), 2(2): 251-289 (See CFDP 1311) |
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CFP 1141 |
Offer Lieberman, Peter C. B. Phillips, "Error Bounds and Asymptotic Expansions for Toeplitz Product Functionals of Unbounded Spectra," Journal of Time Series Analysis, (September 2004), 25(5): 733-753 (See CFDP 1374) |
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CFP 1137 |
Peter C. B. Phillips, "In Memory of John Denis Sargan," Econometric Theory, (June 2003), 19(3): 417-422 |
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CFP 1136 |
Peter C. B. Phillips, Donggyu Sul, "Dynamic Panel Estimation and Homogeneity Testing under Cross Section Dependence," Econometrics Journal, (June 2003), 6(1): 217-259 (See CFDP 1362) |
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CFP 1132 |
Peter C. B. Phillips, Sainan Jin, "The KPSS Test with Seasonal Dummies," Economics Letters, (October 2002), 77(2): 239-243 (See CFDP 1373) |
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CFP 1124 |
Jun Yu, Peter C. B. Phillips, "A Gaussian Approach for Continuous Time Models of the Short-term Interest Rate," Econometrics Journal, (December 2001), 4(2): 210-224 (Also see “Corrigendum,” Econometrics Journal, February 2011, 14(4), 126-129) |
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CFP 1119 |
Peter C. B. Phillips, Jun Yu, "Jackknifing Bond Option Prices," Review of Financial Studies, 18(2): 707-742 (See CFDP 1392) |
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