Peter C. B. Phillips


CFDP 1308 Offer Lieberman, Peter C. B. Phillips, "Second Order Expansions for the Distribution of the Maximum Likelihood Estimator of the Fractional Difference Parameter," (July 2001) [14pp, Abstract]
CFDP 1283 Carmela E. Quintos, Zhenhong Fan, Peter C. B. Phillips, "Structural Change in Tail Behavior and the Asian Financial Crisis," (November 2000) [38pp, Abstract] [See 1030]
CFDP 1278 Aaron F. Schiff, Peter C. B. Phillips, "Forecasting New Zealand's Real GDP," (October 2000) [32pp, Abstract] [See 1020]
CFDP 1274 Hyungsik Roger Moon, Peter C. B. Phillips, "GMM Estimation of Autoregressive Roots Near Unity with Panel Data," (August 2000) [54pp, Abstract]
CFDP 1267 Katsumi Shimotsu, Peter C. B. Phillips, "Pooled Log Periodogram Regression," (July 2000) [46pp, Abstract] [See 1041]
CFDP 1266 Katsumi Shimotsu, Peter C. B. Phillips, "Local Whittle Estimation in Nonstationary and Unit Root Cases," (July 2000, revised June 2003) [33pp, Abstract] [See 1098]
CFDP 1265 Katsumi Shimotsu, Peter C. B. Phillips, "Modified Local Whittle Estimation of the Memory Parameter in the Nonstationary Case," (July 2000) [54pp, Abstract]
CFDP 1264 Peter C. B. Phillips, "Trending Time Series and Macroeconomic Activity: Some Present and Future Challenges," (July 2000) [7pp, Abstract] [See 1012]
CFDP 1246 Hyungsik Roger Moon, Peter C. B. Phillips, "Maximum Likelihood Estimation in Panels with Incidental Trends," (December 1999) [30pp, Abstract] [See 999]
CFDP 1245 Yoosoon Chang, Joon Y. Park, Peter C. B. Phillips, "Nonlinear Econometric Models with Cointegrated and Deterministically Trending Regressors," (December 1999) [43pp, Abstract] [See 1032]


CFP 1077 Yixiao Sun, Peter C. B. Phillips, "Nonlinear Log-Periodogram Regression for Perturbed Fractional Processes," Journal of Econometrics, (August 2003), 115(2): 355-389 [See CFDP 1366]
CFP 1071 Zhijie Xiao, Peter C. B. Phillips, "Efficient Detrending in Cointegrating Regression," Econometric Theory, (August 1999), 15(4): 519-548
CFP 1068 Peter C. B. Phillips, James W. McFarland, "Forward Exchange Market Unbiasedness: the Case of the Australian Dollar Since 1984," Journal of International Money and Finance, (December 1997), 16(6): 885-907 [See CFDP 1055]
CFP 1062 Werner Ploberger, Peter C. B. Phillips, "Empirical Limits for Time Series Econometric Models," Econometrica, (March 2003), 71(2): 627-673 [See CFDP 1220]
CFP 1059 Peter C. B. Phillips, "New Unit Root Asymptotics in the Presence of Deterministic Trends," Journal of Econometrics, (December 2002), 111(2): 323-353 [See CFDP 1196]
CFP 1054 Peter C. B. Phillips, "Vision and Influence in Econometrics: John Denis Sargan," Econometric Theory, (June 2003), 19(3): 495-511 [See CFDP 1393]
CFP 1050 Federico M. Bandi, Peter C. B. Phillips, "Fully Nonparametric Estimation of Scalar Diffusion Models," Econometrica, (January 2003), 71(1): 241-283 [See CFDP 1332]
CFP 1046 Zhijie Xiao, Peter C. B. Phillips, "A CUSUM Test for Cointegration Using Regression Residuals," Journal of Econometrics, (January 2002), 108: 43-61 [See CFDP 1329]
CFP 1041 Katsumi Shimotsu, Peter C. B. Phillips, "Pooled Log Periodogram Regression," Journal of Time Series Analysis, (January 2002), 23(1): 57-93 [See CFDP 1267]
CFP 1039 Dean Corbae, Sam Ouliaris, Peter C. B. Phillips, "Band Spectral Regression with Trending Data," Econometrica, (May 2002), 70(3): 1067-1109 [See CFDP 1163]