Peter C. B. Phillips

CFDPs

CFDP 1390 Hyungsik Roger Moon, Peter C. B. Phillips, "GMM Estimation of Autoregressive Roots Near Unity with Panel Data," (January 2003) [62pp, Abstract]
CFDP 1374 Offer Lieberman, Peter C. B. Phillips, "Error Bounds and Asymptotic Expansions for Toeplitz Product Functionals of Unbounded Spectra," (June 2002) [22pp, Abstract] (See: 1141)
CFDP 1373 Sainan Jin, Peter C. B. Phillips, "The KPSS Test with Seasonal Dummies," (May 2002) [6pp, Abstract] (See: 1132)
CFDP 1367 Katsumi Shimotsu, Peter C. B. Phillips, "Local Whittle Estimation of Fractional Integration," (May 2002, updated July 2004) [36pp, Abstract] (See: 1156)
CFDP 1366 Yixiao Sun, Peter C. B. Phillips, "Nonlinear Log-Periodogram Regression for Perturbed Fractional Processes," (May 2002) [40pp, Abstract] (See: 1077)
CFDP 1365 Ling Hu, Peter C. B. Phillips, "Dynamics of the Federal Funds Target Rate: A Nonstationary Discrete Choice Approach," (May 2002) [35pp, Abstract] (See: 1112)
CFDP 1364 Ling Hu, Peter C. B. Phillips, "Nonstationary Discrete Choice," (May 2002) [37pp, Abstract] (See: 1103)
CFDP 1363 Peter C. B. Phillips, Binbin Guo, Zhijie Xiao, "Efficient Regression in Time Series Partial Linear Models," (May 2002) [46pp, Abstract]
CFDP 1362 Peter C. B. Phillips, Donggyu Sul, "Dynamic Panel Estimation and Homogeneity Testing under Cross Section Dependence," (May 2002) [56pp, Abstract] (See: 1136)
CFDP 1332 Federico M. Bandi, Peter C. B. Phillips, "Fully Nonparametric Estimation of Scalar Diffusion Models," (September 2001) [47pp, Abstract] (See: 1050)

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

CFPs

CFP 1112 Ling Hu, Peter C. B. Phillips, "Dynamics of the Federal Funds Target Rate: A Nonstationary Discrete Choice Approach," Journal of Applied Econometrics, 19(7): 851-867 (See CFDP 1365)
CFP 1109 Werner Ploberger, Peter C. B. Phillips, "An Introduction to Best Empirical Models When the Parameter Space is Infinite Dimensional," Oxford Bulletin of Economics and Statistics, (December 2003), 65: 877-878
CFP 1107 John C. Chao, Peter C. B. Phillips, "Jeffreys Prior Analysis of the Simultaneous Equations Model in the Case with n+1 Endogenous Variables," Journal of Econometrics, (December 2002), 111(2): 251-283 (See CFDP 1198)
CFP 1105 Zhijie Xiao, Peter C. B. Phillips, "An ADF Coefficient Test for a Unit Root in ARMA Models of Unknown Order with Empirical Applications to the US Economy," Econometrics Journal, (December 1998), 1(2): 27-43 (See CFDP 1161)
CFP 1103 Ling Hu, Peter C. B. Phillips, "Nonstationary Discrete Choice," Journal of Econometrics, (May 2004), 120(1): 103-138 (See CFDP 1364)
CFP 1101 Peter C. B. Phillips, Viv B. Hall, "Early Development of Econometric Software at the University of Auckland," Journal of Economic and Social Measurement, (January 2004), 29(1-3): 127-133
CFP 1098 Peter C. B. Phillips, Katsumi Shimotsu, "Local Whittle Estimation in Nonstationary and Unit Root Cases," Annals of Statistics, (April 2004), 32(2): 656-692 (See CFDP 1266)
CFP 1094 Zhijie Xiao, Peter C. B. Phillips, "Higher Order Approximations for Wald Statistics in Time Series Regressions with Integrated Processes," Journal of Econometrics, (May 2002), 108(1): 157-198
CFP 1087 Peter C. B. Phillips, Joon Y. Park, Yoosoon Chang, "Nonlinear Instrumental Variable Estimation of an Autoregression," 219-246 (Journal of Econometrics (January-February 2004) 118(1-2)) (See CFDP 1331)
CFP 1085 Hyungsik Roger Moon, Peter C. B. Phillips, "GMM Estimation of Autoregressive Roots Near Units with Panel Data," 467-522 (Econometrica (March 2004) 72(2)) (See CFDP 1274)