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) |
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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) |
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CFP 1103 |
Ling Hu, Peter C. B. Phillips, "Nonstationary Discrete Choice," Journal of Econometrics, (May 2004), 120(1): 103-138 (See CFDP 1364) |
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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 |
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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) |
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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 |
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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) |
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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) |
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CFP 1081 |
Peter C. B. Phillips, "Laws and Limits of Econometrics," The Economic Journal, (March 2003), 113(486): C26-C52 (See CFDP 1397) |
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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) |
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