Peter C. B. Phillips

CFDPs

CFPs

CFP 1037 Werner Ploberger, Peter C. B. Phillips, "Rissanen’s Theorem and Econometric Time Series," 165-180 (in Arnold Zellner, Hugo A. Keuzenkamp and Michael McAleer, eds., Simplicity, Inference and Modelling, Cambridge University Press, 2001) [See CFDP 1197]
CFP 1035 Alex Maynard, Peter C. B. Phillips, "Rethinking an Old Empirical Puzzle: Econometric Evidence on the Forward Discount Anomaly," Journal of Applied Econometrics, 16(6): 671-708
CFP 1032 Yoosoon Chang, Joon Y. Park, Peter C. B. Phillips, "Nonlinear Econometric Models with Cointegrated and Deterministically Trending Regressors," Econometrics Journal, (January 2001), 4(1): 1-36 [See CFDP 1245]
CFP 1030 Carmela E. Quintos, Zhenhong Fan, Peter C. B. Phillips, "Structural Change Tests in Tail Behavior and the Asian Crisis," Review of Economic Studies, (January 2001), 68(3): 633-663 [See CFDP 1283]
CFP 1028 Peter C. B. Phillips, Hyungsik Roger Moon, Zhijie Xiao, "How to Estimate Autoregressive Roots Near Unity," Econometric Theory, (February 2001), 17(1): 29-59 [See CFDP 1191]
CFP 1026 Peter C. B. Phillips, "The Bill Phillips Legacy of Continuous Time Modelling and Econometric Model Design and Published Papers," 341-347 (in Robert Leeson, ed., A. W. H. Phillips: Collected Works in Contemporary Perspective, Cambridge University Press, 2000)
CFP 1023 Peter C. B. Phillips, "Descriptive Econometrics for Non-Stationary Time Series with Empirical Illustrations," Journal of Applied Econometrics, (January 2001), 16(3): 389-413 [See CFDP 1219]
CFP 1020 Aaron F. Schiff, Peter C. B. Phillips, "Forecasting New Zealand’s Real GDP," New Zealand Economic Papers, (January 2000), 34(2): 159-182 [See CFDP 1278]
CFP 1018 Hyungsik Roger Moon, Peter C. B. Phillips, "Estimation of Autoregressive Roots Near Unity Using Panel Data," Econometric Theory, (January 2000), 16(6): 927-997 [See CFDP 1224]
CFP 1016 Joon Y. Park, Peter C. B. Phillips, "Nonlinear Regressions with Integrated Time Series," Econometrica, (January 2001), 69(1): 117-161 [See CFDP 1190]