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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CFP 1071 |
Zhijie Xiao, Peter C. B. Phillips, "Efficient Detrending in Cointegrating Regression," Econometric Theory, (August 1999), 15(4): 519-548 |
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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) |
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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) |
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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) |
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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) |
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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) |
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