Peter C. B. Phillips

CFDPs

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)
CFDP 1244 Peter C. B. Phillips, "Unit Root Log Periodogram Regression," (December 1999) [22pp, Abstract] (See: 1197)
CFDP 1243 Peter C. B. Phillips, "Discrete Fourier Transforms of Fractional Processes," (December 1999) [59pp, Abstract]
CFDP 1224 Hyungsik Roger Moon, Peter C. B. Phillips, "Estimation of Autoregressive Roots Near Unity Using Panel Data," (June 1999) [63pp, Abstract] (See: 1018)
CFDP 1223 Joon Y. Park, Peter C. B. Phillips, "Nonstationary Binary Choice," (June 1999) [35pp, Abstract] (See: 1003)
CFDP 1222 Peter C. B. Phillips, Hyungsik Roger Moon, "Linear Regression Limit Theory for Nonstationary Panel Data," (June 1999) [77pp, Abstract] (See: 986)
CFDP 1221 Peter C. B. Phillips, Hyungsik Roger Moon, "Nonstationary Panel Data Analysis: An Overview of Some Recent Developments," (June 1999) [24pp, Abstract] (See: 1009)
CFDP 1220 Werner Ploberger, Peter C. B. Phillips, "Empirical Limits for Time Series Econometric Models," (March 1999) [42pp, Abstract] (See: 1062)

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CFPs

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)
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)