Peter C. B. Phillips

CFDPs

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)
CFDP 1219 Peter C. B. Phillips, "Descriptive Econometrics for Nonstationary Time Series with Empirical Illustrations," (June 1999) [26pp, Abstract] (See: 1023)
CFDP 1198 John C. Chao, Peter C. B. Phillips, "Jeffreys Prior Analysis of the Simultaneous Equations Model in the Case with n + 1 Endogenous Variables," (October 1998) [32pp, Abstract] (See: 1107)
CFDP 1197 Werner Ploberger, Peter C. B. Phillips, "Rissanen's Theorem and Econometric Time Series," (October 1998) [14pp, Abstract]
CFDP 1196 Peter C. B. Phillips, "New Unit Root Asymptotics in the Presence of Deterministric Trends," (October 1998) [25pp, Abstract] (See: 1059)
CFDP 1192 Zhijie Xiao, Peter C. B. Phillips, "Higher Order Approximations for Wald Statistics in Cointegrating Regressions," (August 1998) [43pp, Abstract] (See: 968)
CFDP 1191 Peter C. B. Phillips, Hyungsik Roger Moon, Zhijie Xiao, "How to Estimate Autoregressive Roots Near Units," (August 1998) [39pp, Abstract] (See: 1028)
CFDP 1190 Joon Y. Park, Peter C. B. Phillips, "Nonlinear Regressions with Integrated Time Series," (August 1998) [63pp, Abstract] (See: 1016)
CFDP 1189 Peter C. B. Phillips, Zhijie Xiao, "A Primer on Unit Root Testing," (August 1998) [51pp, Abstract] (See: 972)

CFPs

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)
CFP 1012 Peter C. B. Phillips, "Trending Time Series and Macroeconomic Activity: Some Present and Future Challenges," Journal of Econometrics, (January 2001), 100(1): 21-26 (See CFDP 1264)
CFP 1009 Peter C. B. Phillips, Hyungsik Roger Moon, "Nonstationary Panel Data Analysis: An Overview of Some Recent Developments," Econometric Reviews, (January 2000), 19(3): 263-286 (See CFDP 1221)
CFP 1003 Joon Y. Park, Peter C. B. Phillips, "Nonstationary Binary Choice," Econometrica, (September 2000), 68(5): 1249-1280 (See CFDP 1223)
CFP 999 Hyungsik Roger Moon, Peter C. B. Phillips, "Maximum Likelihood Estimation in Panels with Incidental Trends," Oxford Bulletin of Economics and Statistics, (November 1999), 61(S1): 711-747 (See CFDP 1246)
CFP 992 John C. Chao, Peter C. B. Phillips, "Model Selection in Partially Nonstationary Vector Autoregressive Processes with Reduced Rank Structure," Journal of Econometrics, (August 1999), 91(2): 227-271
CFP 986 Peter C. B. Phillips, Hyungsik Roger Moon, "Linear Regression Limit Theory for Nonstationary Panel Data," Econometrica, (September 1999), 67(5): 1057-1111 (See CFDP 1222)
CFP 980 Joon Y. Park, Peter C. B. Phillips, "Asymptotics for Nonlinear Transformations of Integrated Time Series," Econometric Theory, (January 1999), 15: 260-298 (See CFDP 1182)
CFP 972 Peter C. B. Phillips, Zhijie Xiao, "A Primer on Unit Root Testing," Journal of Economic Surveys, (January 1998), 12(5): 423-469 (See CFDP 1189)
CFP 970 John C. Chao, Peter C. B. Phillips, "Posterior Distributions in Limited Information Analysis of the Simultaneous Equations Model Using Jeffreys Prior," Journal of Econometrics, (November 1998), 87(1): 49-86 (See CFDP 1137)