Peter C. B. Phillips

CFDPs

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]
CFDP 1182 Joon Y. Park, Peter C. B. Phillips, "Asymptotics for Nonlinear Transformations of Integrated Time Series," (June 1998) [27pp, Abstract] [See 980]
CFDP 1181 Peter C. B. Phillips, Joon Y. Park, "Nonstationary Density Estimation and Kernel Autoregression," (June 1998) [27pp, Abstract]
CFDP 1180 Peter C. B. Phillips, "Econometric Analysis of Fisher’s Equation," (June 1998) [38pp, Abstract]
CFDP 1163 Dean Corbae, Sam Ouliaris, Peter C. B. Phillips, "Band Spectral Regression with Trending Data," (September 1997) [46pp, Abstract] [See 1039]
CFDP 1162 In Choi, Peter C. B. Phillips, "Regressions for Partially Identified, Cointegrated Simultaneous Equations," (September 1997) [33pp, Abstract]

For accessibility assistance with publications, please email cowles@yale.edu.

CFPs

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]
CFP 968 Zhijie Xiao, Peter C. B. Phillips, "Higher-Order Approximations for Frequency Domain Time Series Regressions," Journal of Econometrics, (October 1998), 86(2): 297-336 [See CFDP 1192]