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) |
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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) |
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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) |
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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) |
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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 |
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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) |
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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) |
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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) |
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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) |
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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) |
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