Peter C. B. Phillips

CFDPs

CFDP 1308 Offer Lieberman, Peter C. B. Phillips, "Second Order Expansions for the Distribution of the Maximum Likelihood Estimator of the Fractional Difference Parameter," (July 2001) [14pp, Abstract]
CFDP 1283 Carmela E. Quintos, Zhenhong Fan, Peter C. B. Phillips, "Structural Change in Tail Behavior and the Asian Financial Crisis," (November 2000) [38pp, Abstract] (See: 1030)
CFDP 1278 Aaron F. Schiff, Peter C. B. Phillips, "Forecasting New Zealand's Real GDP," (October 2000) [32pp, Abstract] (See: 1020)
CFDP 1274 Hyungsik Roger Moon, Peter C. B. Phillips, "GMM Estimation of Autoregressive Roots Near Unity with Panel Data," (August 2000) [54pp, Abstract]
CFDP 1267 Katsumi Shimotsu, Peter C. B. Phillips, "Pooled Log Periodogram Regression," (July 2000) [46pp, Abstract] (See: 1041)
CFDP 1266 Katsumi Shimotsu, Peter C. B. Phillips, "Local Whittle Estimation in Nonstationary and Unit Root Cases," (July 2000, revised June 2003) [33pp, Abstract] (See: 1098)
CFDP 1265 Katsumi Shimotsu, Peter C. B. Phillips, "Modified Local Whittle Estimation of the Memory Parameter in the Nonstationary Case," (July 2000) [54pp, Abstract]
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)

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

CFPs

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