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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CFP 1020 |
Aaron F. Schiff, Peter C. B. Phillips, "Forecasting New Zealand’s Real GDP," New Zealand Economic Papers, (January 2000), 34(2): 159-182 (See CFDP 1278) |
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CFP 1018 |
Hyungsik Roger Moon, Peter C. B. Phillips, "Estimation of Autoregressive Roots Near Unity Using Panel Data," Econometric Theory, (January 2000), 16(6): 927-997 (See CFDP 1224) |
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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) |
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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) |
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