Peter C. B. Phillips

CFDPs

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)
CFDP 1182 Joon Y. Park, Peter C. B. Phillips, "Asymptotics for Nonlinear Transformations of Integrated Time Series," (June 1998) [27pp, Abstract] (See: 980)

CFPs

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)
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)
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)
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)
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)
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)
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)