Peter C. B. Phillips

CFDPs

CFDP 1134 Peter C. B. Phillips, Chin Chin Lee, "Efficiency Gains from Quasi-Differencing under Nonstationarity," (September 1996) [14pp, Abstract]
CFDP 1104 Peter C. B. Phillips, "Unit Root Tests," (June 1995) [25pp, Abstract] (See: 944)
CFDP 1103 Peter C. B. Phillips, "Automated Forecasts of Asia-Pacific Economic Activity," (June 1995) [15pp, Abstract]
CFDP 1102 Peter C. B. Phillips, "Impulse Response and Forecast Error Variance Asymptotics in Nonstationary VAR's," (June 1995) [38pp, Abstract] (See: 953)
CFDP 1083 Peter C. B. Phillips, "Model Determination and Macroeconomic Activity," (September 1994) [89pp, Abstract] (See: 926)
CFDP 1082 Yuichi Kitamura, Peter C. B. Phillips, "Fully Modified IV, GIVE and GMM Estimation with Possibly Non-stationary Regressions and Instruments," (September 1994) [42pp, Abstract] (See: 955)
CFDP 1081 Peter C. B. Phillips, "Nonstationary Time Series and Cointegration: Recent Books and Themes for the Future," (September 1994) [15pp, Abstract] (See: 893)
CFDP 1080 Peter C. B. Phillips, James W. McFarland, Patrick C. McMahon, "Robust Tests of Forward Exchange Market Efficiency with Empirical Evidence from the 1920’s," (September 1994) [32pp, Abstract] (See: 921)
CFDP 1064 Peter C. B. Phillips, "Robust Nonstationary Regression," (November 1993) [49pp, Abstract] (See: 912)
CFDP 1055 Peter C. B. Phillips, James W. McFarland, "Forward Exchange Market Unbiasedness: The Case of the Australian Dollar Since 1984," (August 1993, revised June 1996) [18pp, Abstract] (See: 1068)

CFPs

CFP 919 Yoosoon Chang, Peter C. B. Phillips, "Time Series Regression with Mixtures of Integrated Processes," Econometric Theory, (September 1995), 11(5): 1033-1094
CFP 917 Peter C. B. Phillips, Werner Ploberger, "An Asymptotic Theory of Bayesian Inference for Time Series," Econometrica, (March 1996), 64(2): 381-412
CFP 914 Peter C. B. Phillips, "Trending Multiple Time Series," Econometric Theory, (September 1995), 11(5): 811-817
CFP 913 Yuichi Kitamura, Peter C. B. Phillips, "Efficient IV Estimation in Nonstationary Regression," Econometric Theory, (September 1995), 11(5): 1095-1130
CFP 912 Peter C. B. Phillips, "Robust Nonstationary Regression," Econometric Theory, (September 1995), 11(5): 912-951 (See CFDP 1064)
CFP 911 Peter C. B. Phillips, "Bayesian Model Selection and Prediction with Empirical Applications," Journal of Econometrics, (September 1995), 69(1): 289-331 (See CFDP 1023)
CFP 908 Peter C. B. Phillips, "Bayesian Prediction: A Response," Journal of Econometrics, (September 1995), 69(1): 351-365
CFP 905 Peter C. B. Phillips, "Fully Modified Least Squares and Vector Autoregression," Econometrica, (September 1995), 63(5): 1023-1078 (See CFDP 1047)
CFP 903 Peter C. B. Phillips, Mico Loretan, "On the Theory of Testing Covariance Stationarity Under Moment Condition Failure," 189-233 (in G. S. Maddala, Peter C. B. Phillips and T. N. Srinivasan, eds., Advances in Econometrics and Quantitative Economics, Blackwell, 1995)
CFP 900 Deborah J. Blood, Peter C. B. Phillips, "Recession Headline News, Consumer Sentiment, The State of the Economy and Presidential Popularity: A Time Series Analysis 1989-1993," International Journal of Public Opinion Research, 7(1): 2-22