Peter C. B. Phillips

CFDPs

CFDP 1047 Peter C. B. Phillips, "Fully Modified Least Squares and Vector Autoregression," (May 1993) [81pp, Abstract] (See: 905)
CFDP 1040 Peter C. B. Phillips, "Hyper-Consistent Estimation of a Unit Root in Time Series Regression," (December 1992) [20pp, Abstract]
CFDP 1039 Peter C. B. Phillips, "Some Exact Distribution Theory for Maximum Likelihood Estimators of Cointegrating Coefficients in Error Correction Models," (November 1992) [28pp, Abstract] (See: 864)
CFDP 1038 Peter C. B. Phillips, Werner Ploberger, "Time Series Modeling with a Bayesian Frame of Reference: Concepts, Illustrations and Asymptotics," (October 1992) [66pp, Abstract]
CFDP 1025 Peter C. B. Phillips, "Bayes Methods for Trending Multiple Time Series with an Empirical Application to the US Economy," (August 1992) [69pp, Abstract]
CFDP 1024 Peter C. B. Phillips, "Bayes Models and Forecasts of Australian Macroeconomic Time Series," (August 1992) [33pp, Abstract] (See: 897)
CFDP 1023 Peter C. B. Phillips, "Bayesian Model Selection and Prediction with Empirical Applications," (July 1992) [31pp, Abstract] (See: 911)
CFDP 1017 Peter C. B. Phillips, Werner Ploberger, "Posterior Odds Testing for a Unit Root with Data-Based Model Selection," (May 1992) [35pp, Abstract] (See: 878)
CFDP 1003 Peter C. B. Phillips, "Unidentified Components in Reduced Rank Regression Estimation of ECM's," (October 1991) [11pp, Abstract]
CFDP 1002 Eric Zivot, Peter C. B. Phillips, "A Bayesian Analysis of Trend Determination in Economic Time Series," (October 1991) [73pp, Abstract] (See: 891)

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CFPs

CFP 897 Peter C. B. Phillips, "Bayes Models and Forecasts of Australian Macroeconomic Time Series," 53-86 (in Colin P. Hargreaves, ed., Nonstationary Time Series Analysis and Cointegration, Oxford University Press, 1994) (See CFDP 1024)
CFP 894 Dean Corbae, Sam Ouliaris, Peter C. B. Phillips, "A Reexamination of the Consumption Function Using Frequency Domain Regressions," Empirical Economics, (December 1994), 19(4): 595-609 (See CFDP 997)
CFP 893 Peter C. B. Phillips, "Nonstationary Time Series and Cointegration," Journal of Applied Econometrics, 10(1): 87-94 (See CFDP 1081)
CFP 891 Eric Zivot, Peter C. B. Phillips, "A Bayesian Analysis of Trend Determination in Economic Time Series," Econometric Reviews, (January 1994), 13(3): 296-336 (See CFDP 1002)
CFP 890 Hiro Y. Toda, Peter C. B. Phillips, "Vector Autoregression and Causality: A Theoretical Overview and Simulation Study," Econometric Reviews, (January 1994), 13(2): 259-285 (See CFDP 1001)
CFP 885 Peter C. B. Phillips, Herman K. Van Dijk, "Bayes Methods and Unit Roots," Econometric Theory, 10(3-4): 453-460
CFP 878 Peter C. B. Phillips, Werner Ploberger, "Posterior Odds Testing for a Unit Root with Data-based Model Selection," Econometric Theory, 10(3-4): 774-808 (See CFDP 1017)
CFP 866 Mico Loretan, Peter C. B. Phillips, "Testing the Covariance Stationarity of Heavy-tailed Time Series," Journal of Empirical Finance, (January 1994), 1(2): 211-248 (See CFDP 947)
CFP 864 Peter C. B. Phillips, "Some Exact Distribution Theory for Maximum Likelihood Estimators of Cointegrating Coefficients in Error Correction Models," Econometrica, (January 1994), 62(1): 73-93 (See CFDP 999)
CFP 861 Carmela E. Quintos, Peter C. B. Phillips, "Parameter Constancy in Cointegrating Regressions," Empirical Economics, (December 1993), 18(4): 675-706