Peter C. B. Phillips

CFDPs

CFDP 1001 Hiro Y. Toda, Peter C. B. Phillips, "Vector Autoregression and Causality: A Theoretical Overview and Simulation Study," (October 1991) [42pp, Abstract] (See: 890)
CFDP 1000 Peter C. B. Phillips, "The Long-Run Australian Consumption Function Reexamined: An Empirical Exercise in Bayesian Influence," (October 1991) [45pp, Abstract] (See: 825)
CFDP 999 Peter C. B. Phillips, "The Tail Behavior of Maximum Likelihood Estimates of Cointegrating Coefficients in Error Correction Models," (October 1991) [13pp, Abstract] (See: 864)
CFDP 998 Peter C. B. Phillips, "Unit Roots," (October 1991) [10pp, Abstract]
CFDP 997 Dean Corbae, Sam Ouliaris, Peter C. B. Phillips, "A Reexamination of the Consumption Function Using Frequency Domain Regressors," (October 1991) [20pp, Abstract] (See: 894)
CFDP 986 Peter C. B. Phillips, "Bayesian Routes and Unit Roots: de rebus prioribus semper est disputandum," (July 1991) [52pp, Abstract] (See: 799)
CFDP 980 Peter C. B. Phillips, Werner Ploberger, "Time Series Modelling with a Bayesian Frame of Reference: I. Concepts and Illustrations," (May 1991) [54pp, Abstract]
CFDP 979 Denis Kwiatkowski, Peter C. B. Phillips, Peter Schmidt, "Testing the Null Hypothesis of Stationarity Against the Alternative of a Unit Root: How Sure Are We That Economic Time Series Have a Unit Root?," (May 1991) [28pp, Abstract] (See: 827)
CFDP 978 Hiro Y. Toda, Peter C. B. Phillips, "The Spurious Effect of Unit Roots on Exogeneity Tests in Vector Autoregressions: An Analytical Study," (May 1991) [30pp, Abstract] (See: 854)
CFDP 977 Hiro Y. Toda, Peter C. B. Phillips, "Vector Autoregression and Causality," (May 1991) [51pp, Abstract] (See: 858)

CFPs

CFP 858 Hiro Y. Toda, Peter C. B. Phillips, "Vector Autoregression and Causality," Econometrica, (November 1993), 61(6): 1367-1393 (See CFDP 977)
CFP 854 Hiro Y. Toda, Peter C. B. Phillips, "The Spurious Effect of Unit Roots on Vector Autoregressions," Journal of Econometrics, (October 1993), 59(3): 229-255 (See CFDP 978)
CFP 850 In Choi, Peter C. B. Phillips, "Testing for a Unit Root by Frequency Domain Regression," Journal of Econometrics, (October 1993), 59(3): 263-286 (See CFDP 899)
CFP 830 Peter C. B. Phillips, "Operational Algebra and Regression t-Tests," 140-151 (in Peter C. B. Phillips, ed., Models, Methods, and Applications of Econometrics, Blackwell, 1993) (See CFDP 948)
CFP 827 Denis Kwiatkowski, Peter C. B. Phillips, Peter Schmidt, Yongcheril Shin, "Testing the Null Hypothesis of Stationarity Against the Alternative of a Unit Root," Journal of Econometrics, 54(1-3): 159-178 (See CFDP 979)
CFP 825 Peter C. B. Phillips, "The Long-Run Australian Consumption Function Reexamined: An Empirical Exercise in Bayesian Inference," 287-322 (In Colin Hargreaves, eds., Macroeconomic Modelling of the Long Run, 1992, E. Elgar) (See CFDP 1000)
CFP 820 Peter Schmidt, Peter C. B. Phillips, "LM Tests for a Unit Root in the Presence of Deterministic Trends," Oxford Bulletin of Economics and Statistics, (August 1992), 54(3): 257-287 (See CFDP 933)
CFP 815 Peter C. B. Phillips, Victor Solo, "Asymptotics for Linear Processes," Annals of Statistics, (June 1992), 20(2): 971-1001 (See CFDP 932)
CFP 806 In Choi, Peter C. B. Phillips, "Asymptotic and Finite Sample Distribution Theory for IV Estimators and Tests in Partially Identified Structural Equations," Journal of Econometrics, 51(1-2): 113-150 (See CFDP 929)
CFP 801 Peter C. B. Phillips, "A Shortcut to LAD Estimator Asymptotics," Econometric Theory, (December 1991), 7(4): 450-463 (See CFDP 949)