Peter C. B. Phillips

CFDPs

CFDP 950 Peter C. B. Phillips, "To Criticize the Critics: An Objective Bayesian Analysis of Stochastic Trends," (July 1990) [44pp, Abstract] (See: 798)
CFDP 949 Peter C. B. Phillips, "A Shortcut to LAD Estimator Asymptotics," (July 1990) [20pp, Abstract] (See: 801)
CFDP 948 Peter C. B. Phillips, "Operational Algebra and Regression t-Tests," (July 1990) [19pp, Abstract] (See: 830)
CFDP 947 Peter C. B. Phillips, Mico Loretan, "Testing Covariance Stationarity under Moment Condition Failure with an Application to Common Stock Returns," (July 1990) [77pp, Abstract] (See: 866)
CFDP 933 Peter C. B. Phillips, Peter Schmidt, "Testing for a Unit Root in the Presence of Deterministic Trends," (October 1989) [37pp, Abstract] (See: 820)
CFDP 932 Peter C. B. Phillips, Victor Solo, "Asymptotics for Linear Processes," (October 1989) [48pp, Abstract] (See: 815)
CFDP 929 In Choi, Peter C. B. Phillips, "Asymptotic and Finite Sample Distribution Theory for IV Estimators and Tests in Partially Identified Structural Equations," (October 1989) [57pp, Abstract] (See: 806)
CFDP 928 Peter C. B. Phillips, Mico Loretan, "Estimating Long Run Economic Equilibria," (October 1989) [58pp, Abstract] (See: 785)
CFDP 899 In Choi, Peter C. B. Phillips, "Testing for a Unit Root by Generalized Least Squares Methods in the Time and Frequency Domains," (March 1989) [78pp, Abstract] (See: 850)
CFDP 898R Peter C. B. Phillips, Mico Loretan, "The Durbin-Watson Ratio under Infinite Variance Errors," (January 1989, revised August 1989) [41pp, Abstract] (See: 772)

CFPs

CFP 799 Peter C. B. Phillips, "Bayesian Routes and Unit Roots: De Rebus Prioribus Semper Est Disputandum," Journal of Applied Econometrics, 6(4): 435-473 (See CFDP 986)
CFP 798 Peter C. B. Phillips, "To Criticize the Critics: An Objective Bayesian Analysis of Stochastic Trends," Journal of Applied Econometrics, 6(4): 333-364 (See CFDP 950)
CFP 796 Peter C. B. Phillips, "Spectral Regression for Cointegrated Time Series," 413-435 (in W. A. Barnett, J. Powell and G. E. Tauchen, eds., Nonparametric and Semiparametric Methods in Econometrics and Statistics: Proceedings of the 5th International Symposium in Economic Theory and Econometrics, Cambridge University Press, 1991) (See CFDP 872)
CFP 788 Peter C. B. Phillips, "Error Correction and Long-Run Equilibrium in Continuous Time," Econometrica, (July 1991), 59(4): 967-980 (See CFDP 882R)
CFP 785 Peter C. B. Phillips, Mico Loretan, "Estimating Long-Run Economic Equilibria," Review of Economic Studies, (May 1991), 58(3): 407-436 (See CFDP 928)
CFP 777 Peter C. B. Phillips, "Optimal Inference in Cointegrated Systems," Econometrica, (March 1991), 59(2): 283-306 (See CFDP 866R)
CFP 772 Peter C. B. Phillips, Mico Loretan, "The Durbin-Watson Ratio Under Infinite-Variance Errors," Journal of Econometrics, (January 1991), 47(1): 85-114 (See CFDP 898R)
CFP 756 Sam Ouliaris, Joon Y. Park, Peter C. B. Phillips, "Testing for a Unit Root in the Presence of a Maintained Trend," 7-28 (in B. Raj, ed., Advances in Econometrics and Modelling, 1989) (See CFDP 880)
CFP 755 Peter C. B. Phillips, "Time Series Regression with a Unit Root and Infinite-Variance Errors," Econometric Theory, (March 1990), 6(1): 44-62 (See CFDP 897R)
CFP 747 Bruce E. Hansen, Peter C. B. Phillips, "Estimation and Inference in Models of Cointegration: A Simulation Study," 225-248 (in Advances in Econometrics, JAI Press, Vol. 8, 1990) (See CFDP 881)