Peter C. B. Phillips



CFP 746 Peter C. B. Phillips, Sam Ouliaris, "Asymptotic Properties of Residual Based Tests for Cointegration," Econometrica, (January 1990), 58(1): 165-193 (See CFDP 847R)
CFP 744 Steven N. Durlauf, Peter C. B. Phillips, "Trends Versus Random Walks in Time Series Analysis," Econometrica, (November 1988), 56(6): 1333-1354 (See CFDP 788)
CFP 743 Peter C. B. Phillips, Bruce E. Hansen, "Statistical Inference in Instrumental Variables, Regression with I(1) Processes," Review of Economic Studies, (January 1990), 57(1): 99-125 (See CFDP 869R)
CFP 729 Peter C. B. Phillips, "Spherical Matrix Distributions and Cauchy Quotients," Statistics and Probability Letters, (May 1989), 8(1): 51-53 (See CFDP 823)
CFP 728 Peter C. B. Phillips, "Partially Identified Econometric Models," Econometric Theory, (August 1989), 5(2): 181-240 (See CFDP 845R)
CFP 727 Peter C. B. Phillips, "Reflections on Econometric Methodology," The Economic Record, (December 1988), 64(4): 344-359 (See CFDP 893)
CFP 723 Peter C. B. Phillips, Sam Ouliaris, "Testing for Cointegration Using Principal Components Methods," Journal of Economic Dynamics and Control, 12(2-3): 205-230 (see NO p.2) (See CFDP 809R)
CFP 722 Joon Y. Park, Peter C. B. Phillips, "Statistical Inference in Regressions with Integrated Processes: Part 2," Econometric Theory, (April 1989), 5(1): 95-131 (See CFDP 819R)
CFP 720 Peter C. B. Phillips, "Multiple Regression with Integrated Time Series," Contemporary Mathematics, (January 1988), 80: 79-105 (See CFDP 852)
CFP 718 Peter C. B. Phillips, Joon Y. Park, "On the Formulation of Wald Tests of Nonlinear Restrictions," Econometrica, (September 1988), 56(5): 1065-1083 (See CFDP 801)