Peter C. B. Phillips

CFDPs

CFPs

CFP 716 Peter C. B. Phillips, "Weak Convergence of Sample Covariance Matrices to Stochastic Integrals via Martingale Approximations," Econometric Theory, (December 1988), 4(3): 528-533 (See CFDP 846)
CFP 715 Joon Y. Park, Peter C. B. Phillips, "Statistical Inference in Regressions with Integrated Processes: Part 1," Econometric Theory, (December 1988), 4(3): 468-497 (See CFDP 811R)
CFP 711 Peter C. B. Phillips, "Regression Theory for Near-Integrated Time Series," Econometrica, (September 1988), 56(5): 1021-1043 (See CFDP 781R)
CFP 706 Peter C. B. Phillips, Pierre Perron, "Testing for a Unit Root in Time Series Regression," Biometrika, (June 1988), 75(2): 335-346 (See CFDP 795R)
CFP 705 Peter C. B. Phillips, "Conditional and Unconditional Statistical Independence," Journal of Econometrics, (July 1988), 38(3): 341-348 (See CFDP 824R)
CFP 703 Peter C. B. Phillips, Joon Y. Park, "Asymptotic Equivalence of Ordinary Least Squares and Generalized Least Squares in Regressions with Integrated Regressors," Journal of American Statistical Association, (March 1988), 83(401): 111-115 (See CFDP 802)
CFP 701 R. W. Bailey, Viv B. Hall, Peter C. B. Phillips, "A Model of Output, Employment, Capital Formation and Inflation," 703-767 (in G. Gandolfo and F. Marzano, eds., Keynesian Theory Planning Models and Quantitative Economics, Essay in Memory of Vittorio Marrama, Vol. 2, 1987) (See CFDP 552)
CFP 697 Peter C. B. Phillips, "Weak Convergence to the Matrix Stochastic ?01BdB," Journal of Multivariate Analysis, (February 1988), 24(2): 252-264 (See CFDP 796)
CFP 690 Donald W. K. Andrews, Peter C. B. Phillips, "Best Median-Unbiased Estimation in Linear Regression with Bounded Asymmetric Loss Functions," Journal of the American Statistical Association, (September 1987), 82(399): 886-893 (See CFDP 786)
CFP 685 Peter C. B. Phillips, "Towards a Unified Asymptotic Theory for Autoregression," Biometrika, (September 1987), 74(3): 535-547 (See CFDP 782R)