Peter C. B. Phillips



CFP 681 Pierre Perron, Peter C. B. Phillips, "Does GNP Have a Unit Root?: A Re-evaluation," Economics Letters, (January 1987), 23(2): 139-145
CFP 679 Peter C. B. Phillips, "Asymptotic Expansions in Nonstationary Vector Autoregressions," Econometric Theory, (April 1987), 3(1): 45-68 (See CFDP 765)
CFP 675 Peter C. B. Phillips, "An Everywhere Convergent Series Representation of the Distribution of Hotelling’s Generalized T02," Journal of Multivariate Analysis, (April 1987), 21(2): 238-249 (See CFDP 723R)
CFP 674 Peter C. B. Phillips, "Time Series Regression with a Unit Root," Econometrica, (March 1987), 55(2): 277-301 (See CFDP 740R)
CFP 672 Donald W. K. Andrews, Peter C. B. Phillips, "A Simplified Proof of a Theorem on the Difference of the Moore-Penrose Inverses of Two Positive Semi-Definite Matrices," Communications in Statistics, (January 1986), 15(10): 2973-2975
CFP 669 Peter C. B. Phillips, "Large Deviation Expansions in Econometrics," 199-226 (in Advances in Econometrics, Vol. 5, JAI Press, 1986)
CFP 667 Peter C. B. Phillips, "Understanding Spurious Regressions in Econometrics," Journal of Econometrics, (December 1986), 33(3): 311-340 (See CFDP 757)
CFP 664 Peter C. B. Phillips, "Fractional Matrix Calculus and the Distribution of Multivariate Tests," 219-234 (in I. B. MacNeill and G. J. Umphrey, eds., Time Series and Econometric Modelling, Reidel Publishing, 1987) (See CFDP 767)
CFP 659 Peter C. B. Phillips, Steven N. Durlauf, "Multiple Time Series Regression with Integrated Processes," Review of Economic Studies, (August 1986), 53(4): 473-495 (See CFDP 768)
CFP 654 Peter C. B. Phillips, "The Exact Distribution of the Wald Statistic," Econometrica, (July 1986), 54(4): 881-895 (See CFDP 722)