Peter C. B. Phillips

CFDPs

CFDP 768 Peter C. B. Phillips, Steven N. Durlauf, "Multiple Time Series Regression with Integrated Processes," (September 1985) [43pp, Abstract] (See: 659)
CFDP 767 Peter C. B. Phillips, "Fractional Matrix Calculus and the Distribution of Multivariate Tests," (September 1985) [23pp, Abstract] (See: 664)
CFDP 765 Peter C. B. Phillips, "Asymptotic Expansions in Nonstationary Vector Autoregressions," (August 1985) [34pp, Abstract] (See: 679)
CFDP 757 Peter C. B. Phillips, "Understanding Spurious Regressions in Econometrics," (June 1985, revised December 1985) [38pp, Abstract] (See: 667)
CFDP 740R Peter C. B. Phillips, "Time Series Regression with a Unit Root," (April 1985, revised February 1986) [45pp, Abstract] (See: 674)
CFDP 740 Peter C. B. Phillips, "Time Series Regression with a Unit Root," (April 1985) [42pp, Abstract]
CFDP 739 Peter C. B. Phillips, "The Distribution of FIML in the Leading Case," (April 1985) [8pp, Abstract] (See: 638)
CFDP 731 Peter C. B. Phillips, Sam Ouliaris, "The Exact Distribution of the Wald Statistic: The Non-Central Case," (November 1984) [13pp, Abstract]
CFDP 723R Peter C. B. Phillips, "An Everywhere Convergent Series Representation of the Distribution of Hotelling's Generalized T 2^0," (September 1984, revised March 1986) [17pp, Abstract] (See: 675)
CFDP 723 Peter C. B. Phillips, "An Everywhere Convergent Series Representation of the Distribution of Hotelling's Generalized T 2^0," (September 1984) [23pp, Abstract]

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CFPs

CFP 642 Peter C. B. Phillips, Peter C. Reiss, "Testing for Serial Correlation and Unit Roots Using a Computer Function Routine Based on Extended Rational Approximants," 1-50 (in Advances in Statistical Analysis and Statistical Computing, Vol. 1, JAI Press, 1985) (See CFDP 721)
CFP 638 Peter C. B. Phillips, "The Distribution of FIML in the Leading Case," International Economic Review, (February 1986), 27(1): 239-243 (See CFDP 739)
CFP 625 Peter C. B. Phillips, "The Exact Distribution of the SUR Estimator," Econometrica, (July 1985), 53(4): 745-756 (See CFDP 680)
CFP 622 Peter C. B. Phillips, "A Theorem on the Tail Behaviour of Probability Distributions with an Application to the Stable Family," Canadian Journal of Economics, (February 1985), 18(1): 58-65 (See CFDP 567)
CFP 618 Peter C. B. Phillips, "The Exact Distribution of LIML: II," International Economic Review, (February 1985), 26(1): 21-36 (See CFDP 663)
CFP 608 Peter C. B. Phillips, "The Distribution of Matrix Quotients," Journal of Multivariate Analysis, (February 1985), 16(1): 157-161 (See CFDP 637)
CFP 605 Peter C. B. Phillips, "Finite Sample Econometrics Using ERA’s," Journal of Japan Statistical Society, (January 1984), 14(2): 107-124 (See CFDP 683)
CFP 602 Peter C. B. Phillips, "The Exact Distribution of Exogenous Variable Coefficient Estimators," Journal of Econometrics, (December 1984), 26(3): 387-398 (See CFDP 681)
CFP 594 Peter C. B. Phillips, "The Exact Distribution of the Stein-Rule Estimator," Journal of Econometrics, 25(1-2): 123-131 (See CFDP 682)
CFP 589 Peter C. B. Phillips, "The Exact Distribution of LIML: I," International Economic Review, (February 1984), 25(1): 249-261 (extended version CFDP 658) (See CFDP 626), (See CFDP 658)