Peter C. B. Phillips

CFDPs

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)