Peter C. B. Phillips

CFDPs

CFDP 682 Peter C. B. Phillips, "The Exact Distribution of the Stein-Rule Estimator," (November 1983) [14pp, Abstract] (See: 594)
CFDP 681 Peter C. B. Phillips, "The Exact Distribution of Exogenous Variable Coefficient Estimators," (July 1983) [16pp, Abstract] (See: 602)
CFDP 680 Peter C. B. Phillips, "The Exact Distribution of Zellner's SUR," (August 1983) [17pp, Abstract] (See: 625)
CFDP 679 Peter C. B. Phillips, "On University Education in Econometrics: Remarks on an Article by Eric R. Sowey," (September 1983) [9pp, Abstract]
CFDP 663 Peter C. B. Phillips, "The Exact Distribution of LIML: II," (February 1983) [23pp, Abstract] (See: 618)
CFDP 658 Peter C. B. Phillips, "The Exact Distribution of LIML: I," (December 1982) [23pp, Abstract] (See: 589)
CFDP 645 Peter C. B. Phillips, "ERA's: A New Approach to Small Sample Theory," (August 1982) [42pp, Abstract] (See: 573)
CFDP 638 Peter C. B. Phillips, "(-infinity,infinity)," (July 1982) [5pp, Abstract]
CFDP 637 Peter C. B. Phillips, "The Distribution of Matrix Quotients," (July 1982) [6pp, Abstract] (See: 608)
CFDP 626 Peter C. B. Phillips, "On the Exact Distribution of LIML," (March 1982) [15pp, Abstract] (See: 589)

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CFPs

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)
CFP 587 Peter C. B. Phillips, "Exact Small Sample Theory in the Simultaneous Equations Model," 449-516 (in Zvi Griliches and Michael D. Intriligator, eds., Handbook of Econometrics, Vol. 1, North-Holland, 1983) (See CFDP 621)
CFP 582 Peter C. B. Phillips, "Marginal Densities of Instrumental Variable Estimators in the General Single Equation Case," 1-24 (in Advances in Econometrics, Vol. 2, JAI Press, 1983) (See CFDP 609)
CFP 573 Peter C. B. Phillips, "Era’s: A New Approach to Small Sample Theory," Econometrica, (September 1983), 51(5): 1505-1525 (See CFDP 645)
CFP 560 Peter C. B. Phillips, "The True Characteristic Function of the F Distribution," Biometrika, (April 1982), 69(1): 261-264 (See CFDP 561)
CFP 557 Peter C. B. Phillips, "Best Uniform and Modified Padé Approximants to Probability Densities in Econometrics," 123-167 (in Werner Hildenbrand, ed., Advances in Econometrics, Cambridge University Press, 1982) (See CFDP 562)
CFP 554 Esfandiar Maasoumi, Peter C. B. Phillips, "On the Behavior of Inconsistent Instrumental Variable Estimators," Journal of Econometrics, (August 1982), 19(2-3): 183-201 (See CFDP 568)
CFP 549 Peter C. B. Phillips, "On the Consistency of Nonlinear FIML," Econometrica, (September 1982), 50(5): 1307-1323 (See CFDP 573)
CFP 546 Peter C. B. Phillips, "A Simple Proof of the Latent Root Sensitivity," Economics Letters, (January 1982), 9(1): 57-59