Peter C. B. Phillips


CFDP 2071 John C. Chao, Peter C. B. Phillips, "Uniform Inference in Panel Autoregression," (January 2017) [41pp, Abstract] [Supplemental material, 282 pp] (See: CFP 1688)
CFDP 2063 Peter C. B. Phillips, Liangjun Su, Wuyi Wang, "Homogeneity Pursuit in Panel Data Models: Theory and Applications," (December 2016) [57pp, Abstract] (See: CFP 1644)
CFDP 2062 Peter C. B. Phillips, Wayne Yuan Gao, "Structural Inference from Reduced Forms with Many Instruments," (December 2016) [45pp, Abstract]
CFDP 2061 Offer Lieberman, Peter C. B. Phillips, "IV and GMM Estimation and Testing of Multivariate Stochastic Unit Root Models," (December 2016) [45pp, Abstract] (See: CFP 1610)
CFDP 2060 Jin Seo Cho, Peter C. B. Phillips, "Sequentially Testing Polynomial Model Hypotheses Using Power Transforms of Regressors," (December 2016) [46pp, Abstract] (See: CFP 1608)
CFDP 2059 Shuping Shi, Stan Hurn, Peter C. B. Phillips, "Causal Change Detection in Possibly Integrated Systems: Revisiting the Money-Income Relationship," (December 2016) [58pp, Abstract] (See: CFP 1727)
CFDP 2058 Stan Hurn, Peter C. B. Phillips, Shuping Shi, "Change Detection and the Causal Impact of the Yield Curve," (December 2016) [67pp, Abstract] (See: CFP 1611)
CFDP 2009 Peter C. B. Phillips, "Inference in Near Singular Regression," (July 2015) [20pp, Abstract] (See: 1525)
CFDP 2007 Jin Seo Cho, Myung-Ho Park, Peter C. B. Phillips, "Minimum Distance Testing and Top Income Shares in Korea," (June 2015) [48pp, Abstract]
CFDP 2006 Violetta Dalla, Liudas Giraitis, Peter C. B. Phillips, "Testing Mean Stability of Heteroskedastic Time Series," (June 2015) [48pp, Abstract]


CFP 1562 Chirok Han, Peter C. B. Phillips, Donggyu Sul, "Lag Length Selection in Panel Autoregression," Econometric Reviews, (November 2015), 1(3): 225-240
CFP 1561 Maria Kyriacou, Peter C. B. Phillips, Francesca Rossi, "Indirect Inference in Spatial Autoregression," Econometrics Journal, (June 2017), 20(2): 168-189
CFP 1560 Aris Spanos, Peter C. B. Phillips, "ET Obituary: Phoebus J. Dhyrmes (1932-2016)," Economic Theory, (August 2017), 33(5): 1039-1045
CFP 1559 Peter C. B. Phillips, "Tribute to T. W. Anderson," Economic Theory, (April 2017), 33(3): 529-533 (See CFDP 2081)
CFP 1558 Hanying Liang, Peter C. B. Phillips, Hanchao Wang, Qiying Wang, "Weak Convergence to Stochastic Integrals for Econometric Applications," Econometric Theory, (December 2016), 32(6): 1349-1375 (See CFDP 1971)
CFP 1557 Ryan Greenaway-McGrevy, Peter C. B. Phillips, "Hot Property in New Zealand: Empirical Evidence of Housing Bubbles in the Metropolitan Centres," New Zealand Economic Papers, (August 2015), 50(1): 88-113 (See CFDP 2004)
CFP 1555 Peter C. B. Phillips, "Edmond Malinvaud – an Economist's Econometrician," Annals of Economics and Statistics, (June 2017), 125/126: 135-151
CFP 1553 Ji Hyung Lee, Peter C. B. Phillips, "Asset pricing with financial bubble risk," Journal of Empirical Finance, (September 2016), 38, Part B: 590-622
CFP 1552 Offer Lieberman, Peter C. B. Phillips, "A multivariate stochastic unit root model with an application to derivative pricing," Journal of Econometrics, (January 2017), 196(1): 99-110[Hardcopy]
CFP 1536 Liangjun Su, Zhentao Shi, Peter C. B. Phillips, "Identifying Latent Structures in Panel Data," Econometrica, (November 2016), 84(6): 2215-2264