Peter C. B. Phillips

CFDPs

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: CFP1611)
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]
CFDP 2005 Peter C. B. Phillips, Sainan Jin, "Business Cycles, Trend Elimination, and the HP Filter," (June 2015) [55pp, Abstract] (See: CFP1729)
CFDP 2004 Ryan Greenaway-McGrevy, Peter C. B. Phillips, "Hot Property in New Zealand: Empirical Evidence of Housing Bubbles in the Metropolitan," (June 2015) [33pp, Abstract]
CFDP 2003 Peter C. B. Phillips, "Pitfalls and Possibilities in Predictive Regression," (June 2015) [42pp, Abstract] (See: 1491)
CFDP 2002 Peter C. B. Phillips, "Edmond Malinvaud: A Tribute to His Contributions in Econometrics," (June 2015) [15pp, Abstract] (See: 1492)
CFDP 1971 Hanying Liang, Peter C. B. Phillips, Hanchao Wang, Qiying Wang, "Weak Convergence to Stochastic Integrals for Econometric Applications," (December 2014) [29pp, Abstract]
CFDP 1970 Jin Seo Cho, Peter C. B. Phillips, "Testing Equality of Covariance Matrices via Pythagorean Means," (December 2014) [48pp, Abstract]

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CFPs

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
CFP 1530 Peter C. B. Phillips, "Modeling Speculative Bubbles with Diverse Investor Expectations," Research in Econometrics, (September 2016), 70(3): 375-387
CFP 1525 Peter C. B. Phillips, "Inference in Near-Singular Regression," Advances in Econometrics, (July 2016), 36(1): 461-486 (See CFDP 2009)