Peter C. B. Phillips

CFDPs

CFDP 1878 Ioannis Kasparis, Elena Andreou, Peter C. B. Phillips, "Nonparametric Predictive Regression," (September 2012) [49pp, Abstract] (See: 1461)
CFDP 1873 Zhipeng Liao, Peter C. B. Phillips, "Automated Estimation of Vector Error Correction Models," (September 2012) [91pp, Abstract] (See: 1476)
CFDP 1872 Ioannis Kasparis, Peter C. B. Phillips, Tassos Magdalinos, "Non-linearity Induced Weak Instrumentation," (September 2012) [38pp, Abstract] (See: 1404)
CFDP 1871 Peter C. B. Phillips, Zhipeng Liao, "Series Estimation of Stochastic Processes: Recent Developments and Econometric Applications," (September 2012) [52pp, Abstract]
CFDP 1845 Peter C. B. Phillips, Ji Hyung Lee, "VARs with Mixed Roots Near Unity," (January 2012) [24pp, Abstract] (See: 1473)
CFDP 1844 Giuseppe Cavaliere, Peter C. B. Phillips, Stephan Smeekes, A. M. Robert Taylor, "Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility," (January 2012) [35pp, Abstract] (See: 1460)
CFDP 1843 Peter C. B. Phillips, Shu-Ping Shi, Jun Yu, "Testing for Multiple Bubbles," (January 2012) [68pp, Abstract]
CFDP 1842 Peter C. B. Phillips, Shu-Ping Shi, Jun Yu, "Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior," (January 2012) [31pp, Abstract] (See: 1425)
CFDP 1833 Peter C. B. Phillips, "Meritocracy Voting: Measuring the Unmeasurable," (October 2011) [24pp, Abstract] (See: 1504)
CFDP 1832 Yonghui Zhang, Liangjun Su, Peter C. B. Phillips, "Testing for Common Trends in Semiparametric Panel Data Models with Fixed Effects," (October 2011) [42pp, abstract pp, Abstract] (See: 1368)

For accessibility assistance with publications, please email cowles@yale.edu.

CFPs

CFP 1404 Ioannis Kasparis, Peter C. B. Phillips, Tassos Magdalinos, "Nonlinearity Induced Weak Instrumentation," Econometric Reviews, (January 2014), 33(5-6): 676-712 (See CFDP 1872)
CFP 1400 Peter C. B. Phillips, "Optimal Estimation of Cointegrated Systems with Irrelevant Instruments," Journal of Econometrics, (January 2014), 178(2): 210-214 (See CFDP 1547)
CFP 1399 Peter C. B. Phillips, Ji Hyung Lee, "Predictive Regression under Various Degrees of Persistence and Robust Long-horizon Regression," Journal of Econometrics, (December 2013), 177(2): 250-264
CFP 1386 Jiti Gao, Peter C. B. Phillips, "Semiparametric Estimation in Triangular System Equations with Nonstationarity," Journal of Econometrics, (September 2013), 176(1): 59-79 (See CFDP 1769)
CFP 1385 Carlo V. Fiorio, Vassilis A. Hajivassiliou, Peter C. B. Phillips, "Bimodal t-ratios: The Impact of Thick Tails on Inference," Econometrics Journal, (July 2010), 13(2): 271-289 (See CFDP 842)
CFP 1383 Peter C. B. Phillips, Tassos Magdalinos, "Inconsistent VAR Regression with Common Explosive Roots," Econometric Theory, (August 2013), 29(4): 808-837 (See CFDP 1777)
CFP 1379 Chirok Han, Peter C. B. Phillips, "First Difference Maximum Likelihood and Dynamic Panel Estimation," Journal of Econometrics, (July 2013), 175(1): 35-45 (See CFDP 1780)
CFP 1374 Ioannis Kasparis, Peter C. B. Phillips, "Dynamic Misspecification in Nonparametric Cointegrating Regression," Journal of Econometrics, (June 2012), 168(2): 270-284 (See CFDP 1700)
CFP 1373 Peter C. B. Phillips, "Exploring the Mysteries of Trends and Bubbles," 599-616 (in Anderson, K., Australia’s Economy and its International Context: The Joseph Fisher Lectures, Volume II, 1956-2012, Adelaide: University of Adelaide Press, 2012, Ch. 54)
CFP 1368 Yonghui Zhang, Liangjun Su, Peter C. B. Phillips, "Testing for Common Trends in Semiparametric Panel Data Models with Fixed Effects," Econometrics Journal, (February 2012), 15(1): 56-100 (See CFDP 1832)