CFP 1473 |
Peter C. B. Phillips, Ji Hyung Lee, "Limit Theory for VARs with Mixed Roots Near Unity," Econometric Reviews, (May 2015), 34(6-10): 1034-1055 (See CFDP 1845) |
|
CFP 1461 |
Ioannis Kasparis, Elena Andreou, Peter C. B. Phillips, "Nonparametric Predictive Regression," Journal of Econometrics, (April 2015), 185(2): 468-494 (See CFDP 1878) |
|
CFP 1460 |
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," Econometric Reviews, (April 2015), 34(4): 512-536 (See CFDP 1844) |
|
CFP 1455 |
Peter C. B. Phillips, Chirok Han, "The True Limit Distributions of the Anderson-Hsiao IV Estimators in Panel Autoregression," Economics Letters, (February 2015), 127: 89-92 (See CFDP 1963) |
|
CFP 1454 |
Offer Lieberman, Peter C. B. Phillips, "Norming Rates and Limit Theory for Some Time-Varying Coefficient Autoregressions," Journal of Time Series Analysis, (November 2014), 35(6): 592-623 (See CFDP 1916) |
|
CFP 1448 |
Hyungsik Roger Moon, Benoit Perron, Peter C. B. Phillips, "Point-optimal Panel Unit Root Tests with Serially Correlated Errors," Econometrics Journal, (October 2014), 17(3): 338-372 |
|
CFP 1443 |
Peter C. B. Phillips, Sainan Jin, "Testing the Martingale Hypothesis," Journal of Business and Economic Statistics, (January 2014), 32(4): 537-554 (See CFDP 1912) |
|
CFP 1438 |
Peter C. B. Phillips, "Homage to Halbert White," Journal of Financial Econometrics, 12(4): 618-619 |
|
CFP 1429 |
Peter C. B. Phillips, "Unit Roots in Life — A Graduate Student Story," Econometric Theory, (August 2014), 30(4): 719-736 (See CFDP 1913) |
|
CFP 1425 |
Peter C. B. Phillips, Shuping Shi, Jun Yu, "Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behaviour," Oxford Bulletin of Economics and Statistics, (June 2014), 76(3): 315-333 (See CFDP 1842) |
|