Peter C. B. Phillips

CFDPs

CFDP 1771 Peter C. B. Phillips, "The Mysteries of Trend," (September 2010) [12pp, Abstract] [See 1311]
CFDP 1770 Peter C. B. Phillips, Jun Yu, "Dating the Timeline of Financial Bubbles during the Subprime Crisis," (September 2010) [40pp, Abstract] [See 1348]
CFDP 1769 Jiti Gao, Peter C. B. Phillips, "Semiparametric Estimation in Time Series of Simultaneous Equations," (September 2010) [50pp, Abstract] [See 1386]
CFDP 1768 Xiaoxia Shi, Peter C. B. Phillips, "Nonlinear Cointegrating Regression under Weak Identification," (September 2010) [46pp, Abstract] [See 1355]
CFDP 1750 Peter C. B. Phillips, "Two New Zealand Pioneer Econometricians," (January 2010) [36pp, Abstract] [See 1308]
CFDP 1749 Yixiao Sun, Peter C. B. Phillips, Sainan Jin, "Power Maximization and Size Control in Heteroskedasticity and Autocorrelation Robust Tests with Exponentiated Kernels," (January 2010) [50pp, Abstract] [See 1340]
CFDP 1748 Werner Ploberger, Peter C. B. Phillips, "Optimal Estimation under Nonstandard Conditions," (January 2010) [19pp, Abstract] [See 1364]
CFDP 1747 Chirok Han, Peter C. B. Phillips, Donggyu Sul, "X-Differencing and Dynamic Panel Model Estimation," (January 2010) [61pp, Abstract] [See 1406]
CFDP 1746 Chirok Han, Peter C. B. Phillips, Donggyu Sul, "Uniform Asymptotic Normality in Stationary and Unit Root Autoregression," (January 2010) [31pp, Abstract] [See 1339]
CFDP 1704 Peter C. B. Phillips, Liangjun Su, "A Paradox of Inconsistent Parametric and Consistent Nonparametric Regression," (June 2009) [31pp, Abstract]

CFPs

CFP 1363 Liudas Giraitis, Peter C. B. Phillips, "Mean and Autocovariance Function Estimation near the Boundary of Stationarity," Journal of Econometrics, (August 2012), 169(2): 166-178 [See CFDP 1690]
CFP 1362 Xu Cheng, Peter C. B. Phillips, "Cointegrating Rank Selection in Models with Time-varying Variance," Journal of Econometrics, (August 2012), 169(2): 155-165 [See CFDP 1688]
CFP 1359 Qiying Wang, Peter C. B. Phillips, "A Specification Test for Nonlinear Nonstationary Models," The Annals of Statistics, (January 2012), 40(2): 727–758 (:2) [See CFDP 1779]
CFP 1355 Xiaoxia Shi, Peter C. B. Phillips, "Nonlinear Cointegrating Regression under Weak Identification," Econometric Theory, (June 2012), 28(3): 509-547 [See CFDP 1768]
CFP 1351 Peter C. B. Phillips, Jun Yu, "The ET Interview: A Conversation with Eric Ghysels," Econometric Theory, (February 2012), 28(1): 207-217
CFP 1350 Peter C. B. Phillips, "Folklore Theorems, Implicit Maps, and Indirect Inference," Econometrica, (January 2012), 80(1): 425-454 (includes Supplemental Material) [See CFDP 1781]
CFP 1349 Peter C. B. Phillips, Yangru Wu, Jun Yu, "Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values?," International Economic Review, (February 2011), 52(1): 201–226 [See CFDP 1699]
CFP 1348 Peter C. B. Phillips, Jun Yu, "Dating the Timeline of Financial Bubbles during the Subprime Crisis," Quantitative Economics, (November 2010), 1(2): 455-491 [See CFDP 1770]
CFP 1347 Jun Yu, Peter C. B. Phillips, ""Corrigendum” to “A Gaussian Approach for Continuous Time Models of Short-term Interest Rates [CFP 1124]"," Econometrics Journal, (February 2011), 14(4): 126-129 [See CFDP 1309]
CFP 1346 Peter C. B. Phillips, Liangjun Su, "Non-parametric Regression under Location Shifts," Econometrics Journal, (October 2011), 14(3): 457-486 [See CFDP 1702]