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) |
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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 |
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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) |
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CFP 1438 |
Peter C. B. Phillips, "Homage to Halbert White," Journal of Financial Econometrics, 12(4): 618-619 |
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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) |
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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) |
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CFP 1422 |
Peter C. B. Phillips, "On Confidence Intervals for Autoregressive Roots and Predictive Regression," Econometrica, (May 2014), 82(3): 1177-1195 (See CFDP 1879) |
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CFP 1406 |
Chirok Han, Peter C. B. Phillips, Donggyu Sul, "X-Differencing and Dynamic Panel Model Estimation," Econometric Theory, (February 2014), 30(1): 201-251 (See CFDP 1747) |
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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) |
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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) |
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