Peter C. B. Phillips

CFDPs

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, Shuping Shi, Jun Yu, "Testing for Multiple Bubbles," (January 2012) [68pp, Abstract]
CFDP 1842 Peter C. B. Phillips, Shuping 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] (See: 1368)
CFDP 1781 Peter C. B. Phillips, "Folklore Theorems, Implicit Maps and New Unit Root Limit Theory," (January 2011) [42pp, Abstract] (See: 1350)
CFDP 1780 Chirok Han, Peter C. B. Phillips, "First Difference MLE and Dynamic Panel Estimation," (January 2011) [32pp, Abstract] (See: 1379)

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CFPs

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)
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)
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)