Peter C. B. Phillips

CFDPs

CFPs

CFP 1364 Werner Ploberger, Peter C. B. Phillips, "Optimal Estimation under Nonstandard Conditions," Journal of Econometrics, (August 2012), 169(2): 258-265 (See CFDP 1748)
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)