Peter C. B. Phillips

CFDPs

CFDP 1913 Peter C. B. Phillips, "Unit Roots in Life — A Graduate Student Story," (September 2013) [22pp, Abstract] (See: 1429)
CFDP 1912 Peter C. B. Phillips, Sainan Jin, "Testing the Martingale Hypothesis," (September 2013) [46pp, Abstract] (See: 1443)
CFDP 1911 Jiti Gao, Peter C. B. Phillips, "Functional Coefficient Nonstationary Regression," (September 2013) [55pp, Abstract]
CFDP 1910 Jiti Gao, Degui Li, Peter C. B. Phillips, "Estimating Smooth Structural Change in Cointegration Models," (September 2013) [42pp, Abstract]
CFDP 1879 Peter C. B. Phillips, "On Confidence Intervals for Autoregressive Roots and Predictive Regression," (September 2012) [27pp, Abstract] (See: 1422)
CFDP 1878 Ioannis Kasparis, Elena Andreou, Peter C. B. Phillips, "Nonparametric Predictive Regression," (September 2012) [49pp, Abstract] (See: 1461)
CFDP 1873 Zhipeng Liao, Peter C. B. Phillips, "Automated Estimation of Vector Error Correction Models," (September 2012) [91pp, Abstract] (See: 1476)
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)

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CFPs

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)
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)