Peter C. B. Phillips

CFDPs

CFDP 1659 Peter C. B. Phillips, Tassos Magdalinos, Liudas Giraitis, "Smoothing Local-to-Moderate Unit Root Theory," (May 2008) [17pp, Abstract] [See 1309]
CFDP 1658 Xu Cheng, Peter C. B. Phillips, "Semiparametric Cointegrating Rank Selection," (May 2008) [23pp, Abstract] [See 1272]
CFDP 1657 Qiying Wang, Peter C. B. Phillips, "Structural Nonparametric Cointegrating Regression," (May 2008) [25pp, Abstract] [See 1289]
CFDP 1656 Peter C. B. Phillips, "Long Memory and Long Run Variation," (May 2008) [23pp, Abstract] [See 1267]
CFDP 1655 Peter C. B. Phillips, Tassos Magdalinos, "Unit Root and Cointegrating Limit Theory When Initialization Is in the Infinite Past," (May 2008) [31pp, Abstract]
CFDP 1654 Peter C. B. Phillips, "Local Limit Theory and Spurious Nonparametric Regression," (May 2008) [31pp, Abstract]
CFDP 1653 Peter C. B. Phillips, "Unit Root Model Selection," (May 2008) [14pp, Abstract] [See 1231]
CFDP 1614 Peter C. B. Phillips, Tassos Magdalinos, "Limit Theory for Explosively Cointegrated Systems," (June 2007) [24pp, Abstract]
CFDP 1613 Peter C. B. Phillips, "Exact Distribution Theory in Structural Estimation with an Identity," (June 2007) [27pp, Abstract] [See 1271]
CFDP 1612 Peter C. B. Phillips, Ke-Li Xu, "Tilted Nonparametric Estimation of Volatility Functions with Empirical Applications," (June 2007, revised July 2010) [31pp, Abstract] [See 1337]

For accessibility assistance with publications, please email cowles@yale.edu.

CFPs

CFP 1301 Christian Gouriéroux, Peter C. B. Phillips, Jun Yu, "Indirect Inference for Dynamic Panel Models," Journal of Econometrics, (July 2010), 157(1): 68-77 [See CFDP 1550]
CFP 1290 Chirok Han, Peter C. B. Phillips, "GMM Estimation for Dynamic Panels with Fixed Effects and Strong Instruments at Unity," Econometric Theory, (February 2010), 26(1): 119-151 [See CFDP 1599]
CFP 1289 Qiying Wang, Peter C. B. Phillips, "Structural Nonparametric Cointegrating Regression," Econometrica, (November 2009), 77(6): 1901-1948 [See CFDP 1657]
CFP 1280 David F. Hendry, Peter C. B. Phillips, "Obituary: Clive W. J. Granger," Econometric Theory, (October 2009), 25(5): 1139-1142
CFP 1279 Peter C. B. Phillips, Jun Yu, "Simulation-based Estimation of Contingent-claims Prices," Review of Financial Studies, (March 2009), 22(9): 3669-3705 [See CFDP 1596]
CFP 1272 Xu Cheng, Peter C. B. Phillips, "Semiparametric Cointegrating Rank Selection," Econometrics Journal, (January 2009), 12(s1): S83-S104 [See CFDP 1658]
CFP 1271 Peter C. B. Phillips, "Exact Distribution Theory in Structural Estimation with an Identity," Econometric Theory, (August 2009), 25:(4): 958-984 [See CFDP 1613]
CFP 1270 Qiying Wang, Peter C. B. Phillips, "Asymptotic Theory for Local Time Density Estimation and Nonparametric Cointegrating Regression," Econometric Theory, (June 2009), 25(3): 710-738 [See CFDP 1594]
CFP 1269 Peter C. B. Phillips, "Econometric Theory and Practice," Econometric Theory, (June 2009), 25(3): 583-586
CFP 1267 Peter C. B. Phillips, "Long Memory and Long Run Variation," 150-158 (Journal of Econometrics (August 2009) 151(2)) [See CFDP 1656]