Peter C. B. Phillips
Names
first: 
Peter 
middle: 
C. B. 
last: 
Phillips 
Contact
email: 

homepage: 
http://korora.econ.yale.edu 
phone: 
203 432 3695 
postal address: 
30 Hillhouse Avenue New Haven CT 06520 USA 
Affiliations

Yale University
→ Cowles Foundation for Research in Economics (weight: 25%)
 website
 location: New Haven, Connecticut (United States)

University of Auckland
→ Business School
→ Department of Economics (weight: 25%)
 website
 location: Auckland, New Zealand

University of Southampton
→ Economics Division (weight: 25%)
 website
 location: Southampton, United Kingdom

Singapore Management University
→ School of Economics (weight: 25%)
 website
 location: Singapore, Singapore
Research profile
author of:

Testing the Covariance Stationarity of HeavyTailed Time Series: An Overview of the Theory with Applications to Several Financial Datasets.
by Loretan, M. & Phillips, P. C. B.

The LongRun Australian Consumption Function Reexamined: An
Empirical Exercise in Bayesian Influence
by Peter C. B. Phillips

Vector Autoregression and Causality: A Theoretical Overview and
Simulation Study
by Hiro Y. Toda & Peter C. B. Phillips

A Bayesian Analysis of Trend Determination in Economic Time
Series
by Eric Zivot & Peter C. B. Phillips

Unidentified Components in Reduced Rank Regression Estimation
of ECM's
by Peter C. B. Phillips

Posterior Odds Testing for a Unit Root with DataBased Model
Selection
by Peter C. B. Phillips & Werner Ploberger

Bayesian Model Selection and Prediction with Empirical Applications
by Peter C. B. Phillips

Bayes Models and Forecasts of Australian Macroeconomic Time
Series
by Peter C. B. Phillips

Bayes Methods for Trending Multiple Time Series with an
Empirical Application to the US Economy
by Peter C. B. Phillips

Time Series Modeling with a Bayesian Frame of Reference:
Concepts, Illustrations and Asymptotics
by Peter C. B. Phillips & Werner Ploberger

Some Exact Distribution Theory for Maximum Likelihood Estimators
of Cointegrating Coefficients in Error Correction Models
by Peter C. B. Phillips

HyperConsistent Estimation of a Unit Root in Time Series
Regression
by Peter C. B. Phillips

Fully Modified Least Squares and Vector Autoregression
by Peter C. B. Phillips

Forward Exchange Market Unbiasedness: The Case of the
Australian Dollar Since 1984
by Peter C. B. Phillips & James W. McFarland

Robust Nonstationary Regression
by Peter C. B. Phillips

Robust Tests of Forward Exchange Market Efficiency with
Empirical Evidence from the 1920's
by Peter C. B. Phillips & James W. McFarland & Patrick C. McMahon

Nonstationary Time Series and Cointegration: Recent Books and
Themes for the Future
by Peter C. B. Phillips

Fully Modified IV, GIVE and GMM Estimation with Possibly
NonStationary Regressions and Instruments
by Yuichi Kitamura & Peter C. B. Phillips

Model Determination and Macroeconomic Activity
by Peter C. B. Phillips

Impulse Response and Forecast Error Variance Asymptotics in
Nonstationary VAR's
by Peter C. B. Phillips

Automated Forecasts of AsiaPacific Economic Activity
by Peter C. B. Phillips

Unit Root Tests
by Peter C. B. Phillips

Efficiency Gains from QuasiDifferencing Under Nonstationarity
by Peter C. B. Phillips & Chin Chin Lee

Spurious Regression Unmasked
by Peter C. B. Phillips

Bayesian Posterior Distributions in Limited Information Analysis
of the Simultaneous Equations Model Using the Jeffreys Prior
by John C. Chao & Peter C. B. Phillips

Model Selection in Partially Nonstationary Vector
Autoregressive Processes with Reduced Rank Structure
by John C. Chao & Peter C. B. Phillips

An ADF Coefficient Test for a Unit Root in ARMA Models of
Unknown Order with Empirical Applications to the U.S. Economy
by Zhijie Xiao & Peter C. B. Phillips

Regressions for Partially Identified, Cointegrated
Simultaneous Equations
by In Choi & Peter C. B. Phillips

Band Spectral Regression with Trending Data
by Dean Corbae & Sam Ouliaris & Peter C. B. Phillips

Econometric Analysis of Fisher's Equation
by Peter C. B. Phillips

Nonstationary Density Estimation and Kernel Autoregression
by Peter C. B. Phillips & Joon Y. Park

Asymptotics for Nonlinear Transformations of Integrated Time
Series
by Peter C. B. Phillips & Joon Y. Park

A Primer on Unit Root Testing
by Peter C. B. Phillips & Zhijie Xiao

Nonlinear Regressions with Integrated Time Series
by Joon Y. Park & Peter C. B. Phillips

How to Estimate Autoregressive Roots Near Unity
by Peter C. B. Phillips & Hyungsik R. Moon & Zhijie Xiao

Higher Order Approximations for Wald Statistics in
Cointegrating Regressions
by Zhijie Xiao & Peter C. B. Phillips

New Unit Root Asymptotics in the Presence of Deterministic
Trends
by Peter C. B. Phillips

Rissanen's Theorem and Econometric Time Series
by Werner Ploberger & Peter C. B. Phillips

Jeffreys Prior Analysis of the Simultaneous Equations Model in
the Case with n+1 Endogenous Variables
by John C. Chao & Peter C. B. Phillips

Descriptive Econometrics for Nonstationary Time Series with
Empirical Illustrations
by Peter C. B. Phillips

Empirical Limits for Time Series Econometric Models
by Peter C. B. Phillips & Werner Ploberger

Nonstationary Panel Data Analysis: An Overview of Some Recent
Developments
by Peter C. B. Phillips & Hyungsik R. Moon

Linear Regression Limit Theory for Nonstationary Panel Data
by Peter C. B. Phillips & Hyungsik R. Moon

Nonstationary Binary Choice
by Peter C. B. Phillips & Joon Y. Park

Estimation of Autoregressive Roots Near Unity Using Panel Data
by Hyungsik R. Moon & Peter C. B. Phillips

Discrete Fourier Transforms of Fractional Processes
by Peter C. B. Phillips

Unit Root Log Periodogram Regression
by Peter C. B. Phillips

Nonlinear Econometric Models with Cointegrated and
Deterministically Trending Regressors
by Yoosoon Chang & Joon Y. Park & Peter C. B. Phillips

Maximum Likelihood Estimation in Panels with Incidental Trends
by Hyungsik R. Moon & Peter C. B. Phillips

Trending Time Series and Macroeconomic Activity: Some Present
and Future Challenges
by Peter C. B. Phillips

Modified Local Whittle Estimation of the Memory Parameter in
the Nonstationary Case
by Katsumi Shimotsu & Peter C. B. Phillips

Local Whittle Estimation in Nonstationary and Unit Root Cases
by Katsumi Shimotsu & Peter C. B. Phillips

Pooled Log Periodogram Regression
by Katsumi Shimotsu & Peter C. B. Phillips

GMM Estimation of Autoregressive Roots Near Unity with Panel
Data
by Hyungsik Roger Moon & Peter C. B. Phillips

Forecasting New Zealand's Real GDP
by Aaron F. Schiff & Peter C. B. Phillips

Structural Change in Tail Behavior and the Asian Financial
Crisis
by Carmela E. Quintos & Zhenhong Fan & Peter C. B. Phillips

Second Order Expansions for the Distribution of the Maximum
Likelihood Estimator of the Fractional Difference Parameter
by Offer Lieberman & Peter C. B. Phillips

Gaussian Estimation of Continuous Time Models of the Short Term
Interest Rate
by Jun Yu & Peter C. B. Phillips

Regression with Slowly Varying Regressors
by Peter C. B. Phillips

Nonparametric Estimation of a Multifactor HeathJarrowMorton
Model: An Integrated Approach
by Andrew Jeffrey & Linton, Oliver Linton & Thong Nguyen & Peter C. B. Phillips

A CUSUM Test for Cointegration Using Regression Residuals
by Zhijie Xiao & Peter C. B. Phillips

Bootstrapping Spurious Regression
by Peter C. B. Phillips

Nonlinear Instrumental Variable Estimation of an
Autoregression
by Peter C. B. Phillips & Joon Y. Park & Yoosoon Chang

Fully Nonparametric Estimation of Scalar Diffusion Models
by Federico M. Bandi & Peter C. B. Phillips

Dynamic Panel Estimation and Homogeneity Testing Under Cross
Section Dependence
by Peter C. B. Phillips & Donggyu Sul

Efficient Regression in Time Series Partial Linear Models
by Peter C. B. Phillips & Binbin Guo & Zhijie Xiao

Nonstationary Discrete Choice
by Ling Hu & Peter C. B. Phillips

Dynamics of the Federal Funds Target Rate: A Nonstationary
Discrete Choice Approach
by Ling Hu & Peter C. B. Phillips

Nonlinear LogPeriodogram Regression for Perturbed Fractional
Processes
by Yixiao Sun & Peter C. B. Phillips

Exact Local Whittle Estimation of Fractional Integration
by Katsumi Shimotsu & Peter C. B. Phillips

The KPSS Test with Seasonal Dummies
by Sainan Jin & Peter C. B. Phillips

Error Bounds and Asymptotic Expansions for Toeplitz Product
Functionals of Unbounded Spectra
by Offer Lieberman & Peter C. B. Phillips

GMM Estimation of Autoregressive Roots Near Unity with Panel
Data
by Hyungsik Roger Moon & Peter C. B. Phillips

Fractional Brownian Motion as a Differentiable
Generalized Gaussian Process
by Victoria ZindeWalsh & Peter C. B. Phillips

Jackknifing Bond Option Prices
by Peter C. B. Phillips & Jun Yu

Vision and Influence in Econometrics: John Denis Sargan
by Peter C. B. Phillips

Laws and Limits of Econometrics
by Peter C. B. Phillips

The Elusive Empirical Shadow of Growth Convergence
by Peter C. B. Phillips & Donggyu Sul

Consistent HAC Estimation and Robust Regression Testing Using
Sharp Origin Kernels with No Truncation
by Peter C. B. Phillips & Yixiao Sun & Sainan Jin

Incidental Trends and the Power of Panel Unit Root Tests
by Hyungsik Roger Moon & Benoit Perron & Peter C. B. Phillips

Prewhitening Bias in HAC Estimation
by Donggyu Sul & Peter C. B. Phillips & Choi, ChiYoung

Long Run Variance Estimation Using Steep Origin
Kernels without Truncation
by Peter C. B. Phillips & Yixiao Sun & Sainan Jin

Bias in Dynamic Panel Estimation with Fixed Effects, Incidental
Trends and Cross Section Dependence
by Peter C. B. Phillips & Donggyu Sul

A Note on the Saddlepoint Approximation in the First Order
NonCircular Autoregression
by Peter C. B. Phillips

A Model of Output, Employment, Capital Formation and Inflation
by R. W. Bailey & V. B. Hall & Peter C. B. Phillips

On a Lemma of Amemiya
by Peter C. B. Phillips

The Characteristic Function of the F Distribution
by Peter C. B. Phillips

Best Uniform Approximation to Probability Densities in
Econometrics
by Peter C. B. Phillips

Characteristic Functions and the Tail Behavior of Probability
Distributions
by Peter C. B. Phillips

On the Behavior of Inconsistent Instrumental Variable Estimators
by Esfandier Maasoumi & Peter C. B. Phillips

On the Consistency of NonLinear FIML
by Phillips, Peter C. B.

A New Approach to Small Sample Theory
by Peter C. B. Phillips

Marginal Densities of Instrumental Variable Estimators in the
General Single Equation Case
by Peter C. B. Phillips

Small Sample Distribution Theory in Econometric Models of
Simultaneous Equations
by Peter C. B. Phillips

Exact Small Sample Theory in the Simultaneous Equations Model
by Peter C. B. Phillips

On the Exact Distribution of LIML (revised and extended,
see CFDP 658)
by Peter C. B. Phillips

The Distribution of Matrix Quotients
by Peter C. B. Phillips

Failure of the Alternation Theorem in Rational Approximations
Over C_0(infinity,infinity)
by Peter C. B. Phillips

ERA's: A New Approach to Small Sample Theory
by Peter C. B. Phillips

The Exact Distribution of LIML: I
by Peter C. B. Phillips

The Exact Distribution of LIML: II
by Peter C. B. Phillips

On University Education in Econometrics: Remarks on an Article
by Eric R. Sowey
by Peter C. B. Phillips

The Exact Distribution of Zellner's SUR
by Peter C. B. Phillips

The Exact Distribution of Exogenous Variable Coefficient
Estimators
by Peter C. B. Phillips

The Exact Distribution of the SteinRule Estimator
by Peter C. B. Phillips

Finite Sample Econometrics Using ERA's
by Peter C. B. Phillips

Testing for Serial Correlation and Unit Roots Using a Computer
Function Routine Bases on ERA's
by Peter C. B. Phillips & R. C. Reiss

The Exact Distribution of the Wald Statistic
by Peter C. B. Phillips

An Everywhere Convergent Series Representation of the
Distribution of Hotelling's Generalized T_{0}^{2}
by Peter C. B. Phillips

The Exact Distribution of the Wald Statistic: The NonCentral
Case
by Sam Ouliaris & Peter C. B. Phillips

The Distribution of FIML in the Leading Case
by Peter C. B. Phillips

Time Series Regression with a Unit Root
by Peter C. B. Phillips

Understanding Spurious Regressions in Econometrics
by Peter C. B. Phillips

Asymptotic Expansions in Nonstationary Vector Autoregressions
by Peter C. B. Phillips

Fractional Matrix Calculus and the Distribution of Multivariate
Tests
by Peter C. B. Phillips

Multiple Time Series Regression with Integrated Processes
by Peter C. B. Phillips & Steven N. Durlauf

Regression Theory for NearIntegrated Time Series
by Peter C. B. Phillips

Towards a Unified Asymptotic Theory for Autoregression
by Peter C. B. Phillips

Best Median Unbiased Estimation in Linear Regression with
Bounded Asymmetric Loss Functions
by Donald W. K. Andrews & Peter C. B. Phillips

Trends Versus Random Walks in Time Series Analysis
by Steven N. Durlauf & Peter C. B. Phillips

Testing for a Unit Root in Time Series Regression
by Peter C. B. Phillips & Pierre Perron

Weak Convergence to the Matrix Stochastic Integral BdB
by Peter C. B. Phillips

On the Formulation of Wald Tests of Nonlinear Restrictions
by Peter C. B. Phillips & Joon Y. Park

Asymptotic Equivalence of OLS and GLS in Regressions with
Integrated Regressors
by Peter C. B. Phillips & Joon Y. Park

Testing for Cointegration Using Principal Component Measures
by Peter C. B. Phillips & Sam Ouliaris

Statistical Inference in Regressions with Integrated Processes:
Part 1
by Peter C. B. Phillips & Joon Y. Park

Statistical Inference in Regressions with Integrated Processes:
Part 2
by Peter C. B. Phillips & Joon Y. Park

Spherical Matrix Distributions and Cauchy Quotients
by Peter C. B. Phillips

Conditional and Unconditional Statistical Independence
by Peter C. B. Phillips

Bimodal tRatios
by Peter C. B. Phillips & Vassilis A. Hajivassiliou

Partially Identified Econometric Models
by Peter C. B. Phillips

Weak Convergence of Sample Covariance Matrices to Stochastic
Integrals via Martingale Approximations
by Peter C. B. Phillips

Asymptotic Properties of Residual Based Tests for Cointegration
by Peter C. B. Phillips & Sam Ouliaris

Multiple Regression with Integrated Time Series
by Peter C. B. Phillips

The Characteristic Function of the Dirichlet and Multivariate F
Distributions
by Peter C. B. Phillips

Optimal Inference in Cointegrated Systems
by Peter C. B. Phillips

Statistical Inference in Instrumental Variables
by Peter C. B. Phillips & Bruce E. Hansen

Spectral Regression for Cointegrated Time Series
by Peter C. B. Phillips

Testing for a Unit Root in the Presence of a Maintained Trend
by Peter C. B. Phillips & Sam Ouliaris & Joon Y. Park

Estimation and Inference in Models of Cointegration: A
Simulation Study
by Peter C. B. Phillips & Bruce E. Hansen

Error Correction and Long Run Equilibrium in Continuous Time
by Peter C. B. Phillips

A New Proof of Knight's Theorem on the Cauchy Distribution
by Peter C. B. Phillips

Reflections on Econometric Methodology
by Peter C. B. Phillips

Time Series Regression with a Unit Root and Infinite Variance
Errors
by Peter C. B. Phillips

The DurbinWatson Ratio Under Infinite Variance Errors
by Peter C. B. Phillips & Mico Loretan

Testing for a Unit Root by Generalized Least Squares Methods in
the Time and Frequency Domains
by Peter C. B. Phillips & In Choi

Estimating Long Run Economic Equilibria
by Peter C. B. Phillips & Mico Loretan

Asymptotic and Finite Sample Distribution Theory for IV Estimators
and Tests in Partially Identified Structural Equations
by In Choi & Peter C. B. Phillips

Asymptotics for Linear Processes
by Peter C. B. Phillips & Victor Solo

Testing for a Unit Root in the Presence of Deterministic Trends
by Peter C. B. Phillips & Peter Schmidt

Testing Covariance Stationarity Under Moment Condition Failure
with an Application to Common Stock Returns
by Peter C. B. Phillips & Mico Loretan

Operational Algebra and Regression tTests
by Peter C. B. Phillips

A Shortcut to LAD Estimator Asymptotics
by Peter C. B. Phillips

To Criticize the Critics: An Objective Bayesian Analysis of
Stochastic Trends
by Peter C. B. Phillips

Vector Autoregression and Causality
by Hiro Y. Toda & Peter C. B. Phillips

The Spurious Effect of Unit Roots on Exogeneity Tests in Vector
Autoregressions: An Analytical Study
by Hiro Y. Toda & Peter C. B. Phillips

Testing the Null Hypothesis of Stationarity Against the
Alternative of a Unit Root: How Sure Are We That Economic Time Series
Have a Unit Root?
by Denis Kwiatkowski & Peter C. B. Phillips & Peter Schmidt

Time Series Modelling with a Bayesian Frame of Reference: 1.
Concepts and Illustrations
by Peter C. B. Phillips & Werner Ploberger

Bayesian Routes and Unit Roots: de rebus prioribus semper est
disputandum
by Peter C. B. Phillips

A Reexamination of the Consumption Function Using Frequency
Domain Regressors
by Dean Corbea & Sam Ouliaris & Peter C. B. Phillips

Unit Roots
by Peter C. B. Phillips

The Tail Behavior of Maximum Likelihood Estimates of
Cointegrating Coefficients in Error Correction Models
by Peter C. B. Phillips

Accelerated Asymptotics for Diffusion Model Estimation
by Federico Bandi & Peter C. B. Phillips

Exact Local Whittle Estimation of Fractional Integration
by Katsumi Shimotsu & Peter C. B. Phillips

Testing forUnit Root in the Presence of Deterministic Trends.
by Schmidt, P. & Phillips, P. C. B.

Testing the Null Hypothesis of Stationarity Against the Alternative of Unit Root : How Sure are we that Economic Time Series have a Unit Root?
by Kwiatkowski, D. & Phillips, P. C. B. & Schmidt, P.

Nonstationary Binary Choice
by Joon Y. Park & Peter C. B. Phillips

Nonlinear Regressions with Integrated Time Series
by Joon Y. Park & Peter C. B. Phillips

Reflections on Econometric Methodology.
by Phillips, P. C. B.

A Primer on Unit Root Testing.
by Phillips, Peter C. B. & Xiao, Zhijie

Reflections on the Day.
by Phillips, Peter C. B.

LM Tests for a Unit Root in the Presence of Deterministic Trends.
by Schmidt, Peter & Phillips, C. B. Peter

Maximum Likelihood Estimation in Panels with Incidental Trends.
by Moon, Hyungsik R. & Phillips, Peter C. B.

Finite Sample Theory and the Distributions of Alternative Estimators of the Marginal Propensity to Consume.
by Phillips, P. C. B.

Multiple Time Series Regression with Integrated Processes.
by Phillips, P. C. B. & Durlauf, S. N.

Statistical Inference in Instrumental Variables Regression with I(1) Processes.
by Phillips, Peter C. B. & Hansen, Bruce E.

Estimating Longrun Economic Equilibria.
by Phillips, Peter C. B. & Loretan, Mico

Structural Change Tests in Tail Behaviour and the Asian Crisis.
by Quintos, Carmela & Fan, Zhenhong & Phillips, Peter C. B.

A Theorem on the Tail Behaviour of Probability Distributions with
an Application to the Stable Family.
by P. C. B. Phillips

Laws and Limits of Econometrics
by Peter C. B. Phillips

The Structural Estimation of a Stochastic Differential Equation System.
by Phillips, P. C. B.

The Estimation of Some Continuous Time Models.
by Phillips, P. C. B.

The Iterated Minimum Distance Estimator and the QuasiMaximum Likelihood Estimator.
by Phillips, P. C. B.

Approximations to Some Finite Sample Distributions Associated with a FirstOrder Stochastic Difference Equation.
by Phillips, Peter C. B.

A General Theorem in the Theory of Asymptotic Expansions as Approximations to the Finite Sample Distributions of Econometric Estimators.
by Phillips, Peter C. B.

A Saddlepoint Approximation to the Distribution of the kClass Estimator of a Coefficient in a Simultaneous System.
by Holly, A. & Phillips, P. C. B.

The Exact Distribution of Instrumental Variable Estimators in an Equation Containing n + 1 Endogenous Variables.
by Phillips, P. C. B.

On the Consistency of Nonlinear FIML.
by Phillips, P. C. B.

ERAs: A New Approach to Small Sample Theory.
by Phillips, Peter C. B.

The Exact Distribution of the SUR Estimator.
by Phillips, Peter C. B.

The Exact Distribution of the Wald Statistic.
by Phillips, P. C. B.

Time Series Regression with a Unit Root.
by Phillips, P. C. B.

Regression Theory for NearIntegrated Time Series.
by Phillips, Peter C. B.

On the Formulation of Wald Tests of Nonlinear Restrictions.
by Phillips, Peter C. B. & Park, Joon Y.

Trends versus Random Walks in Time Series Analysis.
by Durlauf, Steven N. & Phillips, Peter C. B.

Asymptotic Properties of Residual Based Tests for Cointegration.
by Phillips, Peter C. B. & Ouliaris, S.

Optimal Inference in Cointegrated Systems.
by Phillips, P. C. B.

Error Correction and LongRun Equilibrium in Continuous Time.
by Phillips, P. C. B.

Vector Autoregressions and Causality.
by Toda, Hiro Y. & Phillips, Peter C. B.

Some Exact Distribution Theory for Maximum Likelihood Estimators of Cointegrating Coefficients in Error Correction Models.
by Phillips, Peter C. B.

Fully Modified Least Squares and Vector Autoregression.
by Phillips, Peter C. B.

An Asymptotic Theory of Bayesian Inference for Time Series.
by Phillips, Peter C. B. & Ploberger, Werner

Econometric Model Determination.
by Phillips, Peter C. B.

New Tools for Understanding Spurious Regressions
by Peter C. B. Phillips

Linear Regression Limit Theory for Nonstationary Panel Data
by Peter C. B. Phillips & Hyungsik R. Moon

Nonstationary Binary Choice
by Joon Y. Park & Peter C. B. Phillips

Nonlinear Regressions with Integrated Time Series.
by Park, Joon Y. & Phillips, Peter C. B.

Band Spectral Regression with Trending Data
by Dean Corbae & Sam Ouliaris & Peter C. B. Phillips

Fully Nonparametric Estimation of Scalar Diffusion Models
by Federico M. Bandi & Peter C. B. Phillips

Empirical Limits for Time Series Econometric Models
by Werner Ploberger & Peter C. B. Phillips

GMM Estimation of Autoregressive Roots Near Unity with Panel Data
by Hyungsik Roger Moon & Peter C. B. Phillips

An ADF coefficient test for a unit root in ARMA models of unknown order with empirical applications to the US economy
by ZHIJE XIAO & PETER C. B. PHILLIPS

Nonlinear econometric models with cointegrated and deterministically trending regressors
by YOOSOON CHANG & JOON Y. PARK & PETER C. B. PHILLIPS

A Gaussian approach for continuous time models of the shortterm interest rate
by JUN YU & PETER C. B. PHILLIPS

Dynamic panel estimation and homogeneity testing under cross section dependence *
by Peter C. B. Phillips & Donggyu Sul

The Exact Distribution of LIML: I.
by Phillips, Peter C. B.

The Exact Distribution of LIML: II.
by Phillips, Peter C. B.

The Distribution of FIML in the Leading Case.
by Phillips, P. C. B.

Robust Tests of Forward Exchange Market Efficiency with Empirical Evidence from the 1920s.
by Phillips, Peter C. B. & McFarland, James W. & McMahon, Patrick C.

Descriptive econometrics for nonstationary time series with empirical illustrations
by Peter C. B. Phillips

Rethinking an old empirical puzzle: econometric evidence on the forward discount anomaly
by Alex Maynard & Peter C. B. Phillips

To Criticize the Critics: An Objective Bayesian Analysis of Stochastic Trends.
by Phillips, P. C. B.

Bayesian Routes and Unit Roots: De Rebus Prioribus Semper Est Disputandum.
by Phillips, P. C. B.

Parameter Constancy in Cointegrating Regressions.
by Quintos, Carmela E. & Phillips, Peter C. B.

A Reexamination of the Consumption Function Using Frequency Domain Regressions.
by Corbae, Dean & Ouliaris, Sam & Phillips, Peter C. B.

Challenges of Trending Time Series Econometrics
by Peter C. B. Phillips

The Elusive Empirical Shadow of Growth Convergence
by Peter C. B. Phillips & Donggyu Sul

The spurious effect of unit roots on vector autoregressions : An analytical study
by Toda, Hiro Y. & Phillips, Peter C. B.

Long Run Variance Estimation Using Steep Origin Kernels Without Truncation
by Peter C. B. Phillips & Sainan Jin & Yixiao Sun

Bayesian prediction a response
by Phillips, Peter C. B.

Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation
by Peter C. B. Phillips & Sainan Jin & Yixiao Sun

Uniform Limit Theory for Stationary Autoregression
by Liudas Giraitis & Peter C. B. Phillips

Bayesian model selection and prediction with empirical applications
by Phillips, Peter C. B.

Automated Discovery in Econometrics
by Peter C. B. Phillips

Model selection in partially nonstationary vector autoregressive processes with reduced rank structure
by Chao, John C. & Phillips, Peter C. B.

Prewhitening Bias in HAC Estimation
by Peter C. B. Phillips & ChiYoung Choi & Donggyu Sul

Testing for a unit root by frequency domain regression
by Choi, In & Phillips, Peter C. B.

HAC Estimation by Automated Regression
by Peter C. B. Phillips

Regression Asymptotics Using Martingale Convergence Methods
by Rustam Ibragimov & Peter C. B. Phillips

Testing the null hypothesis of stationarity against the alternative of a unit root : How sure are we that economic time series have a unit root?
by Kwiatkowski, Denis & Phillips, Peter C. B. & Schmidt, Peter & Shin, Yongcheol

The DurbinWatson ratio under infinitevariance errors
by Phillips, Peter C. B. & Loretan, Mico

Higherorder approximations for frequency domain time series regression
by Xiao, Zhijie & Phillips, Peter C. B.

Expansions for Approximate Maximum Likelihood Estimators of
the Fractional Difference Parameter
by Offer Lieberman & Peter C. B. Phillips

Impulse response and forecast error variance asymptotics in nonstationary VARs
by Phillips, Peter C. B.

Fully modified IV, GIVE and GMM estimation with possibly nonstationary regressors and instruments
by Kitamura, Yuichi & Phillips, Peter C. B.

Bias in Dynamic Panel Estimation with Fixed Effects, Incidental Trends and Cross Section Dependence
by Peter C. B. Phillips & Donggyu Sul

Testing the covariance stationarity of heavytailed time series: An overview of the theory with applications to several financial datasets
by Loretan, Mico & Phillips, Peter C. B.

Asymptotic and finite sample distribution theory for IV estimators and tests in partially identified structural equations
by Choi, In & Phillips, Peter C. B.

Limit Theory for Moderate Deviations from a Unit Root
by Peter C. B. Phillips & Tassos Magdalinos

Incidental Trends and the Power of Panel Unit Root Tests
by Peter C. B. Phillips & Hyungsik Roger Moon & Benoit Perron

The KPSS test with seasonal dummies
by Phillips, Peter C. B. & Jin, Sainan

Forward exchange market unbiasedness: the case of the Australian dollar since 1984
by Phillips, Peter C. B. & McFarland, James W.

Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation
by Sainan Jin & Peter Phillips & Yixiao Sun

GMM with Many Moment Conditions
by Peter C. B. Phillips & Chirok Han

Nonlinear instrumental variable estimation of an autoregression
by Phillips, Peter C. B. & Park, Joon Y. & Chang, Yoosoon

Nonstationary discrete choice
by Hu, Ling & Phillips, Peter C. B.

Inference in Arch and Garch Models with HeavyTailed Errors
by Peter Hall & Qiwei Yao

Phillips on Fisher's Equation
by Peter C. B. Phillips

Does Gnp Have a Unit Root? a Reevaluation
by Perron, P. & Phillips, P. C. B.

Posterior distributions in limited information analysis of the simultaneous equations model using the Jeffreys prior
by Chao, J. C. & Phillips, P. C. B.

Testing for a Unit Root in Time Series Regression
by Phillips, P. C. B.

Jackknifing Bond Option Prices
by Peter C. B. Phillips

Trending time series and macroeconomic activity: Some present and future challenges
by Phillips, Peter C. B.

A CUSUM test for cointegration using regression residuals
by Xiao, Zhijie & Phillips, Peter C. B.

Higher order approximations for Wald statistics in time series regressions with integrated processes
by Xiao, Zhijie & Phillips, Peter C. B.

Nonlinear logperiodogram regression for perturbed fractional processes
by Sun, Yixiao & Phillips, Peter C. B.

Limit Theory for Moderate Deviations from a Unit Root under
Weak Dependence
by Peter C. B. Phillips & Tassos Magadalinos

Economic Transition and Growth
by Peter C. B. Phillips & Donggyu Sul

New unit root asymptotics in the presence of deterministic trends
by Phillips, Peter C. B.

GMM with Many Moment Conditions
by Chirok Han & Peter C. B. Phillips

Improved HAR Inference
by Peter C. B. Phillips & Yixiao Sun & Sainan Jin

Jeffreys prior analysis of the simultaneous equations model in the case with n+1 endogenous variables
by Chao, John C. & Phillips, Peter C. B.

Nonstationary Discrete Choice: A Corrigendum and Addendum
by Peter C. B. Phillips & Sainan Jin & Ling Hu

A TwoStage Realized Volatility Approach to the Estimation for
Diffusion Processes from Discrete Observations
by Peter C. B. Phillips & Jun Yu

A Simple Approach to the Parametric Estimation of Potentially
Nonstationary Diffusions
by Federico M. Bandi & Peter C. B. Phillips

Prewhitening Bias in HAC Estimation
by Donggyu Sul & Peter C. B. Phillips & ChiYoung Choi

Uniform limit theory for stationary autoregression
by L. Giraitis & P. C. B. Phillips

A Little Magic with the Cauchy Distribution
by Peter C. B. Phillips

Error bounds and asymptotic expansions for toeplitz product functionals of unbounded spectra
by Offer Lieberman & Peter C. B. Phillips

A New Approach to Robust Inference in Cointegration
by Sainan Jin & Peter C. B. Phillips & Yixiao Sun

A Rexamination of the Consumption Function Using Frequency Domain
Regressions.
by Corbae, D. & Ouliaris, S. & Phillips, P. C. B.

Incidental Trends and the Power of Panel Unit Root Tests
by Hyungsik Roger Moon & Benoit Perron & Peter C. B. Phillips

Band Spectral Regression with Trending Data.
by Corbae, D. & Ouliaris, S. & Phillips, P. C. B.

A Remark on Bimodality and Weak Instrumentation in Structural
Equation Estimation
by Peter C. B. Phillips

Testing Linearity in Cointegrating Relations with an Application
to Purchasing Power Parity
by Seung Hyun Hong & Peter C. B. Phillips

Expansions for approximate maximum likelihood estimators of the fractional difference parameter
by Offer Lieberman & Peter C. B. Phillips

Exact small sample theory in the simultaneous equations model
by Phillips, P. C. B.
edited by

Indirect Inference for Dynamic Panel Models
by Christian Gourieroux & Peter C. B. Phillips & Jun Yu

Optimal Estimation of Cointegrated Systems with Irrelevant
Instruments
by Peter C. B. Phillips

Sinusoidal Modeling Applied to Spatially Variant
Tropospheric Ozone Air Pollution
by Nicholas Z. Muller & Peter C. B. Phillips

Optimal Bandwidth Selection in
HeteroskedasticityAutocorrelation Robust Testing
by Yixiao Sun & Peter C. B. Phillips & Sainan Jin

Refined Inference on Long Memory in Realized Volatility
by Offer Lieberman & Peter C. B. Phillips

Gaussian Inference in AR(1) Time Series with or without a Unit
Root
by Peter C. B. Phillips & Chirok Han

Uniform Limit Theory for Stationary Autoregression
by Liudas Giraitis & Peter C. B. Phillips

Local Whittle estimation of fractional integration and some of its variants
by Shimotsu, Katsumi & Phillips, Peter C. B.

GMM with Many Moment Conditions
by Chirok Han & Peter C. B. Phillips

Inference in Autoregression under Heteroskedasticity
by Peter C. B. Phillips & KeLi Xu

A new approach to robust inference in cointegration
by Jin, Sainan & Phillips, Peter C. B. & Sun, Yixiao

The problem of identification in finite parameter continuous time models
by Phillips, P. C. B.

Conditional and unconditional statistical independence
by Phillips, Peter C. B.

Does GNP have a unit root? : A reevaluation
by Perron, Pierre & Phillips, Peter C. B.

Understanding spurious regressions in econometrics
by Phillips, P. C. B.

The sampling distribution of forecasts from a firstorder autoregression
by Phillips, Peter C. B.

An approximation to the finite sample distribution of Zellner's seemingly unrelated regression estimator
by Phillips, Peter C. B.

On the behavior of inconsistent instrumental variable estimators
by Maasoumi, Esfandiar & Phillips, Peter C. B.

The concentration ellipsoid of a random vector
by Phillips, P. C. B.

The exact distribution of the Steinrule estimator
by Phillips, P. C. B.

The exact distribution of exogenous variable coefficient estimators
by Phillips, P. C. B.

A simple proof of the latent root sensitivity formula
by Phillips, P. C. B.

Testing for cointegration using principal components methods
by Phillips, P. C. B. & Ouliaris, S.

Comments on “A Selective Overview of Nonparametric Methods in Financial Econometrics” by Jianqing Fan
by Peter C. B. Phillips & Jun Yu

Comment on “Realized Variance and Market Microstructure Noise” by Peter R. Hansen and Asger Lunde
by Peter C. B. Phillips & Jun Yu

SPECTRAL DENSITY ESTIMATION AND ROBUST HYPOTHESIS TESTING USING STEEP ORIGIN KERNELS WITHOUT TRUNCATION
by Peter C. B. Phillips & Yixiao Sun & Sainan Jin

Limit theory for moderate deviations from a unit root
by Phillips, Peter C. B. & Magdalinos, Tassos

A Complete Asymptotic Series for the Autocovariance Function of
a Long Memory Process
by Offer Lieberman & Peter C. B. Phillips

Jackknifing Bond Option Prices
by Jun Yu & Peter Phillips

Log Periodogram Regression: The Nonstationary Case
by Chang Sik Kim & Peter C. B. Phillips

Adaptive Estimation of Autoregressive Models with TimeVarying
Variances
by KeLi Xu & Peter C. B. Phillips

Information Loss in Volatility Measurement with Flat Price Trading
by Peter C. B. Phillips & Jun Yu

Maximum Likelihood and Gaussian Estimation of Continuous Time
Models in Finance
by Peter C. B. Phillips & Jun Yu

Adaptive Estimation of Autoregressive Models with TimeVarying
Variances
by KeLi Xu & Peter C. B. Phillips

GMM Estimation for Dynamic Panels with Fixed Effects and Strong
Instruments at Unity
by Chirok Han & Peter C. B. Phillips

Transition Modeling and Econometric Convergence Tests
by Peter C. B. Phillips & Donggyu Sul

Asymptotic Theory for Local Time Density Estimation and
Nonparametric Cointegrating Regression
by Qiying Wang & Peter C. B. Phillips

Simulationbased Estimation of Contingentclaims Prices
by Peter C. B. Phillips & Jun Yu

Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence
by Phillips, Peter C. B. & Sul, Donggyu

A simple approach to the parametric estimation of potentially nonstationary diffusions
by Bandi, Federico M. & Phillips, Peter C. B.

Comment
by Phillips, Peter C. B. & Yu, Jun

Information Loss in Volatility Measurement with Flat Price Trading
by Peter C. B. Phillips & Jun Yu

An Introduction to Best Empirical Models when the Parameter Space is Infinite Dimensional
by Werner Ploberger & Peter C. B. Phillips

Unit root log periodogram regression
by Phillips, Peter C. B.

Long Run Covariance Matrices for Fractionally Integrated Processes
by Peter C. B. Phillips & Chang Sik Kim

Exact Distribution Theory in Structural Estimation with an Identity
by Peter C. B. Phillips

Tilted Nonparametric Estimation of Volatility Functions
by Peter C. B. Phillips & KeLi Xu

Limit Theory for Explosively Cointegrated Systems
by Peter C. B. Phillips & Tassos Magdalinos

Nonstationary panel data analysis: an overview of some recent developments
by Peter Phillips & Hyungsik Moon

Some empirics on economic growth under heterogeneous technology
by Phillips, Peter C. B. & Sul, Donggyu

Transition Modeling and Econometric Convergence Tests
by Peter C. B. Phillips & Donggyu Sul

Incidental trends and the power of panel unit root tests
by Moon, Hyungsik Roger & Perron, Benoit & Phillips, Peter C. B.

Adaptive estimation of autoregressive models with timevarying variances
by Xu, KeLi & Phillips, Peter C. B.

Nonstationary discrete choice: A corrigendum and addendum
by Phillips, Peter C. B. & Jin, Sainan & Hu, Ling

Optimal Bandwidth Selection in HeteroskedasticityAutocorrelation Robust Testing
by Yixiao Sun & Peter C. B. Phillips & Sainan Jin

Smoothing LocaltoModerate Unit Root Theory
by Peter C. B. Phillips & Tassos Magdalinos & Liudas Giraitis

Semiparametric Cointegrating Rank Selection
by Xu Cheng & Peter C. B. Phillips

Optimal Bandwidth Choice for Interval Estimation in GMM Regression
by Yixiao Sun & Peter C. B. Phillips

Long Memory and Long Run Variation
by Peter C. B. Phillips

Unit Root Model Selection
by Peter C. B. Phillips

Unit Root and Cointegrating Limit Theory When Initialization Is in the
Infinite Past
by Peter C. B. Phillips & Tassos Magdalinos

Refined Inference on Long Memory in Realized Volatility
by Offer Lieberman & Peter Phillips

Structural Nonparametric Cointegrating Regression
by Qiying Wang & Peter C. B. Phillips

Local Limit Theory and Spurious Nonparametric Regression
by Peter C. B. Phillips

Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values?
by Peter C. B. Phillips & Yangru Wu & Jun Yu

The Econometric Theory Awards 2006
by Phillips, Peter C. B.

The Econometric Theory Awards 2005
by Phillips, Peter C. B.

EXPANSIONS FOR THE DISTRIBUTION OF THE MAXIMUM LIKELIHOOD ESTIMATOR OF THE FRACTIONAL DIFFERENCE PARAMETER
by Lieberman, Offer & Phillips, Peter C. B.

The Econometric Theory Awards 2004
by Phillips, Peter C. B.

EDITOR'S TRIBUTE
by Phillips, Peter C. B.

The 2002 Econometric Theory Awards
by Phillips, Peter C. B.

ESTIMATION OF AUTOREGRESSIVE ROOTS NEAR UNITY USING PANEL DATA
by Moon, Hyungsik R. & Phillips, Peter C. B.

GAUSSIAN INFERENCE IN AR(1) TIME SERIES WITH OR WITHOUT A UNIT ROOT
by Phillips, Peter C. B. & Han, Chirok

LONGRUN COVARIANCE MATRICES FOR FRACTIONALLY INTEGRATED PROCESSES
by Phillips, Peter C. B. & Kim, Chang Sik

02.3.1. Regression with an Evaporating Logarithmic Trend Solution
by Phillips, Peter C. B. & Sun, Yixiao

REGRESSION ASYMPTOTICS USING MARTINGALE CONVERGENCE METHODS
by Ibragimov, Rustam & Phillips, Peter C. B.

EFFICIENT DETRENDING IN COINTEGRATING REGRESSION
by Xiao, Zhijie & Phillips, Peter C. B.

REGRESSION WITH SLOWLY VARYING REGRESSORS AND NONLINEAR TRENDS
by Phillips, Peter C. B.

NOTES AND PROBLEMS: A new format for the PROBLEMS AND SOLUTIONS SERIES
by Paruolo, Paolo & Phillips, Peter C. B.

VISION AND INFLUENCE IN ECONOMETRICS: JOHN DENIS SARGAN
by Phillips, Peter C. B.

The Econometric Theory Awards 2007
by Phillips, Peter C. B.

ECONOMETRIC SOCIETY INTENSIVE WORKSHOP FOR YOUNG SCHOLARS
by Oxley, Les & Phillips, Peter C. B.

HAC ESTIMATION BY AUTOMATED REGRESSION
by Phillips, Peter C. B.

Asymptotic Theory for Zero Energy Density Estimation with
Nonparametric Regression Applications
by Qiying Wang & Peter C. B. Phillips

HOW TO ESTIMATE AUTOREGRESSIVE ROOTS NEAR UNITY
by Phillips, Peter C. B. & Moon, Hyungsik Roger & Xiao, Zhijie

Bootstrapping I(1) Data
by Peter C. B. Phillips

IN MEMORY OF JOHN DENIS SARGAN
by Phillips, Peter C. B.

AUTOMATED DISCOVERY IN ECONOMETRICS
by Phillips, Peter C. B.

AUTOMATED INFERENCE AND THE FUTURE OF ECONOMETRICS: A Colloquium for ET's 20th Anniversary
by Phillips, Peter C. B.

THE A.R. BERGSTROM PRIZE IN ECONOMETRICS: 2003
by Hall, V. B. & Phillips, P. C. B.

A REMARK ON BIMODALITY AND WEAK INSTRUMENTATION IN STRUCTURAL EQUATION ESTIMATION
by Phillips, Peter C. B.

THE A.R. BERGSTROM PRIZE IN ECONOMETRICS: 2005
by Hall, V. B. & Phillips, P. C. B.

THE A.R. BERGSTROM PRIZE IN ECONOMETRICS: 2007
by Hall, V. B. & Phillips, P. C. B.

ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES
by Park, Joon Y. & Phillips, Peter C. B.

THE BIOSAFETY PROTOCOL AND INTERNATIONAL TRADE IN GENETICALLY MODIFIED ORGANISMS
by Kerr, William A. & Phillips, Peter W. B.

THE 2003 2005 TJALLING C. KOOPMANS ECONOMETRIC THEORY PRIZE
by Phillips, Peter C. B.

LIMIT THEORY FOR EXPLOSIVELY COINTEGRATED SYSTEMS
by Phillips, Peter C. B. & Magdalinos, Tassos

ON THE BREITUNG TEST FOR PANEL UNIT ROOTS AND LOCAL ASYMPTOTIC POWER
by Moon, H. R. & Perron, B. & Phillips, P. C. B.

Mean and Autocovariance Function Estimation Near the Boundary of
Stationarity
by Liudas Giraitis & Peter C. B. Phillips

The distribution of matrix quotients
by Phillips, P. C. B.

Spherical matrix distributions and cauchy quotients
by Phillips, P. C. B.

An everywhere convergent series representation of the distribution of Hotelling's generalized T02
by Phillips, P. C. B.

OBITUARY
by Lahiri, Kajal & Phillips, Peter C. B.

Cointegrating Rank Selection in Models with TimeVarying
Variance
by Xu Cheng & Peter C. B. Phillips

MEETING OF THE NEW ZEALAND ECONOMETRIC STUDY GROUP (NZESG)
by Oxley, Les & Phillips, Peter C. B.

Weak convergence to the matrix stochastic integral [integral operator]01 B dB'
by Phillips, P. C. B.

THE 2000 2002 TJALLING C. KOOPMANS ECONOMETRIC THEORY PRIZE
by Phillips, Peter C. B.

THE TJALLING C. KOOPMANS ECONOMETRIC THEORY PRIZE: 1994 1996
by Phillips, Peter C. B.

A complete asymptotic series for the autocovariance function of a long memory process
by Lieberman, Offer & Phillips, Peter C. B.

A large deviation limit theorem for multivariate distributions
by Phillips, P. C. B.

LIMIT THEORY FOR COINTEGRATED SYSTEMS WITH MODERATELY INTEGRATED AND MODERATELY EXPLOSIVE REGRESSORS
by Magdalinos, Tassos & Phillips, Peter C. B.

Fully Modified Least Squares in I(2) Regression
by Phillips, Peter C. B. & Chang, Yoosoon

Spurious Regression in ForecastEncompassing Tests
by Phillips, Peter C. B.

Estimation and Testing in Linear Models with Singular Covariance Matrices
by Phillips, Peter C. B.

The Geometry of the Equivalence of OLS and GLS in the Linear Model
by Phillips, Peter C. B.

Information Loss in Volatility Measurement with Flat Price Trading
by Peter C. B. Phillips & Jun Yu

Spurious Regression in ForecastEncompassing Tests
by Phillips, Peter C. B.

Limit Theory in Cointegrated Vector Autoregressions
by Phillips, Peter C. B. & Toda, Hiro Y.

Posterior Odds Testing for a Unit Root with DataBased Model Selection
by Phillips, Peter C. B. & Ploberger, Werner

New Heraldry for ET
by Phillips, Peter C. B.

Dynamic Misspecification in Nonparametric Cointegrating Regression
by Ioannis Kasparis & Peter C. B. Phillips

Robust Nonstationary Regression
by Phillips, Peter C. B.

Some Exponential Martingales
by Phillips, Peter C. B. & Hodgson, Douglas J.

The Econometric Theory Awards
by Phillips, Peter C. B.

The Distribution of LIML in the Leading Case – Solution
by Phillips, Peter C. B.

Nonlinear Testing and Forecasting Asymptotics with Potential Rank Failure
by Phillips, Peter C. B.

ECONOMETRIC THEORY AND PRACTICE
by Phillips, Peter C. B.

Optimal Structural Estimation of Triangular Systems: II. The Nonstationary Case
by Phillips, Peter C. B.

Nonlinear Testing and Forecasting Asympotics with Potential Rank Failure
by Phillips, Peter C. B.

Testing Causality in an Autoregression with Cointegrated Regressors
by Phillips, Peter C. B. & Toda, Hiro

Efficiency of Maximum Likelihood
by Phillips, Peter C. B. & Pötscher, Benedikt M.

Efficient IV Estimation in Nonstationary Regression
by Kitamura, Yuichi & Phillips, Peter C. B.

Editorial
by Phillips, Peter C. B.

Spurious Regression and Generalized Least Squares
by Phillips, Peter C. B. & Hodgson, Douglas J.

Trending Multiple Time Series: Editor's Introduction
by Phillips, Peter C. B.

ASYMPTOTIC THEORY FOR LOCAL TIME DENSITY ESTIMATION AND NONPARAMETRIC COINTEGRATING REGRESSION
by Wang, Qiying & Phillips, Peter C. B.

Testing for Stationarity in the Components Representation of a Time Series
by Kwiatkowski, D. & Phillips, P. C. B. & Schmidt, P.

Optimal Structural Estimation of Triangular Systems: I. The Stationary Case
by Phillips, P. C. B.

Optimal Structural Estimation of Triangular Systems: II. The Nonstationary Case
by Phillips, Peter C. B. & Dolado, Juan J. & Boswijk, H. Peter

Unit Root Testing with Intermittent Data
by Phillips, Peter C. B.

Time Series Regression with Mixtures of Integrated Processes
by Chang, Yoosoon & Phillips, Peter C. B.

Bayes Methods and Unit Roots
by Phillips, Peter C. B. & Van Dijk, Herman K.

Simultaneous Equations Bias in Level VAR Estimation
by Phillips, P. C. B.

Reduced Rank Regression Asymptotics in Multivariate Regression – Solution
by Phillips, Peter C. B.

Joint Estimation of Equilibrium Coefficients and ShortRun Dynamics
by Phillips, P. C. B.

The Tjalling C. Koopmans Econometric Theory Prize
by Phillips, Peter C. B.

A Shortcut to LAD Estimator Asymptotics
by Phillips, P. C. B.

The A.R. Bergstrom Prize in Econometrics, 1996
by Hall, V. B. & Phillips, P. C. B.

Asymptotic Expansions in Nonstationary Vector Autoregressions
by Phillips, P. C. B.

Time Series Regression With a Unit Root and InfiniteVariance Errors
by Phillips, P. C. B.

Infinite Density at the Median and the Typical Shape of Stock Return
Distributions
by Chirok Han & Jin Seo Cho & Peter C. B. Phillips

Dynamic Misspecification in Nonparametric Cointegrating Regression
by Ioannis Kasparis & Peter C. B. Phillips

Nonparametric Structural Estimation via Continuous Location Shifts in
an Endogenous Regressor
by Peter C. B. Phillips & Liangjun Su

Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate
Asset Values?
by Peter C. B. Phillips & Yangru Wu & Jun Yu

ECONOMETRIC THEORY MEMORIAL TO ALBERT REX BERGSTROM–INTRODUCTION
by Chambers, Marcus J. & Phillips, Peter C. B. & Taylor, A. M. Robert

EXACT DISTRIBUTION THEORY IN STRUCTURAL ESTIMATION WITH AN IDENTITY
by Phillips, Peter C. B.

LAD Asymptotics under Conditional Heteroskedasticity with Possibly
Infinite Error Densities
by Jin Seo Cho & Chirok Han & Peter C. B. Phillips

A Paradox of Inconsistent Parametric and Consistent Nonparametric
Regression
by Peter C. B. Phillips & Liangjun Su

Semiparametric cointegrating rank selection
by Xu Cheng & P. eter C. B. Phillips

OBITUARY
by Hendry, David F. & Phillips, Peter C. B.

Economic transition and growth
by Peter C. B. Phillips & Donggyu Sul

SimulationBased Estimation of ContingentClaims Prices
by Peter C. B. Phillips & Jun Yu

LOCAL LIMIT THEORY AND SPURIOUS NONPARAMETRIC REGRESSION
by Phillips, Peter C. B.

Infinite Density at the Median and the Typical Shape of Stock Return Distributions
by Chirok Han & Jin Seo Cho & Peter C. B. Phillips

UNIT ROOT AND COINTEGRATING LIMIT THEORY WHEN INITIALIZATION IS IN THE INFINITE PAST
by Phillips, Peter C. B. & Magdalinos, Tassos

Long memory and long run variation
by Phillips, Peter C. B.

A twostage realized volatility approach to estimation of diffusion processes with discrete data
by Phillips, Peter C. B. & Yu, Jun

Dating the Timeline of Financial Bubbles During the Subprime Crisis
by Peter C. B. Phillips & Jun Yu

XDifferencing and Dynamic Panel Model Estimation
by Chirok Han & Peter C. B. Phillips & Donggyu Sul

Power Maximization and Size Control in Heteroskedasticity and
Autocorrelation Robust Tests with Exponentiated Kernels
by Yixiao Sun & Peter C. B. Phillips & Sainan Jin

LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities
by Jin Seo Cho & ChirokHan & Peter C. B. Phillips

Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values?
by Peter C. B. PHILIPS & Yangru WU & Jun YU

Two New Zealand Pioneer Econometricians
by Peter C. B. Phillips

Optimal Estimation under Nonstandard Conditions
by Werner Ploberger & Peter C. B. Phillips

GMM ESTIMATION FOR DYNAMIC PANELS WITH FIXED EFFECTS AND STRONG INSTRUMENTS AT UNITY
by Han, Chirok & Phillips, Peter C. B.

Testing Linearity in Cointegrating Relations With an Application to Purchasing Power Parity
by Hong, Seung Hyun & Phillips, Peter C. B.

Uniform Asymptotic Normality in Stationary and Unit Root Autoregression
by Chirok Han & Peter C. B. Phillips & Donggyu Sul

Bimodal tratios: the impact of thick tails on inference
by Carlo V. Fiorio & Vassilis A. Hajivassiliou & Peter C. B. Phillips

Structural Nonparametric Cointegrating Regression
by Qiying Wang & Peter C. B. Phillips

LAD ASYMPTOTICS UNDER CONDITIONAL HETEROSKEDASTICITY WITH POSSIBLY INFINITE ERROR DENSITIES
by Cho, Jin Seo & Han, Chirok & Phillips, Peter C. B.

Indirect inference for dynamic panel models
by Gouriéroux, Christian & Phillips, Peter C. B. & Yu, Jun

Semiparametric Estimation in Simultaneous Equations of Time Series Models
by Jiti Gao & Peter C. B. Phillips

Nonlinear Cointegrating Regression under Weak Identification
by Xiaoxia Shi & Peter C. B. Phillips

Dating the Timeline of Financial Bubbles during the Subprime Crisis
by Peter C. B. Phillips & Jun Yu

Semiparametric Estimation in Time Series of Simultaneous Equations
by Jiti Gao & Peter C. B. Phillips

The Mysteries of Trend
by Peter C. B. Phillips

Geometry of the Equivalence of OLS and GLS in the Linear Model
by Phillips, Peter C. B.

Corrigendum to “A Gaussian Approach for Continuous Time Models of the Short Term Interest Rate"
by Peter C. B. Phillips & Jun Yu

Partitioned Regression with RankDeficient Regressions
by Phillips, Peter C. B.

Simultaneous Equations Bias in Level VAR Estimation
by Phillips, Peter C. B.

The Limit Distribution of the Generalized Inverse of a Singular Covariance Matrix Estimate
by Phillips, Peter C. B.

A Conversation with Eric Ghysels
CoPresident of the Society for Financial Econometrics
by Peter C. B. Phillips & Jun Yu

Professor J. D. Sargan
by Phillips, Peter C. B.

Statistical Inference in Regressions with Integrated Processes: Part 1
by Park, Joon Y. & Phillips, Peter C. B.

Structural Estimation under Partial Identification
by Phillips, Peter C. B.

Statistical Inference in Regressions with Integrated Processes: Part 2
by Park, Joon Y. & Phillips, Peter C. B.

Measurement and High Finance
by Peter C. B. Phillips & Jun Yu & Eric Ghysels

Proffessor T.W. Anderson
by Phillips, Peter C. B.

Testing for Stationarity in the Components Representation of a Time Series
by Kwiatkowski, D. & Phillips, P. C. B. & Schmidt, P.

Weak Convergence of Sample Covariance Matrices to Stochastic Integrals Via Martingale Approximations
by Phillips, P. C. B.

The ET Interview: Professor James Durbin
by Phillips, Peter C. B.

Estimation and Testing in Linear Models with Singular Covariance Matrices
by Phillips, Peter C. B.

An Integral Over a Matrix Space
by Phillips, Peter C. B.

The Et Interview: Professor Albert Rex Bergstrom
by Phillips, Peter C. B.

Generalized Inverses of Partitioned Matrices
by Phillips, Peter C. B.

Editorial
by Phillips, Peter C. B.

Efficiency of Maximum Likelihood
by Phillips, Peter C. B.

Structural Estimation Under Partial Identification
by Phillips, P. C. B.

Partially Identified Econometric Models
by Phillips, P. C. B.

Editorial Note
by Holly, Alberto & Phillips, Peter C. B.

Asymptotic Properties of OLS and GLS
by Phillips, P. C. B.

Distribution of FRatio
by Ullah, A. & Phillips, P. C. B.

Worldwide Institutional and Individual Rankings in Statistical Theory by Journal Publications over the period 1980–1986
by Phillips, P. C. B. & Choi, I. & Schochet, P. Z.

Bias in Estimating Multivariate and Univariate Diffusions
by Xiaohu Wang & Peter C. B. Phillips & Jun Yu

First Difference MLE and Dynamic Panel Estimation
by Chirok Han & Peter C. B. Phillips

Inconsistent VAR Regression with Common Explosive Roots
by Peter C. B. Phillips & Tassos Magdalinos

Specification Testing for Nonlinear Cointegrating Regression
by Qiying Wang & Peter C. B. Phillips

Folklore Theorems, Implicit Maps and New Unit Root Limit Theory
by Peter C. B. Phillips

ASYMPTOTIC THEORY FOR ZERO ENERGY FUNCTIONALS WITH NONPARAMETRIC REGRESSION APPLICATIONS
by Wang, Qiying & Phillips, Peter C. B.

Bootstrapping I(1) data
by Phillips, Peter C. B.

Bias in estimating multivariate and univariate diffusions
by Wang, Xiaohu & Phillips, Peter C. B. & Yu, Jun

Smoothing localtomoderate unit root theory
by Phillips, Peter C. B. & Magdalinos, Tassos & Giraitis, Liudas

Specification Sensitivities in RightTailed Unit Root Testing for Financial Bubbles
by ShuPing Shi & Peter C. B. Phillips & Jun Yu

Speci
fication Sensitivities in RightTailed Unit Root Testing for Financial Bubbles
by ShuPing Shi & Peter C. B. Phillips & Jun Yu

Testing for Multiple Bubbles
by Peter C. B. Phillips & ShuPing Shi & Jun Yu

Semiparametric Estimation in Multivariate Nonstationary Time Series Models
by Jiti Gao & Peter C. B. Phillips

Albert Rex Bergstrom 19252005
by Peter Phillips

Two New Zealand pioneer econometricians
by Peter Phillips

Non‐parametric regression under location shifts
by Peter C. B. Phillips & Liangjun Su

A SMALL MODEL OF OUTPUT, EMPLOYMENT, CAPITAL FORMATION AND INFLATION, APPLIED
TO THE NEW ZEALAND ECONOMY
by Bailey, R. W. & Hall, V. B. & Phillips, P. C. B.

EXPLOSIVE BEHAVIOR IN THE 1990s NASDAQ: WHEN DID EXUBERANCE ESCALATE ASSET VALUES?
by Peter C. B. Phillips & Yangru Wu & Jun Yu

Forecasting New Zealand's real GDP
by Aaron Schiff & Peter Phillips

A TwoStage Realized Volatility Approach to Estimation of Diffusion Processes with Discrete
by Peter C. B. Phillips & Jun Yu

Lag Length Selection for Unit Root Tests in the Presence of
Nonstationary Volatility
by Giuseppe Cavaliere & Peter C. B. Phillips & Stephan Smeekes & A. M. Robert Taylor

Comments on Ã¢â‚¬Å“A selective overview of nonparametric methods in financial econometricsÃ¢â‚¬Â
by Peter C. B. Phillips & Jun Yu

Infinite Density at the Median and the Typical Shape of Stock Return Distributions
by Han, Chirok & Cho, Jin Seo & Phillips, Peter C. B.

Folklore Theorems, Implicit Maps, and Indirect Inference
by Peter C. B. Phillips

Comment on Ã¢â‚¬Å“Realized Variance and Market Microstructure NoiseÃ¢â‚¬Â by Peter R. Hansen and Asger Lunde
by Peter C. B. Phillips & Jun Yu

Indirect Inference for Dynamic Panel Models
by Christian GouriÃƒÂroux & Peter C. B. Phillips & Jun Yu

Dating the Timeline of Financial Bubbles During the Subprime Crisis
by Peter C. B. Phillips & Jun Yu

Dating the timeline of financial bubbles during the subprime crisis
by Peter C. B. Phillips & Jun Yu

Specification Sensitivity in RightTailed Unit Root Testing for Explosive Behavior
by Peter C. B. Phillips & ShuPing Shi & Jun Yu

Specification Sensitivity in RightTailed Unit Root Testing for
Explosive Behavior
by Peter C. B. Phillips & ShuPing Shi & Jun Yu

UNIFORM ASYMPTOTIC NORMALITY IN STATIONARY AND UNIT ROOT AUTOREGRESSION
by Han, Chirok & Phillips, Peter C. B. & Sul, Donggyu

Testing for Multiple Bubbles
by Peter C. B. Phillips & ShuPing Shi & Jun Yu

Spectral Density Estimation and Robust Hypothesis Testing Using Steep Origin Kernels Without Truncation
by Phillips, Peter C. B. & Sun, Yixiao & Jin, Sainan

Tilted Nonparametric Estimation of Volatility Functions With Empirical Applications
by Xu, KeLi & Phillips, Peter C. B.

Testing for Multiple Bubbles
by Peter C. B. Phillips & ShuPing Shi & Jun Yu

POWER MAXIMIZATION AND SIZE CONTROL IN HETEROSKEDASTICITY AND AUTOCORRELATION ROBUST TESTS WITH EXPONENTIATED KERNELS
by Sun, Yixiao & Phillips, Peter C. B. & Jin, Sainan

Testing for Common Trends in Semiparametric Panel Data Models
with Fixed Effects
by Yonghui Zhang & Liangjun Su & Peter C. B. Phillips

Testing for common trends in semi‐parametric panel data models with fixed effects
by Yonghui Zhang & Liangjun Su & Peter C. B. Phillips

Specification Sensitivity in RightTailed Unit Root Testing for Explosive Behavior
by Peter C. B. Phillips & ShuPing Shi & Jun Yu

Simulationbased Estimation of Contingentclaims Prices
by Peter C. B. Phillips & Jun Yu

Optimal Bandwidth Selection in HeteroskedasticityAutocorrelation Robust Testingâˆ—
by Sun, Yixiao X. & Phillips, Peter C. B. & Jin, Sainan

Maximum Likelihood and Gaussian Estimation of Continuous Time Models in Finance
by Peter C. B. Phillips & Jun Yu

THE ET INTERVIEW: A CONVERSATION WITH ERIC GHYSELS
by Phillips, Peter C. B. & Yu, Jun

Meritocracy Voting: Measuring the Unmeasurable
by Peter C. B. Phillips

VARs with Mixed Roots Near Unity
by Peter C. B. Phillips & Ji Hyung Lee

How to Estimate Autoregressive Roots Near Unity
by Phillips, Peter C. B. & Moon, Hyungsik R.

Estimation of Autoregressive Roots near Unity using Panel Data
by Moon, Hyungsik R. & Phillips, Peter C. B.

Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation
by Phillips, Peter C. B. & Sun, Yixiao & Jin, Sainan

Nonlinearity Induced Weak Instrumentation
by Ioannis Kasparis & Peter C. B. Phillips & Tassos Magdalinos

THE 2009–2011 TJALLING C. KOOPMANS ECONOMETRIC THEORY PRIZE
by Phillips, Peter C. B.

Regression asymptotics using martingale convergence methods.
by Ibragimov, Rustam & Phillips, Peter C. B.

LAD Asymptotics under Conditional Heteroskedasticity
with Possibly Infinite Error Densities
by Peter C. B. Phillips & Jin Seo Cho & Chirok Han

Automated Estimation of Vector Error Correction Models
by Zhipeng Liao & Peter C. B. Phillips

Infinite Density at the Median and the Typical Shape of
Stock Return Distributions
by Peter C. B. Phillips & Jin Seo Cho & Chirok Han

NONLINEAR COINTEGRATING REGRESSION UNDER WEAK IDENTIFICATION
by Shi, Xiaoxia & Phillips, Peter C. B.

Limit Theory for Dating the Origination and Collapse of Mildly
Explosive Periods in Time Series Data
by Peter C. B. Phillips & Jun Yu

Series Estimation of Stochastic Processes: Recent Developments
and Econometric Applications
by Peter C. B. Phillips & Zhipeng Liao

Information Loss in Volatility Measurement with Flat Price Trading
by Peter C. B. Phillips & Jun Yu

Nonlinearity Induced Weak Instrumentation
by Ioannis Kasparis & Peter C. B. Phillips & Tassos Magdalinos

Simulationbased Estimation of Contingent Claims Prices
by Peter C. B. Phillips & Jun Yu

Maximum Likelihood and Gaussian Estimation
of Continuous Time Models in Finance
by Peter C. B. Phillips & Jun Yu

Dating the Timeline of Financial Bubbles
During the Subprime Crisis
by Peter C. B. Phillips & Jun Yu

Dynamic Misspecification in Nonparametric
Cointegrating Regression
by Peter C. B. Phillips & Ioannis Kasparis

Explosive Behavior in the 1990s Nasdaq: When Did Exuberance
Escalate Asset Values?
by Peter C. B. Phillips & Yangru Wu & Jun Yu

Dynamic misspecification in nonparametric cointegrating regression
by Kasparis, Ioannis & Phillips, Peter C. B.

Econometric Inference in the Vicinity of Unity
by Peter C. B. Phillips & Tassos Magdalinos

Nonparametric Predictive Regression
by Ioannis Kasparis & Elena Andreou & Peter C. B. Phillips

On Confidence Intervals for Autoregressive Roots and Predictive
Regression
by Peter C. B. Phillips

Maximum Likelihood Estimation in Panels with Incidental Trends
by Moon, Hyungsik & Phillips, Peter C. B.

Nonparametric Predictive Regression
by Ioannis Kasparis & Elena Andreou & Peter C. B. Phillips

Mean and autocovariance function estimation near the boundary of stationarity
by Giraitis, Liudas & Phillips, Peter C. B.

Optimal estimation under nonstandard conditions
by Ploberger, Werner & Phillips, Peter C. B.

First difference maximum likelihood and dynamic panel estimation
by Han, Chirok & Phillips, Peter C. B.

Cointegrating rank selection in models with timevarying variance
by Cheng, Xu & Phillips, Peter C. B.

Testing for Multiple Bubbles 2: Limit Theory of Real Time Detectors
by Peter C. B. Phillips & ShuPing Shi & Jun Yu

Testing for Multiple Bubbles 1: Historical Episodes of Exuberance and Collapse in the S&P 500
by Peter C. B. Phillips & ShuPing Shi & Jun Yu

Semiparametric estimation in triangular system equations with nonstationarity
by Gao, Jiti & Phillips, Peter C. B.

Functional Coefficient Nonstationary Regression with Non and SemiParametric Cointegration
by Jiti Gao & Peter C. B. Phillips

INCONSISTENT VAR REGRESSION WITH COMMON EXPLOSIVE ROOTS
by Phillips, Peter C. B. & Magdalinos, Tassos

Testing for Multiple Bubbles 2: Limit Theory of Real Time
Detectors
by Peter C. B. Phillips & ShuPing Shi & Jun Yu

Nonparametric Predictive Regression
by Andreou, Elena & Kasparis, Ioannis & Phillips, Peter C. B.

Speci.cation Sensitivity in RightTailed Unit Root Testing for
Explosive Behavior
by Peter C. B. Phillips & ShuPing Shi & Jun Yu

Predictive regression under various degrees of persistence and robust longhorizon regression
by Phillips, Peter C. B. & Lee, Ji Hyung

Unit Roots in Life  A Graduate Student Story
by Peter C. B. Phillips

Model Selection in the Presence of Incidental Parameters
by Yoonseok Lee & Peter C. B. Phillips

Testing the Martingale Hypothesis
by Peter C. B. Phillips & Sainan Jin

Norming Rates and Limit Theory for Some TimeVarying Coefficient
Autoregressions
by Offer Lieberman & Peter C. B. Phillips

Model Selection in the Presence of Incidental Parameters
by Yoonseok Lee & Peter C. B. Phillips

SpeciÖcation Sensitivities in RightTailed Unit Root Testing
for Financial Bubbles
by ShuPing Shi & Peter C. B. Phillips & Jun Yu

Testing for Multiple Bubbles: Historical Episodes of Exuberance
and Collapse in the S&P 500
by Peter C. B. Phillips & ShuPing Shi & Jun Yu

Testing for Multiple Bubbles
by Peter C. B. Phillips & ShuPing Shi & Jun Yu

Functional Coefficient Nonstationary Regression
by Jiti Gao & Peter C. B. Phillips

Testing for Multiple Bubbles: Limit Theory of Real Time Detectors
by Peter C. B. Phillips & ShuPing Shi & Jun Yu

Estimating Smooth Structural Change in Cointegration Models
by Peter C. B. Phillips & Degui Li & Jiti Gao

Estimating Smooth Structural Change in Cointegration Models
by Peter C. B. Phillips & Degui Li & Jiti Gao

Testing Linearity Using Power Transforms of Regressors
by Yae In Baek & Jin Seo Cho & Peter C. B. Phillips

Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility
by Cavaliere Giuseppe & Phillips Peter C. B. & Smeekes Stephan & Taylor A. M. Robert

Uniform Consistency of Nonstationary KernelWeighted Sample Covariances for Nonparametric Regression
by Degui Li & Peter C. B. Phillips & Jiti Gao

Uniform Consistency of Nonstationary KernelWeighted Sample
Covariances for Nonparametric Regression
by Degui Li & Peter C. B. Phillips & Jiti Gao

XDIFFERENCING AND DYNAMIC PANEL MODEL ESTIMATION
by Han, Chirok & Phillips, Peter C. B. & Sul, Donggyu

Optimal estimation of cointegrated systems with irrelevant instruments
by Phillips, Peter C. B.

A Primer on Unit Root Testing
by Peter C. B. Phillips & Zhijie Xiao

SPECIAL ISSUE OF ECONOMETRIC THEORY ON SETA 2010: EDITORS’ INTRODUCTION
by Phillips, Peter C. B. & Yu, Jun

Challenges of trending time series econometrics
by Phillips, Peter C. B.

On Confidence Intervals for Autoregressive Roots and Predictive Regression
by Peter C. B. Phillips

MEMORIAL TO EDMOND MALINVAUD
by Phillips, Peter C. B.

Nonparametric predictive regression
by Kasparis, Ioannis & Andreou, Elena & Phillips, Peter C. B.

Minimum Distance Testing and Top Income Shares in Korea
by Jin Seo Cho & MyungHo Park & Peter C. B. Phillips

Pitfalls and Possibilities in Predictive Regression
by Peter C. B. Phillips

Identifying Latent Structures in Panel Data
by Liangjun Su & Zhentao Shi & Peter C. B. Phillips

Model selection in the presence of incidental parameters
by Lee, Yoonseok & Phillips, Peter C. B.

Nonlinearity Induced Weak Instrumentation
by Ioannis Kasparis & Peter C. B. Phillips & Tassos Magdalinos

Point‐optimal panel unit root tests with serially correlated errors
by Hyungsik Roger Moon & Benoit Perron & Peter C. B. Phillips

Identifying Latent Structures in Panel Data
by Liangjun Su & Zhentao Shi & Peter C. B. Phillips

NORMING RATES AND LIMIT THEORY FOR SOME TIMEVARYING COEFFICIENT AUTOREGRESSIONS
by Offer Lieberman & Peter C. B. Phillips

New Unit Root Asymptotics in the Presence of Deterministic Trends
by Phillips, Peter

Jacknifing Bond Option Prices
by Yu, Jun & Phillips, Peter

Infinite Density at the Median and the Typical Shape of Stock Return Distributions
by Chirok Han & Jin Seo Cho & Peter C. B. Phillips

Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility
by Giuseppe Cavaliere & Peter C. B. Phillips & Stephan Smeekes & A. M. Robert Taylor

“Hot Property in New Zealand: Empirical Evidence of Housing
Bubbles in the Metropolitan Centres”
by Ryan GreenawayMcGrevy & Peter C. B. Phillips

The true limit distributions of the Anderson–Hsiao IV estimators in panel autoregression
by Phillips, Peter C. B. & Han, Chirok

Indirect inference in spatial autoregression
by Kyriacou, Maria & Phillips, Peter C. B. & Rossi, Francesca

Prewhitening Bias in HAC Estimation
by Sul, Donggyu & Phillips, Peter & Choi, ChiYoung

Limit Theory for VARs with Mixed Roots Near Unity
by Peter C. B. Phillips & Ji Hyung Lee

Homage to Halbert White
by Peter C. B. Phillips

Inference in Near Singular Regression
by Peter C. B. Phillips

UNIT ROOTS IN LIFE—A GRADUATE STUDENT STORY
by Phillips, Peter C. B.

Halbert White Jr. Memorial JFEC Lecture: Pitfalls and Possibilities in Predictive Regression
by Peter C. B. Phillips

True Limit Distributions of the AndersonHsiao IV Estimators in
Panel Autoregression
by Peter C. B. Phillips & Chirok Han

Tilted Nonparametric Estimation of Volatility Functions With Empirical Applications
by KeLi Xu & Peter C. B. Phillips

Testing linearity using power transforms of regressors
by Baek, Yae In & Cho, Jin Seo & Phillips, Peter C. B.

Testing Linearity Using Power Transforms of Regressors
by YAE IN BAEK & Jin Seo Cho & PETER C. B. PHILLIPS

Testing Mean Stability of Heteroskedastic Time Series
by Violetta Dalla & Liudas Giraitis & Peter C. B. Phillips

Forecasting New Zealand's Real GDP
by Schiff, Aaron & Phillips, Peter

We provide mathematical proofs for the results in "Testing Linearity Using Power Transforms of
Regressors"
by YAE IN BAEK & Jin Seo Cho & PETER C. B. PHILLIPS

Threshold Regression with Endogeneity
by Ping Yu & Peter C. B. Phillips

Testing Equality of Covariance Matrices via Pythagorean Means
by Jin Seo Cho & Peter C. B. Phillips

Testing the Martingale Hypothesis
by Peter C. B. Phillips & Sainan Jin

Restricted Likelihood Ratio Tests in Predictive Regression
by Peter C. B. Phillips & Ye Chen

Weak Convergence to Stochastic Integrals for Econometric
Applications
by Hanying Liang & Peter C. B. Phillips & Hanchao Wang & Qiying Wang

A New Hedonic Regression for Real Estate Prices Applied to the Singapore Residential Market
by Liang Jiang & Peter C. B. Phillips & Jun Yu

The Elusive Empirical Shadow of Growth Convergence
by Phillips, Peter & Sul, Donggyu

AUTOMATED ESTIMATION OF VECTOR ERROR CORRECTION MODELS
by Liao, Zhipeng & Phillips, Peter C. B.

A Multivariate Stochastic Unit Root Model with an Application
to Derivative Pricing
by Offer Lieberman & Peter C. B. Phillips

Exact Gaussian Estimation of Continuous Time Models of The Term Structure of Interest Rates Rankings
of Economics Departments in New Zealand
by Phillips, Peter & Yu, Jun

Business Cycles, Trend Elimination, and the HP Filter
by Peter C. B. Phillips & Sainan Jin

Corrigendum to âA Gaussian approach for continuous time models of shortâterm interest ratesâ
(Yu, J. and P. C. B. Phillips,âEconometrics Journal, 4, 210â24)
by Peter C. B. Phillips & Jun Yu

Financial Bubble Implosion
by Peter C. B. Phillips & ShuPing Shi

Specification Sensitivity in RightTailed Unit Root Testing for Explosive Behaviour
by Peter C. B. Phillips & Shuping Shi & Jun Yu

A New Hedonic Regression for Real Estate Prices Applied to the
Singapore Residential Market
by Liang Jiang & Peter C. B. Phillips & Jun Yu

Bias in Dynamic Panel Estimation with Fixed Effects, Incidental Trends and Cross
Section Dependence
by Phillips, Peter & Sul, Donggyu

Dynamic Panel Estimation and Homogenity Testing Under Cross Section Dependence
by Phillips, Peter & Sul, Donggyu

Discrete Fourier Transforms of Fractional Processes August
by Phillips, Peter

Edmond Malinvaud: A Tribute to His Contributions in
Econometrics
by Peter C. B. Phillips

Dynamic Panel GMM with Near Unity
by Peter C. B. Phillips