Publications at Business School<BR> University of Auckland<BR> Auckland, New Zealand

This file is part of IDEAS, which uses RePEc data

Publications

by members of

Business School
University of Auckland
Auckland, New Zealand

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institutions, not those affilated at the time of publication. List of registered members. Register yourself. This page is updated in the first days of each month.

Working papers

Undated material is listed at the end

2009

Qiying Wang & Peter C. B. Phillips, 2009. "Asymptotic Theory for Zero Energy Density Estimation with Nonparametric Regression Applications," Cowles Foundation Discussion Papers 1687, Cowles Foundation, Yale University. [Downloadable!]
Peter C. B. Phillips, 2009. "Bootstrapping I(1) Data," Cowles Foundation Discussion Papers 1689, Cowles Foundation, Yale University. [Downloadable!]
Liudas Giraitis & Peter C. B. Phillips, 2009. "Mean and Autocovariance Function Estimation Near the Boundary of Stationarity," Cowles Foundation Discussion Papers 1690, Cowles Foundation, Yale University. [Downloadable!]
Xu Cheng & Peter C. B. Phillips, 2009. "Cointegrating Rank Selection in Models with Time-Varying Variance," Cowles Foundation Discussion Papers 1688, Cowles Foundation, Yale University. [Downloadable!]
Peter C. B. Phillips & Jun Yu, 2009. "Information Loss in Volatility Measurement with Flat Price Trading," Global COE Hi-Stat Discussion Paper Series gd08-039, Institute of Economic Research, Hitotsubashi University. [Downloadable!]
Ioannis Kasparis & Peter C. B. Phillips, 2009. "Dynamic Misspecification in Nonparametric Cointegrating Regression," University of Cyprus Working Papers in Economics 2-2009, University of Cyprus Department of Economics. [Downloadable!]
Chirok Han & Jin Seo Cho & Peter C.B. Phillips, 2009. "Infinite Density at the Median and the Typical Shape of Stock Return Distributions," Cowles Foundation Discussion Papers 1701, Cowles Foundation, Yale University. [Downloadable!]
Ioannis Kasparis & Peter C.B. Phillips, 2009. "Dynamic Misspecification in Nonparametric Cointegrating Regression," Cowles Foundation Discussion Papers 1700, Cowles Foundation, Yale University. [Downloadable!]
Peter C.B. Phillips & Liangjun Su, 2009. "Nonparametric Structural Estimation via Continuous Location Shifts in an Endogenous Regressor," Cowles Foundation Discussion Papers 1702, Cowles Foundation, Yale University. [Downloadable!]
Peter C.B. Phillips & Yangru Wu & Jun Yu, 2009. "Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values?," Cowles Foundation Discussion Papers 1699, Cowles Foundation, Yale University. [Downloadable!]
Jin Seo Cho & Chirok Han & Peter C.B. Phillips, 2009. "LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities," Cowles Foundation Discussion Papers 1703, Cowles Foundation, Yale University. [Downloadable!]
Peter C.B. Phillips & Liangjun Su, 2009. "A Paradox of Inconsistent Parametric and Consistent Nonparametric Regression," Cowles Foundation Discussion Papers 1704, Cowles Foundation, Yale University. [Downloadable!]
Chirok Han & Jin Seo Cho & Peter C. B. Phillips, 2009. "Infinite Density at the Median and the Typical Shape of Stock Return Distributions," Discussion Paper Series 0914, Institute of Economic Research, Korea University. [Downloadable!]
Jay Pil Choi & Heiko Gerlach, 2009. "Multi-Market Collusion with Demand Linkages and Antitrust Enforcement," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
Jay Pil Choi & Heiko Gerlach, 2009. "International Antitrust Enforcement and Multi-Market Contact," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
Rieko Aoki & Aaron Schiff, 2009. "Collective Rights Organizations and Investment in Upstream R&D," Global COE Hi-Stat Discussion Paper Series gd08-045, Institute of Economic Research, Hitotsubashi University. [Downloadable!]
Bilgehan Karabay & John McLaren, 2009. "Trade, Offshoring, and the Invisible Handshake," NBER Working Papers 15048, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
青木, 玲子 & Vaithianathan, Rhema, 2009. "ドゥメイン投票法は日本の少子化対策になるか？," PIE/CIS Discussion Paper 435, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University. [Downloadable!]
Horag Choi & Nelson C. Mark, 2009. "Trending Current Accounts," NBER Working Papers 15244, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
Mayes, David G, 2009. "Early intervention and prompt corrective action in Europe," Research Discussion Papers 17/2009, Bank of Finland. [Downloadable!]

2008

Peter C.B. Phillips & Tassos Magdalinos & Liudas Giraitis, 2008. "Smoothing Local-to-Moderate Unit Root Theory," Cowles Foundation Discussion Papers 1659, Cowles Foundation, Yale University. [Downloadable!]
Xu Cheng & Peter C.B. Phillips, 2008. "Semiparametric Cointegrating Rank Selection," Cowles Foundation Discussion Papers 1658, Cowles Foundation, Yale University. [Downloadable!]
Yixiao Sun & Peter C.B. Phillips, 2008. "Optimal Bandwidth Choice for Interval Estimation in GMM Regression," Cowles Foundation Discussion Papers 1661, Cowles Foundation, Yale University. [Downloadable!]
Peter C.B. Phillips, 2008. "Long Memory and Long Run Variation," Cowles Foundation Discussion Papers 1656, Cowles Foundation, Yale University. [Downloadable!]
Peter C.B. Phillips, 2008. "Unit Root Model Selection," Cowles Foundation Discussion Papers 1653, Cowles Foundation, Yale University. [Downloadable!]
Peter C.B. Phillips & Tassos Magdalinos, 2008. "Unit Root and Cointegrating Limit Theory When Initialization Is in the Infinite Past," Cowles Foundation Discussion Papers 1655, Cowles Foundation, Yale University. [Downloadable!]
Qiying Wang & Peter C.B. Phillips, 2008. "Structural Nonparametric Cointegrating Regression," Cowles Foundation Discussion Papers 1657, Cowles Foundation, Yale University. [Downloadable!]
Peter C.B. Phillips, 2008. "Local Limit Theory and Spurious Nonparametric Regression," Cowles Foundation Discussion Papers 1654, Cowles Foundation, Yale University. [Downloadable!]
Aoki, Reiko & Schiff, Aaron, 2008. "Intellectual Property Clearinghouses: The Effects of Reduced Transaction Costs in Licensing," PIE/CIS Discussion Paper 359, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University. [Downloadable!]
Schiff, Aaron & Aoki, Reiko, 2008. "Differentiated Standards and Patent Pools," PIE/CIS Discussion Paper 360, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University. [Downloadable!]
Aoki, Reiko & Schiff, Aaron, 2008. "Intellectual Property Access Systems," PIE/CIS Discussion Paper 362, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University. [Downloadable!]
Aoki, Reiko & Schiff, Aaron, 2008. "Intellectual Property Clearinghouses and Investment in R&D," PIE/CIS Discussion Paper 361, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University. [Downloadable!]
David G. Mayes & María J. Nieto & Larry Wall, 2008. "Multiple safety net regulators and agency problems in the EU: Is Prompt Corrective Action partly the solution?," Banco de EspaÃ±a Working Papers 0819, Banco de España. [Downloadable!]

2007

Peter C.B. Phillips & Jun Yu, 2007. "Information Loss in Volatility Measurement with Flat Price Trading," Cowles Foundation Discussion Papers 1598, Cowles Foundation, Yale University. [Downloadable!]
Peter C.B. Phillips & Jun Yu, 2007. "Maximum Likelihood and Gaussian Estimation of Continuous Time Models in Finance," Cowles Foundation Discussion Papers 1597, Cowles Foundation, Yale University. [Downloadable!]
Chirok Han & Peter C.B. Phillips, 2007. "GMM Estimation for Dynamic Panels with Fixed Effects and Strong Instruments at Unity," Cowles Foundation Discussion Papers 1599, Cowles Foundation, Yale University. [Downloadable!]
Peter C.B. Phillips & Donggyu Sul, 2007. "Transition Modeling and Econometric Convergence Tests," Cowles Foundation Discussion Papers 1595, Cowles Foundation, Yale University. [Downloadable!]
Peter C.B. Phillips & Jun Yu, 2007. "Simulation-based Estimation of Contingent-claims Prices," Cowles Foundation Discussion Papers 1596, Cowles Foundation, Yale University. [Downloadable!]
Peter C.B. Phillips & Jun Yu, 2007. "Information Loss in Volatility Measurement with Flat Price Trading," Levine's Bibliography 321307000000000805, UCLA Department of Economics. [Downloadable!]
Peter C.B. Phillips & Chang Sik Kim, 2007. "Long Run Covariance Matrices for Fractionally Integrated Processes," Cowles Foundation Discussion Papers 1611, Cowles Foundation, Yale University. [Downloadable!]
Peter C.B. Phillips, 2007. "Exact Distribution Theory in Structural Estimation with an Identity," Cowles Foundation Discussion Papers 1613, Cowles Foundation, Yale University. [Downloadable!]
Peter C.B. Phillips & Ke-Li Xu, 2007. "Tilted Nonparametric Estimation of Volatility Functions," Cowles Foundation Discussion Papers 1612, Cowles Foundation, Yale University. [Downloadable!]
Peter C.B. Phillips & Tassos Magdalinos, 2007. "Limit Theory for Explosively Cointegrated Systems," Cowles Foundation Discussion Papers 1614, Cowles Foundation, Yale University. [Downloadable!]
Peter C. B. Phillips & Yangru Wu & Jun Yu, 2007. "Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values?," Working Papers 222007, Hong Kong Institute for Monetary Research. [Downloadable!]
Reiko Aoki, 2007. "Innovation and Incentives in Japan Focus on pre-Meiji," Discussion Paper Series a492, Institute of Economic Research, Hitotsubashi University. [Downloadable!]
Reiko Aoki & Aaron Schiff, 2007. "Intellectual Property Access Systems," Discussion Paper Series a491, Institute of Economic Research, Hitotsubashi University. [Downloadable!]
Reiko Aoki & Aaron Schiff, 2007. "The Effect s of Reduced Transact ion Costs in Licensing," Discussion Paper Series a495, Institute of Economic Research, Hitotsubashi University. [Downloadable!]
Gerlach, Heiko, 2007. "Stochastic market sharing, partial communication and collusion," IESE Research Papers D/674, IESE Business School. [Downloadable!]
Gerlach, Heiko, 2007. "Exclusionary contracts, entry, and communication," IESE Research Papers D/697, IESE Business School. [Downloadable!]
Schiff, Aaron & Aoki, Reiko, 2007. "Differentiated Standards and Patent Pools," PIE/CIS Discussion Paper 336, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University. [Downloadable!]
Aoki, Reiko & Schiff, Aaron, 2007. "Intellectual Property Clearinghouses: The Effects of Reduced Transaction Costs in Licensing," PIE/CIS Discussion Paper 335, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University. [Downloadable!]
Aoki, Reiko & Schiff, Aaron, 2007. "Promoting Access to Intellectual Property: Patent Pools, Copyright Collectives and Clearinghouses," PIE/CIS Discussion Paper 334, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University. [Downloadable!]
Horag Choi & Nelson C. Mark & Donggyu Sul, 2007. "Endogenous Discounting, the World Saving Glut and the U.S. Current Account," NBER Working Papers 13571, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
Tue Gørgens & Xin Meng & Rhema Vaithianathan, 2007. "Stunting and Selection Effects of Famine: A Case Study of the Great Chinese Famine," IZA Discussion Papers 2543, Institute for the Study of Labor (IZA). [Downloadable!]
George Alessandria & Horag Choi, 2007. "Establishment heterogeneity, exporter dynamics, and the effects of trade liberalization," Working Papers 07-17, Federal Reserve Bank of Philadelphia. [Downloadable!]
David G. Mayes & María J. Nieto & Larry Wall, 2007. "Multiple safety net regulators and agency problems in the European Union: Is prompt corrective action partly the solution?," Working Paper 2007-09, Federal Reserve Bank of Atlanta. [Downloadable!]
Mayes, David G & Korhonen, Vesa, 2007. "The CIS – does the regional hegemon facilitate monetary integration?," BOFIT Discussion Papers 16/2007, Bank of Finland, Institute for Economies in Transition. [Downloadable!]
Mayes, David G & Nieto, Maria J & Wall , Larry, 2007. "Multiple safety net regulators and agency problems in the EU: is Prompt Corrective Action a partial solution?," Research Discussion Papers 7/2007, Bank of Finland. [Downloadable!]
Clas Wihlborg & Larry Wall & Maria. J Nieto & Thomas F. Huertas & Gillian G.H. Garcia & George G.Kaufman & David G. Mayes & Robert A.Eisenbeis & Rosa M. Lastra, 2007. "Prompt Corrective Action & Cross-Border Supervisory Issues in Europe," FMG Special Papers sp171, Financial Markets Group. [Downloadable!] (restricted)
Bah, El-hadj M., 2007. "A Three-Sector Model of Structural Transformation and Economic Development," MPRA Paper 10654, University Library of Munich, Germany, revised 19 Sep 2008. [Downloadable!]
Bah, El-hadj M., 2007. "Structural Transformation in Developed and Developing Countries," MPRA Paper 10655, University Library of Munich, Germany, revised 19 Sep 2008. [Downloadable!]

2006

Christian Gourieroux & Peter C. B. Phillips & Jun Yu, 2006. "Indirect Inference for Dynamic Panel Models," Cowles Foundation Discussion Papers 1550, Cowles Foundation, Yale University. [Downloadable!]
Peter C. B. Phillips, 2006. "Optimal Estimation of Cointegrated Systems with Irrelevant Instruments," Cowles Foundation Discussion Papers 1547, Cowles Foundation, Yale University. [Downloadable!]
Nicholas Z. Muller & Peter C. B. Phillips, 2006. "Sinusoidal Modeling Applied to Spatially Variant Tropospheric Ozone Air Pollution," Cowles Foundation Discussion Papers 1548, Cowles Foundation, Yale University. [Downloadable!]
Yixiao Sun & Peter C. B. Phillips & Sainan Jin, 2006. "Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing," Cowles Foundation Discussion Papers 1545, Cowles Foundation, Yale University. [Downloadable!]
Offer Lieberman & Peter C. B. Phillips, 2006. "Refined Inference on Long Memory in Realized Volatility," Cowles Foundation Discussion Papers 1549, Cowles Foundation, Yale University. [Downloadable!]
Peter C. B. Phillips & Chirok Han, 2006. "Gaussian Inference in AR(1) Time Series with or without a Unit Root," Cowles Foundation Discussion Papers 1546, Cowles Foundation, Yale University. [Downloadable!]
Offer Lieberman & Peter C.B. Phillips, 2006. "A Complete Asymptotic Series for the Autocovariance Function of a Long Memory Process," Cowles Foundation Discussion Papers 1586, Cowles Foundation, Yale University. [Downloadable!]
Chang Sik Kim & Peter C.B. Phillips, 2006. "Log Periodogram Regression: The Nonstationary Case," Cowles Foundation Discussion Papers 1587, Cowles Foundation, Yale University. [Downloadable!]
Ke-Li Xu & Peter C.B. Phillips, 2006. "Adaptive Estimation of Autoregressive Models with Time-Varying Variances," Cowles Foundation Discussion Papers 1585, Cowles Foundation, Yale University. [Downloadable!]
Ke-Li Xu & Peter C.B. Phillips, 2006. "Adaptive Estimation of Autoregressive Models with Time-Varying Variances," Cowles Foundation Discussion Papers 1585R, Cowles Foundation, Yale University, revised Nov 2006. [Downloadable!]
Qiying Wang & Peter C.B. Phillips, 2006. "Asymptotic Theory for Local Time Density Estimation and Nonparametric Cointegrating Regression," Cowles Foundation Discussion Papers 1594, Cowles Foundation, Yale University. [Downloadable!]
Aoki, Reiko & Kubo, Kensuke & Yamane, Hiroko, 2006. "Indian Patent Policy and Publich Health : implications from the Japanese Experience," IDE Discussion Papers 57, Institute of Developing Economies, Japan External Trade Organization(JETRO). [Downloadable!]
Nagaoka, Sadao & Aoki, Reiko, 2006. "Economics of Research Exemption," IIR Working Paper 06-04, Institute of Innovation Research, Hitotsubashi University. [Downloadable!]
Vivi Alatas & Lisa Cameron & Ananish Chaudhuri & Nisvan Erkal & Lata Gangadharan, 2006. "Subject Pool Effects in a Corruption Experiment: A Comparison of Indonesian Public Servants and Indonesian Students," Department of Economics - Working Papers Series 975, The University of Melbourne. [Downloadable!]
Vivi Alatas & Lisa Cameron & Ananish Chaudhuri & Nisvan Erkal & Lata Gangadharan, 2006. "Gender and Corruption: Insights from an Experimental Analysis," Department of Economics - Working Papers Series 974, The University of Melbourne. [Downloadable!]
John Kennes & Aaron Schiff, 2006. "Informational Intermediation and Competing Auctions," Discussion Papers 06-02, University of Copenhagen. Department of Economics. [Downloadable!]
Sholeh A. Maani & Rhema Vaithianathan & Barbara Wolfe, 2006. "Inequality and Health: Is Housing Crowding the Link?," Working Papers 06_09, Motu Economic and Public Policy Research. [Downloadable!]
George Alessandria & Horag Choi, 2006. "Firm Heterogeneity, Export Participation, and Trade Reform," 2006 Meeting Papers 795, Society for Economic Dynamics.
Crowley , Patrick & Maraun , Douglas & Mayes , David, 2006. "How hard is the euro are core? An evaluation of growth cycles using wavelet analysis," Research Discussion Papers 18/2006, Bank of Finland. [Downloadable!]
Tatyana Chesnokova & Kala Krishna, 2006. "Skill Acquisition, Credit Constraints, and Trade," NBER Working Papers 12411, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

2005

Peter C.B. Phillips & Tassos Magadalinos, 2005. "Limit Theory for Moderate Deviations from a Unit Root under Weak Dependence," Cowles Foundation Discussion Papers 1517, Cowles Foundation, Yale University. [Downloadable!]
Peter C.B. Phillips & Donggyu Sul, 2005. "Economic Transition and Growth," Cowles Foundation Discussion Papers 1514, Cowles Foundation, Yale University. [Downloadable!]
Chirok Han & Peter C.B. Phillips, 2005. "GMM with Many Moment Conditions," Cowles Foundation Discussion Papers 1515, Cowles Foundation, Yale University. [Downloadable!]
Peter C.B. Phillips & Yixiao Sun & Sainan Jin, 2005. "Improved HAR Inference," Cowles Foundation Discussion Papers 1513, Cowles Foundation, Yale University. [Downloadable!]
Peter C.B. Phillips & Sainan Jin & Ling Hu, 2005. "Nonstationary Discrete Choice: A Corrigendum and Addendum," Cowles Foundation Discussion Papers 1516, Cowles Foundation, Yale University. [Downloadable!]
Peter C.B. Phillips & Jun Yu, 2005. "A Two-Stage Realized Volatility Approach to the Estimation for Diffusion Processes from Discrete Observations," Cowles Foundation Discussion Papers 1523, Cowles Foundation, Yale University. [Downloadable!]
Federico M. Bandi & Peter C.B. Phillips, 2005. "A Simple Approach to the Parametric Estimation of Potentially Nonstationary Diffusions," Cowles Foundation Discussion Papers 1522, Cowles Foundation, Yale University. [Downloadable!]
Sainan Jin & Peter C.B. Phillips & Yixiao Sun, 2005. "A New Approach to Robust Inference in Cointegration," Cowles Foundation Discussion Papers 1538, Cowles Foundation, Yale University. [Downloadable!]
Hyungsik Roger Moon & Benoit Perron & Peter C.B. Phillips, 2005. "Incidental Trends and the Power of Panel Unit Root Tests," IEPR Working Papers 05.38, Institute of Economic Policy Research (IEPR). [Downloadable!]
Peter C. B. Phillips, 2005. "A Remark on Bimodality and Weak Instrumentation in Structural Equation Estimation," Cowles Foundation Discussion Papers 1540, Cowles Foundation, Yale University. [Downloadable!]
Seung Hyun Hong & Peter C. B. Phillips, 2005. "Testing Linearity in Cointegrating Relations with an Application to Purchasing Power Parity," Cowles Foundation Discussion Papers 1541, Cowles Foundation, Yale University. [Downloadable!]
Peter C. B. Phillips & Jun Yu, 2005. "Comments on “A Selective Overview of Nonparametric Methods in Financial Econometrics” by Jianqing Fan," Working Papers 08-2005, Singapore Management University, School of Economics. [Downloadable!]
Peter C. B. Phillips & Jun Yu, 2005. "Comment on “Realized Variance and Market Microstructure Noise” by Peter R. Hansen and Asger Lunde," Working Papers 13-2005, Singapore Management University, School of Economics. [Downloadable!]
Yixiao Sun & Peter Phillips & Sainan Jin, 2005. "Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing∗," University of California at San Diego, Economics Working Paper Series 2005-12, Department of Economics, UC San Diego. [Downloadable!]
Reiko Aoki & Tomoko Saiki, 2005. "Implications of Product Patents : Lessons from Japan," Hi-Stat Discussion Paper Series d05-85, Institute of Economic Research, Hitotsubashi University. [Downloadable!]
Aoki, Reiko & Nagaoka, Sadao, 2005. "Coalition Formation for a Consortium Standard Through a Standard Body and a Patent Pool: Theory and Evidence from MPEG2, DVD and 3G," IIR Working Paper 05-01, Institute of Innovation Research, Hitotsubashi University. [Downloadable!]
Lee Branstetter & Reiko Aoki, 2005. "Is Academic Science Raising Innovative Productivity? Theory and Evidence from Firm-Level Data," Hi-Stat Discussion Paper Series d05-86, Institute of Economic Research, Hitotsubashi University. [Downloadable!]
Reiko Aoki & Sadao Nagaoka, 2005. "The Utility Standard and the Patentability of Intermediate Technology," Hi-Stat Discussion Paper Series d04-75, Institute of Economic Research, Hitotsubashi University. [Downloadable!]
A. Chaudhuri & L. Gangadharan & Pushkar Maitra, 2005. "An Experimental Analysis ofGroup Size and Risk Sharing," Department of Economics - Working Papers Series 955, The University of Melbourne. [Downloadable!]
L. Cameron & A. Chaudhuri & N. Erkal & L. Gangadharan, 2005. "Do Attitudes Towards Corruption Differ Across Cultures? Experimental Evidence from Australia, India, Indonesia andSingapore," Department of Economics - Working Papers Series 943, The University of Melbourne. [Downloadable!]
Heiko Gerlach, 2005. "Stochastic Market Sharing, Partial Communication and Collusion," Industrial Organization 0501009, EconWPA, revised 23 Mar 2006. [Downloadable!]
Heiko Gerlach & Thomas Rønde & Konrad O. Stahl, 2005. "Labor Pooling in R&D Intensive Industries," Discussion Papers 64, SFB/TR 15 Governance and the Efficiency of Economic Systems, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich. [Downloadable!]
Gerlach, Heiko A. & Rønde, Thomas & Stahl, Konrad O., 2005. "Labour Pooling in R&D Intensive Industries," CEPR Discussion Papers 5285, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
Heiko A. Gerlach & Thomas Rønde & Konrad Stahl, 2005. "Labor Pooling in R&D Intensive Industries," CIE Discussion Papers 2005-01, University of Copenhagen. Department of Economics. Centre for Industrial Economics. [Downloadable!]
Aaron Schiff & Martin Browning & John Kennes, 2005. "Lots of Heterogeneity in a Matching Model," 2005 Meeting Papers 799, Society for Economic Dynamics. [Downloadable!]
Donggyu Sul, 2005. "New Panel Unit Root Tests under Cross Section Dependence for Practitioners," Econometrics 0506010, EconWPA. [Downloadable!]
George Alessandria & Horag Choi, 2005. "Do sunk costs of exporting matter for net export dynamics?," Working Papers 05-20, Federal Reserve Bank of Philadelphia. [Downloadable!]
Kadri Männasoo & David G Mayes, 2005. "Investigating the Early Signals of Banking Sector Vulnerabilities in Central and East European Emerging Markets," Bank of Estonia Working Papers 2005-08, Bank of Estonia, revised 10 Oct 2005. [Downloadable!]
Wang, Jiao & Mayes, David & Wan, Guanghua, 2005. "Effects of WTO membership on income distribution and labour movement in China – A CGE analysis," BOFIT Discussion Papers 18/2005, Bank of Finland, Institute for Economies in Transition. [Downloadable!]
Wang, Jiao & Mayes, David & Wan, Guanghua, 2005. "Income Distribution and Labour Movement in China after WTO Membership: A CGE Analysis," Working Papers RP2005/38, World Institute for Development Economic Research (UNU-WIDER). [Downloadable!]

2004

Peter C.B. Phillips, 2004. "Challenges of Trending Time Series Econometrics," Cowles Foundation Discussion Papers 1472, Cowles Foundation, Yale University. [Downloadable!]
Peter C.B. Phillips & Donggyu Sul, 2004. "The Elusive Empirical Shadow of Growth Convergence," Yale School of Management Working Papers ysm342, Yale School of Management. [Downloadable!]
Peter C.B. Phillips & Sainan Jin & Yixiao Sun, 2004. "Long Run Variance Estimation Using Steep Origin Kernels Without Truncation," Yale School of Management Working Papers ysm427, Yale School of Management. [Downloadable!]
Peter C.B. Phillips & Sainan Jin & Yixiao Sun, 2004. "Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation," Yale School of Management Working Papers ysm347, Yale School of Management. [Downloadable!]
Liudas Giraitis & Peter C.B. Phillips, 2004. "Uniform Limit Theory for Stationary Autoregression," Cowles Foundation Discussion Papers 1475, Cowles Foundation, Yale University. [Downloadable!]
Peter C.B. Phillips, 2004. "Automated Discovery in Econometrics," Cowles Foundation Discussion Papers 1469, Cowles Foundation, Yale University. [Downloadable!]
Peter C.B. Phillips & Chi-Young Choi & Donggyu Sul, 2004. "Prewhitening Bias in HAC Estimation," Yale School of Management Working Papers ysm426, Yale School of Management. [Downloadable!]
Peter C.B. Phillips, 2004. "HAC Estimation by Automated Regression," Cowles Foundation Discussion Papers 1470, Cowles Foundation, Yale University. [Downloadable!]
Rustam Ibragimov & Peter C.B. Phillips, 2004. "Regression Asymptotics Using Martingale Convergence Methods," Cowles Foundation Discussion Papers 1473, Cowles Foundation, Yale University. [Downloadable!]
Offer Lieberman & Peter C.B. Phillips, 2004. "Expansions for Approximate Maximum Likelihood Estimators of the Fractional Difference Parameter," Cowles Foundation Discussion Papers 1474, Cowles Foundation, Yale University. [Downloadable!]
Peter C.B. Phillips & Donggyu Sul, 2004. "Bias in Dynamic Panel Estimation with Fixed Effects, Incidental Trends and Cross Section Dependence," Yale School of Management Working Papers ysm428, Yale School of Management. [Downloadable!]
Peter C.B. Phillips & Tassos Magdalinos, 2004. "Limit Theory for Moderate Deviations from a Unit Root," Cowles Foundation Discussion Papers 1471, Cowles Foundation, Yale University. [Downloadable!]
Peter C.B. Phillips & Hyungsik Roger Moon & Benoit Perron, 2004. "Incidental Trends and the Power of Panel Unit Root Tests," Yale School of Management Working Papers ysm414, Yale School of Management. [Downloadable!]
Sainan Jin & Peter Phillips & Yixiao Sun, 2004. "Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation," Econometric Society 2004 North American Winter Meetings 299, Econometric Society. [Downloadable!]
Peter C. B. Phillips & Chirok Han, 2004. "GMM with Many Moment Conditions," Econometric Society 2004 Far Eastern Meetings 525, Econometric Society. [Downloadable!]
Jun Yu & Peter Phillips, 2004. "Jackknifing Bond Option Prices," Econometric Society 2004 North American Winter Meetings 115, Econometric Society. [Downloadable!]
Peter Phillips & Yixiao Sun & Sainan Jin, 2004. "Spectral Density Estimation and Robust Hypothesis Testing Using Steep Origin Kernels Without Truncation," University of California at San Diego, Economics Working Paper Series 2004-15, Department of Economics, UC San Diego. [Downloadable!]
Reiko Aoki & Sadao Nagaoka, 2004. "The Consortium Standard and Patent Pools," Hi-Stat Discussion Paper Series d04-32, Institute of Economic Research, Hitotsubashi University. [Downloadable!]
Reiko Aoki; Sadao Nagaoka, 2004. "The Consortium Standard and Patent Pools," Econometric Society 2004 Far Eastern Meetings 788, Econometric Society.
Lata Gangadharan & Ananish Chaudhuri & Nisvan Erkal, 2004. "An Experimental Analysis of Third-Party Response to Corruption," Econometric Society 2004 Australasian Meetings 220, Econometric Society.
Sara Graziano & Ananish Chaudhuri & Pushkar Maitra, 2004. "A Dynamic Analysis of the Evolution of Conventions in a Public Goods Experiment with Intergenerational Advice," Econometric Society 2004 Australasian Meetings 38, Econometric Society. [Downloadable!]
Ananish Chaudhuri & Pushkar Maitra, 2004. "Dynamic Analysis of the Evolution of Conventions in a Public Goods Experiment with Intergenerational Advice," Econometric Society 2004 North American Summer Meetings 37, Econometric Society. [Downloadable!]
Heiko A. Gerlach & Thomas Rønde & Konrad Stahl, 2004. "Project Choice and Risk in R&D," CIE Discussion Papers 2004-01, University of Copenhagen. Department of Economics. Centre for Industrial Economics. [Downloadable!]
Aaron Schiff & John Kennes, 2004. "Guided Search: The Value of a Reputation System," 2004 Meeting Papers 345, Society for Economic Dynamics.
Chi-Young Choi & Nelson Mark & Donggyu Sul, 2004. "Unbiased Estimation of the Half-Life to PPP Convergence in Panel Data," NBER Working Papers 10614, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
Nelson C. Mark & Donggyu Sul, 2004. "The Use of Predictive Regressions at Alternative Horizons in Finance and Economics," Finance 0409032, EconWPA. [Downloadable!]
Nelson C. Mark & Donggyu Sul, 2004. "The Use of Predictive Regressions at Alternative Horizons in Finance and Economics," NBER Technical Working Papers 0298, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
Chi-Young Choi & Nelson C. Mark & Donggyu Sul, 2004. "Bias Reduction by Recursive Mean Adjustment in Dynamic Panel Data Models," Econometrics 0409005, EconWPA. [Downloadable!]
Masao Ogaki & Nelson Mark & Donggyu Sul, 2004. "Dynamic Seemingly Unrelated Cointegrating Regression," Working Papers 04-02, Ohio State University, Department of Economics. [Downloadable!]
Horag Choi & George Alessandria, 2004. "Export Decisions and International Business Cycles," 2004 Meeting Papers 54, Society for Economic Dynamics.
Horag Choi & George Alessandria, 2004. "Export Decisions and International Business Cycles," Econometric Society 2004 North American Summer Meetings 570, Econometric Society.
House, Lisa & Lusk, Jayson & Jaeger, Sara & Traill, W. Bruce & Moore, Melissa & Valli, Carlotta & Morrow, Bert & Yee, Wallace M.S., 2004. "Objective And Subjective Knowledge: Impacts On Consumer Demand For Genetically Modified Foods In The United States And The European Union," 2004 Annual meeting, August 1-4, Denver, CO 20125, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
David T. Llewellyn & David G. Mayes, 2004. "The role of market discipline in handling problem banks," Finance 0404020, EconWPA. [Downloadable!]
David G. Mayes & Matti Virén, 2004. "Asymmetries in the Euro area economy," Macroeconomics 0404024, EconWPA. [Downloadable!]
David G. Mayes, 2004. "An approach to bank insolvency in transition and emerging economies," Finance 0404015, EconWPA. [Downloadable!]
Paloviita , Maritta & Mayes , David, 2004. "The use of real time information in Phillips curve relationships for the euro area," Research Discussion Papers 16/2004, Bank of Finland. [Downloadable!]
Mayes , David G., 2004. "An approach to bank insolvency in transition and emerging economies," Research Discussion Papers 4/2004, Bank of Finland. [Downloadable!]
Mayes , David G. & Virén , Matti, 2004. "Asymmetries in the Euro area economy," Research Discussion Papers 9/2004, Bank of Finland. [Downloadable!]
Paloviita, Maritta & Mayes, David, 2004. "The use of real-time information in Phillips curve relationships for the euro area," Discussion Paper Series 1: Economic Studies 2004,28, Deutsche Bundesbank, Research Centre. [Downloadable!]
Peter Schmidt & Chirok Han & Luis Orea, 2004. "Estimation of a Panel Data Model with Parametric Temporal Variation in Individual Effects," Econometric Society 2004 Far Eastern Meetings 519, Econometric Society.

2003

Hyungsik Roger Moon & Peter C.B. Phillips, 2003. "GMM Estimation of Autoregressive Roots Near Unity with Panel Data," Cowles Foundation Discussion Papers 1390, Cowles Foundation, Yale University. [Downloadable!]
Victoria Zinde-Walsh & Peter C.B. Phillips, 2003. "Fractional Brownian Motion as a Differentiable Generalized Gaussian Process," Cowles Foundation Discussion Papers 1391, Cowles Foundation, Yale University. [Downloadable!]
Peter C.B. Phillips & Jun Yu, 2003. "Jackknifing Bond Option Prices," Cowles Foundation Discussion Papers 1392, Cowles Foundation, Yale University. [Downloadable!]
Peter C.B. Phillips, 2003. "Vision and Influence in Econometrics: John Denis Sargan," Cowles Foundation Discussion Papers 1393, Cowles Foundation, Yale University. [Downloadable!]
Peter C.B. Phillips, 2003. "Laws and Limits of Econometrics," Cowles Foundation Discussion Papers 1397, Cowles Foundation, Yale University. [Downloadable!]
Peter C.B. Phillips & Donggyu Sul, 2003. "The Elusive Empirical Shadow of Growth Convergence," Cowles Foundation Discussion Papers 1398, Cowles Foundation, Yale University. [Downloadable!]
Peter C.B. Phillips & Yixiao Sun & Sainan Jin, 2003. "Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation," Cowles Foundation Discussion Papers 1407, Cowles Foundation, Yale University. [Downloadable!]
Hyungsik Roger Moon & Benoit Perron & Peter C.B. Phillips, 2003. "Incidental Trends and the Power of Panel Unit Root Tests," Cowles Foundation Discussion Papers 1435, Cowles Foundation, Yale University. [Downloadable!]
Donggyu Sul & Peter C.B. Phillips & Choi, Chi-Young, 2003. "Prewhitening Bias in HAC Estimation," Cowles Foundation Discussion Papers 1436, Cowles Foundation, Yale University. [Downloadable!]
Peter C.B. Phillips & Yixiao Sun & Sainan Jin, 2003. "Long Run Variance Estimation Using Steep Origin Kernels without Truncation," Cowles Foundation Discussion Papers 1437, Cowles Foundation, Yale University. [Downloadable!]
Peter C.B. Phillips & Donggyu Sul, 2003. "Bias in Dynamic Panel Estimation with Fixed Effects, Incidental Trends and Cross Section Dependence," Cowles Foundation Discussion Papers 1438, Cowles Foundation, Yale University, revised Jun 2004. [Downloadable!]
Peter C. B. Phillips & Yixiao Sun & Sainan Jin, 2003. "Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation," University of California at San Diego, Economics Working Paper Series 2003-05, Department of Economics, UC San Diego. [Downloadable!]
Reiko Aoki & Sadao Nagaoka, 2003. "The Utility Standard and the Patentability of Intermediate Technology," Discussion Paper Series a437, Institute of Economic Research, Hitotsubashi University. [Downloadable!]
Ananish Chaudhuri & Lata Gangadharn, 2003. "Gender Differences in Trust and Reciprocity," Department of Economics - Working Papers Series 875, The University of Melbourne. [Downloadable!]
Olivier Armantier and Erwann Sbai, 2003. "Estimation and Comparison of Treasury Auction Formats when Bidders are Asymmetric," Department of Economics Working Papers 03-02, Stony Brook University, Department of Economics. [Downloadable!]
John Kennes & Aaron Schiff, 2003. "The Value of a Reputation System," Industrial Organization 0301011, EconWPA. [Downloadable!]
Nelson C. Mark & Masao Ogaki & Donggyu Sul, 2003. "Dynamic Seemingly Unrelated Cointegrating Regression," NBER Technical Working Papers 0292, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
Llewellyn, David T. & Mayes , David G., 2003. "The role of market discipline in handling problem banks," Research Discussion Papers 21/2003, Bank of Finland. [Downloadable!]

2002

Peter C.B.Phillips & Donggyu Sul, 2002. "Dynamic Panel Estimation and Homogeneity Testing Under Cross Section Dependence," Cowles Foundation Discussion Papers 1362, Cowles Foundation, Yale University. [Downloadable!]
Peter C.B. Phillips & Binbin Guo & Zhijie Xiao, 2002. "Efficient Regression in Time Series Partial Linear Models," Cowles Foundation Discussion Papers 1363, Cowles Foundation, Yale University. [Downloadable!]
Ling Hu & Peter C.B. Phillips, 2002. "Nonstationary Discrete Choice," Cowles Foundation Discussion Papers 1364, Cowles Foundation, Yale University. [Downloadable!]
Ling Hu & Peter C.B. Phillips, 2002. "Dynamics of the Federal Funds Target Rate: A Nonstationary Discrete Choice Approach," Cowles Foundation Discussion Papers 1365, Cowles Foundation, Yale University. [Downloadable!]
Yixiao Sun & Peter C.B. Phillips, 2002. "Nonlinear Log-Periodogram Regression for Perturbed Fractional Processes," Cowles Foundation Discussion Papers 1366, Cowles Foundation, Yale University. [Downloadable!]
Katsumi Shimotsu & Peter C.B. Phillips, 2002. "Exact Local Whittle Estimation of Fractional Integration," Cowles Foundation Discussion Papers 1367, Cowles Foundation, Yale University, revised Jul 2004. [Downloadable!]
Sainan Jin & Peter C.B. Phillips, 2002. "The KPSS Test with Seasonal Dummies," Cowles Foundation Discussion Papers 1373, Cowles Foundation, Yale University. [Downloadable!]
Offer Lieberman & Peter C.B. Phillips, 2002. "Error Bounds and Asymptotic Expansions for Toeplitz Product Functionals of Unbounded Spectra," Cowles Foundation Discussion Papers 1374, Cowles Foundation, Yale University. [Downloadable!]
Katsumi Shimotsu & Peter C.B. Phillips, 2002. "Exact Local Whittle Estimation of Fractional Integration," Economics Discussion Papers 535, University of Essex, Department of Economics. [Downloadable!]
Reiko Aoki & Sadao Nagaoka, 2002. "The Utility Standard and the Patentability of Basic Research," CIRJE F-Series CIRJE-F-160, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
Gerlach, Heiko A. & Rønde, Thomas & Stahl, Konrad O., 2002. "Market and Technical Risk in R&D," CEPR Discussion Papers 3450, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
Nelson C. Mark & Donggyu Sul, 2002. "Cointegration Vector Estimation by Panel DOLS and Long-Run Money Demand," NBER Technical Working Papers 0287, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
Hurley, Jeremiah & Vaithianathan, Rhema & Crossley, Thomas F. & Cobb-Clark, Deborah, 2002. "Parallel Private Health Insurance in Australia: A Cautionary Tale and Lessons for Canada," IZA Discussion Papers 515, Institute for the Study of Labor (IZA). [Downloadable!]
Jeremiah Hurley & Rhema Vaithianathan & Thomas F. Crossley & Deborah Cobb-Clark, 2002. "Parallel Private Health Insurance in Australia: A Cautionary Tale and Lessons for Canada," CEPR Discussion Papers 448, Centre for Economic Policy Research, Research School of Social Sciences, Australian National University. [Downloadable!]

2001

Offer Lieberman & Peter C.B. Phillips, 2001. "Second Order Expansions for the Distribution of the Maximum Likelihood Estimator of the Fractional Difference Parameter," Cowles Foundation Discussion Papers 1308, Cowles Foundation, Yale University. [Downloadable!]
Jun Yu & Peter C.B. Phillips, 2001. "Gaussian Estimation of Continuous Time Models of the Short Term Interest Rate," Cowles Foundation Discussion Papers 1309, Cowles Foundation, Yale University. [Downloadable!]
Peter C.B. Phillips, 2001. "Regression with Slowly Varying Regressors," Cowles Foundation Discussion Papers 1310, Cowles Foundation, Yale University. [Downloadable!]
Andrew Jeffrey & Linton, Oliver Linton & Thong Nguyen & Peter C.B. Phillips, 2001. "Nonparametric Estimation of a Multifactor Heath-Jarrow-Morton Model: An Integrated Approach," Cowles Foundation Discussion Papers 1311, Cowles Foundation, Yale University. [Downloadable!]
Zhijie Xiao & Peter C.B. Phillips, 2001. "A CUSUM Test for Cointegration Using Regression Residuals," Cowles Foundation Discussion Papers 1329, Cowles Foundation, Yale University. [Downloadable!]
Peter C.B. Phillips, 2001. "Bootstrapping Spurious Regression," Cowles Foundation Discussion Papers 1330, Cowles Foundation, Yale University. [Downloadable!]
Peter C.B. Phillips & Joon Y. Park & Yoosoon Chang, 2001. "Nonlinear Instrumental Variable Estimation of an Autoregression," Cowles Foundation Discussion Papers 1331, Cowles Foundation, Yale University. [Downloadable!]
Federico M. Bandi & Peter C.B. Phillips, 2001. "Fully Nonparametric Estimation of Scalar Diffusion Models," Cowles Foundation Discussion Papers 1332, Cowles Foundation, Yale University. [Downloadable!]
Reiko Aoki, 2001. "Oligopolistic Business to Business E-Market and Welfare," Industrial Organization 0012004, EconWPA. [Downloadable!]
Chaudhuri, A. & Schotter, A. & Sopher, B., 2001. "Talking Ourselves to Efficiency: Coordination in Inter-Generational Minimum Games with Private, Almost Common and Common Knowledge of Advice," Working Papers 01-11, C.V. Starr Center for Applied Economics, New York University. [Downloadable!]
Luca Rigotti & Matthew Ryan & Rhema Vaithianathan, 2001. "Entrepreneurial Innovation," GE, Growth, Math methods 0103002, EconWPA. [Downloadable!]
Rigotti, L. & Ryan, M. & Vaithianathan, R., 2001. "Entrepreneurial innovation," Discussion Paper 21, Tilburg University, Center for Economic Research. [Downloadable!]
Luca Rigotti, Matthew Ryan and Rhema Vaithianathan., 2001. "Entrepreneurial Innovation," Economics Working Papers E01-296Rev, University of California at Berkeley.
Luca Rigotti & Matthew Ryan & Rema Vaithianathan, 2001. "Entrepreneurial Innovation," Department of Economics, Working Paper Series 1016, Department of Economics, Institute for Business and Economic Research, UC Berkeley. [Downloadable!]
Rhema Vaithianathan, 2001. "An Economic Analysis of the Private Health Insurance Incentive Act (1998)," CEPR Discussion Papers 427, Centre for Economic Policy Research, Research School of Social Sciences, Australian National University. [Downloadable!]
Huang, Angela & Margaritis, Dimitri & Mayes, David, 2001. "Monetary policy rules in practice: Evidence from New Zealand," Research Discussion Papers 18/2001, Bank of Finland. [Downloadable!]
Mayes, David & Virén, Matti, 2001. "Financial conditions indexes," Research Discussion Papers 17/2001, Bank of Finland. [Downloadable!]

2000

Peter C.B. Phillips, 2000. "Trending Time Series and Macroeconomic Activity: Some Present and Future Challenges," Cowles Foundation Discussion Papers 1264, Cowles Foundation, Yale University. [Downloadable!]
Katsumi Shimotsu & Peter C.B. Phillips, 2000. "Modified Local Whittle Estimation of the Memory Parameter in the Nonstationary Case," Cowles Foundation Discussion Papers 1265, Cowles Foundation, Yale University. [Downloadable!]
Katsumi Shimotsu & Peter C.B. Phillips, 2000. "Local Whittle Estimation in Nonstationary and Unit Root Cases," Cowles Foundation Discussion Papers 1266, Cowles Foundation, Yale University, revised Sep 2003. [Downloadable!]
Katsumi Shimotsu & Peter C.B. Phillips, 2000. "Pooled Log Periodogram Regression," Cowles Foundation Discussion Papers 1267, Cowles Foundation, Yale University. [Downloadable!]
Hyungsik Roger Moon & Peter C.B. Phillips, 2000. "GMM Estimation of Autoregressive Roots Near Unity with Panel Data," Cowles Foundation Discussion Papers 1274, Cowles Foundation, Yale University. [Downloadable!]
Aaron F. Schiff & Peter C.B. Phillips, 2000. "Forecasting New Zealand's Real GDP," Cowles Foundation Discussion Papers 1278, Cowles Foundation, Yale University. [Downloadable!]
Carmela E. Quintos & Zhenhong Fan & Peter C.B. Phillips, 2000. "Structural Change in Tail Behavior and the Asian Financial Crisis," Cowles Foundation Discussion Papers 1283, Cowles Foundation, Yale University. [Downloadable!]
Federico Bandi & Peter C. B. Phillips, 2000. "Accelerated Asymptotics for Diffusion Model Estimation," Econometric Society World Congress 2000 Contributed Papers 1656, Econometric Society. [Downloadable!]
Kerr, Bill & Phillips, Peter, 2000. "The Biosafety Protocol And International Trade In Genetically Modified Organisms," CATRN Papers 12893, Canadian Agri-Food Trade Research Network. [Downloadable!]
Reiko Aoki & Yossef Spiegel, 2000. "Public Disclosure of Patent Applications, R & D, and Welfare," Econometric Society World Congress 2000 Contributed Papers 1273, Econometric Society. [Downloadable!]
Heiko A. Gerlach, 2000. "Innovation Preannouncement and Entry in a Vertically Differentiated Industry," Econometric Society World Congress 2000 Contributed Papers 1820, Econometric Society. [Downloadable!]
Erwann Sbai, 2000. "Identification in Empirical Games," Econometric Society World Congress 2000 Contributed Papers 1896, Econometric Society. [Downloadable!]
Mayes, David G & Virén, Matti, 2000. "Asymmetry and the Problem of Aggregation in the Euro Area," Research Discussion Papers 11/2000, Bank of Finland. [Downloadable!]

1999

Peter C.B. Phillips, 1999. "Descriptive Econometrics for Nonstationary Time Series with Empirical Illustrations," Cowles Foundation Discussion Papers 1219, Cowles Foundation, Yale University. [Downloadable!]
Peter C.B. Phillips & Werner Ploberger, 1999. "Empirical Limits for Time Series Econometric Models," Cowles Foundation Discussion Papers 1220, Cowles Foundation, Yale University. [Downloadable!]
Peter C.B. Phillips & Hyungsik R. Moon, 1999. "Nonstationary Panel Data Analysis: An Overview of Some Recent Developments," Cowles Foundation Discussion Papers 1221, Cowles Foundation, Yale University. [Downloadable!]
Peter C.B. Phillips & Hyungsik R. Moon, 1999. "Linear Regression Limit Theory for Nonstationary Panel Data," Cowles Foundation Discussion Papers 1222, Cowles Foundation, Yale University. [Downloadable!]
Peter C.B. Phillips & Joon Y. Park, 1999. "Nonstationary Binary Choice," Cowles Foundation Discussion Papers 1223, Cowles Foundation, Yale University. [Downloadable!]
Hyungsik R. Moon & Peter C.B. Phillips, 1999. "Estimation of Autoregressive Roots Near Unity Using Panel Data," Cowles Foundation Discussion Papers 1224, Cowles Foundation, Yale University. [Downloadable!]
Peter C.B. Phillips, 1999. "Discrete Fourier Transforms of Fractional Processes," Cowles Foundation Discussion Papers 1243, Cowles Foundation, Yale University. [Downloadable!]
Peter C.B. Phillips, 1999. "Unit Root Log Periodogram Regression," Cowles Foundation Discussion Papers 1244, Cowles Foundation, Yale University. [Downloadable!]
Yoosoon Chang & Joon Y. Park & Peter C.B. Phillips, 1999. "Nonlinear Econometric Models with Cointegrated and Deterministically Trending Regressors," Cowles Foundation Discussion Papers 1245, Cowles Foundation, Yale University. [Downloadable!]
Hyungsik R. Moon & Peter C.B. Phillips, 1999. "Maximum Likelihood Estimation in Panels with Incidental Trends," Cowles Foundation Discussion Papers 1246, Cowles Foundation, Yale University. [Downloadable!]
Joon Y. Park & Peter C. B. Phillips, 1999. "Nonstationary Binary Choice," Working Paper Series no5, Institute of Economic Research, Seoul National University.
Joon Y. Park & Peter C. B. Phillips, 1999. "Nonlinear Regressions with Integrated Time Series," Working Paper Series no6, Institute of Economic Research, Seoul National University. [Downloadable!]
Hyungsik Moon & Peter Phillips, 1999. "Maximum Likelihood Estimation in Panels with Incidental Trends," University of California at Santa Barbara, Economics Working Paper Series wp6-99, Department of Economics, UC Santa Barbara. [Downloadable!]
Hyungsik Moon & Peter Phillips, 1999. "Estimation of Autoregressive Roots near Unity using Panel Data," University of California at Santa Barbara, Economics Working Paper Series wp1-99, Department of Economics, UC Santa Barbara. [Downloadable!]
Peter Phillips & Hyungsik Moon, 1999. "How to Estimate Autoregressive Roots Near Unity," University of California at Santa Barbara, Economics Working Paper Series wp9-99, Department of Economics, UC Santa Barbara. [Downloadable!]
Mayes, D.G. & Vilmunen, J., 1999. "Unemployment in a Small Open Economy: Finland and New Zealand," Bank of Finland - Studies in Economics and Finance 10/99, Bank of Finland. Research Department..
Kilponen, Juha & Mayes, David & Vilmunen, Jouko, 1999. "Labour Market Flexibility in Northern Europe," ERSA conference papers ersa99pa088, European Regional Science Association. [Downloadable!]
Juha Kilponen & David Mayes & Jouko Vilmunen, 1999. "Labour Market Flexibility in Northern Europe," One Europe or Several? Working Papers 2, One-Europe Programme. [Downloadable!]
Tarkka , Juha & Mayes, David, 1999. "The Value of Publishing Official Central Bank Forecasts," Research Discussion Papers 22/1999, Bank of Finland. [Downloadable!]
Mayes , David & Vilmunen, Jouko, 1999. "Unemployment in a Small Open Economy: Finland and New Zealand," Research Discussion Papers 10/1999, Bank of Finland. [Downloadable!]

1998

Peter C.B. Phillips, 1998. "Econometric Analysis of Fisher's Equation," Cowles Foundation Discussion Papers 1180, Cowles Foundation, Yale University. [Downloadable!]
Peter C.B. Phillips & Joon Y. Park, 1998. "Nonstationary Density Estimation and Kernel Autoregression," Cowles Foundation Discussion Papers 1181, Cowles Foundation, Yale University. [Downloadable!]
Peter C.B. Phillips & Joon Y. Park, 1998. "Asymptotics for Nonlinear Transformations of Integrated Time Series," Cowles Foundation Discussion Papers 1182, Cowles Foundation, Yale University. [Downloadable!]
Peter C.B. Phillips & Zhijie Xiao, 1998. "A Primer on Unit Root Testing," Cowles Foundation Discussion Papers 1189, Cowles Foundation, Yale University. [Downloadable!]
Joon Y. Park & Peter C.B. Phillips, 1998. "Nonlinear Regressions with Integrated Time Series," Cowles Foundation Discussion Papers 1190, Cowles Foundation, Yale University. [Downloadable!]
Peter C.B. Phillips & Hyungsik R. Moon & Zhijie Xiao, 1998. "How to Estimate Autoregressive Roots Near Unity," Cowles Foundation Discussion Papers 1191, Cowles Foundation, Yale University. [Downloadable!]
Zhijie Xiao & Peter C.B. Phillips, 1998. "Higher Order Approximations for Wald Statistics in Cointegrating Regressions," Cowles Foundation Discussion Papers 1192, Cowles Foundation, Yale University. [Downloadable!]
Peter C.B. Phillips, 1998. "New Unit Root Asymptotics in the Presence of Deterministic Trends," Cowles Foundation Discussion Papers 1196, Cowles Foundation, Yale University. [Downloadable!]
Werner Ploberger & Peter C.B. Phillips, 1998. "Rissanen's Theorem and Econometric Time Series," Cowles Foundation Discussion Papers 1197, Cowles Foundation, Yale University. [Downloadable!]
John C. Chao & Peter C.B. Phillips, 1998. "Jeffreys Prior Analysis of the Simultaneous Equations Model in the Case with n+1 Endogenous Variables," Cowles Foundation Discussion Papers 1198, Cowles Foundation, Yale University. [Downloadable!]
Aoki, R. & Spiegel, Y., 1998. "Public Disclosure of Patent Applications, R&D, and Welfare," Papers 30-98, Tel Aviv.
Nelson Mark & Donggyu Sul, 1998. "Norminal Exchange Rates and Monetary Fundamentals: Evidence from a Small Post-Bretton Woods Panel," Working Papers 98-19, Ohio State University, Department of Economics. [Downloadable!]
Mayes, D.G., 1998. "Improving Bankin Supervision," Bank of Finland - Studies in Economics and Finance 23/98, Bank of Finland. Research Department..
Mayes, D.G., 1998. "Evolving Voluntary Rules for the Operation of European Central Bank," Bank of Finland - Studies in Economics and Finance 2/98, Bank of Finland. Research Department..
Mayes, D.G. & Viren, M., 1998. "The Exchange Rate and Monetary Conditions in the Euro Area," Bank of Finland - Studies in Economics and Finance 27/98, Bank of Finland. Research Department..
Mayes, D. & Vesala, J., 1998. "On the Problems of Home Country Control," Bank of Finland - Studies in Economics and Finance 20/98, Bank of Finland. Research Department..
Mayes, David & Vesala, Jukka, 1998. "On the Problems of Home Country Control," Research Discussion Papers 20/1998, Bank of Finland. [Downloadable!]
Mayes, David G. & Viren, Matti, 1998. "The Exchange Rate and Monetary Conditions in the Euro Area," Research Discussion Papers 27/1998, Bank of Finland. [Downloadable!]
Mayes , David, 1998. "Evolving Voluntary Rules for the Operation of the European Central Bank," Research Discussion Papers 2/1998, Bank of Finland. [Downloadable!]
Mayes, David G., 1998. "Improving Banking Supervision," Research Discussion Papers 23/1998, Bank of Finland. [Downloadable!]

1997

John C. Chao & Peter C.B. Phillips, 1997. "Model Selection in Partially Nonstationary Vector Autoregressive Processes with Reduced Rank Structure," Cowles Foundation Discussion Papers 1155, Cowles Foundation, Yale University. [Downloadable!]
Zhijie Xiao & Peter C.B. Phillips, 1997. "An ADF Coefficient Test for a Unit Root in ARMA Models of Unknown Order with Empirical Applications to the U.S. Economy," Cowles Foundation Discussion Papers 1161, Cowles Foundation, Yale University. [Downloadable!]
In Choi & Peter C.B. Phillips, 1997. "Regressions for Partially Identified, Cointegrated Simultaneous Equations," Cowles Foundation Discussion Papers 1162, Cowles Foundation, Yale University. [Downloadable!]
Dean Corbae & Sam Ouliaris & Peter C.B. Phillips, 1997. "Band Spectral Regression with Trending Data," Cowles Foundation Discussion Papers 1163, Cowles Foundation, Yale University. [Downloadable!]
Corbae, D. & Ouliaris, S. & Phillips, P.C.B., 1997. "Band Spectral Regression with Trending Data," Working Papers 97-09, University of Iowa, Department of Economics.
Thomas J. Prusa & Reiko Aoki, 1997. "Sequential vs. Simultaneous Choice With Endogenous Quality," Departmental Working Papers 199510, Rutgers University, Department of Economics.
Ananish Chaudhuri, 1997. "The Ratchet Principle in a Principal Agent Game with Unknown Costs: An Experimental Analysis," Departmental Working Papers 199608, Rutgers University, Department of Economics.
Ananish Chaudhuri & Pushkar Maitra, 1997. "Determinants of Land Tenure Contracts; Theory and Evidence from Rural India," Departmental Working Papers 199710, Rutgers University, Department of Economics. [Downloadable!]
Ananish Chaudhuri, 1997. "A Dynamic Model of Contractual Choice in Tenancy," Departmental Working Papers 199711, Rutgers University, Department of Economics. [Downloadable!]
Mayes, David, 1997. "A Market Based Approach to Maintaining Systemic Stability. Experiences from New ZealandA Market Based Approach to Maintaining Systemic Stability. Experiences from New Zealand," Research Discussion Papers 18/1997, Bank of Finland. [Downloadable!]

1996

Peter C.B. Phillips & Chin Chin Lee, 1996. "Efficiency Gains from Quasi-Differencing Under Nonstationarity," Cowles Foundation Discussion Papers 1134, Cowles Foundation, Yale University. [Downloadable!]
Peter C.B. Phillips, 1996. "Spurious Regression Unmasked," Cowles Foundation Discussion Papers 1135, Cowles Foundation, Yale University. [Downloadable!]
John C. Chao & Peter C.B. Phillips, 1996. "Bayesian Posterior Distributions in Limited Information Analysis of the Simultaneous Equations Model Using the Jeffreys Prior," Cowles Foundation Discussion Papers 1137, Cowles Foundation, Yale University. [Downloadable!]
Reiko Aoki & Jin-Li Hu, 1996. "Licensing vs. Litigation: Effect of the Legal System on Incentives to Innovate," Industrial Organization 9612002, EconWPA. [Downloadable!]
Reiko Aoki & Jin-Li Hu, 1996. "Allocation of Legal Costs and Patent Litigation: A Cooperative Game Approach," Industrial Organization 9612001, EconWPA. [Downloadable!]
Thomas J. Prusa & Reiko Aoki, 1996. "Product Development and the Timing of Information Disclosure under U.S. and Japanese Patent Systems," Departmental Working Papers 199423, Rutgers University, Department of Economics.

1995

Peter C.B. Phillips, 1995. "Impulse Response and Forecast Error Variance Asymptotics in Nonstationary VAR's," Cowles Foundation Discussion Papers 1102, Cowles Foundation, Yale University. [Downloadable!]
Peter C.B. Phillips, 1995. "Automated Forecasts of Asia-Pacific Economic Activity," Cowles Foundation Discussion Papers 1103, Cowles Foundation, Yale University. [Downloadable!]
Peter C.B. Phillips, 1995. "Unit Root Tests," Cowles Foundation Discussion Papers 1104, Cowles Foundation, Yale University. [Downloadable!]
Reiko Aoki & Thomas J. Prusa, 1995. "Product Development and the Timing of Information Disclosure under U.S.and Japanese Patent Systems," NBER Working Papers 5063, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

1994

Peter C.B. Phillips & James W. McFarland & Patrick C. McMahon, 1994. "Robust Tests of Forward Exchange Market Efficiency with Empirical Evidence from the 1920's," Cowles Foundation Discussion Papers 1080, Cowles Foundation, Yale University. [Downloadable!]
Peter C.B. Phillips, 1994. "Nonstationary Time Series and Cointegration: Recent Books and Themes for the Future," Cowles Foundation Discussion Papers 1081, Cowles Foundation, Yale University. [Downloadable!]
Yuichi Kitamura & Peter C.B. Phillips, 1994. "Fully Modified IV, GIVE and GMM Estimation with Possibly Non-Stationary Regressions and Instruments," Cowles Foundation Discussion Papers 1082, Cowles Foundation, Yale University. [Downloadable!]
Peter C.B. Phillips, 1994. "Model Determination and Macroeconomic Activity," Cowles Foundation Discussion Papers 1083, Cowles Foundation, Yale University. [Downloadable!]
The Implications for Firms and Industry of the adoption Burridge, M. & Mayes, D.G., 1994. "The Implications for Firms and Industry of the Adoption of the ECU as the Single Currency in the EC," European Economy - Economic Papers 106, Commission of the EC, Directorate-General for Economic and Financial Affairs (DG ECFIN).

1993

Peter C.B. Phillips, 1993. "Fully Modified Least Squares and Vector Autoregression," Cowles Foundation Discussion Papers 1047, Cowles Foundation, Yale University. [Downloadable!]
Peter C.B. Phillips & James W. McFarland, 1993. "Forward Exchange Market Unbiasedness: The Case of the Australian Dollar Since 1984," Cowles Foundation Discussion Papers 1055, Cowles Foundation, Yale University, revised 1996. [Downloadable!]
Peter C.B. Phillips, 1993. "Robust Nonstationary Regression," Cowles Foundation Discussion Papers 1064, Cowles Foundation, Yale University. [Downloadable!]

1989

Peter C.B. Phillips, 1989. "A New Proof of Knight's Theorem on the Cauchy Distribution," Cowles Foundation Discussion Papers 887, Cowles Foundation, Yale University. [Downloadable!]
Peter C.B. Phillips, 1989. "Time Series Regression with a Unit Root and Infinite Variance Errors," Cowles Foundation Discussion Papers 897R, Cowles Foundation, Yale University, revised Aug 1989. [Downloadable!]
Peter C.B. Phillips & Mico Loretan, 1989. "The Durbin-Watson Ratio Under Infinite Variance Errors," Cowles Foundation Discussion Papers 898R, Cowles Foundation, Yale University, revised Aug 1989. [Downloadable!]
Peter C.B. Phillips & In Choi, 1989. "Testing for a Unit Root by Generalized Least Squares Methods in the Time and Frequency Domains," Cowles Foundation Discussion Papers CFP 899, Cowles Foundation, Yale University. [Downloadable!]
Peter C.B. Phillips & Mico Loretan, 1989. "Estimating Long Run Economic Equilibria," Cowles Foundation Discussion Papers 928, Cowles Foundation, Yale University. [Downloadable!]
In Choi & Peter C.B. Phillips, 1989. "Asymptotic and Finite Sample Distribution Theory for IV Estimators and Tests in Partially Identified Structural Equations," Cowles Foundation Discussion Papers 929, Cowles Foundation, Yale University. [Downloadable!]
Peter C.B. Phillips & Victor Solo, 1989. "Asymptotics for Linear Processes," Cowles Foundation Discussion Papers 932, Cowles Foundation, Yale University. [Downloadable!]
Peter C.B. Phillips & Peter Schmidt, 1989. "Testing for a Unit Root in the Presence of Deterministic Trends," Cowles Foundation Discussion Papers 933, Cowles Foundation, Yale University. [Downloadable!]
Peter C.B. Phillips, 1989. "A Little Magic with the Cauchy Distribution," Cowles Foundation Discussion Papers 886, Cowles Foundation, Yale University. [Downloadable!]

1988

Peter C.B. Phillips, 1988. "The Characteristic Function of the Dirichlet and Multivariate F Distributions," Cowles Foundation Discussion Papers 865, Cowles Foundation, Yale University. [Downloadable!]
Peter C.B. Phillips, 1988. "Optimal Inference in Cointegrated Systems," Cowles Foundation Discussion Papers 866R, Cowles Foundation, Yale University, revised Aug 1989. [Downloadable!]
Peter C.B. Phillips & Bruce E. Hansen, 1988. "Statistical Inference in Instrumental Variables," Cowles Foundation Discussion Papers 869R, Cowles Foundation, Yale University, revised Apr 1989. [Downloadable!]
Peter C.B. Phillips, 1988. "Spectral Regression for Cointegrated Time Series," Cowles Foundation Discussion Papers 872, Cowles Foundation, Yale University. [Downloadable!]
Peter C.B. Phillips & Sam Ouliaris & Joon Y. Park, 1988. "Testing for a Unit Root in the Presence of a Maintained Trend," Cowles Foundation Discussion Papers 880, Cowles Foundation, Yale University. [Downloadable!]
Peter C.B. Phillips & Bruce E. Hansen, 1988. "Estimation and Inference in Models of Cointegration: A Simulation Study," Cowles Foundation Discussion Papers 881, Cowles Foundation, Yale University. [Downloadable!]
Peter C.B. Phillips, 1988. "Error Correction and Long Run Equilibrium in Continuous Time," Cowles Foundation Discussion Papers 882R, Cowles Foundation, Yale University, revised Jul 1989. [Downloadable!]
Peter C.B. Phillips, 1988. "Reflections on Econometric Methodology," Cowles Foundation Discussion Papers 893, Cowles Foundation, Yale University. [Downloadable!]

1987

Peter C.B. Phillips, 1987. "Spherical Matrix Distributions and Cauchy Quotients," Cowles Foundation Discussion Papers 823, Cowles Foundation, Yale University. [Downloadable!]
Peter C.B. Phillips, 1987. "Conditional and Unconditional Statistical Independence," Cowles Foundation Discussion Papers 824R, Cowles Foundation, Yale University, revised Dec 1987. [Downloadable!]
Peter C.B. Phillips & Vassilis A. Hajivassiliou, 1987. "Bimodal t-Ratios," Cowles Foundation Discussion Papers 842, Cowles Foundation, Yale University. [Downloadable!]
Peter C.B. Phillips, 1987. "Partially Identified Econometric Models," Cowles Foundation Discussion Papers 845R, Cowles Foundation, Yale University, revised Aug 1988. [Downloadable!]
Peter C.B. Phillips, 1987. "Weak Convergence of Sample Covariance Matrices to Stochastic Integrals via Martingale Approximations," Cowles Foundation Discussion Papers 846, Cowles Foundation, Yale University. [Downloadable!]
Peter C.B. Phillips & Sam Ouliaris, 1987. "Asymptotic Properties of Residual Based Tests for Cointegration," Cowles Foundation Discussion Papers 847R, Cowles Foundation, Yale University, revised Jul 1988. [Downloadable!]
Peter C.B. Phillips, 1987. "Multiple Regression with Integrated Time Series," Cowles Foundation Discussion Papers 852, Cowles Foundation, Yale University. [Downloadable!]

1986

Peter C.B. Phillips, 1986. "Regression Theory for Near-Integrated Time Series," Cowles Foundation Discussion Papers 781R, Cowles Foundation, Yale University, revised Jan 1987. [Downloadable!]
Peter C.B. Phillips, 1986. "Towards a Unified Asymptotic Theory for Autoregression," Cowles Foundation Discussion Papers 782R, Cowles Foundation, Yale University, revised Aug 1986. [Downloadable!]
Donald W.K. Andrews & Peter C.B. Phillips, 1986. "Best Median Unbiased Estimation in Linear Regression with Bounded Asymmetric Loss Functions," Cowles Foundation Discussion Papers 786, Cowles Foundation, Yale University. [Downloadable!]
Steven N. Durlauf & Peter C.B. Phillips, 1986. "Trends Versus Random Walks in Time Series Analysis," Cowles Foundation Discussion Papers 788, Cowles Foundation, Yale University. [Downloadable!]
Peter C.B. Phillips & Pierre Perron, 1986. "Testing for a Unit Root in Time Series Regression," Cowles Foundation Discussion Papers 795R, Cowles Foundation, Yale University, revised Sep 1987. [Downloadable!]
Peter C.B. Phillips, 1986. "Weak Convergence to the Matrix Stochastic Integral BdB," Cowles Foundation Discussion Papers 796, Cowles Foundation, Yale University. [Downloadable!]
Peter C.B. Phillips & Joon Y. Park, 1986. "On the Formulation of Wald Tests of Nonlinear Restrictions," Cowles Foundation Discussion Papers 801, Cowles Foundation, Yale University. [Downloadable!]
Peter C.B. Phillips & Joon Y. Park, 1986. "Asymptotic Equivalence of OLS and GLS in Regressions with Integrated Regressors," Cowles Foundation Discussion Papers 802, Cowles Foundation, Yale University. [Downloadable!]
Peter C.B. Phillips & Sam Ouliaris, 1986. "Testing for Cointegration Using Principal Component Measures," Cowles Foundation Discussion Papers 809R, Cowles Foundation, Yale University, revised Jul 1987. [Downloadable!]
Peter C.B. Phillips & Joon Y. Park, 1986. "Statistical Inference in Regressions with Integrated Processes: Part 1," Cowles Foundation Discussion Papers 811R, Cowles Foundation, Yale University, revised Aug 1987. [Downloadable!]
Peter C.B. Phillips & Joon Y. Park, 1986. "Statistical Inference in Regressions with Integrated Processes: Part 2," Cowles Foundation Discussion Papers 819R, Cowles Foundation, Yale University, revised Feb 1987. [Downloadable!]
Perron, P. & Phillips, P.C.B., 1986. "Does Gnp Have a Unit Root? a Reevaluation," Cahiers de recherche 8640, Universite de Montreal, Departement de sciences economiques.
Phillips, P.C.B., 1986. "Testing for a Unit Root in Time Series Regression," Cahiers de recherche 8633, Universite de Montreal, Departement de sciences economiques.

1985

Peter C.B. Phillips, 1985. "The Distribution of FIML in the Leading Case," Cowles Foundation Discussion Papers 739, Cowles Foundation, Yale University. [Downloadable!]
Peter C.B. Phillips, 1985. "Time Series Regression with a Unit Root," Cowles Foundation Discussion Papers 740R, Cowles Foundation, Yale University, revised Feb 1986. [Downloadable!]
Peter C.B. Phillips, 1985. "Understanding Spurious Regressions in Econometrics," Cowles Foundation Discussion Papers 757, Cowles Foundation, Yale University. [Downloadable!]
Peter C.B. Phillips, 1985. "Asymptotic Expansions in Nonstationary Vector Autoregressions," Cowles Foundation Discussion Papers 765, Cowles Foundation, Yale University. [Downloadable!]
Peter C.B. Phillips, 1985. "Fractional Matrix Calculus and the Distribution of Multivariate Tests," Cowles Foundation Discussion Papers 767, Cowles Foundation, Yale University. [Downloadable!]
Peter C.B. Phillips & Steven N. Durlauf, 1985. "Multiple Time Series Regression with Integrated Processes," Cowles Foundation Discussion Papers 768, Cowles Foundation, Yale University. [Downloadable!]

1984

Peter C.B. Phillips & R.C. Reiss, 1984. "Testing for Serial Correlation and Unit Roots Using a Computer Function Routine Bases on ERA's," Cowles Foundation Discussion Papers 721, Cowles Foundation, Yale University. [Downloadable!]
Peter C.B. Phillips, 1984. "The Exact Distribution of the Wald Statistic," Cowles Foundation Discussion Papers 722, Cowles Foundation, Yale University. [Downloadable!]
Sam Ouliaris & Peter C.B. Phillips, 1984. "The Exact Distribution of the Wald Statistic: The Non-Central Case," Cowles Foundation Discussion Papers 731, Cowles Foundation, Yale University. [Downloadable!]

1983

Peter C.B. Phillips, 1983. "The Exact Distribution of LIML: II," Cowles Foundation Discussion Papers 663, Cowles Foundation, Yale University. [Downloadable!]
Peter C.B. Phillips, 1983. "On University Education in Econometrics: Remarks on an Article by Eric R. Sowey," Cowles Foundation Discussion Papers 679, Cowles Foundation, Yale University. [Downloadable!]
Peter C.B. Phillips, 1983. "The Exact Distribution of Zellner's SUR," Cowles Foundation Discussion Papers 680, Cowles Foundation, Yale University. [Downloadable!]
Peter C.B. Phillips, 1983. "The Exact Distribution of Exogenous Variable Coefficient Estimators," Cowles Foundation Discussion Papers 681, Cowles Foundation, Yale University. [Downloadable!]
Peter C.B. Phillips, 1983. "The Exact Distribution of the Stein-Rule Estimator," Cowles Foundation Discussion Papers 682, Cowles Foundation, Yale University. [Downloadable!]
Peter C.B. Phillips, 1983. "Finite Sample Econometrics Using ERA's," Cowles Foundation Discussion Papers 683, Cowles Foundation, Yale University. [Downloadable!]
Peter C.B. Phillips, 1983. "An Everywhere Convergent Series Representation of the Distribution of Hotelling's Generalized T_{0}^{2}," Cowles Foundation Discussion Papers 723R, Cowles Foundation, Yale University, revised Mar 1986. [Downloadable!]

1982

Peter C.B. Phillips, 1982. "Small Sample Distribution Theory in Econometric Models of Simultaneous Equations," Cowles Foundation Discussion Papers 617, Cowles Foundation, Yale University. [Downloadable!]
Peter C.B. Phillips, 1982. "Exact Small Sample Theory in the Simultaneous Equations Model," Cowles Foundation Discussion Papers 621, Cowles Foundation, Yale University. [Downloadable!]
Peter C.B. Phillips, 1982. "On the Exact Distribution of LIML (revised and extended, see CFDP 658)," Cowles Foundation Discussion Papers 626, Cowles Foundation, Yale University. [Downloadable!]
Peter C.B. Phillips, 1982. "The Distribution of Matrix Quotients," Cowles Foundation Discussion Papers 637, Cowles Foundation, Yale University. [Downloadable!]
Peter C.B. Phillips, 1982. "Failure of the Alternation Theorem in Rational Approximations Over C_0(-infinity,infinity)," Cowles Foundation Discussion Papers 638, Cowles Foundation, Yale University. [Downloadable!]
Peter C.B. Phillips, 1982. "ERA's: A New Approach to Small Sample Theory," Cowles Foundation Discussion Papers 645, Cowles Foundation, Yale University. [Downloadable!]
Peter C.B. Phillips, 1982. "The Exact Distribution of LIML: I," Cowles Foundation Discussion Papers 658, Cowles Foundation, Yale University. [Downloadable!]

1981

Peter C.B. Phillips, 1981. "A New Approach to Small Sample Theory," Cowles Foundation Discussion Papers 608, Cowles Foundation, Yale University. [Downloadable!]
Peter C.B. Phillips, 1981. "Marginal Densities of Instrumental Variable Estimators in the General Single Equation Case," Cowles Foundation Discussion Papers 609, Cowles Foundation, Yale University. [Downloadable!]

1980

R.W. Bailey & V.B. Hall & Peter C.B. Phillips, 1980. "A Model of Output, Employment, Capital Formation and Inflation," Cowles Foundation Discussion Papers 552, Cowles Foundation, Yale University. [Downloadable!]
Peter C.B. Phillips, 1980. "On a Lemma of Amemiya," Cowles Foundation Discussion Papers 560, Cowles Foundation, Yale University. [Downloadable!]
Peter C.B. Phillips, 1980. "The Characteristic Function of the F Distribution," Cowles Foundation Discussion Papers 561, Cowles Foundation, Yale University. [Downloadable!]
Peter C.B. Phillips, 1980. "Best Uniform Approximation to Probability Densities in Econometrics," Cowles Foundation Discussion Papers 562, Cowles Foundation, Yale University. [Downloadable!]
Peter C.B. Phillips, 1980. "Characteristic Functions and the Tail Behavior of Probability Distributions," Cowles Foundation Discussion Papers 567, Cowles Foundation, Yale University. [Downloadable!]
Esfandier Maasoumi & Peter C.B. Phillips, 1980. "On the Behavior of Inconsistent Instrumental Variable Estimators," Cowles Foundation Discussion Papers 568, Cowles Foundation, Yale University. [Downloadable!]
Phillips, Peter C.B., 1980. "On the Consistency of Non-Linear FIML," Cowles Foundation Discussion Papers 573, Cowles Foundation, Yale University. [Downloadable!]

1978

Peter C.B. Phillips, 1978. "A Note on the Saddlepoint Approximation in the First Order Non-Circular Autoregression," Cowles Foundation Discussion Papers 487, Cowles Foundation, Yale University. [Downloadable!]

Undated

L Giraitis & P C B Phillips, . "Uniform limit theory for stationary autoregression," Discussion Papers 05/23, Department of Economics, University of York.
Hyungsik R. Moon & Peter C.B. Phillips, . "Maximum Likelihood Estimation in Panels with Incidental Trends," University of California at Santa Barbara, Economics Working Paper Series 6-99, Department of Economics, UC Santa Barbara. [Downloadable!]
Peter C.B. Phillips & Hyungsik Roger Moon & Zhijie Xiao, . "How to Estimate Autoregressive Roots Near Unity," University of California at Santa Barbara, Economics Working Paper Series 9-99, Department of Economics, UC Santa Barbara. [Downloadable!]
Peter C.B. Phillips & Hyungsik R. Moon, . "Linear Regression Limit Theory for Nonstationary Panel Data," University of California at Santa Barbara, Economics Working Paper Series 18-98, Department of Economics, UC Santa Barbara.
Hyungsik R. Moon & Peter C.B. Phillips, . "Estimation of Autoregressive Roots Near Unity Using Panel Data," University of California at Santa Barbara, Economics Working Paper Series 1-99, Department of Economics, UC Santa Barbara. [Downloadable!]
Peter C.B. Phillips & Hyungsik R. Moon, . "Nonstationary Panel Data Analysis: An Overview of Some Recent Developments," University of California at Santa Barbara, Economics Working Paper Series 17-98, Department of Economics, UC Santa Barbara.
A.Chaudhuri & P.Maitra, . "Determinants of Land Tenure Contracts: Theory and Evidence from Rural India," Working Papers 9710, University of Sydney, Department of Economics. [Downloadable!]
John Kennes & Aaron Schiff, . "Simple Reputation Systems," Discussion Papers 05-21, University of Copenhagen. Department of Economics, revised Nov 2005. [Downloadable!]
Duncan Matthews & David G Mayes, . "The effects of '1992' on the machine tool industry in Britain and Germany," NIESR Discussion Papers 30, National Institute of Economic and Social Research.
David G Mayes & Garry Young, . "Industrial investment and economic policy," NIESR Discussion Papers 56, National Institute of Economic and Social Research.
Duncan Matthews & David G Mayes, . "The evolution of rules for a single European market in leasing," NIESR Discussion Papers 35, National Institute of Economic and Social Research.
Duncan Matthews & David G Mayes, . "The role of soft law in the evolution of rules for a Single European Market: the case of retailing," NIESR Discussion Papers 61, National Institute of Economic and Social Research.
David Mayes & Alan Shipman, . "The response of UK retailers to the Single European Market," NIESR Discussion Papers 6, National Institute of Economic and Social Research.

Journal articles

2009

Magdalinos, Tassos & Phillips, Peter C.B., 2009. "Limit Theory For Cointegrated Systems With Moderately Integrated And Moderately Explosive Regressors," Econometric Theory, Cambridge University Press, vol. 25(02), pages 482-526, April. [Downloadable!]
Phillips, Peter C.B., 2009. "Econometric Theory And Practice," Econometric Theory, Cambridge University Press, vol. 25(03), pages 583-586, June. [Downloadable!]
Wang, Qiying & Phillips, Peter C.B., 2009. "Asymptotic Theory For Local Time Density Estimation And Nonparametric Cointegrating Regression," Econometric Theory, Cambridge University Press, vol. 25(03), pages 710-738, June. [Downloadable!]
Chambers, Marcus J. & Phillips, Peter C.B. & Taylor, A.M. Robert, 2009. "Econometric Theory Memorial To Albert Rex Bergstrom?Introduction," Econometric Theory, Cambridge University Press, vol. 25(04), pages 891-900, August. [Downloadable!]
Phillips, Peter C.B., 2009. "Exact Distribution Theory In Structural Estimation With An Identity," Econometric Theory, Cambridge University Press, vol. 25(04), pages 958-984, August. [Downloadable!]
Xu Cheng & P eter C. B. Phillips, 2009. "Semiparametric cointegrating rank selection," Econometrics Journal, Royal Economic Society, vol. 12(s1), pages S83-S104, 01. [Downloadable!] (restricted)
Hendry, David F. & Phillips, Peter C.B., 2009. "Obituary," Econometric Theory, Cambridge University Press, vol. 25(05), pages 1139-1142, October. [Downloadable!]
Peter C. B. Phillips & Donggyu Sul, 2009. "Economic transition and growth," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(7), pages 1153-1185. [Downloadable!]
Peter C. B. Phillips & Jun Yu, 2009. "Simulation-Based Estimation of Contingent-Claims Prices," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 22(9), pages 3669-3705, September. [Downloadable!] (restricted)
Phillips, Peter C.B., 2009. "Local Limit Theory And Spurious Nonparametric Regression," Econometric Theory, Cambridge University Press, vol. 25(06), pages 1466-1497, December. [Downloadable!]
Phillips, Peter C.B. & Magdalinos, Tassos, 2009. "Unit Root And Cointegrating Limit Theory When Initialization Is In The Infinite Past," Econometric Theory, Cambridge University Press, vol. 25(06), pages 1682-1715, December. [Downloadable!]
Phillips, Peter C.B., 2009. "Long memory and long run variation," Journal of Econometrics, Elsevier, vol. 151(2), pages 150-158, August. [Downloadable!] (restricted)
Phillips, Peter C.B. & Yu, Jun, 2009. "A two-stage realized volatility approach to estimation of diffusion processes with discrete data," Journal of Econometrics, Elsevier, vol. 150(2), pages 139-150, June. [Downloadable!] (restricted)
Gerlach, Heiko & Rønde, Thomas & Stahl, Konrad, 2009. "Labor pooling in R&D intensive industries," Journal of Urban Economics, Elsevier, vol. 65(1), pages 99-111, January. [Downloadable!] (restricted)
Bilgehan Karabay, 2009. "Lobbying Under Asymmetric Information," Economics and Politics, Blackwell Publishing, vol. 21(1), pages 1-41, 03. [Downloadable!] (restricted)
Bilgehan Karabay & Gernot Pulverer & Ewa Weinmüller, 2009. "Foreign Ownership Restrictions: A Numerical Approach," Computational Economics, Springer, vol. 33(4), pages 361-388, May. [Downloadable!] (restricted)
Sul, Donggyu, 2009. "Panel unit root tests under cross section dependence with recursive mean adjustment," Economics Letters, Elsevier, vol. 105(1), pages 123-126, October. [Downloadable!] (restricted)
Männasoo, Kadri & Mayes, David G., 2009. "Explaining bank distress in Eastern European transition economies," Journal of Banking & Finance, Elsevier, vol. 33(2), pages 244-253, February. [Downloadable!] (restricted)
Andrew Campbell & John Raymond LaBrosse & David G. Mayes & Dalvinder Singh, 2009. "A new standard for deposit insurance and government guarantees after the crisis," Journal of Financial Regulation and Compliance, Emerald Group Publishing, vol. 3(3), pages 210-239, July. [Downloadable!] (restricted)
David G. Mayes, 2009. "Optimal Structures for Financial Regulation and Supervision," CESifo DICE Report, Ifo Institute for Economic Research at the University of Munich, vol. 7(2), pages 7-12, 07. [Downloadable!]

2008

Xu, Ke-Li & Phillips, Peter C.B., 2008. "Adaptive estimation of autoregressive models with time-varying variances," Journal of Econometrics, Elsevier, vol. 142(1), pages 265-280, January. [Downloadable!] (restricted)
Yixiao Sun & Peter C. B. Phillips & Sainan Jin, 2008. "Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing," Econometrica, Econometric Society, vol. 76(1), pages 175-194, 01. [Downloadable!] (restricted)
Offer Lieberman & Peter Phillips, 2008. "Refined Inference on Long Memory in Realized Volatility," Econometric Reviews, Taylor and Francis Journals, vol. 27(1-3), pages 254-267. [Downloadable!] (restricted)
Phillips, Peter C.B. & Han, Chirok, 2008. "Gaussian Inference In Ar(1) Time Series With Or Without A Unit Root," Econometric Theory, Cambridge University Press, vol. 24(03), pages 631-650, June. [Downloadable!]
Ibragimov, Rustam & Phillips, Peter C.B., 2008. "Regression Asymptotics Using Martingale Convergence Methods," Econometric Theory, Cambridge University Press, vol. 24(04), pages 888-947, August. [Downloadable!]
Hall, V.B. & Phillips, P.C.B., 2008. "The A.R. Bergstrom Prize In Econometrics: 2007," Econometric Theory, Cambridge University Press, vol. 24(05), pages 1461-1462, October. [Downloadable!]
Phillips, Peter C.B. & Magdalinos, Tassos, 2008. "Limit Theory For Explosively Cointegrated Systems," Econometric Theory, Cambridge University Press, vol. 24(04), pages 865-887, August. [Downloadable!]
Lieberman, Offer & Phillips, Peter C.B., 2008. "A complete asymptotic series for the autocovariance function of a long memory process," Journal of Econometrics, Elsevier, vol. 147(1), pages 99-103, November. [Downloadable!] (restricted)
Kennes, John & Schiff, Aaron, 2008. "Quality infomediation in search markets," International Journal of Industrial Organization, Elsevier, vol. 26(5), pages 1191-1202, September. [Downloadable!] (restricted)
Aaron Schiff, 2008. "The "Waterbed" Effect and Price Regulation," Review of Network Economics, Concept Economics, vol. 7(3), pages 392-414, September. [Downloadable!]
Choi, Horag & Mark, Nelson C. & Sul, Donggyu, 2008. "Endogenous discounting, the world saving glut and the U.S. current account," Journal of International Economics, Elsevier, vol. 75(1), pages 30-53, May. [Downloadable!] (restricted)
Mayes, David G. & Nieto, María J. & Wall, Larry, 2008. "Multiple safety net regulators and agency problems in the EU: Is Prompt Corrective Action partly the solution?," Journal of Financial Stability, Elsevier, vol. 4(3), pages 232-257, September. [Downloadable!] (restricted)
David G. Mayes & Geoffrey Wood, 2008. "Lessons from the Northern Rock Episode," Economie Internationale, CEPII research center, issue 2Q, pages 5-27. [Downloadable!]
David G. Mayes, 2008. "Avoiding the Next Crisis," CESifo Forum, Ifo Institute for Economic Research at the University of Munich, vol. 9(4), pages 44-50, December. [Downloadable!]
Han, Chirok, 2008. "Detecting invalid instruments using L1-GMM," Economics Letters, Elsevier, vol. 101(3), pages 285-287, December. [Downloadable!] (restricted)

2007

Phillips, Peter C.B. & Magdalinos, Tassos, 2007. "Limit theory for moderate deviations from a unit root," Journal of Econometrics, Elsevier, vol. 136(1), pages 115-130, January. [Downloadable!] (restricted)
Phillips, Peter C.B. & Sul, Donggyu, 2007. "Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence," Journal of Econometrics, Elsevier, vol. 137(1), pages 162-188, March. [Downloadable!] (restricted)
Bandi, Federico M. & Phillips, Peter C.B., 2007. "A simple approach to the parametric estimation of potentially nonstationary diffusions," Journal of Econometrics, Elsevier, vol. 137(2), pages 354-395, April. [Downloadable!] (restricted)
Phillips, Peter C.B., 2007. "Unit root log periodogram regression," Journal of Econometrics, Elsevier, vol. 138(1), pages 104-124, May. [Downloadable!] (restricted)
Phillips, Peter C.B. & Sul, Donggyu, 2007. "Some empirics on economic growth under heterogeneous technology," Journal of Macroeconomics, Elsevier, vol. 29(3), pages 455-469, September. [Downloadable!] (restricted)
Peter C. B. Phillips & Donggyu Sul, 2007. "Transition Modeling and Econometric Convergence Tests," Econometrica, Econometric Society, vol. 75(6), pages 1771-1855, November. [Downloadable!] (restricted)
Moon, Hyungsik Roger & Perron, Benoit & Phillips, Peter C.B., 2007. "Incidental trends and the power of panel unit root tests," Journal of Econometrics, Elsevier, vol. 141(2), pages 416-459, December. [Downloadable!] (restricted)
Phillips, Peter C.B. & Jin, Sainan & Hu, Ling, 2007. "Nonstationary discrete choice: A corrigendum and addendum," Journal of Econometrics, Elsevier, vol. 141(2), pages 1115-1130, December. [Downloadable!] (restricted)
Phillips, Peter C.B. & Kim, Chang Sik, 2007. "Long-Run Covariance Matrices For Fractionally Integrated Processes," Econometric Theory, Cambridge University Press, vol. 23(06), pages 1233-1247, December. [Downloadable!]
Phillips, Peter C.B., 2007. "Regression With Slowly Varying Regressors And Nonlinear Trends," Econometric Theory, Cambridge University Press, vol. 23(04), pages 557-614, August. [Downloadable!]
Phillips, Peter C.B., 2007. "The Econometric Theory Awards 2007," Econometric Theory, Cambridge University Press, vol. 23(02), pages 369-369, April. [Downloadable!]
John Kennes & Aaron Schiff, 2007. "Simple Reputation Systems," Scandinavian Journal of Economics, Blackwell Publishing, vol. 109(1), pages 71-91, 03. [Downloadable!] (restricted)
George Alessandria & Horag Choi, 2007. "Do Sunk Costs of Exporting Matter for Net Export Dynamics?," The Quarterly Journal of Economics, MIT Press, vol. 122(1), pages 289-336, 02. [Downloadable!] (restricted)
Jayson Lusk & Leatta McLaughlin & Sara Jaeger, 2007. "Strategy and response to purchase intention questions," Marketing Letters, Springer, vol. 18(1), pages 31-44, June. [Downloadable!] (restricted)
Mayes, David & Viren , Matti, 2007. "THE SGP and the ECB an exercise in asymmetry," Journal of Financial Transformation, Capco Institute, vol. 19, pages 159-175.
Tatyana Chesnokova, 2007. "Return policies, market outcomes, and consumer welfare," Canadian Journal of Economics, Canadian Economics Association, vol. 40(1), pages 296-316, February. [Downloadable!] (restricted)
Chesnokova, Tatyana, 2007. "Immiserizing deindustrialization: A dynamic trade model with credit constraints," Journal of International Economics, Elsevier, vol. 73(2), pages 407-420, November. [Downloadable!] (restricted)
Han, Chirok, 2007. "Determinants Of Covariance Matrices Of Differenced Ar(1) Processes," Econometric Theory, Cambridge University Press, vol. 23(06), pages 1248-1253, December. [Downloadable!]

2006

Liudas Giraitis & Peter C. B. Phillips, 2006. "Uniform Limit Theory for Stationary Autoregression," Journal of Time Series Analysis, Blackwell Publishing, vol. 27(1), pages 51-60, 01. [Downloadable!] (restricted)
Shimotsu, Katsumi & Phillips, Peter C.B., 2006. "Local Whittle estimation of fractional integration and some of its variants," Journal of Econometrics, Elsevier, vol. 130(2), pages 209-233, February. [Downloadable!] (restricted)
Chirok Han & Peter C. B. Phillips, 2006. "GMM with Many Moment Conditions," Econometrica, Econometric Society, vol. 74(1), pages 147-192, 01. [Downloadable!] (restricted)
Peter C. B. Phillips & Ke-Li Xu, 2006. "Inference in Autoregression under Heteroskedasticity," Journal of Time Series Analysis, Blackwell Publishing, vol. 27(2), pages 289-308, 03. [Downloadable!] (restricted)
Jin, Sainan & Phillips, Peter C.B. & Sun, Yixiao, 2006. "A new approach to robust inference in cointegration," Economics Letters, Elsevier, vol. 91(2), pages 300-306, May. [Downloadable!] (restricted)
Peter C. B. Phillips & Yixiao Sun & Sainan Jin, 2006. "Spectral Density Estimation And Robust Hypothesis Testing Using Steep Origin Kernels Without Truncation," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 47(3), pages 837-894, 08. [Downloadable!] (restricted)
Phillips, Peter C.B. & Yu, Jun, 2006. "Comment," Journal of Business & Economic Statistics, American Statistical Association, vol. 24, pages 202-208, April. [Downloadable!] (restricted)
Phillips, Peter C.B., 2006. "The Econometric Theory Awards 2006," Econometric Theory, Cambridge University Press, vol. 22(02), pages 345-345, April. [Downloadable!]
Phillips, Peter C.B., 2006. "A Remark On Bimodality And Weak Instrumentation In Structural Equation Estimation," Econometric Theory, Cambridge University Press, vol. 22(05), pages 947-960, October. [Downloadable!]
Hall, V.B. & Phillips, P.C.B., 2006. "The A.R. Bergstrom Prize In Econometrics: 2005," Econometric Theory, Cambridge University Press, vol. 22(01), pages 169-170, February. [Downloadable!]
Phillips, Peter C. B., 2006. "The 2003 2005 Tjalling C. Koopmans Econometric Theory Prize," Econometric Theory, Cambridge University Press, vol. 22(04), pages 763-764, August. [Downloadable!]
Moon, H.R. & Perron, B. & Phillips, P.C.B., 2006. "On The Breitung Test For Panel Unit Roots And Local Asymptotic Power," Econometric Theory, Cambridge University Press, vol. 22(06), pages 1179-1190, December. [Downloadable!]
Ananish Chaudhuri & Tirnud Paichayontvijit, 2006. "Conditional cooperation and voluntary contributions to a public good," Economics Bulletin, Economics Bulletin, vol. 3(8), pages 1-14. [Downloadable!]
Ananish Chaudhuri & Sara Graziano & Pushkar Maitra, 2006. "Social Learning and Norms in a Public Goods Experiment with Inter-Generational Advice," Review of Economic Studies, Blackwell Publishing, vol. 73(2), pages 357-380, 04. [Downloadable!] (restricted)
Laura Bangun & Ananish Chaudhuri & Parapin Prak & Chenan Zhou, 2006. "Common and almost common knowledge of credible assignments in a coordination game," Economics Bulletin, Economics Bulletin, vol. 3(1), pages 1-10. [Downloadable!]
Ananish Chaudhuri & Andrew Schotter & Barry Sopher, 2006. "Learning in Tournaments with Inter-Generational Advice," Economics Bulletin, Economics Bulletin, vol. 3(26), pages 1-16. [Downloadable!]
Choi, Chi-Young & Mark, Nelson C. & Sul, Donggyu, 2006. "Unbiased Estimation of the Half-Life to PPP Convergence in Panel Data," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 38(4), pages 921-938, June. [Downloadable!] (restricted)
Vaithianathan, Rhema, 2006. "Health insurance and imperfect competition in the health care market," Journal of Health Economics, Elsevier, vol. 25(6), pages 1193-1202, November. [Downloadable!] (restricted)
Jayson L. Lusk & W. Bruce Traill & Lisa O. House & Carlotta Valli & Sara R. Jaeger & Melissa Moore & Bert Morrow, 2006. "Comparative Advantage in Demand: Experimental Evidence of Preferences for Genetically Modified Food in the United States and European Union," Journal of Agricultural Economics, Blackwell Publishing, vol. 57(1), pages 1-21, 03. [Downloadable!] (restricted)
David G. Mayes & Vesa Korhonen, 2006. "The CIS: Does the Regional Hegemony Facilitate Monetary Integration?," Economie Internationale, CEPII research center, issue 3Q, pages 173-196. [Downloadable!]

2005

Peter C. B. Phillips, 2005. "Phillips on Fisher's Equation," American Journal of Economics and Sociology, Blackwell Publishing, vol. 64(1), pages 125-168, 01. [Downloadable!] (restricted)
Peter C. B. Phillips, 2005. "Jackknifing Bond Option Prices," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 18(2), pages 707-742. [Downloadable!] (restricted)
Donggyu Sul & Peter C. B. Phillips & Chi-Young Choi, 2005. "Prewhitening Bias in HAC Estimation," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 67(4), pages 517-546, 08. [Downloadable!] (restricted)
Offer Lieberman & Peter C. B. Phillips, 2005. "Expansions for approximate maximum likelihood estimators of the fractional difference parameter," Econometrics Journal, Royal Economic Society, vol. 8(3), pages 367-379, December. [Downloadable!] (restricted)
Phillips, Peter C. B., 2005. "The Econometric Theory Awards 2005," Econometric Theory, Cambridge University Press, vol. 21(02), pages 489-489, April. [Downloadable!]
Phillips, Peter C.B., 2005. "Hac Estimation By Automated Regression," Econometric Theory, Cambridge University Press, vol. 21(01), pages 116-142, February. [Downloadable!]
Phillips, Peter C.B., 2005. "Automated Discovery In Econometrics," Econometric Theory, Cambridge University Press, vol. 21(01), pages 3-20, February. [Downloadable!]
Phillips, Peter C.B., 2005. "AUTOMATED INFERENCE AND THE FUTURE OF ECONOMETRICS: A Colloquium for ET's 20th Anniversary," Econometric Theory, Cambridge University Press, vol. 21(01), pages 1-2, February. [Downloadable!]
Heiko A. Gerlach & Thomas Rønde & Konrad Stahl, 2005. "PROJECT CHOICE AND RISK IN R&D -super-* ," Journal of Industrial Economics, Blackwell Publishing, vol. 53(1), pages 53-81, 03. [Downloadable!] (restricted)
Nelson C. Mark & Masao Ogaki & Donggyu Sul, 2005. "Dynamic Seemingly Unrelated Cointegrating Regressions," Review of Economic Studies, Blackwell Publishing, vol. 72(3), pages 797-820, 07. [Downloadable!] (restricted)
Lusk, Jayson L. & House, Lisa O. & Valli, Carlotta & Jaeger, Sara R. & Moore, Melissa & Morrow, Bert & Traill, W. Bruce, 2005. "Consumer welfare effects of introducing and labeling genetically modified food," Economics Letters, Elsevier, vol. 88(3), pages 382-388, September. [Downloadable!] (restricted)
Mayes, David G., 2005. "Who pays for bank insolvency in transition and emerging economies?," Journal of Banking & Finance, Elsevier, vol. 29(1), pages 161-181, January. [Downloadable!] (restricted)
Mayes, David G. & Viren, Matti, 2005. "Monetary policy problems for currency unions: asymmetry and the problem of aggregation in the euro area," Economic Modelling, Elsevier, vol. 22(2), pages 219-251, March. [Downloadable!] (restricted)
Paloviita, Maritta & Mayes, David, 2005. "The use of real-time information in Phillips-curve relationships for the euro area," The North American Journal of Economics and Finance, Elsevier, vol. 16(3), pages 415-434, December. [Downloadable!] (restricted)
David G. Mayes, 2005. "The European Central Bank in 2004," Journal of Common Market Studies, Blackwell Publishing, vol. 43(s1), pages 85-88, 09. [Downloadable!] (restricted)
Han, Chirok & Orea, Luis & Schmidt, Peter, 2005. "Estimation of a panel data model with parametric temporal variation in individual effects," Journal of Econometrics, Elsevier, vol. 126(2), pages 241-267, June. [Downloadable!] (restricted)

2004

Hyungsik Roger Moon & Peter C. B. Phillips, 2004. "GMM Estimation of Autoregressive Roots Near Unity with Panel Data," Econometrica, Econometric Society, vol. 72(2), pages 467-522, 03. [Downloadable!] (restricted)
Phillips, Peter C. B. & Park, Joon Y. & Chang, Yoosoon, 2004. "Nonlinear instrumental variable estimation of an autoregression," Journal of Econometrics, Elsevier, vol. 118(1-2), pages 219-246. [Downloadable!] (restricted)
Hu, Ling & Phillips, Peter C. B., 2004. "Nonstationary discrete choice," Journal of Econometrics, Elsevier, vol. 120(1), pages 103-138, May. [Downloadable!] (restricted)
Stavroula Malla & Richard Gray & Peter Phillips, 2004. "Gains to Research in the Presence of Intellectual Property Rights and Research Subsidies," Review of Agricultural Economics, American Agricultural Economics Association, vol. 26(1), pages 63-81, 02. [Downloadable!] (restricted)
Offer Lieberman & Peter C. B. Phillips, 2004. "Error bounds and asymptotic expansions for toeplitz product functionals of unbounded spectra," Journal of Time Series Analysis, Blackwell Publishing, vol. 25(5), pages 733-753, 09. [Downloadable!] (restricted)
Lieberman, Offer & Phillips, Peter C.B., 2004. "Expansions For The Distribution Of The Maximum Likelihood Estimator Of The Fractional Difference Parameter," Econometric Theory, Cambridge University Press, vol. 20(03), pages 464-484, June. [Downloadable!]
Phillips, Peter C. B., 2004. "The Econometric Theory Awards 2004," Econometric Theory, Cambridge University Press, vol. 20(03), pages 641-641, June. [Downloadable!]
Paruolo, Paolo & Phillips, Peter C.B., 2004. "NOTES AND PROBLEMS: A new format for the PROBLEMS AND SOLUTIONS SERIES," Econometric Theory, Cambridge University Press, vol. 20(04), pages 643-644, August. [Downloadable!]
Aoki, Reiko & Small, John, 2004. "Compulsory licensing of technology and the essential facilities doctrine," Information Economics and Policy, Elsevier, vol. 16(1), pages 13-29, March. [Downloadable!] (restricted)
Heiko A. Gerlach, 2004. "Announcement, Entry, and Preemption When Consumers Have Switching Costs," RAND Journal of Economics, The RAND Corporation, vol. 35(1), pages 184-202, Spring.
Rhema Vaithianathan, 2004. "A Critique of the Private Health Insurance Regulations," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 37(3), pages 257-270, 09. [Downloadable!] (restricted)
Mayes, David G., 2004. "Who pays for bank insolvency?," Journal of International Money and Finance, Elsevier, vol. 23(3), pages 515-551, April. [Downloadable!] (restricted)
David G. Mayes, 2004. "The European Central Bank in 2003," Journal of Common Market Studies, Blackwell Publishing, vol. 42(s1), pages 73-76, 09. [Downloadable!] (restricted)
Hall, Viv & Han, Chirok & Plantier, Christopher & Thomson, Peter, 2004. "NZESG CELEBRATES PROFESSOR CLIVE GRANGER'S NOBEL AWARD: Report of the 12th New Zealand Econometrics Study Group meeting Wellington, New Zealand 17 18 October 2003," Econometric Theory, Cambridge University Press, vol. 20(02), pages 431-435, April. [Downloadable!]
Robert M. De Jong & Chirok Han, 2004. "Closest Moment Estimationunder General Conditions," Annales d'Economie et de Statistique, ADRES, issue 74, pages 01, Avril-Jui. [Downloadable!]

2003

Peter C. B. Phillips, 2003. "Laws and Limits of Econometrics," Economic Journal, Royal Economic Society, vol. 113(486), pages C26-C52, March. [Downloadable!] (restricted)
Federico M. Bandi & Peter C. B. Phillips, 2003. "Fully Nonparametric Estimation of Scalar Diffusion Models," Econometrica, Econometric Society, vol. 71(1), pages 241-283, January. [Downloadable!] (restricted)
Werner Ploberger & Peter C. B. Phillips, 2003. "Empirical Limits for Time Series Econometric Models," Econometrica, Econometric Society, vol. 71(2), pages 627-673, March. [Downloadable!] (restricted)
Peter C. B. Phillips & Donggyu Sul, 2003. "Dynamic panel estimation and homogeneity testing under cross section dependence ^*," Econometrics Journal, Royal Economic Society, vol. 6(1), pages 217-259, 06. [Downloadable!] (restricted)
Peter Hall & Qiwei Yao, 2003. "Inference in Arch and Garch Models with Heavy--Tailed Errors," Econometrica, Econometric Society, vol. 71(1), pages 285-317, January. [Downloadable!] (restricted)
Sun, Yixiao & Phillips, Peter C. B., 2003. "Nonlinear log-periodogram regression for perturbed fractional processes," Journal of Econometrics, Elsevier, vol. 115(2), pages 355-389, August. [Downloadable!] (restricted)
Werner Ploberger & Peter C. B. Phillips, 2003. "An Introduction to Best Empirical Models when the Parameter Space is Infinite Dimensional," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 65(s1), pages 877-890, December. [Downloadable!] (restricted)
Phillips, Peter C.B. & Sun, Yixiao, 2003. "02.3.1. Regression with an Evaporating Logarithmic Trend Solution," Econometric Theory, Cambridge University Press, vol. 19(04), pages 692-701, August. [Downloadable!]
Phillips, Peter C.B., 2003. "Vision And Influence In Econometrics: John Denis Sargan," Econometric Theory, Cambridge University Press, vol. 19(03), pages 495-511, June. [Downloadable!]
Phillips, Peter C.B., 2003. "In Memory Of John Denis Sargan," Econometric Theory, Cambridge University Press, vol. 19(03), pages 417-422, June. [Downloadable!]
Hall, V.B. & Phillips, P.C.B., 2003. "The A.R. Bergstrom Prize In Econometrics: 2003," Econometric Theory, Cambridge University Press, vol. 19(06), pages 1199-1200, December. [Downloadable!]
Phillips, Peter C.B., 2003. "The 2000 2002 Tjalling C. Koopmans Econometric Theory Prize," Econometric Theory, Cambridge University Press, vol. 19(06), pages 1201-1202, December. [Downloadable!]
Reiko Aoki, 2003. "Effect of credible quality investment with Bertrand and Cournot competition," Economic Theory, Springer, vol. 21(2), pages 653-672, 03. [Downloadable!] (restricted)
Reiko Aoki & Jin-Li Hu, 2003. "Time Factors of Patent Litigation and Licensing," Journal of Institutional and Theoretical Economics (JITE), Mohr Siebeck, Tübingen, vol. 159(2), pages 280-, June. [Downloadable!] (restricted)
Reiko Aoki & Jorge Achcar & Heleno Bolfarine & Julio Singer, 2003. "Bayesian analysis of null intercept errors-in-variables regression for pretest/post-test data," Journal of Applied Statistics, Taylor and Francis Journals, vol. 30(1), pages 3-12, January. [Downloadable!] (restricted)
Schiff, Aaron, 2003. "Open and closed systems of two-sided networks," Information Economics and Policy, Elsevier, vol. 15(4), pages 425-442, December. [Downloadable!] (restricted)
Nelson C. Mark & Donggyu Sul, 2003. "Cointegration Vector Estimation by Panel DOLS and Long-run Money Demand," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 65(5), pages 655-680, December. [Downloadable!] (restricted)
Vaithianathan, Rhema, 2003. "Supply-side cost sharing when patients and doctors collude," Journal of Health Economics, Elsevier, vol. 22(5), pages 763-780, September. [Downloadable!] (restricted)
Matthew J. Ryan & Rhema Vaithianathan, 2003. "Medical insurance with rank-dependent utility," Economic Theory, Springer, vol. 22(3), pages 689-698, October. [Downloadable!] (restricted)

2002

Dean Corbae & Sam Ouliaris & Peter C. B. Phillips, 2002. "Band Spectral Regression with Trending Data," Econometrica, Econometric Society, vol. 70(3), pages 1067-1109, May. [Downloadable!] (restricted)
Phillips, Peter C. B. & Jin, Sainan, 2002. "The KPSS test with seasonal dummies," Economics Letters, Elsevier, vol. 77(2), pages 239-243, October. [Downloadable!] (restricted)
Xiao, Zhijie & Phillips, Peter C. B., 2002. "A CUSUM test for cointegration using regression residuals," Journal of Econometrics, Elsevier, vol. 108(1), pages 43-61, May. [Downloadable!] (restricted)
Xiao, Zhijie & Phillips, Peter C. B., 2002. "Higher order approximations for Wald statistics in time series regressions with integrated processes," Journal of Econometrics, Elsevier, vol. 108(1), pages 157-198, May. [Downloadable!] (restricted)
Phillips, Peter C. B., 2002. "New unit root asymptotics in the presence of deterministic trends," Journal of Econometrics, Elsevier, vol. 111(2), pages 323-353, December. [Downloadable!] (restricted)
Chao, John C. & Phillips, Peter C. B., 2002. "Jeffreys prior analysis of the simultaneous equations model in the case with n+1 endogenous variables," Journal of Econometrics, Elsevier, vol. 111(2), pages 251-283, December. [Downloadable!] (restricted)
Phillips, Peter C. B., 2002. "The 2002 Econometric Theory Awards," Econometric Theory, Cambridge University Press, vol. 18(01), pages 195-195, February. [Downloadable!]
Chaudhuri, Ananish & Sopher, Barry & Strand, Paul, 2002. "Cooperation in social dilemmas, trust and reciprocity," Journal of Economic Psychology, Elsevier, vol. 23(2), pages 231-249, April. [Downloadable!] (restricted)
Chaudhuri, Ananish, 2002. "Experimental Business Research; Rami Zwick, Amnon Rapoport (Eds.), Kluwer Academic Publishers: Norwell, MA and Dordrecht, The Netherlands. Hardcover, 2002. xv + 410 pp. ISBN 0792374835, $140, [euro;]1," Journal of Economic Psychology, Elsevier, vol. 23(6), pages 793-796, December. [Downloadable!] (restricted)
Chaudhuri, Ananish & Maitra, Pushkar, 2002. "On the Choice of Tenancy Contracts in Rural India," Economica, London School of Economics and Political Science, vol. 69(275), pages 445-59, August. [Downloadable!] (restricted)
Debajyoti Chakrabarty & Ananish Chaudhuri & Chester Spell, 2002. "Information Structure and Contractual Choice in Franchising," Journal of Institutional and Theoretical Economics (JITE), Mohr Siebeck, Tübingen, vol. 158(4), pages 638-, December. [Downloadable!] (restricted)
Thompson, Stanley R & Sul, Donggyu & Bohl, Martin T, 2002. " Spatial Market Efficiency and Policy Regime Change: Seemingly Unrelated Error Correction Model Estimation," American Journal of Agricultural Economics, American Agricultural Economics Association, vol. 84(4), pages 1042-53, November. [Downloadable!] (restricted)
Vaithianathan, Rhema, 2002. "Will Subsidising Private Health Insurance Help the Public Health System?," The Economic Record, The Economic Society of Australia, vol. 78(242), pages 277-83, September. [Downloadable!] (restricted)
David Mayes & Matti Viren, 2002. "Asymmetry and the Problem of Aggregation in the Euro Area," Empirica, Springer, vol. 29(1), pages 47-73, March. [Downloadable!] (restricted)
Mayes, David G. & Viren , Matti, 2002. "Financial Conditions Indexes," Economia Internazionale / International Economics, Camera di Commercio di Genova, vol. 55(4), pages 521-550.
de Jong, Robert & Han, Chirok, 2002. "THE PROPERTIES OF Lp-GMM ESTIMATORS," Econometric Theory, Cambridge University Press, vol. 18(02), pages 491-504, April. [Downloadable!]

2001

Quintos, Carmela & Fan, Zhenhong & Phillips, Peter C B, 2001. "Structural Change Tests in Tail Behaviour and the Asian Crisis," Review of Economic Studies, Blackwell Publishing, vol. 68(3), pages 633-63, July.
Park, Joon Y & Phillips, Peter C B, 2001. "Nonlinear Regressions with Integrated Time Series," Econometrica, Econometric Society, vol. 69(1), pages 117-61, January.
Yoosoon Chang & Joon Y. Park & Peter C. B. Phillips, 2001. "Nonlinear econometric models with cointegrated and deterministically trending regressors," Econometrics Journal, Royal Economic Society, vol. 4(1), pages 1-36.
Jun Yu & Peter C. B. Phillips, 2001. "A Gaussian approach for continuous time models of the short-term interest rate," Econometrics Journal, Royal Economic Society, vol. 4(2), pages 3.
Peter C. B. Phillips, 2001. "Descriptive econometrics for non-stationary time series with empirical illustrations," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(3), pages 389-413. [Downloadable!]
Alex Maynard & Peter C. B. Phillips, 2001. "Rethinking an old empirical puzzle: econometric evidence on the forward discount anomaly," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(6), pages 671-708. [Downloadable!]
Phillips, Peter C. B., 2001. "Trending time series and macroeconomic activity: Some present and future challenges," Journal of Econometrics, Elsevier, vol. 100(1), pages 21-27, January. [Downloadable!] (restricted)
Oxley, Les & Phillips, Peter C. B., 2001. "Econometric Society Intensive Workshop For Young Scholars," Econometric Theory, Cambridge University Press, vol. 17(06), pages 1161-1163, December. [Downloadable!]
Phillips, Peter C.B. & Moon, Hyungsik Roger & Xiao, Zhijie, 2001. "How To Estimate Autoregressive Roots Near Unity," Econometric Theory, Cambridge University Press, vol. 17(01), pages 29-69, February. [Downloadable!]
Aoki, Reiko & Tauman, Yair, 2001. "Patent licensing with spillovers," Economics Letters, Elsevier, vol. 73(1), pages 125-130, October. [Downloadable!] (restricted)
Chakrabarty, Debajyoti & Chaudhuri, Ananish, 2001. "Formal and informal sector credit institutions and interlinkage," Journal of Economic Behavior & Organization, Elsevier, vol. 46(3), pages 313-325, November. [Downloadable!] (restricted)
Mark, Nelson C. & Sul, Donggyu, 2001. "Nominal exchange rates and monetary fundamentals: Evidence from a small post-Bretton woods panel," Journal of International Economics, Elsevier, vol. 53(1), pages 29-52, February. [Downloadable!] (restricted)
Han, Chirok & Schmidt, Peter, 2001. "The asymptotic distribution of the instrumental variable estimators when the instruments are not correlated with the regressors," Economics Letters, Elsevier, vol. 74(1), pages 61-66, December. [Downloadable!] (restricted)

2000

Joon Y. Park & Peter C. B. Phillips, 2000. "Nonstationary Binary Choice," Econometrica, Econometric Society, vol. 68(5), pages 1249-1280, September.
Peter Phillips & Hyungsik Moon, 2000. "Nonstationary panel data analysis: an overview of some recent developments," Econometric Reviews, Taylor and Francis Journals, vol. 19(3), pages 263-286. [Downloadable!] (restricted)
Moon, Hyungsik R. & Phillips, Peter C.B., 2000. "Estimation Of Autoregressive Roots Near Unity Using Panel Data," Econometric Theory, Cambridge University Press, vol. 16(06), pages 927-997, December. [Downloadable!]
Oxley, Les & Phillips, Peter C.B., 2000. "Meeting Of The New Zealand Econometric Study Group (Nzesg)," Econometric Theory, Cambridge University Press, vol. 16(02), pages 283-285, April. [Downloadable!]
David Mayes & Matti Virén, 2000. "The exchange rate and monetary conditions in the Euro area," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 136(2), pages 199-231, June. [Downloadable!] (restricted)

1999

Moon, Hyungsik R & Phillips, Peter C B, 1999. " Maximum Likelihood Estimation in Panels with Incidental Trends," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 61(0), pages 711-47, Special I. [Downloadable!] (restricted)
Peter C. B. Phillips & Hyungsik R. Moon, 1999. "Linear Regression Limit Theory for Nonstationary Panel Data," Econometrica, Econometric Society, vol. 67(5), pages 1057-1112, September.
Chao, John C. & Phillips, Peter C. B., 1999. "Model selection in partially nonstationary vector autoregressive processes with reduced rank structure," Journal of Econometrics, Elsevier, vol. 91(2), pages 227-271, August. [Downloadable!] (restricted)
Xiao, Zhijie & Phillips, Peter C.B., 1999. "Efficient Detrending In Cointegrating Regression," Econometric Theory, Cambridge University Press, vol. 15(04), pages 519-548, August. [Downloadable!]
Park, Joon Y. & Phillips, Peter C.B., 1999. "Asymptotics For Nonlinear Transformations Of Integrated Time Series," Econometric Theory, Cambridge University Press, vol. 15(03), pages 269-298, June. [Downloadable!]
Lahiri, Kajal & Phillips, Peter C.B., 1999. "Obituary," Econometric Theory, Cambridge University Press, vol. 15(04), pages 639-641, August. [Downloadable!]
Reiko Aoki & Jin-Li Hu, 1999. "Licensing vs. Litigation: The Effect of the Legal System on Incentives to Innovate," Journal of Economics & Management Strategy, Blackwell Publishing, vol. 8(1), pages 133-160, 03. [Downloadable!] (restricted)
Sul, Donggyu, 1999. "Excess Volatility of Realized Excess Profit from Currency Speculation in a Two-Country General Equilibrium Model," Review of International Economics, Blackwell Publishing, vol. 7(2), pages 280-96, May.
Sul, Donggyu, 1999. "Does Ex Post Uncovered Interest Differential Reflect the Degrees of Capital Mobility?," Applied Economics Letters, Taylor and Francis Journals, vol. 6(2), pages 97-102, February. [Downloadable!] (restricted)

1998

Phillips, Peter C B & Xiao, Zhijie, 1998. " A Primer on Unit Root Testing," Journal of Economic Surveys, Blackwell Publishing, vol. 12(5), pages 423-69, December. [Downloadable!] (restricted)
Peter C. B. Phillips, 1998. "New Tools for Understanding Spurious Regressions," Econometrica, Econometric Society, vol. 66(6), pages 1299-1326, November.
Zhije Xiao & Peter C.B. Phillips, 1998. "An ADF coefficient test for a unit root in ARMA models of unknown order with empirical applications to the US economy," Econometrics Journal, Royal Economic Society, vol. 1(RegularPa), pages 27-43.
Xiao, Zhijie & Phillips, Peter C. B., 1998. "Higher-order approximations for frequency domain time series regression," Journal of Econometrics, Elsevier, vol. 86(2), pages 297-336, June. [Downloadable!] (restricted)
Phillips, Peter C. B., 1998. "Impulse response and forecast error variance asymptotics in nonstationary VARs," Journal of Econometrics, Elsevier, vol. 83(1-2), pages 21-56. [Downloadable!] (restricted)
Chao, J. C. & Phillips, P. C. B., 1998. "Posterior distributions in limited information analysis of the simultaneous equations model using the Jeffreys prior," Journal of Econometrics, Elsevier, vol. 87(1), pages 49-86, August. [Downloadable!] (restricted)
Phillips, Peter C.B., 1998. "Editor'S Tribute," Econometric Theory, Cambridge University Press, vol. 14(02), pages 293-294, April. [Downloadable!]
Phillips, Peter C.B., 1998. "The Tjalling C. Koopmans Econometric Theory Prize: 1994 1996," Econometric Theory, Cambridge University Press, vol. 14(06), pages 699-699, December. [Downloadable!]
Chaudhuri, Ananish, 1998. "The ratchet principle in a principal agent game with unknown costs: an experimental analysis," Journal of Economic Behavior & Organization, Elsevier, vol. 37(3), pages 291-304, November. [Downloadable!] (restricted)
Mayes, David G. & Razzak, W. A., 1998. "Transparency and accountability: Empirical models and policy making at the Reserve Bank of New Zealand," Economic Modelling, Elsevier, vol. 15(3), pages 377-394, July. [Downloadable!] (restricted)

1997

Kitamura, Yuichi & Phillips, Peter C. B., 1997. "Fully modified IV, GIVE and GMM estimation with possibly non-stationary regressors and instruments," Journal of Econometrics, Elsevier, vol. 80(1), pages 85-123, September. [Downloadable!] (restricted)
Phillips, Peter C. B. & McFarland, James W., 1997. "Forward exchange market unbiasedness: the case of the Australian dollar since 1984," Journal of International Money and Finance, Elsevier, vol. 16(6), pages 885-907, December. [Downloadable!] (restricted)
Phillips, Peter C.B., 1997. "New Heraldry for ET," Econometric Theory, Cambridge University Press, vol. 13(06), pages 769-769, December. [Downloadable!]
Phillips, Peter C.B., 1997. "The Econometric Theory Awards," Econometric Theory, Cambridge University Press, vol. 13(02), pages 145-147, April. [Downloadable!]
Hall, V.B. & Phillips, P.C.B., 1997. "The A.R. Bergstrom Prize in Econometrics, 1996," Econometric Theory, Cambridge University Press, vol. 13(02), pages 148-148, April. [Downloadable!]
Aoki, Reiko & Prusa, Thomas J., 1997. "Sequential versus simultaneous choice with endogenous quality," International Journal of Industrial Organization, Elsevier, vol. 15(1), pages 103-121, February. [Downloadable!] (restricted)

1996

Phillips, Peter C B & Ploberger, Werner, 1996. "An Asymptotic Theory of Bayesian Inference for Time Series," Econometrica, Econometric Society, vol. 64(2), pages 381-412, March. [Downloadable!] (restricted)
Phillips, Peter C B, 1996. "Econometric Model Determination," Econometrica, Econometric Society, vol. 64(4), pages 763-812, July. [Downloadable!] (restricted)
Phillips, Peter C B & McFarland, James W & McMahon, Patrick C, 1996. "Robust Tests of Forward Exchange Market Efficiency with Empirical Evidence from the 1920s," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 11(1), pages 1-22, Jan.-Feb.. [Downloadable!] (restricted)
Aoki, Reiko & Prusa, Thomas J., 1996. "Product Development and the Timing of Information Disclosure under U.S. and Japanese Patent Systems," Journal of the Japanese and International Economies, Elsevier, vol. 10(3), pages 233-249, September. [Downloadable!] (restricted)
David Mayes & Brendon Riches, 1996. "The effectiveness of monetary policy in New Zealand," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 59, March. [Downloadable!]

1995

Phillips, Peter C B, 1995. "Fully Modified Least Squares and Vector Autoregression," Econometrica, Econometric Society, vol. 63(5), pages 1023-78, September. [Downloadable!] (restricted)
Phillips, Peter C. B., 1995. "Bayesian prediction a response," Journal of Econometrics, Elsevier, vol. 69(1), pages 351-365, September. [Downloadable!] (restricted)
Phillips, Peter C. B., 1995. "Bayesian model selection and prediction with empirical applications," Journal of Econometrics, Elsevier, vol. 69(1), pages 289-331, September. [Downloadable!] (restricted)
Phillips, Peter C.B., 1995. "Spurious Regression in Forecast-Encompassing Tests," Econometric Theory, Cambridge University Press, vol. 11(05), pages 1188-1190, October. [Downloadable!]
Phillips, Peter C.B., 1995. "Robust Nonstationary Regression," Econometric Theory, Cambridge University Press, vol. 11(05), pages 912-951, October. [Downloadable!]
Phillips, Peter C.B., 1995. "Nonlinear Testing and Forecasting Asymptotics with Potential Rank Failure," Econometric Theory, Cambridge University Press, vol. 11(03), pages 666-668, June. [Downloadable!]
Kitamura, Yuichi & Phillips, Peter C.B., 1995. "Efficient IV Estimation in Nonstationary Regression," Econometric Theory, Cambridge University Press, vol. 11(05), pages 1095-1130, October. [Downloadable!]
Phillips, Peter C.B., 1995. "Trending Multiple Time Series: Editor's Introduction," Econometric Theory, Cambridge University Press, vol. 11(05), pages 811-817, October. [Downloadable!]
Chang, Yoosoon & Phillips, Peter C.B., 1995. "Time Series Regression with Mixtures of Integrated Processes," Econometric Theory, Cambridge University Press, vol. 11(05), pages 1033-1094, October. [Downloadable!]
Phillips, Peter C.B., 1995. "Reduced Rank Regression Asymptotics in Multivariate Regression ? Solution," Econometric Theory, Cambridge University Press, vol. 11(03), pages 661-666, June. [Downloadable!]
David Mayes & Bryan Chapple, 1995. "The costs and benefits of disinflation: a critique of the sacrifice ration," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 58, March. [Downloadable!]

1994

Phillips, Peter C B, 1994. " Reflections on the Day," Journal of Economic Surveys, Blackwell Publishing, vol. 8(3), pages 311-16, September.
Phillips, Peter C B, 1994. "Some Exact Distribution Theory for Maximum Likelihood Estimators of Cointegrating Coefficients in Error Correction Models," Econometrica, Econometric Society, vol. 62(1), pages 73-93, January. [Downloadable!] (restricted)
Corbae, Dean & Ouliaris, Sam & Phillips, Peter C B, 1994. "A Reexamination of the Consumption Function Using Frequency Domain Regressions," Empirical Economics, Springer, vol. 19(4), pages 595-609.
Loretan, Mico & Phillips, Peter C. B., 1994. "Testing the covariance stationarity of heavy-tailed time series: An overview of the theory with applications to several financial datasets," Journal of Empirical Finance, Elsevier, vol. 1(2), pages 211-248, January. [Downloadable!] (restricted)
Zivot Eric & C.B. Phillips Peter, 1994. "A bayesian analysis of trend determination in economic time series," Econometric Reviews, Taylor and Francis Journals, vol. 13(3), pages 291-336. [Downloadable!] (restricted)
Hiro Toda & Peter Phillips, 1994. "Vector autoregression and causality: a theoretical overview and simulation study," Econometric Reviews, Taylor and Francis Journals, vol. 13(2), pages 259-285. [Downloadable!] (restricted)
Phillips, Peter C.B. & Chang, Yoosoon, 1994. "Fully Modified Least Squares in I(2) Regression," Econometric Theory, Cambridge University Press, vol. 10(05), pages 967-967, December. [Downloadable!]
Phillips, Peter C.B., 1994. "Spurious Regression in Forecast-Encompassing Tests," Econometric Theory, Cambridge University Press, vol. 10(3-4), pages 818-819, August. [Downloadable!]
Phillips, Peter C.B. & Ploberger, Werner, 1994. "Posterior Odds Testing for a Unit Root with Data-Based Model Selection," Econometric Theory, Cambridge University Press, vol. 10(3-4), pages 774-808, August. [Downloadable!]
Phillips, Peter C.B. & Hodgson, Douglas J., 1994. "Some Exponential Martingales," Econometric Theory, Cambridge University Press, vol. 10(3-4), pages 819-819, August. [Downloadable!]
Phillips, Peter C.B. & Hodgson, Douglas J., 1994. "Spurious Regression and Generalized Least Squares," Econometric Theory, Cambridge University Press, vol. 10(05), pages 967-968, December. [Downloadable!]
Phillips, Peter C.B., 1994. "Unit Root Testing with Intermittent Data," Econometric Theory, Cambridge University Press, vol. 10(3-4), pages 817-818, August. [Downloadable!]
Phillips, Peter C.B. & Van Dijk, Herman K., 1994. "Bayes Methods and Unit Roots," Econometric Theory, Cambridge University Press, vol. 10(3-4), pages 453-460, August. [Downloadable!]

1993

Toda, Hiro Y & Phillips, Peter C B, 1993. "Vector Autoregressions and Causality," Econometrica, Econometric Society, vol. 61(6), pages 1367-93, November. [Downloadable!] (restricted)
Quintos, Carmela E & Phillips, Peter C B, 1993. "Parameter Constancy in Cointegrating Regressions," Empirical Economics, Springer, vol. 18(4), pages 675-706.
Toda, Hiro Y. & Phillips, Peter C. B., 1993. "The spurious effect of unit roots on vector autoregressions : An analytical study," Journal of Econometrics, Elsevier, vol. 59(3), pages 229-255, October. [Downloadable!] (restricted)
Choi, In & Phillips, Peter C. B., 1993. "Testing for a unit root by frequency domain regression," Journal of Econometrics, Elsevier, vol. 59(3), pages 263-286, October. [Downloadable!] (restricted)
Peter Phillips, 1993. "Comment on "modeling asset returns with alternative stable distributions"," Econometric Reviews, Taylor and Francis Journals, vol. 12(3), pages 331-338. [Downloadable!] (restricted)
Phillips, Peter C.B. & Toda, Hiro Y., 1993. "Limit Theory in Cointegrated Vector Autoregressions," Econometric Theory, Cambridge University Press, vol. 9(01), pages 150-153, January. [Downloadable!]
Phillips, Peter C.B., 1993. "Nonlinear Testing and Forecasting Asympotics with Potential Rank Failure," Econometric Theory, Cambridge University Press, vol. 9(04), pages 689-690, August. [Downloadable!]
Phillips, Peter C.B. & P?tscher, Benedikt M., 1993. "Efficiency of Maximum Likelihood," Econometric Theory, Cambridge University Press, vol. 9(03), pages 534-536, June. [Downloadable!]
Phillips, P.C.B., 1993. "Simultaneous Equations Bias in Level VAR Estimation," Econometric Theory, Cambridge University Press, vol. 9(02), pages 326-328, April. [Downloadable!]
Aoki, Reiko & Prusa, Thomas J., 1993. "International standards for intellectual property protection and R & D incentives," Journal of International Economics, Elsevier, vol. 35(3-4), pages 251-273, November. [Downloadable!] (restricted)
Begg, Iain & Mayes, David, 1993. "Cohesion in the European community : A key imperative for the 1990s?," Regional Science and Urban Economics, Elsevier, vol. 23(3), pages 427-448, July. [Downloadable!] (restricted)
J. Mawson & I. Begg & D. Mayes & I. Bruegel & S. Marvin & J. Cornford, 1993. "Policy Review Section," Regional Studies, Taylor and Francis Journals, vol. 27(2), pages 149-165, January. [Downloadable!] (restricted)

1992

Schmidt, Peter & Phillips, C B Peter, 1992. "LM Tests for a Unit Root in the Presence of Deterministic Trends," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 54(3), pages 257-87, August.
Kwiatkowski, Denis & Phillips, Peter C. B. & Schmidt, Peter & Shin, Yongcheol, 1992. "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?," Journal of Econometrics, Elsevier, vol. 54(1-3), pages 159-178. [Downloadable!] (restricted)
Choi, In & Phillips, Peter C. B., 1992. "Asymptotic and finite sample distribution theory for IV estimators and tests in partially identified structural equations," Journal of Econometrics, Elsevier, vol. 51(1-2), pages 113-150. [Downloadable!] (restricted)
Aoki, Reiko & Reitman, David, 1992. "Simultaneous signaling through investment in an R& D game with private information," Games and Economic Behavior, Elsevier, vol. 4(3), pages 327-346, July. [Downloadable!] (restricted)
Alan Bollard & David Mayes, 1992. "Regionalism and the Pacific Rim," Journal of Common Market Studies, Blackwell Publishing, vol. 30(2), pages 195-210, 06. [Downloadable!] (restricted)

1991

Phillips, Peter C B & Loretan, Mico, 1991. "Estimating Long-run Economic Equilibria," Review of Economic Studies, Blackwell Publishing, vol. 58(3), pages 407-36, May. [Downloadable!] (restricted)
Phillips, P C B, 1991. "Optimal Inference in Cointegrated Systems," Econometrica, Econometric Society, vol. 59(2), pages 283-306, March. [Downloadable!] (restricted)
Phillips, P C B, 1991. "Error Correction and Long-Run Equilibrium in Continuous Time," Econometrica, Econometric Society, vol. 59(4), pages 967-80, July. [Downloadable!] (restricted)
Phillips, P C B, 1991. "To Criticize the Critics: An Objective Bayesian Analysis of Stochastic Trends," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 6(4), pages 333-64, Oct.-Dec.. [Downloadable!] (restricted)
Phillips, P C B, 1991. "Bayesian Routes and Unit Roots: De Rebus Prioribus Semper Est Disputandum," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 6(4), pages 435-73, Oct.-Dec.. [Downloadable!] (restricted)
Phillips, Peter C. B. & Loretan, Mico, 1991. "The Durbin-Watson ratio under infinite-variance errors," Journal of Econometrics, Elsevier, vol. 47(1), pages 85-114, January. [Downloadable!] (restricted)
Phillips, Peter C.B., 1991. "Estimation and Testing in Linear Models with Singular Covariance Matrices," Econometric Theory, Cambridge University Press, vol. 7(01), pages 153-162, March. [Downloadable!]
Kwiatkowski, D. & Phillips, P.C.B & Schmidt, P., 1991. "Testing for Stationarity in the Components Representation of a Time Series," Econometric Theory, Cambridge University Press, vol. 7(04), pages 543-544, December. [Downloadable!]
Phillips, Peter C.B. & Dolado, Juan J. & Boswijk, H. Peter, 1991. "Optimal Structural Estimation of Triangular Systems: II. The Nonstationary Case," Econometric Theory, Cambridge University Press, vol. 7(04), pages 549-558, December. [Downloadable!]
Phillips, P.C.B., 1991. "A Shortcut to LAD Estimator Asymptotics," Econometric Theory, Cambridge University Press, vol. 7(04), pages 450-463, December. [Downloadable!]
Aoki, Reiko, 1991. "R&D Competition for Product Innovation: An Endless Race," American Economic Review, American Economic Association, vol. 81(2), pages 252-56, May. [Downloadable!] (restricted)
Burridge, Mark & Dhar, Shamik & Mayes, David & Meen, Geoffrey & Neal, Edwina & Tyrrell, Nick & Walker, John, 1991. "Oxford economic forecasting's system of models," Economic Modelling, Elsevier, vol. 8(3), pages 227-227, July. [Downloadable!] (restricted)
Green, Alison & Harris, Christopher & Mayes, David, 1991. "Estimation of Technical Inefficiency in Manufacturing Industry," Applied Economics, Taylor and Francis Journals, vol. 23(10), pages 1637-47, October.
Green, Alison & Mayes, David, 1991. "Technical Inefficiency in Manufacturing Industries," Economic Journal, Royal Economic Society, vol. 101(406), pages 523-38, May. [Downloadable!] (restricted)

1990

Phillips, Peter C B & Hansen, Bruce E, 1990. "Statistical Inference in Instrumental Variables Regression with I(1) Processes," Review of Economic Studies, Blackwell Publishing, vol. 57(1), pages 99-125, January. [Downloadable!] (restricted)
Phillips, Peter C B & Ouliaris, S, 1990. "Asymptotic Properties of Residual Based Tests for Cointegration," Econometrica, Econometric Society, vol. 58(1), pages 165-93, January. [Downloadable!] (restricted)
Phillips, Peter C.B., 1990. "The Geometry of the Equivalence of OLS and GLS in the Linear Model," Econometric Theory, Cambridge University Press, vol. 6(04), pages 489-490, December. [Downloadable!]
Phillips, Peter C.B., 1990. "Optimal Structural Estimation of Triangular Systems: II. The Non-stationary Case," Econometric Theory, Cambridge University Press, vol. 6(03), pages 407-408, September. [Downloadable!]
Phillips, Peter C.B. & Toda, Hiro, 1990. "Testing Causality in an Autoregression with Cointegrated Regressors," Econometric Theory, Cambridge University Press, vol. 6(04), pages 489-489, December. [Downloadable!]
Phillips, P.C.B., 1990. "Optimal Structural Estimation of Triangular Systems: I. The Stationary Case," Econometric Theory, Cambridge University Press, vol. 6(02), pages 285-286, June. [Downloadable!]
Phillips, P.C.B., 1990. "Joint Estimation of Equilibrium Coefficients and Short-Run Dynamics," Econometric Theory, Cambridge University Press, vol. 6(02), pages 286-286, June. [Downloadable!]
Phillips, Peter C. B., 1990. "The Tjalling C. Koopmans Econometric Theory Prize," Econometric Theory, Cambridge University Press, vol. 6(02), pages i-i, June. [Downloadable!]
Phillips, P.C.B., 1990. "Time Series Regression With a Unit Root and Infinite-Variance Errors," Econometric Theory, Cambridge University Press, vol. 6(01), pages 44-62, March. [Downloadable!]
Britton, Andrew & Mayes, David, 1990. "Obstacles to the Use of the ECU: Macroeconomic Aspects," Economic Journal, Royal Economic Society, vol. 100(402), pages 947-58, September. [Downloadable!] (restricted)

1989

Phillips, P. C. B., 1989. "Spherical matrix distributions and cauchy quotients," Statistics & Probability Letters, Elsevier, vol. 8(1), pages 51-53, May. [Downloadable!] (restricted)

1988

Phillips, P C B, 1988. "Reflections on Econometric Methodology," The Economic Record, The Economic Society of Australia, vol. 64(187), pages 344-59, December.
Phillips, Peter C B, 1988. "Regression Theory for Near-Integrated Time Series," Econometrica, Econometric Society, vol. 56(5), pages 1021-43, September. [Downloadable!] (restricted)
Phillips, Peter C B & Park, Joon Y, 1988. "On the Formulation of Wald Tests of Nonlinear Restrictions," Econometrica, Econometric Society, vol. 56(5), pages 1065-83, September. [Downloadable!] (restricted)
Durlauf, Steven N & Phillips, Peter C B, 1988. "Trends versus Random Walks in Time Series Analysis," Econometrica, Econometric Society, vol. 56(6), pages 1333-54, November. [Downloadable!] (restricted)
Phillips, Peter C. B., 1988. "Conditional and unconditional statistical independence," Journal of Econometrics, Elsevier, vol. 38(3), pages 341-348, July. [Downloadable!] (restricted)
Phillips, P. C. B. & Ouliaris, S., 1988. "Testing for cointegration using principal components methods," Journal of Economic Dynamics and Control, Elsevier, vol. 12(2-3), pages 205-230. [Downloadable!] (restricted)
Phillips, P. C. B., 1988. "Weak convergence to the matrix stochastic integral [integral operator]01 B dB'," Journal of Multivariate Analysis, Elsevier, vol. 24(2), pages 252-264, February. [Downloadable!] (restricted)
Davies, Glenn & Kilpatrick, Andrew & Mayes, David G, 1988. "Fiscal Policy Simulations--A Comparison of UK Models," Applied Economics, Taylor and Francis Journals, vol. 20(12), pages 1613-34, December.

1987

Phillips, P C B, 1987. "Time Series Regression with a Unit Root," Econometrica, Econometric Society, vol. 55(2), pages 277-301, March. [Downloadable!] (restricted)
Perron, Pierre & Phillips, Peter C. B., 1987. "Does GNP have a unit root? : A re-evaluation," Economics Letters, Elsevier, vol. 23(2), pages 139-145. [Downloadable!] (restricted)
Phillips, P. C. B., 1987. "An everywhere convergent series representation of the distribution of Hotelling's generalized T02," Journal of Multivariate Analysis, Elsevier, vol. 21(2), pages 238-249, April. [Downloadable!] (restricted)
Phillips, Peter C.B., 1987. "The Distribution of LIML in the Leading Case ? Solution," Econometric Theory, Cambridge University Press, vol. 3(03), pages 469-470, June. [Downloadable!]
Phillips, Peter C. B., 1987. "Editorial," Econometric Theory, Cambridge University Press, vol. 3(02), pages 169-169, April. [Downloadable!]
Phillips, P. C. B., 1987. "Asymptotic Expansions in Nonstationary Vector Autoregressions," Econometric Theory, Cambridge University Press, vol. 3(01), pages 45-68, February. [Downloadable!]

1986

Phillips, P C B & Durlauf, S N, 1986. "Multiple Time Series Regression with Integrated Processes," Review of Economic Studies, Blackwell Publishing, vol. 53(4), pages 473-95, August. [Downloadable!] (restricted)
Phillips, P C B, 1986. "The Exact Distribution of the Wald Statistic," Econometrica, Econometric Society, vol. 54(4), pages 881-95, July. [Downloadable!] (restricted)
Phillips, P C B, 1986. "The Distribution of FIML in the Leading Case," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 27(1), pages 239-43, February. [Downloadable!] (restricted)
Phillips, P.C.B., 1986. "Understanding spurious regressions in econometrics," Journal of Econometrics, Elsevier, vol. 33(3), pages 311-340, December. [Downloadable!] (restricted)

1985

P. C. B. Phillips, 1985. "A Theorem on the Tail Behaviour of Probability Distributions with an Application to the Stable Family," Canadian Journal of Economics, Canadian Economics Association, vol. 18(1), pages 58-65, February. [Downloadable!] (restricted)
Phillips, Peter C B, 1985. "The Exact Distribution of the SUR Estimator," Econometrica, Econometric Society, vol. 53(4), pages 745-56, July. [Downloadable!] (restricted)
Phillips, Peter C B, 1985. "The Exact Distribution of LIML: II," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 26(1), pages 21-36, February. [Downloadable!] (restricted)
Phillips, P. C. B., 1985. "The distribution of matrix quotients," Journal of Multivariate Analysis, Elsevier, vol. 16(1), pages 157-161, February. [Downloadable!] (restricted)

1984

Phillips, Peter C B, 1984. "The Exact Distribution of LIML: I," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 25(1), pages 249-61, February. [Downloadable!] (restricted)
Phillips, P.C.B., 1984. "The exact distribution of the Stein-rule estimator," Journal of Econometrics, Elsevier, vol. 25(1-2), pages 123-131. [Downloadable!] (restricted)
Phillips, P. C. B., 1984. "The exact distribution of exogenous variable coefficient estimators," Journal of Econometrics, Elsevier, vol. 26(3), pages 387-398, December. [Downloadable!] (restricted)

1983

Phillips, Peter C B, 1983. "ERAs: A New Approach to Small Sample Theory," Econometrica, Econometric Society, vol. 51(5), pages 1505-25, September. [Downloadable!] (restricted)
P. C. B. Phillips, 1983. "Comment on university education in ecnometrics," Econometric Reviews, Taylor and Francis Journals, vol. 2(2), pages 307-315. [Downloadable!] (restricted)

1982

Phillips, P C B, 1982. "On the Consistency of Nonlinear FIML," Econometrica, Econometric Society, vol. 50(5), pages 1307-24, September. [Downloadable!] (restricted)
Maasoumi, Esfandiar & Phillips, Peter C. B., 1982. "On the behavior of inconsistent instrumental variable estimators," Journal of Econometrics, Elsevier, vol. 19(2-3), pages 183-201, August. [Downloadable!] (restricted)
Phillips, P. C. B., 1982. "A simple proof of the latent root sensitivity formula," Economics Letters, Elsevier, vol. 9(1), pages 57-59. [Downloadable!] (restricted)

1980

Phillips, P C B, 1980. "Finite Sample Theory and the Distributions of Alternative Estimators of the Marginal Propensity to Consume," Review of Economic Studies, Blackwell Publishing, vol. 47(1), pages 183-224, January. [Downloadable!] (restricted)
Phillips, P C B, 1980. "The Exact Distribution of Instrumental Variable Estimators in an Equation Containing n + 1 Endogenous Variables," Econometrica, Econometric Society, vol. 48(4), pages 861-78, May. [Downloadable!] (restricted)

1979

Holly, A & Phillips, P C B, 1979. "A Saddlepoint Approximation to the Distribution of the k-Class Estimator of a Coefficient in a Simultaneous System," Econometrica, Econometric Society, vol. 47(6), pages 1527-47, November. [Downloadable!] (restricted)
Phillips, Peter C. B., 1979. "The sampling distribution of forecasts from a first-order autoregression," Journal of Econometrics, Elsevier, vol. 9(3), pages 241-261, February. [Downloadable!] (restricted)
Phillips, P. C. B., 1979. "The concentration ellipsoid of a random vector," Journal of Econometrics, Elsevier, vol. 11(2-3), pages 363-365. [Downloadable!] (restricted)

1978

David G. Mayes, 1978. "The Effects Of Economic Integration On Trade," Journal of Common Market Studies, Blackwell Publishing, vol. 17(1), pages 1-25, 09. [Downloadable!] (restricted)

1977

Phillips, Peter C B, 1977. "Approximations to Some Finite Sample Distributions Associated with a First-Order Stochastic Difference Equation," Econometrica, Econometric Society, vol. 45(2), pages 463-85, March. [Downloadable!] (restricted)
Phillips, Peter C B, 1977. "A General Theorem in the Theory of Asymptotic Expansions as Approximations to the Finite Sample Distributions of Econometric Estimators," Econometrica, Econometric Society, vol. 45(6), pages 1517-34, September. [Downloadable!] (restricted)
Phillips, Peter C. B., 1977. "An approximation to the finite sample distribution of Zellner's seemingly unrelated regression estimator," Journal of Econometrics, Elsevier, vol. 6(2), pages 147-164, September. [Downloadable!] (restricted)
Phillips, P. C. B., 1977. "A large deviation limit theorem for multivariate distributions," Journal of Multivariate Analysis, Elsevier, vol. 7(1), pages 50-62, March. [Downloadable!] (restricted)

1976

Phillips, P C B, 1976. "The Iterated Minimum Distance Estimator and the Quasi-Maximum Likelihood Estimator," Econometrica, Econometric Society, vol. 44(3), pages 449-60, May. [Downloadable!] (restricted)

1974

Phillips, P C B, 1974. "The Estimation of Some Continuous Time Models," Econometrica, Econometric Society, vol. 42(5), pages 803-23, September. [Downloadable!] (restricted)
Mayes, David G., 1974. "RASAT, a model for the estimation of commodity trade flows in EFTA," European Economic Review, Elsevier, vol. 5(3), pages 207-221. [Downloadable!] (restricted)

1973

Phillips, P. C. B., 1973. "The problem of identification in finite parameter continuous time models," Journal of Econometrics, Elsevier, vol. 1(4), pages 351-362, December. [Downloadable!] (restricted)

1972

Phillips, P C B, 1972. "The Structural Estimation of a Stochastic Differential Equation System," Econometrica, Econometric Society, vol. 40(6), pages 1021-41, November. [Downloadable!] (restricted)

Books

2009

Tim Congdon & Charles A.E. Goodhart & Robert A. Eisenbeis & George G. Kaufman & Paul Hamalainen & Rosa M. Lastra & David T. Llewellyn & David G. Mayes & Geoffrey Wood & Alastair Milne & Marco Onado & , 2009. "The Failure of Northern Rock - A Multidimensional Case Study," SUERF Studies, SUERF - The European Money and Finance Forum, number 2009/1 edited by Morten Balling & Franco Bruni & David Llewellyn, October. [Downloadable!]

2006

Nicoletta Batini & Carsten Detken & David G Mayes & Katerina Smidkova, 2006. "CNB Economic Research Bulletin: Research priorities and central banks," Occasional Publications - Edited Volumes, Czech National Bank, Research Department, edition 1, volume 4, number rb04/1 edited by Ales Bulir. [Downloadable!]

Chapters

1995

David Mayes, 1995. "Discussion of 'Labour-Productivity Growth and Relative Wages: 1978-1994'," RBA Annual Conference Volume, in: Palle Andersen & Jacqueline Dwyer & David Gruen (ed.), Productivity and Growth Reserve Bank of Australia. [Downloadable!]

1983

Phillips, P.C.B., 1983. "Exact small sample theory in the simultaneous equations model," Handbook of Econometrics, in: Z. Griliches† & M. D. Intriligator (ed.), Handbook of Econometrics, edition 1, volume 1, chapter 8, pages 449-516 Elsevier. [Downloadable!] (restricted)

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Business School
University of Auckland
Auckland, New Zealand