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Publications

by members of

Department of Economics
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. Find also a compilation of publications from alumni here.

This page is updated in the first days of each month.


| Working papers | Journal articles | Chapters |

Working papers

Undated material is listed at the end

2014

  1. Richard Fabling & Arthur Grimes, 2014. "Over the Hedge: Do Exporters Practice Selective Hedging?," Working Papers 14_01, Motu Economic and Public Policy Research.
  2. Arthur Grimes, 2014. "Four Lectures on Central Banking," Working Papers 14_02, Motu Economic and Public Policy Research.

2013

  1. Peter C. B. Phillips & Shu-Ping Shi & Jun Yu, 2013. "Testing for Multiple Bubbles 2: Limit Theory of Real Time Detectors," Working Papers 05-2013, Singapore Management University, School of Economics.
  2. Peter C. B. Phillips & Shu-Ping Shi & Jun Yu, 2013. "Testing for Multiple Bubbles 1: Historical Episodes of Exuberance and Collapse in the S&P 500," Working Papers 04-2013, Singapore Management University, School of Economics.
  3. Jiti Gao & Peter C.B. Phillips, 2013. "Functional Coefficient Nonstationary Regression with Non- and Semi-Parametric Cointegration," Monash Econometrics and Business Statistics Working Papers 16/13, Monash University, Department of Econometrics and Business Statistics.
  4. Peter C.B. Phillips, 2013. "Unit Roots in Life -- A Graduate Student Story," Cowles Foundation Discussion Papers 1913, Cowles Foundation for Research in Economics, Yale University.
  5. Yoonseok Lee & Peter C.B. Phillips, 2013. "Model Selection in the Presence of Incidental Parameters," Center for Policy Research Working Papers 159, Center for Policy Research, Maxwell School, Syracuse University.
  6. Peter C.B. Phillips & Sainan Jin, 2013. "Testing the Martingale Hypothesis," Cowles Foundation Discussion Papers 1912, Cowles Foundation for Research in Economics, Yale University.
  7. Offer Lieberman & Peter C.B. Phillips, 2013. "Norming Rates and Limit Theory for Some Time-Varying Coefficient Autoregressions," Cowles Foundation Discussion Papers 1916, Cowles Foundation for Research in Economics, Yale University.
  8. Jiti Gao & Peter C.B. Phillips, 2013. "Functional Coefficient Nonstationary Regression," Cowles Foundation Discussion Papers 1911, Cowles Foundation for Research in Economics, Yale University.
  9. Peter C.B. Phillips & Degui Li & Jiti Gao, 2013. "Estimating Smooth Structural Change in Cointegration Models," Cowles Foundation Discussion Papers 1910, Cowles Foundation for Research in Economics, Yale University.
  10. Yae In Baek & Jin Seo Cho & Peter C.B. Phillips, 2013. "Testing Linearity Using Power Transforms of Regressors," Cowles Foundation Discussion Papers 1917, Cowles Foundation for Research in Economics, Yale University.
  11. Degui Li & Peter C. B. Phillips & Jiti Gao, 2013. "Uniform Consistency of Nonstationary Kernel-Weighted Sample Covariances for Nonparametric Regression," Monash Econometrics and Business Statistics Working Papers 27/13, Monash University, Department of Econometrics and Business Statistics.
  12. Aoki, Reiko & Hamada, Koichi, 2013. "Nuclear Accident, Liability Rules and a Regulated Monopoly," CIS Discussion paper series 600, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
  13. Aoki, Reiko & Uwasu, Michinori & Saijo, Tatsuyoshi, 2013. "Preferences of Voters and Young People for Political Parties, Policies, Demeny Voting System, and the Ministry of the Future: Preliminary Results of Survey of Voters and Young People Held Two Days Bef," CIS Discussion paper series 593, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
  14. Aoki, Reiko & Arai, Yasuhiro, 2013. "Standards and Innovation: Technology vs. Installed Base," CIS Discussion paper series 601, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
  15. Arthur Grimes & Sean Hyland & Andrew Coleman & James Kerr & Alex Collier, 2013. "A New Zealand Regional Housing Model," Working Papers 13_02, Motu Economic and Public Policy Research.
  16. Arthur Grimes & Sean Hyland, 2013. "Housing Market Dynamics and the GFC: The Complex Dynamics of a Credit Shock," Working Papers 13_12, Motu Economic and Public Policy Research.
  17. Arthur Grimes & Sean Hyland, 2013. "Passing the Buck: Impacts of Commodity Price Shocks on Local Outcomes," Working Papers 13_10, Motu Economic and Public Policy Research.
  18. Grimes, Arthur & Tarrant, Nicholas, 2013. "A New Zealand Urban Population Database," Working Papers 13_07, Motu Economic and Public Policy Research.
  19. Allan, Corey & Grimes, Arthur & Kerr, Suzi, 2013. "Value and Culture," Working Papers 13_09, Motu Economic and Public Policy Research.
  20. Vaithianathan, Rhema & Aoki, Reiko & Sbai, Erwan, 2013. "Support for Franchise Extension for Children: Evidence on Japanese Attitude to Demeny Voting," CIS Discussion paper series 610, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.

2012

  1. Giuseppe Cavaliere & Peter C.B. Phillips & Stephan Smeekes & A.M. Robert Taylor, 2012. "Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility," Cowles Foundation Discussion Papers 1844, Cowles Foundation for Research in Economics, Yale University.
  2. Peter C. B. Phillips & Shu-Ping Shi & Jun Yu, 2012. "Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior," Working Papers 17-2012, Singapore Management University, School of Economics.
  3. Peter C.B. Phillips & Ji Hyung Lee, 2012. "VARs with Mixed Roots Near Unity," Cowles Foundation Discussion Papers 1845, Cowles Foundation for Research in Economics, Yale University.
  4. Ioannis Kasparis & Peter C.B. Phillips & Tassos Magdalinos, 2012. "Non-linearity Induced Weak Instrumentation," University of Cyprus Working Papers in Economics 02-2012, University of Cyprus Department of Economics.
  5. Zhipeng Liao & Peter C.B. Phillips, 2012. "Automated Estimation of Vector Error Correction Models," Cowles Foundation Discussion Papers 1873, Cowles Foundation for Research in Economics, Yale University.
  6. Peter C.B. Phillips & Zhipeng Liao, 2012. "Series Estimation of Stochastic Processes: Recent Developments and Econometric Applications," Cowles Foundation Discussion Papers 1871, Cowles Foundation for Research in Economics, Yale University.
  7. Ioannis Kasparis & Elena Andreou & Peter C.B. Phillips, 2012. "Nonparametric Predictive Regression," Cowles Foundation Discussion Papers 1878, Cowles Foundation for Research in Economics, Yale University.
  8. Peter C.B. Phillips, 2012. "On Confidence Intervals for Autoregressive Roots and Predictive Regression," Cowles Foundation Discussion Papers 1879, Cowles Foundation for Research in Economics, Yale University.
  9. Aoki, Reiko, 2012. "The 4th Science and Technology Basic Plan: A National Innovation System for New Challenges - Role of East Asia and Small & Medium Businesses," CIS Discussion paper series 534, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
  10. Aoki, Reiko, 2012. "Japan’s Demographics and the Lost Decades," CIS Discussion paper series 561, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
  11. Aoki, Reiko & Vaithianathan, Rhema, 2012. "Intergenerational Voter Preference Survey - Preliminary Results," CIS Discussion paper series 539, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
  12. Aoki, Reiko & Kao, Tina, 2012. "Protection of basic research and R&D incentives in an international setting," CIS Discussion paper series 563, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
  13. Aoki, Reiko, 2012. "A Demographic Perspective on Japan’s “Lost Decades”," CIS Discussion paper series 576, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
  14. Arthur Grimes & les Oxley & Nicholas Tarrant, 2012. "Does Money Buy Me Love? Testing Alternative Measures of National Wellbeing," Working Papers 12_09, Motu Economic and Public Policy Research.
  15. Grimes, Arthur & Hyland, Sean, 2012. "Passing the Buck: Impacts of Commodity Price Shocks on Rural Outcomes," 2012 Conference, August 31, 2012, Nelson, New Zealand 136046, New Zealand Agricultural and Resource Economics Society.
  16. Richard Fabling & Arthur Grimes & David C. Maré, 2012. "Performance Pay Systems and the Gender Wage Gap," Working Papers 12_13, Motu Economic and Public Policy Research.
  17. Bandyopadhyay, Debasis & Barro, Robert & Couchman, Jeremy & Gemmell, Norman & Liao, Gordon & McAlister, Fiona, 2012. "Average Marginal Income Tax Rates in New Zealand, 1907-2009," Working Paper Series 2423, Victoria University of Wellington, Chair in Public Finance.
  18. Levent Celik & Bilgehan Karabay & John McLaren, 2012. "When is it Optimal to Delegate: The Theory of Fast-track Authority," NBER Working Papers 17810, National Bureau of Economic Research, Inc.
  19. Simona Fabrizi & Steffen Lippert, 2012. "Corruption and the Public Display of Wealth," Working Papers 1202, University of Otago, Department of Economics, revised Jun 2012.

2011

  1. Xiaohu Wang & Peter C.B. Phillips & Jun Yu, 2011. "Bias in Estimating Multivariate and Univariate Diffusions," Cowles Foundation Discussion Papers 1778, Cowles Foundation for Research in Economics, Yale University.
  2. Chirok Han & Peter C.B. Phillips, 2011. "First Difference MLE and Dynamic Panel Estimation," Cowles Foundation Discussion Papers 1780, Cowles Foundation for Research in Economics, Yale University.
  3. Peter C.B. Phillips & Tassos Magdalinos, 2011. "Inconsistent VAR Regression with Common Explosive Roots," Cowles Foundation Discussion Papers 1777, Cowles Foundation for Research in Economics, Yale University.
  4. Qiying Wang & Peter C.B. Phillips, 2011. "Specification Testing for Nonlinear Cointegrating Regression," Cowles Foundation Discussion Papers 1779, Cowles Foundation for Research in Economics, Yale University, revised Feb 2011.
  5. Peter C.B. Phillips, 2011. "Folklore Theorems, Implicit Maps and New Unit Root Limit Theory," Cowles Foundation Discussion Papers 1781, Cowles Foundation for Research in Economics, Yale University.
  6. Shu-Ping Shi & Peter C. B. Phillips & Jun Yu, 2011. "Specification Sensitivities in Right-Tailed Unit Root Testing for Financial Bubbles," Working Papers 172011, Hong Kong Institute for Monetary Research.
  7. Peter C.B. Phillips & Shu-Ping Shi & Jun Yu, 2011. "Testing for Multiple Bubbles," Working Papers 09-2011, Singapore Management University, School of Economics.
  8. Jiti Gao & Peter C.B. Phillips, 2011. "Semiparametric Estimation in Multivariate Nonstationary Time Series Models," Monash Econometrics and Business Statistics Working Papers 17/11, Monash University, Department of Econometrics and Business Statistics.
  9. Yonghui Zhang & Liangjun Su & Peter C.B. Phillips, 2011. "Testing for Common Trends in Semiparametric Panel Data Models with Fixed Effects," Cowles Foundation Discussion Papers 1832, Cowles Foundation for Research in Economics, Yale University.
  10. Peter C.B. Phillips, 2011. "Meritocracy Voting: Measuring the Unmeasurable," Cowles Foundation Discussion Papers 1833, Cowles Foundation for Research in Economics, Yale University.
  11. Demeny, Paul & Aoki, Reiko & Makihara, Izuru & Ushio, Jiro & Yanagawa, Noriyuki, 2011. "Demeny Voting and Its Impact, NIRA Round-Table March 10, 2011," CIS Discussion paper series 520, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
  12. Matthew Roskruge & Arthur Grimes & Philip McCann & Jacques Poot, 2011. "Homeownership and Social Capital in New Zealand," Working Papers 11_02, Motu Economic and Public Policy Research.
  13. Richard Fabling & Arthur Grimes & Lynda Sanderson, 2011. "Any port in a storm? The impact of new port infrastructure on New Zealand exporter behaviour," Reserve Bank of New Zealand Discussion Paper Series DP2011/01, Reserve Bank of New Zealand.
  14. Katy Bergstrom & Arthur Grimes & Steve Stillman, 2011. "Does Selling State Silver Generate Private Gold? Determinants and Impacts of State House Sales and Acquisitions in New Zealand," Working Papers 11_03, Motu Economic and Public Policy Research.
  15. Grimes, Arthur & Le Vaillant, Jason & McCann, Philip, 2011. "Auckland's Knowledge Economy: Australasian and European Comparisons," Occasional Papers 11/2, Ministry of Economic Development, New Zealand.
  16. Arthur Grimes, 2011. "Building Bridges: Treating a New Transport Link as a Real Option," ERSA conference papers ersa11p332, European Regional Science Association.
  17. Arthur Grimes & Chris Young, 2011. "Anticipatory Effects of Rail Upgrades: Auckland's Western Line," ERSA conference papers ersa10p123, European Regional Science Association.
  18. Grimes, Arthur & Stillman, Steven & Young, Chris, 2011. "Homeownership, Social Capital and Parental Voice in Schooling," IZA Discussion Papers 6168, Institute for the Study of Labor (IZA).
  19. Matthew James Roskruge & Arthur Grimes & Philip McCann & Jacques Poot, 2011. "Housing and Social Capital in New Zealand," ERSA conference papers ersa10p784, European Regional Science Association.
  20. Martin Berka & Michael B. Devereux & Thomas Rudolph, 2011. "Price Setting in a Leading Swiss Online Supermarket," NBER Working Papers 17126, National Bureau of Economic Research, Inc.
  21. Martin Berka & Mario J. Crucini & Chih-Wei Wang, 2011. "International Risk-Sharing and Commodity Prices," Vanderbilt University Department of Economics Working Papers 1121, Vanderbilt University Department of Economics.
  22. Martin Berka & Christian Zimmermann, 2011. "Basel Accord and financial intermediation: the impact of policy," Working Papers 2011-042, Federal Reserve Bank of St. Louis.
  23. Levent Celik & Bilgehan Karabay, 2011. "A Note on Equilibrium Uniqueness in the Baron-Ferejohn Model," CERGE-EI Working Papers wp440, The Center for Economic Research and Graduate Education - Economic Institute, Prague.
  24. Levent Celik & Bilgehan Karabay & John McLaren, 2011. "Trade Policy Making in a Model of Legislative Bargaining," NBER Working Papers 17262, National Bureau of Economic Research, Inc.
  25. Fabrizi, Simona & Lippert, Steffen, 2011. "Due diligence, research joint ventures, and incentives to innovate," MPRA Paper 33207, University Library of Munich, Germany.
  26. Francis Bloch & Simona Fabrizi & Steffen Lippert, 2011. "Learning and Collusion in New Markets with Uncertain Entry Costs," Working Papers hal-00639049, HAL.
  27. Torshizian, Eilya & Mehrara, Mohsen, 2011. "The effects of Economy, Values and Health on Happiness In Iran: the case of the Kish Island," MPRA Paper 30085, University Library of Munich, Germany, revised 05 Apr 2011.
  28. Yaghoubi, Esmaeil & Ahmadzadeh Mashinchi, Sina & Ebrahimi, Ahmad & Abdollahi, Hadi & Ebrahimi, Hamid, 2011. "An analysis of correlation between organizational justice and job satisfaction," MPRA Paper 38103, University Library of Munich, Germany.

2010

  1. Chirok Han & Peter C.B. Phillips & Donggyu Sul, 2010. "X-Differencing and Dynamic Panel Model Estimation," Cowles Foundation Discussion Papers 1747, Cowles Foundation for Research in Economics, Yale University.
  2. Yixiao Sun & Peter C.B. Phillips & Sainan Jin, 2010. "Power Maximization and Size Control in Heteroskedasticity and Autocorrelation Robust Tests with Exponentiated Kernels," Cowles Foundation Discussion Papers 1749, Cowles Foundation for Research in Economics, Yale University.
  3. Peter C.B. Phillips, 2010. "Two New Zealand Pioneer Econometricians," Cowles Foundation Discussion Papers 1750, Cowles Foundation for Research in Economics, Yale University.
  4. Werner Ploberger & Peter C.B. Phillips, 2010. "Optimal Estimation under Nonstandard Conditions," Cowles Foundation Discussion Papers 1748, Cowles Foundation for Research in Economics, Yale University.
  5. Chirok Han & Peter C.B. Phillips & Donggyu Sul, 2010. "Uniform Asymptotic Normality in Stationary and Unit Root Autoregression," Cowles Foundation Discussion Papers 1746, Cowles Foundation for Research in Economics, Yale University.
  6. Jiti Gao & Peter C. B. Phillips, 2010. "Semiparametric Estimation in Simultaneous Equations of Time Series Models," School of Economics Working Papers 2010-26, University of Adelaide, School of Economics.
  7. Xiaoxia Shi & Peter C. B. Phillips, 2010. "Nonlinear Cointegrating Regression under Weak Identification," Cowles Foundation Discussion Papers 1768, Cowles Foundation for Research in Economics, Yale University.
  8. Jiti Gao & Peter C. B. Phillips, 2010. "Semiparametric Estimation in Time Series of Simultaneous Equations," Cowles Foundation Discussion Papers 1769, Cowles Foundation for Research in Economics, Yale University.
  9. Peter C. B. Phillips, 2010. "The Mysteries of Trend," Cowles Foundation Discussion Papers 1771, Cowles Foundation for Research in Economics, Yale University.
  10. Peter C.B. Phillips & Jun Yu, 2010. "Corrigendum to “A Gaussian Approach for Continuous Time Models of the Short Term Interest Rate"," Working Papers 18-2010, Singapore Management University, School of Economics.
  11. Peter C.B. Phillips & Jun Yu, 2010. "A Conversation with Eric Ghysels Co-President of the Society for Financial Econometrics," Working Papers 15-2010, Singapore Management University, School of Economics.
  12. Peter C.B. Phillips & Jun Yu & Eric Ghysels, 2010. "Measurement and High Finance," Working Papers 17-2010, Singapore Management University, School of Economics.
  13. Oguro, Kazumasa & Shimasawa, Manabu & Aoki, Reiko & Oshio, Takashi, 2010. "Demographic Change, Intergenerational Altruism, and Fiscal Policy : A Political Economy Approach," PIE/CIS Discussion Paper 493, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
  14. Aoki, Reiko & Small, John, 2010. "The Economics of Number Portability: Switching Costs and Two-Part Tariffs," PIE/CIS Discussion Paper 483, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
  15. Arthur Grimes & Matthew Roskruge & Philip McCann & Jacques Poot, 2010. "Social capital and regional social infrastructure investment: Evidence from New Zealand," Working Papers 10_03, Motu Economic and Public Policy Research.
  16. Arthur Grimes, 2010. "The Economics of Infrastructure Investment: Beyond Simple Cost Benefit Analysis," Working Papers 10_05, Motu Economic and Public Policy Research.
  17. Arthur Grimes & Mark Holmes, 2010. "New Zealand Housing Markets: Just a Bit-Player in the A-League?," Working Papers 10_07, Motu Economic and Public Policy Research.
  18. Arthur Grimes & Chris Young, 2010. "A Simple Repeat Sales House Price Index: Comparative Properties Under Alternative Data Generation Processes," Working Papers 10_10, Motu Economic and Public Policy Research.
  19. William Cochrane & Arthur Grimes & Phillip McCann & Jacques Poot, 2010. "The Spatial Impact of Local Infrastructural Investment in New Zealand," Working Papers 10_12, Motu Economic and Public Policy Research.
  20. Arthur Grimes & Steven Stillman & Hugh McDonald & Alex Olssen, 2010. "A State Housing Database: 1993-2009," Working Papers 10_13, Motu Economic and Public Policy Research.
  21. Martin Berka & Michael B. Devereux, 2010. "What Determines European Real Exchange Rates?," NBER Working Papers 15753, National Bureau of Economic Research, Inc.
  22. Simona Fabrizi & Steffen Lippert & Clemens Puppe & Stephanie Rosenkranz, 2010. "Suggested retail prices with downstream competition," Working Papers 1203, University of Otago, Department of Economics, revised Aug 2012.
  23. Kao, Tina & Vaithianathan, Rhema, 2010. "Optimality of no-fault medical liability systems," PIE/CIS Discussion Paper 480, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
  24. Ahmadzadeh Mashinchi, Sina, 2010. "The impact of the global economic crisis on non-oil operations of ports in Iran," MPRA Paper 38100, University Library of Munich, Germany.
  25. Yaghoubi, Esmaeil & Ahmadzadeh Mashinchi, Sina & Abdollahi, Hadi, 2010. "An analysis of correlation between organizational citizenship behavior (OCB) and emotional intelligence (EI)," MPRA Paper 38122, University Library of Munich, Germany.

2009

  1. 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 for Research in Economics, Yale University.
  2. Peter C. B. Phillips, 2009. "Bootstrapping I(1) Data," Cowles Foundation Discussion Papers 1689, Cowles Foundation for Research in Economics, Yale University.
  3. Liudas Giraitis & Peter C. B. Phillips, 2009. "Mean and Autocovariance Function Estimation Near the Boundary of Stationarity," Cowles Foundation Discussion Papers 1690, Cowles Foundation for Research in Economics, Yale University.
  4. Xu Cheng & Peter C. B. Phillips, 2009. "Cointegrating Rank Selection in Models with Time-Varying Variance," Cowles Foundation Discussion Papers 1688, Cowles Foundation for Research in Economics, Yale University.
  5. 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.
  6. 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 for Research in Economics, Yale University.
  7. 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 for Research in Economics, Yale University.
  8. 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 for Research in Economics, Yale University.
  9. Peter C.B. Phillips & Liangjun Su, 2009. "A Paradox of Inconsistent Parametric and Consistent Nonparametric Regression," Cowles Foundation Discussion Papers 1704, Cowles Foundation for Research in Economics, Yale University.
  10. Peter C. B. Phillips & Jun Yu, 2009. "Dating the Timeline of Financial Bubbles During the Subprime Crisis," Working Papers 18-2009, Singapore Management University, School of Economics.
  11. Peter C.B.Phillips & Tassos Magdalinos, 2009. "Econometric Inference in the Vicinity of Unity," Working Papers CoFie-06-2009, Sim Kee Boon Institute for Financial Economics.
  12. Aoki, Reiko & Schiff, Aaron, 2009. "Collective Rights Organizations and Upstream R&D Investment," PIE/CIS Discussion Paper 457, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
  13. Aoki, Reiko & Konishi, Yoko, 2009. "The Relationship between Consumption, Labor Supply and Fertility: Theory and Evidence from Japan," PIE/CIS Discussion Paper 420, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
  14. Kurt Hess & Arthur Grimes, 2009. "Commercial Bank Loan Loss Recoveries," Working Papers in Economics 09/09, University of Waikato, Department of Economics.
  15. Richard Fabling & Arthur Grimes, 2009. "The "suite" smell of success: complementary personnel practices and firm performance," Reserve Bank of New Zealand Discussion Paper Series DP2009/13, Reserve Bank of New Zealand.
  16. Andrew Coleman & Arthur Grimes, 2009. "Fiscal, Distributional and Efficiency Impacts of Land and Property Taxes," Working Papers 09_14, Motu Economic and Public Policy Research.
  17. Arthur Grimes & Cleo Ren & Philip Stevens, 2009. "The Need for Speed: Impacts of Internet Connectivity on Firm Productivity," Working Papers 09_15, Motu Economic and Public Policy Research.
  18. Arthur Grimes & Chris Young, 2009. "Spatial Effects of ‘Mill’ Closures:Does Distance Matter?," Working Papers 09_12, Motu Economic and Public Policy Research.
  19. Richard Fabling & Arthur Grimes & Lynda Sanderson, 2009. "Whatever next? Export market choices of New Zealand firms," Reserve Bank of New Zealand Discussion Paper Series DP2009/19, Reserve Bank of New Zealand.
  20. Florens, Jean-Pierre & Sbaï, Erwann, 2009. "Local Identification in Empirical Games of Incomplete Information," IDEI Working Papers 612, Institut d'Économie Industrielle (IDEI), Toulouse.
  21. Martin Berka & Mario J. Crucini, 2009. "The Consumption Terms of Trade and Commodity Prices," NBER Working Papers 15580, National Bureau of Economic Research, Inc.
  22. 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.
  23. Bilgehan Karabay & John McLaren, 2009. "Trade, Offshoring, and the Invisible Handshake," NBER Working Papers 15048, National Bureau of Economic Research, Inc.
  24. Lippert, Steffen & Schumacher, Christoph, 2009. "Hopping on the Methadone Bus," MPRA Paper 13043, University Library of Munich, Germany.

2008

  1. Peter C.B. Phillips & Tassos Magdalinos & Liudas Giraitis, 2008. "Smoothing Local-to-Moderate Unit Root Theory," Cowles Foundation Discussion Papers 1659, Cowles Foundation for Research in Economics, Yale University.
  2. Xu Cheng & Peter C.B. Phillips, 2008. "Semiparametric Cointegrating Rank Selection," Cowles Foundation Discussion Papers 1658, Cowles Foundation for Research in Economics, Yale University.
  3. Yixiao Sun & Peter C.B. Phillips, 2008. "Optimal Bandwidth Choice for Interval Estimation in GMM Regression," Cowles Foundation Discussion Papers 1661, Cowles Foundation for Research in Economics, Yale University.
  4. Peter C.B. Phillips, 2008. "Long Memory and Long Run Variation," Cowles Foundation Discussion Papers 1656, Cowles Foundation for Research in Economics, Yale University.
  5. Peter C.B. Phillips, 2008. "Unit Root Model Selection," Cowles Foundation Discussion Papers 1653, Cowles Foundation for Research in Economics, Yale University.
  6. 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 for Research in Economics, Yale University.
  7. Qiying Wang & Peter C.B. Phillips, 2008. "Structural Nonparametric Cointegrating Regression," Cowles Foundation Discussion Papers 1657, Cowles Foundation for Research in Economics, Yale University.
  8. Peter C.B. Phillips, 2008. "Local Limit Theory and Spurious Nonparametric Regression," Cowles Foundation Discussion Papers 1654, Cowles Foundation for Research in Economics, Yale University.
  9. 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.
  10. Aoki, Reiko, 2008. "On the Persistence of Low Birthrate in Japan," PIE/CIS Discussion Paper 347, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
  11. 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.
  12. Arthur Grimes & Yun Liang, 2008. "Bridge to Somewhere: The Value of Auckland's Northern Motorway Extensions," Working Papers 08_07, Motu Economic and Public Policy Research.
  13. Arthur Grimes & Andrew Aitken, 2008. "Water, Water Somewhere: The Value of Water in a Drought-Prone Farming Region," Working Papers 08_10, Motu Economic and Public Policy Research.
  14. Kurt Hess & Arthur Grimes & Mark J. Holmes, 2008. "Credit Losses in Australasian Banking," Working Papers in Economics 08/10, University of Waikato, Department of Economics.
  15. Richard Fabling & Arthur Grimes, 2008. "Over the hedge? Exporters' optimal and selective hedging choices," Reserve Bank of New Zealand Discussion Paper Series DP2008/14, Reserve Bank of New Zealand.
  16. Fabling, Richard & Grimes, Arthur, 2008. "Do Exporters Cut the Hedge? Who Hedges, When and Why?," Occasional Papers 08/2, Ministry of Economic Development, New Zealand.
  17. Carlaw, Kenneth & Easton, Brian & Grimes, Arthur & Mare, David & Sautet, Frederic, 2008. "Ways of Thinking About Economic Growth: Papers from MED's Growth Seminar Series," Occasional Papers 08/7, Ministry of Economic Development, New Zealand.
  18. Fabling, Richard & Grimes, Arthur & Stevens, Philip, 2008. "A Comparison of Qualitative and Quantitative Firm Performance Measures," Occasional Papers 08/4, Ministry of Economic Development, New Zealand.
  19. Fabling, Richard & Grimes, Arthur & Sanderson , Lynda & Stevens, Philip, 2008. "Some Rise by Sin, and Some by Virtue Fall: Firm Dynamics, Market Structure and Performance," Occasional Papers 08/1, Ministry of Economic Development, New Zealand.
  20. Yang, Ming Ming & Sharp, Basil M.H. & Sbai, Erwann, 2008. "A Portfolio Approach for the New Zealand Multi-Species Fisheries Management," 2008 Conference, August 28-29, 2008, Nelson, New Zealand 96660, New Zealand Agricultural and Resource Economics Society.
  21. Lotfi, Habib & Ahmadzadeh Mashinchi, Sina, 2008. "Investigating the effect of granted facilities by specialist banks to agriculture part on value added agriculture part of Iran," MPRA Paper 37979, University Library of Munich, Germany.

2007

  1. Peter C.B. Phillips & Jun Yu, 2007. "Information Loss in Volatility Measurement with Flat Price Trading," Cowles Foundation Discussion Papers 1598, Cowles Foundation for Research in Economics, Yale University.
  2. 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 for Research in Economics, Yale University.
  3. 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 for Research in Economics, Yale University.
  4. Peter C.B. Phillips & Donggyu Sul, 2007. "Transition Modeling and Econometric Convergence Tests," Cowles Foundation Discussion Papers 1595, Cowles Foundation for Research in Economics, Yale University.
  5. Peter C.B. Phillips & Jun Yu, 2007. "Simulation-based Estimation of Contingent-claims Prices," Cowles Foundation Discussion Papers 1596, Cowles Foundation for Research in Economics, Yale University.
  6. Peter C.B. Phillips & Chang Sik Kim, 2007. "Long Run Covariance Matrices for Fractionally Integrated Processes," Cowles Foundation Discussion Papers 1611, Cowles Foundation for Research in Economics, Yale University.
  7. Peter C.B. Phillips, 2007. "Exact Distribution Theory in Structural Estimation with an Identity," Cowles Foundation Discussion Papers 1613, Cowles Foundation for Research in Economics, Yale University.
  8. Peter C.B. Phillips & Ke-Li Xu, 2007. "Tilted Nonparametric Estimation of Volatility Functions," Cowles Foundation Discussion Papers 1612, Cowles Foundation for Research in Economics, Yale University, revised Jul 2010.
  9. Peter C.B. Phillips & Tassos Magdalinos, 2007. "Limit Theory for Explosively Cointegrated Systems," Cowles Foundation Discussion Papers 1614, Cowles Foundation for Research in Economics, Yale University.
  10. 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.
  11. Aoki, Reiko, 2007. "Innovation and Incentives in Japan Focus on pre-Meiji," Discussion Paper Series a492, Institute of Economic Research, Hitotsubashi University.
  12. Aoki, Reiko & Schiff, Aaron, 2007. "Intellectual Property Access Systems," Discussion Paper Series a491, Institute of Economic Research, Hitotsubashi University.
  13. Aoki, Reiko & Schiff, Aaron, 2007. "Intellectual Property Clear inghouses: The Effects of Reduced Transaction Costs in Licensing," Discussion Paper Series a495, Institute of Economic Research, Hitotsubashi University.
  14. 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.
  15. Aoki, Reiko, 2007. "Clearing Houses and Patent Pools: Access to Genetic Patents," Discussion Paper 325, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
  16. Aoki, Reiko & Nagaoka, Sadao, 2007. "Formation of a Pool with Essential Patents," Discussion Paper 326, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
  17. Arthur Grimes & Andrew Aitken, 2007. "House Prices and Rents: Socio-Economic Impacts and Prospects," Working Papers 07_01, Motu Economic and Public Policy Research.
  18. Arthur Grimes & Yun Liang, 2007. "An Auckland Land Value Annual Database," Working Papers 07_04, Motu Economic and Public Policy Research.
  19. Arthur Grimes & Yun Liang, 2007. "Spatial Determinants of Land Prices in Auckland:Does the Metropolitan Urban Limit Have an Effect?," Working Papers 07_09, Motu Economic and Public Policy Research.
  20. Arthur Grimes & David C. Maré & Melanie Morten, 2007. "Adjustment in Local Labour and Housing Markets," Working Papers 07_10, Motu Economic and Public Policy Research.
  21. Fabling, Richard & Grimes, Arthur, 2007. "HR Practices and Firm Performance: What Matters and Who Does It?," Occasional Papers 07/2, Ministry of Economic Development, New Zealand.
  22. Grimes, Arthur, 2007. "Capital Intensity and Welfare: National and International Determinants," Occasional Papers 07/3, Ministry of Economic Development, New Zealand.
  23. Simona Fabrizi & Steffen Lippert, 2007. "On Moral Hazard and Joint R&D," Keele Economics Research Papers KERP 2007/03, Centre for Economic Research, Keele University.
  24. Fabrizi, Simona & Lippert, Steffen & Norback, Pehr-Johan & Persson, Lars, 2007. "Venture Capitalists, Asymmetric Information and Ownership in the Innovation Process," MPRA Paper 6265, University Library of Munich, Germany.
  25. Gorgens, Tue & Meng, Xin & Vaithianathan, Rhema, 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).

2006

  1. Christian Gourieroux & Peter C. B. Phillips & Jun Yu, 2006. "Indirect Inference for Dynamic Panel Models," Cowles Foundation Discussion Papers 1550, Cowles Foundation for Research in Economics, Yale University.
  2. Peter C. B. Phillips, 2006. "Optimal Estimation of Cointegrated Systems with Irrelevant Instruments," Cowles Foundation Discussion Papers 1547, Cowles Foundation for Research in Economics, Yale University.
  3. 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 for Research in Economics, Yale University.
  4. Yixiao Sun & Peter C. B. Phillips & Sainan Jin, 2006. "Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing," Cowles Foundation Discussion Papers 1545, Cowles Foundation for Research in Economics, Yale University.
  5. Offer Lieberman & Peter C. B. Phillips, 2006. "Refined Inference on Long Memory in Realized Volatility," Cowles Foundation Discussion Papers 1549, Cowles Foundation for Research in Economics, Yale University.
  6. 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 for Research in Economics, Yale University.
  7. 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 for Research in Economics, Yale University.
  8. Chang Sik Kim & Peter C.B. Phillips, 2006. "Log Periodogram Regression: The Nonstationary Case," Cowles Foundation Discussion Papers 1587, Cowles Foundation for Research in Economics, Yale University.
  9. Ke-Li Xu & Peter C.B. Phillips, 2006. "Adaptive Estimation of Autoregressive Models with Time-Varying Variances," Cowles Foundation Discussion Papers 1585, Cowles Foundation for Research in Economics, Yale University.
  10. 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 for Research in Economics, Yale University.
  11. Peter C. B. Phillips & Jun Yu, 2006. "A Two-Stage Realized Volatility Approach to Estimation of Diffusion Processes with Discrete," Macroeconomics Working Papers 22472, East Asian Bureau of Economic Research.
  12. 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).
  13. Nagaoka, Sadao & Aoki, Reiko, 2006. "Economics of Research Exemption," IIR Working Paper 06-04, Institute of Innovation Research, Hitotsubashi University.
  14. Arthur Grimes & Andrew Aitken, 2006. "Housing Supply and Price Adjustment," Working Papers 06_01, Motu Economic and Public Policy Research.
  15. Arthur Grimes & David C. Maré & Melanie Morten, 2006. "Defining Areas: Linking Geographic Data in New Zealand," Working Papers 06_07, Motu Economic and Public Policy Research.
  16. Grimes, Arthur, 2006. "A Smooth Ride: Terms of Trade, Volatility and GDP Growth," Occasional Papers 06/4, Ministry of Economic Development, New Zealand.
  17. Fabling, Richard & Grimes , Arthur, 2006. "Practice Makes Profit: Business Practices and Firm Success," Occasional Papers 06/1, Ministry of Economic Development, New Zealand.
  18. 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.
  19. 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.
  20. Ananish Chaudhuri & Pushkar Maitra & Susan Skeath, 2006. "Communication, Advice and Beliefs in an Experimental Public Goods Game," Development Research Unit Working Paper Series 05/06, Monash University, Department of Economics.
  21. Berka, Martin, 2006. "Non-linear adjustment in law of one price deviations and physical characteristics of goods," MPRA Paper 8606, University Library of Munich, Germany, revised Dec 2007.
  22. John Kennes & Aaron Schiff, 2006. "Informational Intermediation and Competing Auctions," Discussion Papers 06-02, University of Copenhagen. Department of Economics.
  23. Lippert, Steffen & Spagnolo, Giancarlo, 2006. "Internet Peering as a Network of Relations," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 191, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
  24. 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.

2005

  1. 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 for Research in Economics, Yale University.
  2. Peter C.B. Phillips & Donggyu Sul, 2005. "Economic Transition and Growth," Cowles Foundation Discussion Papers 1514, Cowles Foundation for Research in Economics, Yale University.
  3. Peter C.B. Phillips & Yixiao Sun & Sainan Jin, 2005. "Improved HAR Inference," Cowles Foundation Discussion Papers 1513, Cowles Foundation for Research in Economics, Yale University.
  4. Peter C.B. Phillips & Sainan Jin & Ling Hu, 2005. "Nonstationary Discrete Choice: A Corrigendum and Addendum," Cowles Foundation Discussion Papers 1516, Cowles Foundation for Research in Economics, Yale University.
  5. 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 for Research in Economics, Yale University.
  6. 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 for Research in Economics, Yale University.
  7. Sainan Jin & Peter C.B. Phillips & Yixiao Sun, 2005. "A New Approach to Robust Inference in Cointegration," Cowles Foundation Discussion Papers 1538, Cowles Foundation for Research in Economics, Yale University.
  8. Peter C. B. Phillips, 2005. "A Remark on Bimodality and Weak Instrumentation in Structural Equation Estimation," Cowles Foundation Discussion Papers 1540, Cowles Foundation for Research in Economics, Yale University.
  9. 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 for Research in Economics, Yale University.
  10. 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.
  11. 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.
  12. Peter C. B. Phillips & Jun Yu, 2005. "Comments on “A selective overview of nonparametric methods in financial econometricsâ€Â," Finance Working Papers 22469, East Asian Bureau of Economic Research.
  13. Peter C. B. Phillips & Jun Yu, 2005. "Comment on “Realized Variance and Market Microstructure Noise†by Peter R. Hansen and Asger Lunde," Finance Working Papers 22470, East Asian Bureau of Economic Research.
  14. Sun, Yixiao X & Phillips, Peter C. B. & Jin, Sainan, 2005. "Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing∗," University of California at San Diego, Economics Working Paper Series qt16b3j2hd, Department of Economics, UC San Diego.
  15. 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.
  16. 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.
  17. 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.
  18. Yomogida, Morihiro & Aoki, Reiko, 2005. "It Takes a Village: Network Effect of Child-rearing," Discussion Paper 275, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
  19. Arthur Grimes & Suzi Kerr & Andrew Aitken, 2005. "Bi-Directional Impacts of Economic, Social and Environmental Changes and the New Zealand Housing Market," Urban/Regional 0509012, EconWPA.
  20. Arthur Grimes & Andrew Aitken, 2005. "What’s the Beef with House Prices? Economic Shocks and Local Housing Markets," Urban/Regional 0509011, EconWPA.
  21. Arthur Grimes, 2005. "Intra & Inter-Regional Industry Shocks: A New Metric with an Application to Australasian Currency Union," Macroeconomics 0509019, EconWPA.
  22. Arthur Grimes, 2005. "New Zealand: A Typical Australasian Economy?," Economic History 0509004, EconWPA.
  23. Arthur Grimes, 2005. "Regional and Industry Cycles in Australasia: Implications for a Common Currency," Macroeconomics 0509020, EconWPA.
  24. Arthur Grimes & Robert Sourell & Andrew Aitken, 2005. "Regional Variation in Rental Costsfor Larger Households," Urban/Regional 0509014, EconWPA.
  25. Mark J. Holmes & Arthur Grimes, 2005. "Is there long-run convergence of regional house prices in the UK?," Working Papers 05_11, Motu Economic and Public Policy Research.
  26. Arthur Grimes, 2005. "Intra & Inter-Regional Shocks: A New Metric with an Application to Australasian Currency Union," Working Papers 05_03, Motu Economic and Public Policy Research.
  27. 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.
  28. 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.
  29. Berka, Martin, 2005. "General Equilibrium Model of Arbitrage Trade and Real Exchange Rate Persistence," MPRA Paper 234, University Library of Munich, Germany.
  30. Aaron Schiff & Martin Browning & John Kennes, 2005. "Lots of Heterogeneity in a Matching Model," 2005 Meeting Papers 799, Society for Economic Dynamics.
  31. Fabrizi, Simona & Lippert, Steffen, 2005. "How much efficiency gains and price reductions for an efficiency defense? 'Quanto Basta'," DFAEII Working Papers 2004-04, University of the Basque Country - Department of Foundations of Economic Analysis II.
  32. Lippert, Steffen & Spagnolo, Giancarlo, 2005. "Networks of Relations and Social Capital," CEPR Discussion Papers 5078, C.E.P.R. Discussion Papers.

2004

  1. Peter C.B. Phillips, 2004. "Challenges of Trending Time Series Econometrics," Cowles Foundation Discussion Papers 1472, Cowles Foundation for Research in Economics, Yale University.
  2. Liudas Giraitis & Peter C.B. Phillips, 2004. "Uniform Limit Theory for Stationary Autoregression," Cowles Foundation Discussion Papers 1475, Cowles Foundation for Research in Economics, Yale University.
  3. Peter C.B. Phillips, 2004. "Automated Discovery in Econometrics," Cowles Foundation Discussion Papers 1469, Cowles Foundation for Research in Economics, Yale University.
  4. Peter C.B. Phillips, 2004. "HAC Estimation by Automated Regression," Cowles Foundation Discussion Papers 1470, Cowles Foundation for Research in Economics, Yale University.
  5. Rustam Ibragimov & Peter C.B. Phillips, 2004. "Regression Asymptotics Using Martingale Convergence Methods," Cowles Foundation Discussion Papers 1473, Cowles Foundation for Research in Economics, Yale University.
  6. 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 for Research in Economics, Yale University.
  7. Peter C.B. Phillips & Tassos Magdalinos, 2004. "Limit Theory for Moderate Deviations from a Unit Root," Cowles Foundation Discussion Papers 1471, Cowles Foundation for Research in Economics, Yale University.
  8. Peter C. B. Phillips & Chirok Han, 2004. "GMM with Many Moment Conditions," Econometric Society 2004 Far Eastern Meetings 525, Econometric Society.
  9. Phillips, Peter C.B. & Sun, Yixiao & Jin, Sainan, 2004. "Spectral Density Estimation and Robust Hypothesis Testing Using Steep Origin Kernels Without Truncation," University of California at San Diego, Economics Working Paper Series qt6mf9q2rt, Department of Economics, UC San Diego.
  10. Reiko Aoki & Sadao Nagaoka, 2004. "The Consortium Standard and Patent Pools," Hi-Stat Discussion Paper Series d04-32, Institute of Economic Research, Hitotsubashi University.
  11. Aoki, Reiko, 2004. "Microeconomics of Declining Birthrate: Review of Existing Literature," Discussion Paper 228, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
  12. Richard Fabling & Arthur Grimes, 2004. "Insolvency and Economic Development:Regional Variation and Adjustment," Development and Comp Systems 0404006, EconWPA.
  13. Suzi Kerr & Andrew Aitken & Arthur Grimes, 2004. "Land Taxes and Revenue Needs as Communities Grow and," Public Economics 0403001, EconWPA.
  14. Nils Björksten & Arthur Grimes & Özer Karagedikli & Christopher Plantier, 2004. "What can the Taylor rule tell us about a currency union between New Zealand and Australia?," Reserve Bank of New Zealand Discussion Paper Series DP 2004/05, Reserve Bank of New Zealand.
  15. Arthur Grimes & Andrew Aitken & Suzi Kerr, 2004. "House Price Efficiency: Expectations, Sales, Symmetry," Urban/Regional 0408001, EconWPA.
  16. Suzi Kerr & Andrew Aitken & Arthur Grimes, 2004. "Land Taxes and Revenue Needs as Communities Grow and Decline: Evidence from New Zealand," Working Papers 04_02, Motu Economic and Public Policy Research.
  17. Crawford, Ron & Fabling, Richard & Grimes , Arthur & Bonner, Nick, 2004. "Determinants of National R&D and Patenting: Application to a Small, Distant Country," Occasional Papers 06/2, Ministry of Economic Development, New Zealand.
  18. Lata Gangadharan & Ananish Chaudhuri & Nisvan Erkal, 2004. "An Experimental Analysis of Third-Party Response to Corruption," Econometric Society 2004 Australasian Meetings 220, Econometric Society.
  19. 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.
  20. Aaron Schiff & John Kennes, 2004. "Guided Search: The Value of a Reputation System," 2004 Meeting Papers 345, Society for Economic Dynamics.
  21. Giancarlo Spagnolo & Steffen Lippert, 2004. "Networks of Relations," Econometric Society 2004 North American Winter Meetings 496, Econometric Society.

2003

  1. Victoria Zinde-Walsh & Peter C.B. Phillips, 2003. "Fractional Brownian Motion as a Differentiable Generalized Gaussian Process," Cowles Foundation Discussion Papers 1391, Cowles Foundation for Research in Economics, Yale University.
  2. Peter C.B. Phillips & Jun Yu, 2003. "Jackknifing Bond Option Prices," Cowles Foundation Discussion Papers 1392, Cowles Foundation for Research in Economics, Yale University.
  3. Peter C.B. Phillips, 2003. "Vision and Influence in Econometrics: John Denis Sargan," Cowles Foundation Discussion Papers 1393, Cowles Foundation for Research in Economics, Yale University.
  4. Peter C.B. Phillips, 2003. "Laws and Limits of Econometrics," Cowles Foundation Discussion Papers 1397, Cowles Foundation for Research in Economics, Yale University.
  5. Peter C.B. Phillips & Donggyu Sul, 2003. "The Elusive Empirical Shadow of Growth Convergence," Cowles Foundation Discussion Papers 1398, Cowles Foundation for Research in Economics, Yale University.
  6. 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 for Research in Economics, Yale University.
  7. 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 for Research in Economics, Yale University.
  8. Donggyu Sul & Peter C.B. Phillips & Choi, Chi-Young, 2003. "Prewhitening Bias in HAC Estimation," Cowles Foundation Discussion Papers 1436, Cowles Foundation for Research in Economics, Yale University.
  9. 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 for Research in Economics, Yale University.
  10. 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 for Research in Economics, Yale University, revised Jun 2004.
  11. Aoki, Reiko & Nagaoka, Sadao, 2003. "The Utility Standard and the Patentability of Intermediate Technology," Discussion Paper Series a437, Institute of Economic Research, Hitotsubashi University.
  12. Aoki, Reiko & Small, John, 2003. "Compulsory Licensing of Technology and the Essential Facilities Doctrine," Discussion Paper 167, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
  13. Dr. Arthur Grimes, 2003. "Economic Growth and the Size and Structure of Government: Implications for New Zealand," Macroeconomics 0310016, EconWPA.
  14. Arthur Grimes & Suzi Kerr & Andrew Aitken, 2003. "Housing and Economic Adjustment," Urban/Regional 0310006, EconWPA.
  15. Iris Claus & Arthur Grimes, 2003. "Asymmetric Information, Financial Intermediation and the Monetary Transmission Mechanism: A Critical Review," Treasury Working Paper Series 03/19, New Zealand Treasury.
  16. Ananish Chaudhuri & Lata Gangadharn, 2003. "Gender Differences in Trust and Reciprocity," Department of Economics - Working Papers Series 875, The University of Melbourne.
  17. Olivier Armantier & 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.
  18. John Kennes & Aaron Schiff, 2003. "The Value of a Reputation System," Industrial Organization 0301011, EconWPA.
  19. Fabrizi, Simona & Lippert, Steffen, 2003. "Moral Hazard and the Internal Organization of Joint Research," DFAEII Working Papers 2003-10, University of the Basque Country - Department of Foundations of Economic Analysis II.

2002

  1. Peter C.B.Phillips & Donggyu Sul, 2002. "Dynamic Panel Estimation and Homogeneity Testing Under Cross Section Dependence," Cowles Foundation Discussion Papers 1362, Cowles Foundation for Research in Economics, Yale University.
  2. Peter C.B. Phillips & Binbin Guo & Zhijie Xiao, 2002. "Efficient Regression in Time Series Partial Linear Models," Cowles Foundation Discussion Papers 1363, Cowles Foundation for Research in Economics, Yale University.
  3. Ling Hu & Peter C.B. Phillips, 2002. "Nonstationary Discrete Choice," Cowles Foundation Discussion Papers 1364, Cowles Foundation for Research in Economics, Yale University.
  4. 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 for Research in Economics, Yale University.
  5. Yixiao Sun & Peter C.B. Phillips, 2002. "Nonlinear Log-Periodogram Regression for Perturbed Fractional Processes," Cowles Foundation Discussion Papers 1366, Cowles Foundation for Research in Economics, Yale University.
  6. Katsumi Shimotsu & Peter C.B. Phillips, 2002. "Exact Local Whittle Estimation of Fractional Integration," Cowles Foundation Discussion Papers 1367, Cowles Foundation for Research in Economics, Yale University, revised Jul 2004.
  7. Sainan Jin & Peter C.B. Phillips, 2002. "The KPSS Test with Seasonal Dummies," Cowles Foundation Discussion Papers 1373, Cowles Foundation for Research in Economics, Yale University.
  8. 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 for Research in Economics, Yale University.
  9. 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.
  10. Hurley, Jeremiah & Vaithianathan, Rhema & Crossley, Thomas F. & Cobb-Clark, Deborah A., 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).

2001

  1. 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 for Research in Economics, Yale University.
  2. 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 for Research in Economics, Yale University.
  3. Peter C.B. Phillips, 2001. "Regression with Slowly Varying Regressors," Cowles Foundation Discussion Papers 1310, Cowles Foundation for Research in Economics, Yale University.
  4. 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 for Research in Economics, Yale University.
  5. Zhijie Xiao & Peter C.B. Phillips, 2001. "A CUSUM Test for Cointegration Using Regression Residuals," Cowles Foundation Discussion Papers 1329, Cowles Foundation for Research in Economics, Yale University.
  6. Peter C.B. Phillips, 2001. "Bootstrapping Spurious Regression," Cowles Foundation Discussion Papers 1330, Cowles Foundation for Research in Economics, Yale University.
  7. Peter C.B. Phillips & Joon Y. Park & Yoosoon Chang, 2001. "Nonlinear Instrumental Variable Estimation of an Autoregression," Cowles Foundation Discussion Papers 1331, Cowles Foundation for Research in Economics, Yale University.
  8. Federico M. Bandi & Peter C.B. Phillips, 2001. "Fully Nonparametric Estimation of Scalar Diffusion Models," Cowles Foundation Discussion Papers 1332, Cowles Foundation for Research in Economics, Yale University.
  9. Reiko Aoki, 2001. "Oligopolistic Business to Business E-Market and Welfare," Industrial Organization 0012004, EconWPA.
  10. Arthur Grimes, 2001. "Crown Financial Asset Management: Objectives and Practice," Treasury Working Paper Series 01/12, New Zealand Treasury.
  11. 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.
  12. Luca Rigotti & Matthew Ryan & Rhema Vaithianathan, 2001. "Entrepreneurial Innovation," GE, Growth, Math methods 0103002, EconWPA.
  13. 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 Economics, Australian National University.

2000

  1. Peter C.B. Phillips, 2000. "Trending Time Series and Macroeconomic Activity: Some Present and Future Challenges," Cowles Foundation Discussion Papers 1264, Cowles Foundation for Research in Economics, Yale University.
  2. 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 for Research in Economics, Yale University.
  3. Katsumi Shimotsu & Peter C.B. Phillips, 2000. "Local Whittle Estimation in Nonstationary and Unit Root Cases," Cowles Foundation Discussion Papers 1266, Cowles Foundation for Research in Economics, Yale University, revised Sep 2003.
  4. Katsumi Shimotsu & Peter C.B. Phillips, 2000. "Pooled Log Periodogram Regression," Cowles Foundation Discussion Papers 1267, Cowles Foundation for Research in Economics, Yale University.
  5. 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 for Research in Economics, Yale University.
  6. Aaron F. Schiff & Peter C.B. Phillips, 2000. "Forecasting New Zealand's Real GDP," Cowles Foundation Discussion Papers 1278, Cowles Foundation for Research in Economics, Yale University.
  7. 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 for Research in Economics, Yale University.
  8. Federico Bandi & Peter C. B. Phillips, 2000. "Accelerated Asymptotics for Diffusion Model Estimation," Econometric Society World Congress 2000 Contributed Papers 1656, Econometric Society.
  9. Kerr, William A. & Phillips, Peter W.B., 2000. "The Biosafety Protocol And International Trade In Genetically Modified Organisms," CATRN Papers 12893, Canadian Agri-Food Trade Research Network.
  10. Reiko Aoki & Yossef Spiegel, 2000. "Public Disclosure of Patent Applications, R & D, and Welfare," Econometric Society World Congress 2000 Contributed Papers 1273, Econometric Society.
  11. Debasis Bandyopadhyay & Parantap Basu, 2000. "The Growth-Inequality Relationship in a Model with Discrete Occupational Choice and Redistributive Tax," Econometric Society World Congress 2000 Contributed Papers 0809, Econometric Society.
  12. Erwann Sbai, 2000. "Identification in Empirical Games," Econometric Society World Congress 2000 Contributed Papers 1896, Econometric Society.

1999

  1. Peter C.B. Phillips, 1999. "Descriptive Econometrics for Nonstationary Time Series with Empirical Illustrations," Cowles Foundation Discussion Papers 1219, Cowles Foundation for Research in Economics, Yale University.
  2. Peter C.B. Phillips & Werner Ploberger, 1999. "Empirical Limits for Time Series Econometric Models," Cowles Foundation Discussion Papers 1220, Cowles Foundation for Research in Economics, Yale University.
  3. 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 for Research in Economics, Yale University.
  4. Peter C.B. Phillips & Hyungsik R. Moon, 1999. "Linear Regression Limit Theory for Nonstationary Panel Data," Cowles Foundation Discussion Papers 1222, Cowles Foundation for Research in Economics, Yale University.
  5. Peter C.B. Phillips & Joon Y. Park, 1999. "Nonstationary Binary Choice," Cowles Foundation Discussion Papers 1223, Cowles Foundation for Research in Economics, Yale University.
  6. Hyungsik R. Moon & Peter C.B. Phillips, 1999. "Estimation of Autoregressive Roots Near Unity Using Panel Data," Cowles Foundation Discussion Papers 1224, Cowles Foundation for Research in Economics, Yale University.
  7. Peter C.B. Phillips, 1999. "Discrete Fourier Transforms of Fractional Processes," Cowles Foundation Discussion Papers 1243, Cowles Foundation for Research in Economics, Yale University.
  8. Peter C.B. Phillips, 1999. "Unit Root Log Periodogram Regression," Cowles Foundation Discussion Papers 1244, Cowles Foundation for Research in Economics, Yale University.
  9. 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 for Research in Economics, Yale University.
  10. Hyungsik R. Moon & Peter C.B. Phillips, 1999. "Maximum Likelihood Estimation in Panels with Incidental Trends," Cowles Foundation Discussion Papers 1246, Cowles Foundation for Research in Economics, Yale University.

1998

  1. Peter C.B. Phillips, 1998. "Econometric Analysis of Fisher's Equation," Cowles Foundation Discussion Papers 1180, Cowles Foundation for Research in Economics, Yale University.
  2. Peter C.B. Phillips & Joon Y. Park, 1998. "Nonstationary Density Estimation and Kernel Autoregression," Cowles Foundation Discussion Papers 1181, Cowles Foundation for Research in Economics, Yale University.
  3. Peter C.B. Phillips & Joon Y. Park, 1998. "Asymptotics for Nonlinear Transformations of Integrated Time Series," Cowles Foundation Discussion Papers 1182, Cowles Foundation for Research in Economics, Yale University.
  4. Peter C.B. Phillips & Zhijie Xiao, 1998. "A Primer on Unit Root Testing," Cowles Foundation Discussion Papers 1189, Cowles Foundation for Research in Economics, Yale University.
  5. Joon Y. Park & Peter C.B. Phillips, 1998. "Nonlinear Regressions with Integrated Time Series," Cowles Foundation Discussion Papers 1190, Cowles Foundation for Research in Economics, Yale University.
  6. Peter C.B. Phillips & Hyungsik R. Moon & Zhijie Xiao, 1998. "How to Estimate Autoregressive Roots Near Unity," Cowles Foundation Discussion Papers 1191, Cowles Foundation for Research in Economics, Yale University.
  7. Zhijie Xiao & Peter C.B. Phillips, 1998. "Higher Order Approximations for Wald Statistics in Cointegrating Regressions," Cowles Foundation Discussion Papers 1192, Cowles Foundation for Research in Economics, Yale University.
  8. Peter C.B. Phillips, 1998. "New Unit Root Asymptotics in the Presence of Deterministic Trends," Cowles Foundation Discussion Papers 1196, Cowles Foundation for Research in Economics, Yale University.
  9. Werner Ploberger & Peter C.B. Phillips, 1998. "Rissanen's Theorem and Econometric Time Series," Cowles Foundation Discussion Papers 1197, Cowles Foundation for Research in Economics, Yale University.
  10. 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 for Research in Economics, Yale University.

1997

  1. 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 for Research in Economics, Yale University.
  2. 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 for Research in Economics, Yale University.
  3. In Choi & Peter C.B. Phillips, 1997. "Regressions for Partially Identified, Cointegrated Simultaneous Equations," Cowles Foundation Discussion Papers 1162, Cowles Foundation for Research in Economics, Yale University.
  4. Dean Corbae & Sam Ouliaris & Peter C.B. Phillips, 1997. "Band Spectral Regression with Trending Data," Cowles Foundation Discussion Papers 1163, Cowles Foundation for Research in Economics, Yale University.
  5. Thomas J. Prusa & Reiko Aoki, 1997. "Sequential vs. Simultaneous Choice With Endogenous Quality," Departmental Working Papers 199510, Rutgers University, Department of Economics.
  6. 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.
  7. 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.
  8. Ananish Chaudhuri, 1997. "A Dynamic Model of Contractual Choice in Tenancy," Departmental Working Papers 199711, Rutgers University, Department of Economics.

1996

  1. Peter C.B. Phillips & Chin Chin Lee, 1996. "Efficiency Gains from Quasi-Differencing Under Nonstationarity," Cowles Foundation Discussion Papers 1134, Cowles Foundation for Research in Economics, Yale University.
  2. Peter C.B. Phillips, 1996. "Spurious Regression Unmasked," Cowles Foundation Discussion Papers 1135, Cowles Foundation for Research in Economics, Yale University.
  3. 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 for Research in Economics, Yale University.
  4. Reiko Aoki & Jin-Li Hu, 1996. "Licensing vs. Litigation: Effect of the Legal System on Incentives to Innovate," Industrial Organization 9612002, EconWPA.
  5. Reiko Aoki & Jin-Li Hu, 1996. "Allocation of Legal Costs and Patent Litigation: A Cooperative Game Approach," Industrial Organization 9612001, EconWPA.

1995

  1. Peter C.B. Phillips, 1995. "Impulse Response and Forecast Error Variance Asymptotics in Nonstationary VAR's," Cowles Foundation Discussion Papers 1102, Cowles Foundation for Research in Economics, Yale University.
  2. Peter C.B. Phillips, 1995. "Automated Forecasts of Asia-Pacific Economic Activity," Cowles Foundation Discussion Papers 1103, Cowles Foundation for Research in Economics, Yale University.
  3. Peter C.B. Phillips, 1995. "Unit Root Tests," Cowles Foundation Discussion Papers 1104, Cowles Foundation for Research in Economics, Yale University.
  4. 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.

1994

  1. 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 for Research in Economics, Yale University.
  2. Peter C.B. Phillips, 1994. "Nonstationary Time Series and Cointegration: Recent Books and Themes for the Future," Cowles Foundation Discussion Papers 1081, Cowles Foundation for Research in Economics, Yale University.
  3. 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 for Research in Economics, Yale University.
  4. Peter C.B. Phillips, 1994. "Model Determination and Macroeconomic Activity," Cowles Foundation Discussion Papers 1083, Cowles Foundation for Research in Economics, Yale University.

1993

  1. Peter C.B. Phillips, 1993. "Fully Modified Least Squares and Vector Autoregression," Cowles Foundation Discussion Papers 1047, Cowles Foundation for Research in Economics, Yale University.
  2. 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 for Research in Economics, Yale University, revised 1996.
  3. Peter C.B. Phillips, 1993. "Robust Nonstationary Regression," Cowles Foundation Discussion Papers 1064, Cowles Foundation for Research in Economics, Yale University.

1992

  1. Loretan, M. & Phillips, P.C.B., 1992. "Testing the Covariance Stationarity of Heavy-Tailed Time Series: An Overview of the Theory with Applications to Several Financial Datasets," Working papers 9208, Wisconsin Madison - Social Systems.
  2. Peter C.B. Phillips & Werner Ploberger, 1992. "Posterior Odds Testing for a Unit Root with Data-Based Model Selection," Cowles Foundation Discussion Papers 1017, Cowles Foundation for Research in Economics, Yale University.
  3. Peter C.B. Phillips, 1992. "Bayesian Model Selection and Prediction with Empirical Applications," Cowles Foundation Discussion Papers 1023, Cowles Foundation for Research in Economics, Yale University.
  4. Peter C.B. Phillips, 1992. "Bayes Models and Forecasts of Australian Macroeconomic Time Series," Cowles Foundation Discussion Papers 1024, Cowles Foundation for Research in Economics, Yale University.
  5. Peter C.B. Phillips, 1992. "Bayes Methods for Trending Multiple Time Series with an Empirical Application to the US Economy," Cowles Foundation Discussion Papers 1025, Cowles Foundation for Research in Economics, Yale University.
  6. Peter C.B. Phillips & Werner Ploberger, 1992. "Time Series Modeling with a Bayesian Frame of Reference: Concepts, Illustrations and Asymptotics," Cowles Foundation Discussion Papers 1038, Cowles Foundation for Research in Economics, Yale University.
  7. Peter C.B. Phillips, 1992. "Some Exact Distribution Theory for Maximum Likelihood Estimators of Cointegrating Coefficients in Error Correction Models," Cowles Foundation Discussion Papers 1039, Cowles Foundation for Research in Economics, Yale University.
  8. Peter C.B. Phillips, 1992. "Hyper-Consistent Estimation of a Unit Root in Time Series Regression," Cowles Foundation Discussion Papers 1040, Cowles Foundation for Research in Economics, Yale University.
  9. Arthur Grimes, 1992. "The role of the exchange rate in New Zealand monetary policy," Pacific Basin Working Paper Series 93-03, Federal Reserve Bank of San Francisco.
  10. Arthur Grimes, 1992. "Optimal public debt structure," Pacific Basin Working Paper Series 93-04, Federal Reserve Bank of San Francisco.

1991

  1. Peter C.B. Phillips, 1991. "The Long-Run Australian Consumption Function Reexamined: An Empirical Exercise in Bayesian Influence," Cowles Foundation Discussion Papers 1000, Cowles Foundation for Research in Economics, Yale University.
  2. Hiro Y. Toda & Peter C.B. Phillips, 1991. "Vector Autoregression and Causality: A Theoretical Overview and Simulation Study," Cowles Foundation Discussion Papers 1001, Cowles Foundation for Research in Economics, Yale University.
  3. Eric Zivot & Peter C.B. Phillips, 1991. "A Bayesian Analysis of Trend Determination in Economic Time Series," Cowles Foundation Discussion Papers 1002, Cowles Foundation for Research in Economics, Yale University.
  4. Peter C.B. Phillips, 1991. "Unidentified Components in Reduced Rank Regression Estimation of ECM's," Cowles Foundation Discussion Papers 1003, Cowles Foundation for Research in Economics, Yale University.
  5. Hiro Y. Toda & Peter C.B. Phillips, 1991. "Vector Autoregression and Causality," Cowles Foundation Discussion Papers 977, Cowles Foundation for Research in Economics, Yale University.
  6. Hiro Y. Toda & Peter C.B. Phillips, 1991. "The Spurious Effect of Unit Roots on Exogeneity Tests in Vector Autoregressions: An Analytical Study," Cowles Foundation Discussion Papers 978, Cowles Foundation for Research in Economics, Yale University.
  7. Denis Kwiatkowski & Peter C.B. Phillips & Peter Schmidt, 1991. "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?," Cowles Foundation Discussion Papers 979, Cowles Foundation for Research in Economics, Yale University.
  8. Peter C.B. Phillips & Werner Ploberger, 1991. "Time Series Modelling with a Bayesian Frame of Reference: 1. Concepts and Illustrations," Cowles Foundation Discussion Papers 980, Cowles Foundation for Research in Economics, Yale University.
  9. Peter C.B. Phillips, 1991. "Bayesian Routes and Unit Roots: de rebus prioribus semper est disputandum," Cowles Foundation Discussion Papers 986, Cowles Foundation for Research in Economics, Yale University.
  10. Dean Corbea & Sam Ouliaris & Peter C.B. Phillips, 1991. "A Reexamination of the Consumption Function Using Frequency Domain Regressors," Cowles Foundation Discussion Papers 997, Cowles Foundation for Research in Economics, Yale University.
  11. Peter C.B. Phillips, 1991. "Unit Roots," Cowles Foundation Discussion Papers 998, Cowles Foundation for Research in Economics, Yale University.
  12. Peter C.B. Phillips, 1991. "The Tail Behavior of Maximum Likelihood Estimates of Cointegrating Coefficients in Error Correction Models," Cowles Foundation Discussion Papers 999, Cowles Foundation for Research in Economics, Yale University.
  13. Corbae, D. & Ouliaris, S. & Phillips, P.C.B., 1991. "A Rexamination of the Consumption Function Using Frequency Domain Regressions," Working Papers 91-25, University of Iowa, Department of Economics.

1990

  1. Peter C.B. Phillips & Mico Loretan, 1990. "Testing Covariance Stationarity Under Moment Condition Failure with an Application to Common Stock Returns," Cowles Foundation Discussion Papers 947, Cowles Foundation for Research in Economics, Yale University.
  2. Peter C.B. Phillips, 1990. "Operational Algebra and Regression t-Tests," Cowles Foundation Discussion Papers 948, Cowles Foundation for Research in Economics, Yale University.
  3. Peter C.B. Phillips, 1990. "A Shortcut to LAD Estimator Asymptotics," Cowles Foundation Discussion Papers 949, Cowles Foundation for Research in Economics, Yale University.
  4. Peter C.B. Phillips, 1990. "To Criticize the Critics: An Objective Bayesian Analysis of Stochastic Trends," Cowles Foundation Discussion Papers 950, Cowles Foundation for Research in Economics, Yale University.
  5. Schmidt, P. & Phillips, P.C.B., 1990. "Testing forUnit Root in the Presence of Deterministic Trends," Papers 8904, Michigan State - Econometrics and Economic Theory.

1989

  1. Peter C.B. Phillips, 1989. "A New Proof of Knight's Theorem on the Cauchy Distribution," Cowles Foundation Discussion Papers 887, Cowles Foundation for Research in Economics, Yale University.
  2. Peter C.B. Phillips, 1989. "Time Series Regression with a Unit Root and Infinite Variance Errors," Cowles Foundation Discussion Papers 897R, Cowles Foundation for Research in Economics, Yale University, revised Aug 1989.
  3. Peter C.B. Phillips & Mico Loretan, 1989. "The Durbin-Watson Ratio Under Infinite Variance Errors," Cowles Foundation Discussion Papers 898R, Cowles Foundation for Research in Economics, Yale University, revised Aug 1989.
  4. 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 for Research in Economics, Yale University.
  5. Peter C.B. Phillips & Mico Loretan, 1989. "Estimating Long Run Economic Equilibria," Cowles Foundation Discussion Papers 928, Cowles Foundation for Research in Economics, Yale University.
  6. 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 for Research in Economics, Yale University.
  7. Peter C.B. Phillips & Victor Solo, 1989. "Asymptotics for Linear Processes," Cowles Foundation Discussion Papers 932, Cowles Foundation for Research in Economics, Yale University.
  8. 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 for Research in Economics, Yale University.
  9. Peter C.B. Phillips, 1989. "A Little Magic with the Cauchy Distribution," Cowles Foundation Discussion Papers 886, Cowles Foundation for Research in Economics, Yale University.

1988

  1. Peter C.B. Phillips, 1988. "The Characteristic Function of the Dirichlet and Multivariate F Distributions," Cowles Foundation Discussion Papers 865, Cowles Foundation for Research in Economics, Yale University.
  2. Peter C.B. Phillips, 1988. "Optimal Inference in Cointegrated Systems," Cowles Foundation Discussion Papers 866R, Cowles Foundation for Research in Economics, Yale University, revised Aug 1989.
  3. Peter C.B. Phillips & Bruce E. Hansen, 1988. "Statistical Inference in Instrumental Variables," Cowles Foundation Discussion Papers 869R, Cowles Foundation for Research in Economics, Yale University, revised Apr 1989.
  4. Peter C.B. Phillips, 1988. "Spectral Regression for Cointegrated Time Series," Cowles Foundation Discussion Papers 872, Cowles Foundation for Research in Economics, Yale University.
  5. 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 for Research in Economics, Yale University.
  6. 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 for Research in Economics, Yale University.
  7. Peter C.B. Phillips, 1988. "Error Correction and Long Run Equilibrium in Continuous Time," Cowles Foundation Discussion Papers 882R, Cowles Foundation for Research in Economics, Yale University, revised Jul 1989.
  8. Peter C.B. Phillips, 1988. "Reflections on Econometric Methodology," Cowles Foundation Discussion Papers 893, Cowles Foundation for Research in Economics, Yale University.

1987

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

1986

  1. Peter C.B. Phillips, 1986. "Regression Theory for Near-Integrated Time Series," Cowles Foundation Discussion Papers 781R, Cowles Foundation for Research in Economics, Yale University, revised Jan 1987.
  2. Peter C.B. Phillips, 1986. "Towards a Unified Asymptotic Theory for Autoregression," Cowles Foundation Discussion Papers 782R, Cowles Foundation for Research in Economics, Yale University, revised Aug 1986.
  3. 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 for Research in Economics, Yale University.
  4. Steven N. Durlauf & Peter C.B. Phillips, 1986. "Trends Versus Random Walks in Time Series Analysis," Cowles Foundation Discussion Papers 788, Cowles Foundation for Research in Economics, Yale University.
  5. Peter C.B. Phillips & Pierre Perron, 1986. "Testing for a Unit Root in Time Series Regression," Cowles Foundation Discussion Papers 795R, Cowles Foundation for Research in Economics, Yale University, revised Sep 1987.
  6. Peter C.B. Phillips, 1986. "Weak Convergence to the Matrix Stochastic Integral BdB," Cowles Foundation Discussion Papers 796, Cowles Foundation for Research in Economics, Yale University.
  7. Peter C.B. Phillips & Joon Y. Park, 1986. "On the Formulation of Wald Tests of Nonlinear Restrictions," Cowles Foundation Discussion Papers 801, Cowles Foundation for Research in Economics, Yale University.
  8. 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 for Research in Economics, Yale University.
  9. Peter C.B. Phillips & Sam Ouliaris, 1986. "Testing for Cointegration Using Principal Component Measures," Cowles Foundation Discussion Papers 809R, Cowles Foundation for Research in Economics, Yale University, revised Jul 1987.
  10. Peter C.B. Phillips & Joon Y. Park, 1986. "Statistical Inference in Regressions with Integrated Processes: Part 1," Cowles Foundation Discussion Papers 811R, Cowles Foundation for Research in Economics, Yale University, revised Aug 1987.
  11. Peter C.B. Phillips & Joon Y. Park, 1986. "Statistical Inference in Regressions with Integrated Processes: Part 2," Cowles Foundation Discussion Papers 819R, Cowles Foundation for Research in Economics, Yale University, revised Feb 1987.
  12. 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.

1985

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

1984

  1. 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 for Research in Economics, Yale University.
  2. Peter C.B. Phillips, 1984. "The Exact Distribution of the Wald Statistic," Cowles Foundation Discussion Papers 722, Cowles Foundation for Research in Economics, Yale University.
  3. 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 for Research in Economics, Yale University.

1983

  1. 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 for Research in Economics, Yale University.
  2. Peter C.B. Phillips, 1983. "The Exact Distribution of Zellner's SUR," Cowles Foundation Discussion Papers 680, Cowles Foundation for Research in Economics, Yale University.
  3. Peter C.B. Phillips, 1983. "The Exact Distribution of Exogenous Variable Coefficient Estimators," Cowles Foundation Discussion Papers 681, Cowles Foundation for Research in Economics, Yale University.
  4. Peter C.B. Phillips, 1983. "The Exact Distribution of the Stein-Rule Estimator," Cowles Foundation Discussion Papers 682, Cowles Foundation for Research in Economics, Yale University.
  5. Peter C.B. Phillips, 1983. "Finite Sample Econometrics Using ERA's," Cowles Foundation Discussion Papers 683, Cowles Foundation for Research in Economics, Yale University.
  6. 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 for Research in Economics, Yale University, revised Mar 1986.

1982

  1. Peter C.B. Phillips, 1982. "Small Sample Distribution Theory in Econometric Models of Simultaneous Equations," Cowles Foundation Discussion Papers 617, Cowles Foundation for Research in Economics, Yale University.
  2. Peter C.B. Phillips, 1982. "Exact Small Sample Theory in the Simultaneous Equations Model," Cowles Foundation Discussion Papers 621, Cowles Foundation for Research in Economics, Yale University.
  3. Peter C.B. Phillips, 1982. "On the Exact Distribution of LIML (revised and extended, see CFDP 658)," Cowles Foundation Discussion Papers 626, Cowles Foundation for Research in Economics, Yale University.
  4. Peter C.B. Phillips, 1982. "The Distribution of Matrix Quotients," Cowles Foundation Discussion Papers 637, Cowles Foundation for Research in Economics, Yale University.
  5. 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 for Research in Economics, Yale University.
  6. Peter C.B. Phillips, 1982. "ERA's: A New Approach to Small Sample Theory," Cowles Foundation Discussion Papers 645, Cowles Foundation for Research in Economics, Yale University.
  7. Peter C.B. Phillips, 1982. "The Exact Distribution of LIML: I," Cowles Foundation Discussion Papers 658, Cowles Foundation for Research in Economics, Yale University.

1981

  1. Peter C.B. Phillips, 1981. "A New Approach to Small Sample Theory," Cowles Foundation Discussion Papers 608, Cowles Foundation for Research in Economics, Yale University.
  2. Peter C.B. Phillips, 1981. "Marginal Densities of Instrumental Variable Estimators in the General Single Equation Case," Cowles Foundation Discussion Papers 609, Cowles Foundation for Research in Economics, Yale University.

1980

  1. 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 for Research in Economics, Yale University.
  2. Peter C.B. Phillips, 1980. "On a Lemma of Amemiya," Cowles Foundation Discussion Papers 560, Cowles Foundation for Research in Economics, Yale University.
  3. Peter C.B. Phillips, 1980. "The Characteristic Function of the F Distribution," Cowles Foundation Discussion Papers 561, Cowles Foundation for Research in Economics, Yale University.
  4. Peter C.B. Phillips, 1980. "Best Uniform Approximation to Probability Densities in Econometrics," Cowles Foundation Discussion Papers 562, Cowles Foundation for Research in Economics, Yale University.
  5. Peter C.B. Phillips, 1980. "Characteristic Functions and the Tail Behavior of Probability Distributions," Cowles Foundation Discussion Papers 567, Cowles Foundation for Research in Economics, Yale University.
  6. Esfandier Maasoumi & Peter C.B. Phillips, 1980. "On the Behavior of Inconsistent Instrumental Variable Estimators," Cowles Foundation Discussion Papers 568, Cowles Foundation for Research in Economics, Yale University.
  7. Phillips, Peter C.B., 1980. "On the Consistency of Non-Linear FIML," Cowles Foundation Discussion Papers 573, Cowles Foundation for Research in Economics, Yale University.

1979

  1. Bailey, R.W. & Hall, V.B. & Phillips, P.C.B., 1979. "A Small Model Of Output, Employment, Capital Formation And Inflation, Applied To The New Zealand Economy," Working Papers 32, University of Sydney, School of Economics.

1978

  1. 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 for Research in Economics, Yale University.

Undated

  1. Peter C.B.Phillips & Jun Yu, . "Limit Theory for Dating the Origination and Collapse of Mildly Explosive Periods in Time Series Data," Working Papers CoFie-05-2009, Sim Kee Boon Institute for Financial Economics.
  2. John Kennes & Aaron Schiff, . "Simple Reputation Systems," Discussion Papers 05-21, University of Copenhagen. Department of Economics, revised Nov 2005.

Journal articles

2014

  1. Han, Chirok & Phillips, Peter C. B. & Sul, Donggyu, 2014. "X-Differencing And Dynamic Panel Model Estimation," Econometric Theory, Cambridge University Press, vol. 30(01), pages 201-251, February.
  2. Phillips, Peter C.B., 2014. "Optimal estimation of cointegrated systems with irrelevant instruments," Journal of Econometrics, Elsevier, vol. 178(P2), pages 210-224.
  3. Phillips, Peter C.B. & Yu, Jun, 2014. "Special Issue Of Econometric Theory On Seta 2010: Editors’ Introduction," Econometric Theory, Cambridge University Press, vol. 30(01), pages 1-2, February.

2013

  1. Han, Chirok & Phillips, Peter C.B., 2013. "First difference maximum likelihood and dynamic panel estimation," Journal of Econometrics, Elsevier, vol. 175(1), pages 35-45.
  2. Gao, Jiti & Phillips, Peter C.B., 2013. "Semiparametric estimation in triangular system equations with nonstationarity," Journal of Econometrics, Elsevier, vol. 176(1), pages 59-79.
  3. Phillips, Peter C.B. & Magdalinos, Tassos, 2013. "Inconsistent Var Regression With Common Explosive Roots," Econometric Theory, Cambridge University Press, vol. 29(04), pages 808-837, August.
  4. Phillips, Peter C.B. & Lee, Ji Hyung, 2013. "Predictive regression under various degrees of persistence and robust long-horizon regression," Journal of Econometrics, Elsevier, vol. 177(2), pages 250-264.
  5. Reiko Aoki, 2013. "A Demographic Perspective on Japan's “Lost Decades”," Population and Development Review, The Population Council, Inc., vol. 38, pages 103-112, 02.
  6. Matthew Roskruge & Arthur Grimes & Philip McCann & Jacques Poot, 2013. "Homeownership, Social Capital and Satisfaction with Local Government," Urban Studies, Urban Studies Journal Limited, vol. 50(12), pages 2517-2534, September.
  7. Arthur Grimes, 2013. "Monetary Policy And Economic Imbalances: An Ethnographic Examination Of Central Bank Rituals," Journal of Economic Surveys, Wiley Blackwell, vol. 27(4), pages 634-640, 09.
  8. Fabling, Richard & Grimes, Arthur & Sanderson, Lynda, 2013. "Any port in a storm: Impacts of new port infrastructure on exporter behaviour," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 49(1), pages 33-47.
  9. Martin Berka & Michael B. Devereux, 2013. "Trends in European real exchange rates," Economic Policy, CEPR & CES & MSH, vol. 28(74), pages 193-242, 04.
  10. Celik, Levent & Karabay, Bilgehan & McLaren, John, 2013. "Trade policy-making in a model of legislative bargaining," Journal of International Economics, Elsevier, vol. 91(2), pages 179-190.
  11. Simona Fabrizi & Steffen Lippert & Pehr-Johan Norbäck & Lars Persson, 2013. "Venture Capitalists and the Patenting of Innovations," Journal of Industrial Economics, Wiley Blackwell, vol. 61(3), pages 623-659, 09.
  12. Chaudhuri, Ananish & Paichayontvijit, Tirnud & Shen, Lifeng, 2013. "Gender differences in trust and trustworthiness: Individuals, single sex and mixed sex groups," Journal of Economic Psychology, Elsevier, vol. 34(C), pages 181-194.

2012

  1. Peter C. B. Phillips, 2012. "Folklore Theorems, Implicit Maps, and Indirect Inference," Econometrica, Econometric Society, vol. 80(1), pages 425-454, 01.
  2. Yonghui Zhang & Liangjun Su & Peter C. B. Phillips, 2012. "Testing for common trends in semi‐parametric panel data models with fixed effects," Econometrics Journal, Royal Economic Society, vol. 15(1), pages 56-100, 02.
  3. Phillips, Peter C.B. & Yu, Jun, 2012. "The Et Interview: A Conversation With Eric Ghysels," Econometric Theory, Cambridge University Press, vol. 28(01), pages 207-217, February.
  4. Phillips, Peter C.B., 2012. "The 2009–2011 Tjalling C. Koopmans Econometric Theory Prize," Econometric Theory, Cambridge University Press, vol. 28(04), pages 933-934, August.
  5. Shi, Xiaoxia & Phillips, Peter C.B., 2012. "Nonlinear Cointegrating Regression Under Weak Identification," Econometric Theory, Cambridge University Press, vol. 28(03), pages 509-547, June.
  6. Kasparis, Ioannis & Phillips, Peter C.B., 2012. "Dynamic misspecification in nonparametric cointegrating regression," Journal of Econometrics, Elsevier, vol. 168(2), pages 270-284.
  7. Giraitis, Liudas & Phillips, Peter C.B., 2012. "Mean and autocovariance function estimation near the boundary of stationarity," Journal of Econometrics, Elsevier, vol. 169(2), pages 166-178.
  8. Ploberger, Werner & Phillips, Peter C.B., 2012. "Optimal estimation under nonstandard conditions," Journal of Econometrics, Elsevier, vol. 169(2), pages 258-265.
  9. Cheng, Xu & Phillips, Peter C.B., 2012. "Cointegrating rank selection in models with time-varying variance," Journal of Econometrics, Elsevier, vol. 169(2), pages 155-165.
  10. Matthew Roskruge & Arthur Grimes & Philip McCann & Jacques Poot, 2012. "Social Capital and Regional Social Infrastructure Investment," International Regional Science Review, , vol. 35(1), pages 3-25, January.
  11. Richard Fabling & Arthur Grimes & Philip Stevens, 2012. "The relatives are fine: use of qualitative firm data in economic analysis," Applied Economics Letters, Taylor & Francis Journals, vol. 19(7), pages 615-618, May.
  12. Richard Fabling & Arthur Grimes & Lynda Sanderson, 2012. "Whatever next? Export market choices of New Zealand firms," Papers in Regional Science, Wiley Blackwell, vol. 91(1), pages 137-159, 03.
  13. Arthur Grimes & Cleo Ren & Philip Stevens, 2012. "The need for speed: impacts of internet connectivity on firm productivity," Journal of Productivity Analysis, Springer, vol. 37(2), pages 187-201, April.
  14. Martin Berka & Michael B. Devereux & Charles Engel, 2012. "Real Exchange Rate Adjustment in and out of the Eurozone," American Economic Review, American Economic Association, vol. 102(3), pages 179-85, May.
  15. Martin Berka & Mario J. Crucini & Chih-Wei Wang, 2012. "International risk sharing and commodity prices," Canadian Journal of Economics, Canadian Economics Association, vol. 45(2), pages 417-447, May.
  16. Simona Fabrizi & Steffen Lippert, 2012. "Due Diligence, Research Joint Ventures, and Incentives to Innovate," Journal of Institutional and Theoretical Economics (JITE), Mohr Siebeck, Tübingen, vol. 168(4), pages 588-611, December.

2011

  1. Wang, Qiying & Phillips, Peter C.B., 2011. "Asymptotic Theory For Zero Energy Functionals With Nonparametric Regression Applications," Econometric Theory, Cambridge University Press, vol. 27(02), pages 235-259, April.
  2. Wang, Xiaohu & Phillips, Peter C.B. & Yu, Jun, 2011. "Bias in estimating multivariate and univariate diffusions," Journal of Econometrics, Elsevier, vol. 161(2), pages 228-245, April.
  3. Peter C. B. Phillips & Liangjun Su, 2011. "Non‐parametric regression under location shifts," Econometrics Journal, Royal Economic Society, vol. 14(3), pages 457-486, October.
  4. Peter C. B. Phillips & Yangru Wu & Jun Yu, 2011. "EXPLOSIVE BEHAVIOR IN THE 1990s NASDAQ: WHEN DID EXUBERANCE ESCALATE ASSET VALUES?," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 52(1), pages 201-226, 02.
  5. Han, Chirok & Cho, Jin Seo & Phillips, Peter C. B., 2011. "Infinite Density at the Median and the Typical Shape of Stock Return Distributions," Journal of Business & Economic Statistics, American Statistical Association, vol. 29(2), pages 282-294.
  6. Peter C. B. Phillips & Jun Yu, 2011. "Dating the timeline of financial bubbles during the subprime crisis," Quantitative Economics, Econometric Society, vol. 2(3), pages 455-491, November.
  7. Han, Chirok & Phillips, Peter C. B. & Sul, Donggyu, 2011. "Uniform Asymptotic Normality In Stationary And Unit Root Autoregression," Econometric Theory, Cambridge University Press, vol. 27(06), pages 1117-1151, December.
  8. Xu, Ke-Li & Phillips, Peter C. B., 2011. "Tilted Nonparametric Estimation of Volatility Functions With Empirical Applications," Journal of Business & Economic Statistics, American Statistical Association, vol. 29(4), pages 518-528.
  9. Sun, Yixiao & Phillips, Peter C.B. & Jin, Sainan, 2011. "Power Maximization And Size Control In Heteroskedasticity And Autocorrelation Robust Tests With Exponentiated Kernels," Econometric Theory, Cambridge University Press, vol. 27(06), pages 1320-1368, December.
  10. Bandyopadhyay, Debasis & Tang, Xueli, 2011. "Understanding the economic dynamics behind growth-inequality relationships," Journal of Macroeconomics, Elsevier, vol. 33(1), pages 14-32, March.
  11. Debasis Bandyopadhyay & Xueli Tang, 2011. "Parental nurturing and adverse effects of redistribution," Journal of Economic Growth, Springer, vol. 16(1), pages 71-98, March.
  12. Ananish Chaudhuri, 2011. "Sustaining cooperation in laboratory public goods experiments: a selective survey of the literature," Experimental Economics, Springer, vol. 14(1), pages 47-83, March.
  13. Ananish Chaudhuri & Erwann Sbai, 2011. "Gender differences in trust and reciprocity in repeated gift exchange games," New Zealand Economic Papers, Taylor & Francis Journals, vol. 45(1-2), pages 81-95.
  14. Karabay, Bilgehan & McLaren, John, 2011. "Pareto-improving firing costs?," European Economic Review, Elsevier, vol. 55(8), pages 1083-1093.
  15. Lippert, Steffen & Spagnolo, Giancarlo, 2011. "Networks of relations and Word-of-Mouth Communication," Games and Economic Behavior, Elsevier, vol. 72(1), pages 202-217, May.
  16. Luca Rigotti & Matthew Ryan & Rhema Vaithianathan, 2011. "Optimism and firm formation," Economic Theory, Springer, vol. 46(1), pages 1-38, January.

2010

  1. Han, Chirok & Phillips, Peter C. B., 2010. "Gmm Estimation For Dynamic Panels With Fixed Effects And Strong Instruments At Unity," Econometric Theory, Cambridge University Press, vol. 26(01), pages 119-151, February.
  2. Hong, Seung Hyun & Phillips, Peter C. B., 2010. "Testing Linearity in Cointegrating Relations With an Application to Purchasing Power Parity," Journal of Business & Economic Statistics, American Statistical Association, vol. 28(1), pages 96-114.
  3. Carlo V. Fiorio & Vassilis A. Hajivassiliou & Peter C. B. Phillips, 2010. "Bimodal t-ratios: the impact of thick tails on inference," Econometrics Journal, Royal Economic Society, vol. 13(2), pages 271-289, 07.
  4. Cho, Jin Seo & Han, Chirok & Phillips, Peter C.B., 2010. "Lad Asymptotics Under Conditional Heteroskedasticity With Possibly Infinite Error Densities," Econometric Theory, Cambridge University Press, vol. 26(03), pages 953-962, June.
  5. Gouriéroux, Christian & Phillips, Peter C.B. & Yu, Jun, 2010. "Indirect inference for dynamic panel models," Journal of Econometrics, Elsevier, vol. 157(1), pages 68-77, July.
  6. Phillips, Peter C.B., 2010. "Bootstrapping I(1) data," Journal of Econometrics, Elsevier, vol. 158(2), pages 280-284, October.
  7. Phillips, Peter C.B. & Magdalinos, Tassos & Giraitis, Liudas, 2010. "Smoothing local-to-moderate unit root theory," Journal of Econometrics, Elsevier, vol. 158(2), pages 274-279, October.
  8. Peter Phillips, 2010. "Two New Zealand pioneer econometricians," New Zealand Economic Papers, Taylor & Francis Journals, vol. 44(1), pages 1-26.
  9. Aoki, Reiko & Schiff, Aaron, 2010. "Intellectual property clearinghouses: The effects of reduced transaction costs in licensing," Information Economics and Policy, Elsevier, vol. 22(3), pages 218-227, July.
  10. Fabling, Richard & Grimes, Arthur, 2010. "Cutting the hedge: Exporters' dynamic currency hedging behaviour," Pacific-Basin Finance Journal, Elsevier, vol. 18(3), pages 241-253, June.
  11. Arthur Grimes & Andrew Aitken, 2010. "Housing Supply, Land Costs and Price Adjustment," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 38(2), pages 325-353.
  12. Coleman, Andrew & Grimes, Arthur, 2010. "Betterment taxes, capital gains and benefit cost ratios," Economics Letters, Elsevier, vol. 109(1), pages 54-56, October.
  13. Andrew Coleman & Arthur Grimes, 2010. "Fiscal, distributional and efficiency impacts of land and property taxes," New Zealand Economic Papers, Taylor & Francis Journals, vol. 44(2), pages 179-199.
  14. Bronwyn HOWELL & Arthur GRIMES, 2010. "Productivity Questions for Public Sector Fast Fibre Network Financiers," Communications & Strategies, IDATE, Com&Strat dept., vol. 1(78), pages 127-146, 2nd quart.
  15. Arthur Grimes & Yun Liang, 2010. "Bridge to Somewhere: Valuing Auckland's Northern Motorway Extensions," Journal of Transport Economics and Policy, London School of Economics and University of Bath, vol. 44(3), pages 287-315, September.
  16. Ananish Chaudhuri & Tirnud Paichayontvijit, 2010. "Recommended play and performance bonuses in the minimum effort coordination game," Experimental Economics, Springer, vol. 13(3), pages 346-363, September.
  17. Chaudhuri, Ananish, 2010. "Experimental Economics: Rethinking the Rules, Nicholas Bardsley, Robin Cubitt, Graham Loomes, Peter Moffatt, Chris Starmer, Robert Sugden. Princeton University Press, Princeton, NJ (2009). 384 pp., Ha," Journal of Economic Psychology, Elsevier, vol. 31(6), pages 1057-1060, December.
  18. Ananish Chaudhuri, 2010. "Reflections of a journal editor," New Zealand Economic Papers, Taylor & Francis Journals, vol. 44(3), pages 211-215.
  19. Florens, Jean-Pierre & Sbaï, Erwann, 2010. "Local Identification In Empirical Games Of Incomplete Information," Econometric Theory, Cambridge University Press, vol. 26(06), pages 1638-1662, December.
  20. Karabay, Bilgehan, 2010. "Foreign direct investment and host country policies: A rationale for using ownership restrictions," Journal of Development Economics, Elsevier, vol. 93(2), pages 218-225, November.
  21. Karabay, Bilgehan & McLaren, John, 2010. "Trade, offshoring, and the invisible handshake," Journal of International Economics, Elsevier, vol. 82(1), pages 26-34, September.
  22. Matthew Ryan & Bilgehan Karabay, 2010. "Book Reviews," New Zealand Economic Papers, Taylor & Francis Journals, vol. 44(1), pages 113-119.
  23. Chesnokova Tatyana & Vaithianathan Rhema, 2010. "The Economics of Female Genital Cutting," The B.E. Journal of Economic Analysis & Policy, De Gruyter, vol. 10(1), pages 1-28, July.

2009

  1. 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.
  2. Phillips, Peter C.B., 2009. "Econometric Theory And Practice," Econometric Theory, Cambridge University Press, vol. 25(03), pages 583-586, June.
  3. 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.
  4. 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.
  5. 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.
  6. Xu Cheng & P eter C. B. Phillips, 2009. "Semiparametric cointegrating rank selection," Econometrics Journal, Royal Economic Society, vol. 12(s1), pages S83-S104, 01.
  7. 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.
  8. Peter C. B. Phillips & Jun Yu, 2009. "Simulation-Based Estimation of Contingent-Claims Prices," Review of Financial Studies, Society for Financial Studies, vol. 22(9), pages 3669-3705, September.
  9. Phillips, Peter C.B., 2009. "Local Limit Theory And Spurious Nonparametric Regression," Econometric Theory, Cambridge University Press, vol. 25(06), pages 1466-1497, December.
  10. 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.
  11. Phillips, Peter C.B., 2009. "Long memory and long run variation," Journal of Econometrics, Elsevier, vol. 151(2), pages 150-158, August.
  12. 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.
  13. Qiying Wang & Peter C. B. Phillips, 2009. "Structural Nonparametric Cointegrating Regression," Econometrica, Econometric Society, vol. 77(6), pages 1901-1948, November.
  14. Aoki, Reiko & Spiegel, Yossi, 2009. "Pre-grant patent publication and cumulative innovation," International Journal of Industrial Organization, Elsevier, vol. 27(3), pages 333-345, May.
  15. Kurt Hess & Arthur Grimes & Mark Holmes, 2009. "Credit Losses in Australasian Banking," The Economic Record, The Economic Society of Australia, vol. 85(270), pages 331-343, 09.
  16. Arthur Grimes, 2009. "Capital intensity and welfare: traded and non-trade sector determinants," New Zealand Economic Papers, Taylor & Francis Journals, vol. 43(1), pages 21-39.
  17. Cameron, Lisa & Chaudhuri, Ananish & Erkal, Nisvan & Gangadharan, Lata, 2009. "Propensities to engage in and punish corrupt behavior: Experimental evidence from Australia, India, Indonesia and Singapore," Journal of Public Economics, Elsevier, vol. 93(7-8), pages 843-851, August.
  18. Vivi Alatas & Lisa Cameron & Ananish Chaudhuri & Nisvan Erkal & Lata Gangadharan, 2009. "Subject pool effects in a corruption experiment: A comparison of Indonesian public servants and Indonesian students," Experimental Economics, Springer, vol. 12(1), pages 113-132, March.
  19. Ananish Chaudhuri & Andrew Schotter & Barry Sopher, 2009. "Talking Ourselves to Efficiency: Coordination in Inter-Generational Minimum Effort Games with Private, Almost Common and Common Knowledge of Advice," Economic Journal, Royal Economic Society, vol. 119(534), pages 91-122, 01.
  20. Vivi Alatas & Lisa Cameron & Ananish Chaudhuri & Nisvan Erkal & Lata Gangadharan, 2009. "Gender, Culture, and Corruption: Insights from an Experimental Analysis," Southern Economic Journal, Southern Economic Association, vol. 75(3), pages 663–680, January.
  21. Olivier ARMANTIER & Erwann SBAÏ, 2009. "Comparison of Alternative Payment Mechanisms for French Treasury Auctions," Annales d'Economie et de Statistique, ENSAE, issue 93-94, pages 135-160.
  22. Martin Berka, 2009. "Nonlinear Adjustment in Law of One Price Deviations and Physical Characteristics of Goods," Review of International Economics, Wiley Blackwell, vol. 17(1), pages 51-73, 02.
  23. Bilgehan Karabay, 2009. "Lobbying Under Asymmetric Information," Economics and Politics, Wiley Blackwell, vol. 21(1), pages 1-41, 03.
  24. Bilgehan Karabay & Gernot Pulverer & Ewa Weinmüller, 2009. "Foreign Ownership Restrictions: A Numerical Approach," Computational Economics, Society for Computational Economics, vol. 33(4), pages 361-388, May.
  25. Lippert, Steffen & Schumacher, Christoph, 2009. "Hopping on the methadone bus," Journal of Health Economics, Elsevier, vol. 28(3), pages 728-736, May.

2008

  1. 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.
  2. 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.
  3. Offer Lieberman & Peter Phillips, 2008. "Refined Inference on Long Memory in Realized Volatility," Econometric Reviews, Taylor & Francis Journals, vol. 27(1-3), pages 254-267.
  4. 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.
  5. 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.
  6. 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.
  7. 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.
  8. 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.
  9. Chaudhuri, Ananish, 2008. "Herbert Gintis, Samuel Bowles, Robert Boyd and Ernst Fehr, Editors, Moral Sentiments and Material Interests, MIT Press, Cambridge, MA (2005) ISBN-10: 0-262-07252-1, ISBN-13: 978-0-262-07252-6 xii+404,," European Journal of Political Economy, Elsevier, vol. 24(1), pages 280-281, March.
  10. Kennes, John & Schiff, Aaron, 2008. "Quality infomediation in search markets," International Journal of Industrial Organization, Elsevier, vol. 26(5), pages 1191-1202, September.
  11. Lippert, Steffen & Spagnolo, Giancarlo, 2008. "Internet peering as a network of relations," Telecommunications Policy, Elsevier, vol. 32(1), pages 33-49, February.
  12. Chesnokova Tatyana & Vaithianathan Rhema, 2008. "Lucky Last? Intra-Sibling Allocation of Child Labor," The B.E. Journal of Economic Analysis & Policy, De Gruyter, vol. 8(1), pages 1-30, July.

2007

  1. 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.
  2. 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.
  3. 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.
  4. Phillips, Peter C.B., 2007. "Unit root log periodogram regression," Journal of Econometrics, Elsevier, vol. 138(1), pages 104-124, May.
  5. 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.
  6. Peter C. B. Phillips & Donggyu Sul, 2007. "Transition Modeling and Econometric Convergence Tests," Econometrica, Econometric Society, vol. 75(6), pages 1771-1855, November.
  7. 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.
  8. 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.
  9. 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.
  10. 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.
  11. Phillips, Peter C.B., 2007. "The Econometric Theory Awards 2007," Econometric Theory, Cambridge University Press, vol. 23(02), pages 369-369, April.
  12. Richard B. Fabling & Arthur Grimes, 2007. "Practice Makes Profit: Business Practices and Firm Success," Small Business Economics, Springer, vol. 29(4), pages 383-399, December.
  13. Arthur Grimes, 2007. "Trans-Tasman shocks: A mediating role for the NZDAUD," New Zealand Economic Papers, Taylor & Francis Journals, vol. 41(2), pages 237-250.
  14. Ron Crawford & Richard Fabling & Arthur Grimes & Nick Bonner, 2007. "National R&D and Patenting: Is New Zealand an Outlier?," New Zealand Economic Papers, Taylor & Francis Journals, vol. 41(1), pages 69-90.
  15. Chaudhuri, Ananish, 2007. "Vincent F. Hendricks and Pelle G. Hansen, Editors, Game theory: 5 questions, Automatic Press, New York (2007) ISBN 87-991013-4-3 v+233 pp., Soft-cover, US $26.00," Journal of Economic Psychology, Elsevier, vol. 28(5), pages 625-627, October.
  16. Ananish Chaudhuri & Lata Gangadharan, 2007. "An Experimental Analysis of Trust and Trustworthiness," Southern Economic Journal, Southern Economic Association, vol. 73(4), pages 959–985, April.
  17. Ananish Chaudhuri, 2007. "Editor's introduction," New Zealand Economic Papers, Taylor & Francis Journals, vol. 41(2), pages 1-2.
  18. Ananish Chaudhuri, 2007. "Editor's introduction," New Zealand Economic Papers, Taylor & Francis Journals, vol. 41(1), pages 1-2.
  19. John Kennes & Aaron Schiff, 2007. "Simple Reputation Systems," Scandinavian Journal of Economics, Wiley Blackwell, vol. 109(1), pages 71-91, 03.

2006

  1. Liudas Giraitis & Peter C. B. Phillips, 2006. "Uniform Limit Theory for Stationary Autoregression," Journal of Time Series Analysis, Wiley Blackwell, vol. 27(1), pages 51-60, 01.
  2. 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.
  3. Chirok Han & Peter C. B. Phillips, 2006. "GMM with Many Moment Conditions," Econometrica, Econometric Society, vol. 74(1), pages 147-192, 01.
  4. Peter C. B. Phillips & Ke-Li Xu, 2006. "Inference in Autoregression under Heteroskedasticity," Journal of Time Series Analysis, Wiley Blackwell, vol. 27(2), pages 289-308, 03.
  5. 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.
  6. 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.
  7. Phillips, Peter C.B. & Yu, Jun, 2006. "Comment," Journal of Business & Economic Statistics, American Statistical Association, vol. 24, pages 202-208, April.
  8. Phillips, Peter C.B., 2006. "The Econometric Theory Awards 2006," Econometric Theory, Cambridge University Press, vol. 22(02), pages 345-345, April.
  9. 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.
  10. 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.
  11. 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.
  12. 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.
  13. Grimes, Arthur, 2006. "A smooth ride: Terms of trade, volatility and GDP growth," Journal of Asian Economics, Elsevier, vol. 17(4), pages 583-600, October.
  14. Arthur Grimes, 2006. "Intra & inter-regional industry shocks: A new metric with application to Australasian currency union," New Zealand Economic Papers, Taylor & Francis Journals, vol. 40(1), pages 23-44.
  15. Erwann Sba� & Olivier Armantier, 2006. "Estimation and comparison of treasury auction formats when bidders are asymmetric," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(6), pages 745-779.
  16. 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.
  17. Ananish Chaudhuri & Tirnud Paichayontvijit, 2006. "Conditional cooperation and voluntary contributions to a public good," Economics Bulletin, AccessEcon, vol. 3(8), pages 1-14.

2005

  1. Peter C. B. Phillips, 2005. "Phillips on Fisher's Equation," American Journal of Economics and Sociology, Wiley Blackwell, vol. 64(1), pages 125-168, 01.
  2. Peter C. B. Phillips, 2005. "Jackknifing Bond Option Prices," Review of Financial Studies, Society for Financial Studies, vol. 18(2), pages 707-742.
  3. 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.
  4. 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.
  5. Phillips, Peter C. B., 2005. "The Econometric Theory Awards 2005," Econometric Theory, Cambridge University Press, vol. 21(02), pages 489-489, April.
  6. Phillips, Peter C.B., 2005. "Hac Estimation By Automated Regression," Econometric Theory, Cambridge University Press, vol. 21(01), pages 116-142, February.
  7. Phillips, Peter C.B., 2005. "Automated Discovery In Econometrics," Econometric Theory, Cambridge University Press, vol. 21(01), pages 3-20, February.
  8. 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.
  9. Peter Phillips, 2005. "Albert Rex Bergstrom 1925-2005," New Zealand Economic Papers, Taylor & Francis Journals, vol. 39(2), pages 129-152.
  10. Phillips, Peter C.B., 2005. "Challenges of trending time series econometrics," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 68(5), pages 401-416.
  11. Fabling, Richard & Grimes, Arthur, 2005. "Insolvency and economic development: Regional variation and adjustment," Journal of Economics and Business, Elsevier, vol. 57(4), pages 339-359.
  12. Grimes, Arthur, 2005. "Regional and industry cycles in Australasia: Implications for a common currency," Journal of Asian Economics, Elsevier, vol. 16(3), pages 380-397, June.
  13. Arthur Grimes, 2005. "Lewis Evans — Citation for the award of distinguished fellow of the New Zealand association of economists," New Zealand Economic Papers, Taylor & Francis Journals, vol. 39(2), pages 121-123.
  14. Debasis Bandyopadhyay & Parantap Basu, 2005. "What drives the cross-country growth and inequality correlation?," Canadian Journal of Economics, Canadian Economics Association, vol. 38(4), pages 1272-1297, November.
  15. Debasis Bandyopadhyay, 2005. "Omitted productivity data: Why haven't economic reforms increased productivity growth in New Zealand?," New Zealand Economic Papers, Taylor & Francis Journals, vol. 39(1), pages 105-108.

2004

  1. 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.
  2. 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.
  3. Hu, Ling & Phillips, Peter C. B., 2004. "Nonstationary discrete choice," Journal of Econometrics, Elsevier, vol. 120(1), pages 103-138, May.
  4. Offer Lieberman & Peter C. B. Phillips, 2004. "Error bounds and asymptotic expansions for toeplitz product functionals of unbounded spectra," Journal of Time Series Analysis, Wiley Blackwell, vol. 25(5), pages 733-753, 09.
  5. 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.
  6. Phillips, Peter C. B., 2004. "The Econometric Theory Awards 2004," Econometric Theory, Cambridge University Press, vol. 20(03), pages 641-641, June.
  7. 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.
  8. 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.
  9. Nils Bj�Rksten & �Zer Karagedikli & Christopher Plantier & Arthur Grimes, 2004. "What Does the Taylor Rule Say About a New Zealand-Australia Currency Union?," The Economic Record, The Economic Society of Australia, vol. 80(s1), pages S34-S42, 09.
  10. Debasis Bandyopadhyay, 2004. "Why haven't economic reforms increased productivity growth in New Zealand?," New Zealand Economic Papers, Taylor & Francis Journals, vol. 38(2), pages 219-240.
  11. 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.

2003

  1. Peter C. B. Phillips, 2003. "Laws and Limits of Econometrics," Economic Journal, Royal Economic Society, vol. 113(486), pages C26-C52, March.
  2. 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.
  3. Werner Ploberger & Peter C. B. Phillips, 2003. "Empirical Limits for Time Series Econometric Models," Econometrica, Econometric Society, vol. 71(2), pages 627-673, March.
  4. 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.
  5. 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.
  6. 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.
  7. 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.
  8. 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.
  9. 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.
  10. Phillips, Peter C.B., 2003. "In Memory Of John Denis Sargan," Econometric Theory, Cambridge University Press, vol. 19(03), pages 417-422, June.
  11. 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.
  12. 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.
  13. Reiko Aoki, 2003. "Effect of credible quality investment with Bertrand and Cournot competition," Economic Theory, Springer, vol. 21(2), pages 653-672, 03.
  14. 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.
  15. 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 & Francis Journals, vol. 30(1), pages 3-12.
  16. John Singleton & Arthur Grimes & Gary Hawke & Frank Holmes, 2003. "Progress report on the new history of the Reserve Bank of New Zealand," Australian Economic History Review, Economic History Society of Australia and New Zealand, vol. 43(1), pages 83-88, 03.
  17. Arthur Grimes, 2003. "Economic growth and the size & structure of government: Implications for New Zealand," New Zealand Economic Papers, Taylor & Francis Journals, vol. 37(1), pages 151-174.
  18. Schiff, Aaron, 2003. "Open and closed systems of two-sided networks," Information Economics and Policy, Elsevier, vol. 15(4), pages 425-442, December.
  19. Vaithianathan, Rhema, 2003. "Supply-side cost sharing when patients and doctors collude," Journal of Health Economics, Elsevier, vol. 22(5), pages 763-780, September.
  20. Matthew J. Ryan & Rhema Vaithianathan, 2003. "Medical insurance with rank-dependent utility," Economic Theory, Springer, vol. 22(3), pages 689-698, October.
  21. Ryan Matthew Joseph & Vaithianathan Rhema, 2003. "Adverse Selection and Insurance Contracting: A Rank-Dependent Utility Analysis," The B.E. Journal of Theoretical Economics, De Gruyter, vol. 3(1), pages 1-20, August.

2002

  1. 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.
  2. Phillips, Peter C. B. & Jin, Sainan, 2002. "The KPSS test with seasonal dummies," Economics Letters, Elsevier, vol. 77(2), pages 239-243, October.
  3. 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.
  4. 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.
  5. 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.
  6. 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.
  7. Phillips, Peter C. B., 2002. "The 2002 Econometric Theory Awards," Econometric Theory, Cambridge University Press, vol. 18(01), pages 195-195, February.
  8. Arthur Grimes & James Rolfe, 2002. "Optimal defence structure for a small country," Defence and Peace Economics, Taylor & Francis Journals, vol. 13(4), pages 271-286.
  9. 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.
  10. 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.
  11. 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.
  12. 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.
  13. 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.

2001

  1. Quintos, Carmela & Fan, Zhenhong & Phillips, Peter C B, 2001. "Structural Change Tests in Tail Behaviour and the Asian Crisis," Review of Economic Studies, Wiley Blackwell, vol. 68(3), pages 633-63, July.
  2. Park, Joon Y & Phillips, Peter C B, 2001. "Nonlinear Regressions with Integrated Time Series," Econometrica, Econometric Society, vol. 69(1), pages 117-61, January.
  3. 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.
  4. 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.
  5. 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.
  6. 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.
  7. 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.
  8. 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.
  9. 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.
  10. Aoki, Reiko & Tauman, Yair, 2001. "Patent licensing with spillovers," Economics Letters, Elsevier, vol. 73(1), pages 125-130, October.
  11. Grimes, Arthur, 2001. "Apec competition principles: application to financial services," Japan and the World Economy, Elsevier, vol. 13(2), pages 95-111, April.
  12. Arthur Grimes, 2001. "Trans-Tasman Transaction Costs, Terms Of Trade And Currency Union," Economic Papers, The Economic Society of Australia, vol. 20(S1), pages 52-63, December.
  13. Bandyopadhyay, Debasis & Basu, Parantap, 2001. "Redistributive Tax and Growth in a Model with Discrete Occupational Choice," Australian Economic Papers, Wiley Blackwell, vol. 40(2), pages 111-32, June.
  14. Debasis Bandyopadhyay, 2001. "The industry premium: What we know and what the New Zealand data say," New Zealand Economic Papers, Taylor & Francis Journals, vol. 35(1), pages 53-75.
  15. 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.
  16. Ananish Chaudhuri & Pushkar Maitra, 2001. "Tenant characteristics and the choice of tenurial contracts in rural India," Journal of International Development, John Wiley & Sons, Ltd., vol. 13(2), pages 169-181.

2000

  1. Joon Y. Park & Peter C. B. Phillips, 2000. "Nonstationary Binary Choice," Econometrica, Econometric Society, vol. 68(5), pages 1249-1280, September.
  2. Peter Phillips & Hyungsik Moon, 2000. "Nonstationary panel data analysis: an overview of some recent developments," Econometric Reviews, Taylor & Francis Journals, vol. 19(3), pages 263-286.
  3. 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.
  4. 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.
  5. Aaron Schiff & Peter Phillips, 2000. "Forecasting New Zealand's real GDP," New Zealand Economic Papers, Taylor & Francis Journals, vol. 34(2), pages 159-181.

1999

  1. 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.
  2. 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.
  3. 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.
  4. Xiao, Zhijie & Phillips, Peter C.B., 1999. "Efficient Detrending In Cointegrating Regression," Econometric Theory, Cambridge University Press, vol. 15(04), pages 519-548, August.
  5. 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.
  6. Lahiri, Kajal & Phillips, Peter C.B., 1999. "Obituary," Econometric Theory, Cambridge University Press, vol. 15(04), pages 639-641, August.
    • Hendry, David F. & Phillips, Peter C.B., 2009. "Obituary," Econometric Theory, Cambridge University Press, vol. 25(05), pages 1139-1142, October.
  7. Reiko Aoki & Jin-Li Hu, 1999. "Licensing vs. Litigation: The Effect of the Legal System on Incentives to Innovate," Journal of Economics & Management Strategy, Wiley Blackwell, vol. 8(1), pages 133-160, 03.

1998

  1. Phillips, Peter C B & Xiao, Zhijie, 1998. " A Primer on Unit Root Testing," Journal of Economic Surveys, Wiley Blackwell, vol. 12(5), pages 423-69, December.
  2. Peter C. B. Phillips, 1998. "New Tools for Understanding Spurious Regressions," Econometrica, Econometric Society, vol. 66(6), pages 1299-1326, November.
  3. 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.
  4. 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.
  5. 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.
  6. 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.
  7. Phillips, Peter C.B., 1998. "Editor'S Tribute," Econometric Theory, Cambridge University Press, vol. 14(02), pages 293-294, April.
  8. 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.
  9. Arthur Grimes, 1998. "Liberalisation of financial markets in New Zealand," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 61, December.
  10. Arthur Grimes, 1998. "The Asian financial crisis: How long will the downturn last?," New Zealand Economic Papers, Taylor & Francis Journals, vol. 32(2), pages 215-224.
  11. 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.

1997

  1. 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.
  2. 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.
  3. Phillips, Peter C.B., 1997. "New Heraldry for ET," Econometric Theory, Cambridge University Press, vol. 13(06), pages 769-769, December.
  4. Phillips, Peter C.B., 1997. "The Econometric Theory Awards," Econometric Theory, Cambridge University Press, vol. 13(02), pages 145-147, April.
  5. 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.
  6. 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.

1996

  1. 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.
  2. Phillips, Peter C B, 1996. "Econometric Model Determination," Econometrica, Econometric Society, vol. 64(4), pages 763-812, July.
  3. 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..
  4. 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.
  5. Lewis Evans & Arthur Grimes & Bryce Wilkinson, 1996. "Economic Reform in New Zealand 1984-95: The Pursuit of Efficiency," Journal of Economic Literature, American Economic Association, vol. 34(4), pages 1856-1902, December.

1995

  1. Phillips, Peter C B, 1995. "Fully Modified Least Squares and Vector Autoregression," Econometrica, Econometric Society, vol. 63(5), pages 1023-78, September.
  2. Phillips, Peter C. B., 1995. "Bayesian prediction a response," Journal of Econometrics, Elsevier, vol. 69(1), pages 351-365, September.
  3. Phillips, Peter C. B., 1995. "Bayesian model selection and prediction with empirical applications," Journal of Econometrics, Elsevier, vol. 69(1), pages 289-331, September.
  4. Phillips, Peter C.B., 1995. "Spurious Regression in Forecast-Encompassing Tests," Econometric Theory, Cambridge University Press, vol. 11(05), pages 1188-1190, October.
  5. Phillips, Peter C.B., 1995. "Robust Nonstationary Regression," Econometric Theory, Cambridge University Press, vol. 11(05), pages 912-951, October.
  6. 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.
  7. 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.
  8. Phillips, Peter C.B., 1995. "Trending Multiple Time Series: Editor's Introduction," Econometric Theory, Cambridge University Press, vol. 11(05), pages 811-817, October.
  9. 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.
  10. 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.

1994

  1. Phillips, Peter C B, 1994. " Reflections on the Day," Journal of Economic Surveys, Wiley Blackwell, vol. 8(3), pages 311-16, September.
  2. 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.
  3. 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.
  4. 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.
  5. 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.
  6. 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.
  7. Phillips, Peter C.B. & Hodgson, Douglas J., 1994. "Some Exponential Martingales," Econometric Theory, Cambridge University Press, vol. 10(3-4), pages 819-819, August.
  8. 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.
  9. Phillips, Peter C.B., 1994. "Unit Root Testing with Intermittent Data," Econometric Theory, Cambridge University Press, vol. 10(3-4), pages 817-818, August.
  10. 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.
  11. Grimes, Arthur & Wong, Alfred Y-T. & Meads, Chris S., 1994. "A note on the correct specification of financial portfolio AIDS models," European Economic Review, Elsevier, vol. 38(5), pages 1171-1174, May.

1993

  1. Toda, Hiro Y & Phillips, Peter C B, 1993. "Vector Autoregressions and Causality," Econometrica, Econometric Society, vol. 61(6), pages 1367-93, November.
  2. Quintos, Carmela E & Phillips, Peter C B, 1993. "Parameter Constancy in Cointegrating Regressions," Empirical Economics, Springer, vol. 18(4), pages 675-706.
  3. 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.
  4. 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.
  5. 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.
  6. Phillips, Peter C.B. & Pötscher, Benedikt M., 1993. "Efficiency of Maximum Likelihood," Econometric Theory, Cambridge University Press, vol. 9(03), pages 534-536, June.
  7. Phillips, P.C.B., 1993. "Simultaneous Equations Bias in Level VAR Estimation," Econometric Theory, Cambridge University Press, vol. 9(02), pages 326-328, April.
  8. 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.
  9. Grimes, Arthur, 1993. "International Reserves under Floating Exchanges Rates: Two Paradoxes Explained," The Economic Record, The Economic Society of Australia, vol. 69(207), pages 411-15, December.

1992

  1. 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.
  2. 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.
  3. 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.
  4. Phillips, Peter C.B., 1992. "Geometry of the Equivalence of OLS and GLS in the Linear Model," Econometric Theory, Cambridge University Press, vol. 8(01), pages 158-159, March.
  5. Phillips, Peter C.B., 1992. "Partitioned Regression with Rank-Deficient Regressions," Econometric Theory, Cambridge University Press, vol. 8(02), pages 307-309, June.
  6. Phillips, Peter C.B., 1992. "Generalized Inverses of Partitioned Matrices," Econometric Theory, Cambridge University Press, vol. 8(03), pages 426-427, September.
  7. 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.
  8. Arthur Grimes & Jason Wong, 1992. "The role of the exchange rate in New Zealand monetary policy," Proceedings, Federal Reserve Bank of San Francisco, issue Sep.

1991

  1. Phillips, Peter C B & Loretan, Mico, 1991. "Estimating Long-run Economic Equilibria," Review of Economic Studies, Wiley Blackwell, vol. 58(3), pages 407-36, May.
  2. Phillips, P C B, 1991. "Optimal Inference in Cointegrated Systems," Econometrica, Econometric Society, vol. 59(2), pages 283-306, March.
  3. Phillips, P C B, 1991. "Error Correction and Long-Run Equilibrium in Continuous Time," Econometrica, Econometric Society, vol. 59(4), pages 967-80, July.
  4. 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..
  5. 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..
  6. 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.
  7. 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.
  8. 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.
  9. Phillips, P.C.B., 1991. "A Shortcut to LAD Estimator Asymptotics," Econometric Theory, Cambridge University Press, vol. 7(04), pages 450-463, December.
  10. 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.
  11. Alfred Wong & Arthur Grimes, 1991. "The New Zealand monetary aggregates," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 54, december.

1990

  1. Phillips, Peter C B & Hansen, Bruce E, 1990. "Statistical Inference in Instrumental Variables Regression with I(1) Processes," Review of Economic Studies, Wiley Blackwell, vol. 57(1), pages 99-125, January.
  2. 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.
  3. 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.
  4. 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.
  5. 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.
  6. 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.
  7. 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.
  8. Phillips, Peter C. B., 1990. "The Tjalling C. Koopmans Econometric Theory Prize," Econometric Theory, Cambridge University Press, vol. 6(02), pages i-i, June.
  9. 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.
  10. Grimes, Arthur, 1990. " Bargaining, Trust and the Role of Money," Scandinavian Journal of Economics, Wiley Blackwell, vol. 92(4), pages 605-12.
  11. Alfred Wong & Arthur Grimes, 1990. "Directors for tariff policy," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 53, june.
  12. Arthur Grimes, 1990. "The theoretical basis for monetary policy," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 53, june.
  13. Richard Smith & Arthur Grimes, 1990. "Sources of economic growth," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 53, june.

1989

  1. Phillips, P. C. B., 1989. "Spherical matrix distributions and cauchy quotients," Statistics & Probability Letters, Elsevier, vol. 8(1), pages 51-53, May.
  2. Phillips, Peter C.B., 1989. "The Limit Distribution of the Generalized Inverse of a Singular Covariance Matrix Estimate," Econometric Theory, Cambridge University Press, vol. 5(03), pages 455-456, December.
  3. Phillips, Peter C.B., 1989. "Structural Estimation under Partial Identification," Econometric Theory, Cambridge University Press, vol. 5(02), pages 321-324, August.
  4. Park, Joon Y. & Phillips, Peter C.B., 1989. "Statistical Inference in Regressions with Integrated Processes: Part 2," Econometric Theory, Cambridge University Press, vol. 5(01), pages 95-131, April.
  5. Phillips, P.C.B., 1989. "Partially Identified Econometric Models," Econometric Theory, Cambridge University Press, vol. 5(02), pages 181-240, August.
  6. A.M.G Coleman & P.F.J Cruse & Rodger Greville & Alfred Y-T Wong & Arthur Grimes & Chris S. Meads, 1989. "Economic notes," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 52, December.
  7. Ian Harrison & Arthur Grimes, 1989. "Analysis of the economic rationale for the Government's asset sales programme," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 52, june.

1988

  1. Phillips, P C B, 1988. "Reflections on Econometric Methodology," The Economic Record, The Economic Society of Australia, vol. 64(187), pages 344-59, December.
  2. Phillips, Peter C B, 1988. "Regression Theory for Near-Integrated Time Series," Econometrica, Econometric Society, vol. 56(5), pages 1021-43, September.
  3. 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.
  4. 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.
  5. Phillips, Peter C. B., 1988. "Conditional and unconditional statistical independence," Journal of Econometrics, Elsevier, vol. 38(3), pages 341-348, July.
  6. 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.
  7. 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.
  8. Park, Joon Y. & Phillips, Peter C.B., 1988. "Statistical Inference in Regressions with Integrated Processes: Part 1," Econometric Theory, Cambridge University Press, vol. 4(03), pages 468-497, December.
  9. Phillips, P.C.B., 1988. "Weak Convergence of Sample Covariance Matrices to Stochastic Integrals Via Martingale Approximations," Econometric Theory, Cambridge University Press, vol. 4(03), pages 528-533, December.
  10. Phillips, Peter C. B., 1988. "The ET Interview: Professor James Durbin," Econometric Theory, Cambridge University Press, vol. 4(01), pages 125-157, April.
  11. Phillips, Peter C. B., 1988. "The Et Interview: Professor Albert Rex Bergstrom," Econometric Theory, Cambridge University Press, vol. 4(02), pages 301-327, August.
  12. Phillips, P.C.B., 1988. "Asymptotic Properties of OLS and GLS," Econometric Theory, Cambridge University Press, vol. 4(01), pages 171-172, April.
  13. Phillips, P.C.B. & Choi, I. & Schochet, P.Z., 1988. "Worldwide Institutional and Individual Rankings in Statistical Theory by Journal Publications over the period 1980–1986," Econometric Theory, Cambridge University Press, vol. 4(01), pages 1-34, April.
  14. Arthur Grimes, 1988. "Employment, wage and monetary policy linkages," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 51, september.

1987

  1. Phillips, P C B, 1987. "Time Series Regression with a Unit Root," Econometrica, Econometric Society, vol. 55(2), pages 277-301, March.
  2. 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.
  3. 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.
  4. 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.
  5. Phillips, Peter C. B., 1987. "Editorial," Econometric Theory, Cambridge University Press, vol. 3(02), pages 169-169, April.
  6. Phillips, P. C. B., 1987. "Asymptotic Expansions in Nonstationary Vector Autoregressions," Econometric Theory, Cambridge University Press, vol. 3(01), pages 45-68, February.

1986

  1. Phillips, P C B & Durlauf, S N, 1986. "Multiple Time Series Regression with Integrated Processes," Review of Economic Studies, Wiley Blackwell, vol. 53(4), pages 473-95, August.
  2. Phillips, P C B, 1986. "The Exact Distribution of the Wald Statistic," Econometrica, Econometric Society, vol. 54(4), pages 881-95, July.
  3. 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.
  4. Phillips, P.C.B., 1986. "Understanding spurious regressions in econometrics," Journal of Econometrics, Elsevier, vol. 33(3), pages 311-340, December.
  5. Phillips, Peter C. B., 1986. "Proffessor T.W. Anderson," Econometric Theory, Cambridge University Press, vol. 2(02), pages 249-288, August.
  6. Phillips, Peter C. B., 1986. "An Integral Over a Matrix Space," Econometric Theory, Cambridge University Press, vol. 2(03), pages 446-447, December.
  7. Ullah, A. & Phillips, P.C.B., 1986. "Distribution of F-Ratio," Econometric Theory, Cambridge University Press, vol. 2(03), pages 449-452, December.

1985

  1. 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.
  2. Phillips, Peter C B, 1985. "The Exact Distribution of the SUR Estimator," Econometrica, Econometric Society, vol. 53(4), pages 745-56, July.
  3. Phillips, P. C. B., 1985. "The distribution of matrix quotients," Journal of Multivariate Analysis, Elsevier, vol. 16(1), pages 157-161, February.
  4. Phillips, Peter C.B., 1985. "Professor J. D. Sargan," Econometric Theory, Cambridge University Press, vol. 1(01), pages 119-139, April.
  5. Phillips, Peter C.B., 1985. "Editorial," Econometric Theory, Cambridge University Press, vol. 1(01), pages 1-5, April.
  6. Holly, Alberto & Phillips, Peter C.B., 1985. "Editorial Note," Econometric Theory, Cambridge University Press, vol. 1(01), pages 141-142, April.

1984

  1. 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.
  2. Phillips, P.C.B., 1984. "The exact distribution of the Stein-rule estimator," Journal of Econometrics, Elsevier, vol. 25(1-2), pages 123-131.
  3. Phillips, P. C. B., 1984. "The exact distribution of exogenous variable coefficient estimators," Journal of Econometrics, Elsevier, vol. 26(3), pages 387-398, December.

1983

  1. Phillips, Peter C B, 1983. "ERAs: A New Approach to Small Sample Theory," Econometrica, Econometric Society, vol. 51(5), pages 1505-25, September.

1982

  1. Phillips, P C B, 1982. "On the Consistency of Nonlinear FIML," Econometrica, Econometric Society, vol. 50(5), pages 1307-24, September.
  2. 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.
  3. Phillips, P. C. B., 1982. "A simple proof of the latent root sensitivity formula," Economics Letters, Elsevier, vol. 9(1), pages 57-59.

1980

  1. Phillips, P C B, 1980. "Finite Sample Theory and the Distributions of Alternative Estimators of the Marginal Propensity to Consume," Review of Economic Studies, Wiley Blackwell, vol. 47(1), pages 183-224, January.
  2. 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.

1979

  1. 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.
  2. 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.
  3. Phillips, P. C. B., 1979. "The concentration ellipsoid of a random vector," Journal of Econometrics, Elsevier, vol. 11(2-3), pages 363-365.

1977

  1. 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.
  2. 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.
  3. 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.
  4. 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.

1976

  1. 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.

1974

  1. Phillips, P C B, 1974. "The Estimation of Some Continuous Time Models," Econometrica, Econometric Society, vol. 42(5), pages 803-23, September.

1973

  1. 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.

1972

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

Chapters

2011

  1. Martin Berka & Mario J. Crucini, 2011. "The Consumption Terms of Trade and Commodity Prices," NBER Chapters, in: Commodity Prices and Markets, East Asia Seminar on Economics, Volume 20, pages 119-145 National Bureau of Economic Research, Inc.

1993

  1. Arthur Grimes, 1993. "Discussion of 'The Exchange Rate and the Current Account'," RBA Annual Conference Volume, in: Adrian Blundell-Wignall (ed.), The Exchange Rate, International Trade and the Balance of Payments Reserve Bank of Australia.

1983

  1. 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.