# Publications

## by members of

# Economics Division

University of Southampton

Southampton, United Kingdom

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 | Software components |

### Working papers

Undated material is listed at the end#### 2014

- Naroditskiy, Victor & Stein, Sebastian & Tonin, Mirco & Tran-Thanh, Long & Vlassopoulos, Michael & Jennings, Nicholas R., 2014.
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**Referral Incentives in Crowdfunding**," IZA Discussion Papers 7995, Institute for the Study of Labor (IZA). - Galanis, Spyros & Vlassopoulos, Michael, 2014.
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**Concern for relative standing and deception**," Discussion Paper Series In Economics And Econometrics 1403, Economics Division, School of Social Sciences, University of Southampton. - Mirco Tonin & Michael Vlassopoulos, 2014.
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**Corporate Philanthropy and Productivity: Evidence from an Online Real Effort Experiment**," CESifo Working Paper Series 4778, CESifo Group Munich. - Chiara Binelli & Matthew Loveless, 2014.
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**The Urban-Rural Divide: Perceptions of Inequality in Central and Eastern Europe**," Working Paper Series 10_14, The Rimini Centre for Economic Analysis. - Binelli, Chiara, 2014.
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**How the wage-education profile got more convex: evidence from Mexico**," Discussion Paper Series In Economics And Econometrics 1404, Economics Division, School of Social Sciences, University of Southampton. - Ioannou, Christos A. & Makris, Miltiadis, 2014.
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**An experimental study Of uncertainty in coordination games**," Discussion Paper Series In Economics And Econometrics 1401, Economics Division, School of Social Sciences, University of Southampton.

#### 2013

- Peter C. B. Phillips & Shu-Ping Shi & Jun Yu, 2013.
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**Testing for Multiple Bubbles 2: Limit Theory of Real Time Detectors**," Working Papers 05-2013, Singapore Management University, School of Economics.- Peter C.B. Phillips & Shu-Ping Shi & Jun Yu, 2013.
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**Testing for Multiple Bubbles: Limit Theory of Real Time Detectors**," Cowles Foundation Discussion Papers 1915, Cowles Foundation for Research in Economics, Yale University. - Peter C. B. Phillips & Shu-Ping Shi & Jun Yu, 2013.
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**Testing for Multiple Bubbles 2: Limit Theory of Real Time Detectors**," Working Papers CoFie-04-2013, Sim Kee Boon Institute for Financial Economics.

- Peter C.B. Phillips & Shu-Ping Shi & Jun Yu, 2013.
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- Peter C. B. Phillips & Shu-Ping Shi & Jun Yu, 2013.
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**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.- Peter C.B. Phillips & Shu-Ping Shi & Jun Yu, 2013.
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**Testing for Multiple Bubbles: Historical Episodes of Exuberance and Collapse in the S&P 500**," Cowles Foundation Discussion Papers 1914, Cowles Foundation for Research in Economics, Yale University.

- Peter C.B. Phillips & Shu-Ping Shi & Jun Yu, 2013.
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- Jiti Gao & Peter C.B. Phillips, 2013.
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**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. - Peter C.B. Phillips, 2013.
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**Unit Roots in Life -- A Graduate Student Story**," Cowles Foundation Discussion Papers 1913, Cowles Foundation for Research in Economics, Yale University. - Yoonseok Lee & Peter C.B. Phillips, 2013.
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**Model Selection in the Presence of Incidental Parameters**," Center for Policy Research Working Papers 159, Center for Policy Research, Maxwell School, Syracuse University.- Yoonseok Lee & Peter C.B. Phillips, 2013.
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**Model Selection in the Presence of Incidental Parameters**," Cowles Foundation Discussion Papers 1919, Cowles Foundation for Research in Economics, Yale University.

- Yoonseok Lee & Peter C.B. Phillips, 2013.
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- Peter C.B. Phillips & Sainan Jin, 2013.
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**Testing the Martingale Hypothesis**," Cowles Foundation Discussion Papers 1912, Cowles Foundation for Research in Economics, Yale University. - Offer Lieberman & Peter C.B. Phillips, 2013.
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**Norming Rates and Limit Theory for Some Time-Varying Coefficient Autoregressions**," Cowles Foundation Discussion Papers 1916, Cowles Foundation for Research in Economics, Yale University. - Jiti Gao & Peter C.B. Phillips, 2013.
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**Functional Coefficient Nonstationary Regression**," Cowles Foundation Discussion Papers 1911, Cowles Foundation for Research in Economics, Yale University. - Peter C.B. Phillips & Degui Li & Jiti Gao, 2013.
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**Estimating Smooth Structural Change in Cointegration Models**," Cowles Foundation Discussion Papers 1910, Cowles Foundation for Research in Economics, Yale University.- Peter C. B. Phillips & Degui Li & Jiti Gao, 2013.
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**Estimating Smooth Structural Change in Cointegration Models**," Monash Econometrics and Business Statistics Working Papers 22/13, Monash University, Department of Econometrics and Business Statistics.

- Peter C. B. Phillips & Degui Li & Jiti Gao, 2013.
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- Yae In Baek & Jin Seo Cho & Peter C.B. Phillips, 2013.
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**Testing Linearity Using Power Transforms of Regressors**," Cowles Foundation Discussion Papers 1917, Cowles Foundation for Research in Economics, Yale University. - Degui Li & Peter C. B. Phillips & Jiti Gao, 2013.
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**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.- Degui Li & Peter C.B. Phillips & Jiti Gao, 2013.
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**Uniform Consistency of Nonstationary Kernel-Weighted Sample Covariances for Nonparametric Regression**," Cowles Foundation Discussion Papers 1929, Cowles Foundation for Research in Economics, Yale University.

- Degui Li & Peter C.B. Phillips & Jiti Gao, 2013.
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- Tonin, Mirco & Vlassopoulos, Michael, 2013.
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**Sharing One's Fortune? An Experimental Study on Earned Income and Giving**," IZA Discussion Papers 7294, Institute for the Study of Labor (IZA).- Mirco Tonin & Michael Vlassopoulos, 2013.
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**Sharing One's Fortune? An Experimental Study on Earned Income and Giving**," CESifo Working Paper Series 4475, CESifo Group Munich.

- Mirco Tonin & Michael Vlassopoulos, 2013.
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- Georganas, Sotiris & Tonin, Mirco & Vlassopoulos, Michael, 2013.
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**Peer Pressure and Productivity: The Role of Observing and Being Observed**," IZA Discussion Papers 7523, Institute for the Study of Labor (IZA).- Sotiris Georganas & Mirco Tonin & Michael Vlassopoulos, 2014.
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**Peer Pressure and Productivity: The Role of Observing and Being Observed**," CESifo Working Paper Series 4572, CESifo Group Munich.

- Sotiris Georganas & Mirco Tonin & Michael Vlassopoulos, 2014.
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- Gall, Thomas, 2013.
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**Surplus efficiency of ex ante investments in matching markets with nontransferabilities**," Discussion Paper Series In Economics And Econometrics 360186, Economics Division, School of Social Sciences, University of Southampton. - Galanis, Spyros, 2013.
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**Trade and the value of information under unawareness**," Discussion Paper Series In Economics And Econometrics 1313, Economics Division, School of Social Sciences, University of Southampton. - Ioannou, Christos A., 2013.
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**Coevolution of finite automata with errors**," Discussion Paper Series In Economics And Econometrics 1019, Economics Division, School of Social Sciences, University of Southampton. - David F. Hendry & Grayham E. Mizon, 2013.
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**Unpredictability in Economic Analysis, Econometric Modeling and Forecasting**," Economics Papers 2013-W04, Economics Group, Nuffield College, University of Oxford.- David Hendry & Grayham E. Mizon, 2013.
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**Unpredictability in Economic Analysis, Econometric Modeling and Forecasting**," Economics Series Working Papers 2013-W04, University of Oxford, Department of Economics. - David Hendry, 2011.
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**Unpredictability in Economic Analyis, Econometric Modelling and Forecasting**," Economics Series Working Papers 551, University of Oxford, Department of Economics.

- David Hendry & Grayham E. Mizon, 2013.
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- Panagiotis Nanos & Christian Schluter, 2013.
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**The Composition of Wage Differentials between Migrants and Natives**," Papers 1306.1781, arXiv.org, revised Oct 2013.- Nanos, Panagiotis & Schluter, Christian, 2014.
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**The composition of wage differentials between migrants and natives**," European Economic Review, Elsevier, vol. 65(C), pages 23-44.

- Nanos, Panagiotis & Schluter, Christian, 2014.
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- Zacharias Maniadis & Fabio Tufano & John List, 2013.
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**One Swallow Does not Make a Summer: New Evidence on Anchoring Effects**," Levine's Working Paper Archive 786969000000000824, David K. Levine.- Zacharias Maniadis & Fabio Tufano & John A. List, 2014.
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**One Swallow Doesn't Make a Summer: New Evidence on Anchoring Effects**," American Economic Review, American Economic Association, vol. 104(1), pages 277-90, January.

- Zacharias Maniadis & Fabio Tufano & John A. List, 2014.
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- Zacharias Maniadis & Fabio Tufano & John A List, 2013.
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**One Swallow Doesnâ€™t Make a Summer: New Evidence on Anchoring Effects**," Discussion Papers 2013-07, The Centre for Decision Research and Experimental Economics, School of Economics, University of Nottingham. - Mathilde MAUREL & Michele TUCCIO, 2013.
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**Climate instability and international migration**," Working Papers P78, FERDI.- Mathilde MAUREL & Michele TUCCIO, 2013.
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**Climate instability and international migration**," Working Papers P78, FERDI.

- Mathilde MAUREL & Michele TUCCIO, 2013.
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- Peter M Robinson & Francesca Rossi, 2013.
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**Improved Lagrange Multiplier Tests in Spatial Autoregressions**," STICERD - Econometrics Paper Series /2013/566, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.- Peter M. Robinson & Francesca Rossi, 2014.
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**Improved Lagrange multiplier tests in spatial autoregressions**," Econometrics Journal, Royal Economic Society, vol. 17(1), pages 139-164, 02.

- Peter M. Robinson & Francesca Rossi, 2014.
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- Peter M Robinson & Francesca Rossi, 2013.
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**Improved Tests for Spatial Correlation**," STICERD - Econometrics Paper Series /2013/565, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.- Robinson, Peter M. & Rossi, Francesca, 2012.
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**Improved tests for spatial correlation**," MPRA Paper 41835, University Library of Munich, Germany.

- Robinson, Peter M. & Rossi, Francesca, 2012.
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#### 2012

- Giuseppe Cavaliere & Peter C.B. Phillips & Stephan Smeekes & A.M. Robert Taylor, 2012.
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**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.- Cavaliere Giuseppe & Phillips Peter C.B. & Smeekes Stephan & Taylor A.M. Robert, 2011.
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**Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility**," Research Memorandum 056, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).

- Cavaliere Giuseppe & Phillips Peter C.B. & Smeekes Stephan & Taylor A.M. Robert, 2011.
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- Peter C. B. Phillips & Shu-Ping Shi & Jun Yu, 2012.
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**Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior**," Working Papers 17-2012, Singapore Management University, School of Economics.- Peter C.B. Phillips & Shu-Ping Shi & Jun Yu, 2012.
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**Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior**," Cowles Foundation Discussion Papers 1842, Cowles Foundation for Research in Economics, Yale University. - Peter C. B. Phillips & Shu-Ping Shi & Jun Yu, 2011.
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**Speci cation Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior**," Working Papers CoFie-09-2011, Sim Kee Boon Institute for Financial Economics. - Peter C. B. Phillips & Shu-Ping Shi & Jun Yu, 2011.
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**Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior**," Working Papers 15-2011, Singapore Management University, School of Economics.

- Peter C.B. Phillips & Shu-Ping Shi & Jun Yu, 2012.
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- Peter C.B. Phillips & Ji Hyung Lee, 2012.
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**VARs with Mixed Roots Near Unity**," Cowles Foundation Discussion Papers 1845, Cowles Foundation for Research in Economics, Yale University. - Ioannis Kasparis & Peter C.B. Phillips & Tassos Magdalinos, 2012.
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**Non-linearity Induced Weak Instrumentation**," University of Cyprus Working Papers in Economics 02-2012, University of Cyprus Department of Economics.- Ioannis Kasparis & Peter C.B. Phillips & Tassos Magdalinos, 2012.
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**Non-linearity Induced Weak Instrumentation**," Cowles Foundation Discussion Papers 1872, Cowles Foundation for Research in Economics, Yale University.

- Ioannis Kasparis & Peter C.B. Phillips & Tassos Magdalinos, 2012.
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- Zhipeng Liao & Peter C.B. Phillips, 2012.
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**Automated Estimation of Vector Error Correction Models**," Cowles Foundation Discussion Papers 1873, Cowles Foundation for Research in Economics, Yale University. - Peter C.B. Phillips & Zhipeng Liao, 2012.
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**Series Estimation of Stochastic Processes: Recent Developments and Econometric Applications**," Cowles Foundation Discussion Papers 1871, Cowles Foundation for Research in Economics, Yale University. - Ioannis Kasparis & Elena Andreou & Peter C.B. Phillips, 2012.
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**Nonparametric Predictive Regression**," Cowles Foundation Discussion Papers 1878, Cowles Foundation for Research in Economics, Yale University.- Andreou, Elena & Kasparis, Ioannis & Phillips, Peter C. B., 2013.
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**Nonparametric Predictive Regression**," CEPR Discussion Papers 9570, C.E.P.R. Discussion Papers. - Ioannis Kasparis & Elena Andreou & Peter C. B. Phillips, 2012.
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**Nonparametric Predictive Regression**," University of Cyprus Working Papers in Economics 14-2012, University of Cyprus Department of Economics.

- Andreou, Elena & Kasparis, Ioannis & Phillips, Peter C. B., 2013.
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- Peter C.B. Phillips, 2012.
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**On Confidence Intervals for Autoregressive Roots and Predictive Regression**," Cowles Foundation Discussion Papers 1879, Cowles Foundation for Research in Economics, Yale University. - Iori, G. & Kapar, B. & Olmo, J., 2012.
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**The Cross-Section of Interbank Rates: A Nonparametric Empirical Investigation**," Working Papers 12/03, Department of Economics, City University London. - Mirco Tonin & Michael Vlassopoulos, 2012.
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**Social Incentives Matter: Evidence from an Online Real Effort Experiment**," CEU Working Papers 2012_12, Department of Economics, Central European University, revised 20 Jul 2012.- Mirco Tonin & Michael Vlassopoulos, 2013.
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**Social Incentives Matter: Evidence from an Online Real Effort Experiment**," Working Papers 2013.05, Fondazione Eni Enrico Mattei. - Tonin, Mirco & Vlassopoulos, Michael, 2012.
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**Social Incentives Matter: Evidence from an Online Real Effort Experiment**," IZA Discussion Papers 6716, Institute for the Study of Labor (IZA). - Tonin, Mirco & Vlassopoulos, Michael, 2012.
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**Social Incentives Matter: Evidence from an Online Real Effort Experiment**," AICCON Working Papers 112-2012, Associazione Italiana per la Cultura della Cooperazione e del Non Profit.

- Mirco Tonin & Michael Vlassopoulos, 2013.
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- Tonin, Mirco & Vlassopoulos, Michael, 2012.
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**Experimental Evidence of Self-Image Concerns as Motivation for Giving**," IZA Discussion Papers 6388, Institute for the Study of Labor (IZA).- Tonin, Mirco & Vlassopoulos, Michael, 2013.
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**Experimental evidence of self-image concerns as motivation for giving**," Journal of Economic Behavior & Organization, Elsevier, vol. 90(C), pages 19-27.

- Tonin, Mirco & Vlassopoulos, Michael, 2013.
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- Kolm, Ann-Sofie & Tonin, Mirco, 2012.
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**In-Work Benefits and the Nordic Model**," IZA Discussion Papers 7084, Institute for the Study of Labor (IZA).- Ann-Sofie Kolm & Mirco Tonin, 2012.
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**In-Work Benefits and the Nordic Model**," CEU Working Papers 2013_1, Department of Economics, Central European University, revised 14 Dec 2012. - Kolm, Ann-Sofie & Tonin, Mirco, 2013.
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**In-Work Benefits and the Nordic Model**," Research Papers in Economics 2013:1, Stockholm University, Department of Economics.

- Ann-Sofie Kolm & Mirco Tonin, 2012.
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- Pitarakis, Jean-Yves, 2012.
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**Jointly testing linearity and nonstationarity within threshold autoregressions**," MPRA Paper 38845, University Library of Munich, Germany.- Pitarakis, Jean-Yves, 2012.
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**Jointly testing linearity and nonstationarity within threshold autoregressions**," Economics Letters, Elsevier, vol. 117(2), pages 411-413.

- Pitarakis, Jean-Yves, 2012.
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- Pitarakis, Jean-Yves, 2012.
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**Functional cointegration: definition and nonparametric estimation**," MPRA Paper 38846, University Library of Munich, Germany. - Jesús Gonzalo & Jean-Yves Pitarakis, 2012.
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**Estimation and inference in threshold type regime switching models**," Economics Working Papers we1204, Universidad Carlos III, Departamento de Economía. - Facundo Albornoz & Hector Calvo-Pardo & Gregory Corcos & Emanuel Ornelas, 2012.
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**Sequential exporting: how firms break into foreign markets**," CentrePiece - The Magazine for Economic Performance 364, Centre for Economic Performance, LSE. - Tas, Derya & Calvo-Pardo, Hector & Arrondel, Luc, 2012.
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**Subjective Return Expectations, Information and Stock Market Participation : Evidence from France**," Economics Papers from University Paris Dauphine 123456789/9805, Paris Dauphine University. - Andrea Canidio & Thomas Gall, 2012.
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**Rewarding Idleness**," CEU Working Papers 2012_14, Department of Economics, Central European University, revised 12 Sep 2012. - Gill, David & Prowse, Victoria & Vlassopoulos, Michael, 2012.
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**Cheating in the Workplace: An Experimental Study of the Impact of Bonuses and Productivity**," IZA Discussion Papers 6725, Institute for the Study of Labor (IZA).- Gill, David & Prowse, Victoria & Vlassopoulos, Michael, 2013.
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**Cheating in the workplace: An experimental study of the impact of bonuses and productivity**," Journal of Economic Behavior & Organization, Elsevier, vol. 96(C), pages 120-134.

- David Gill & Victoria Prowse & Michael Vlassopoulos, 2013.
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**Cheating in the workplace: An experimental study of the impact of bonuses and productivity**," Economics Series Working Papers 666, University of Oxford, Department of Economics. - Gill, David & Prowse, Victoria & Vlassopoulos, Michael, 2013.
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**Cheating in the workplace: An experimental study of the impact of bonuses and productivity**," MPRA Paper 50166, University Library of Munich, Germany.

- Gill, David & Prowse, Victoria & Vlassopoulos, Michael, 2013.
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- Chiara Binelli & Marta Rubio Codina, 2012.
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**The returns to private education: evidence from Mexico**," IFS Working Papers W12/08, Institute for Fiscal Studies.- Binelli, Chiara & Rubio-Codina, Marta, 2013.
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**The Returns to Private Education: Evidence from Mexico**," Economics of Education Review, Elsevier, vol. 36(C), pages 198-215.

- Binelli, Chiara & Rubio-Codina, Marta, 2013.
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- Christos A. Ioannou & Julian Romero, 2012.
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**Strategic Learning With Finite Automata Via The EWA-Lite Model**," Purdue University Economics Working Papers 1269, Purdue University, Department of Economics. - Chambers, Marcus J. & Kyriacou, Maria, 2012.
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**Jackknife bias reduction in autoregressive models with a unit root**," MPRA Paper 38255, University Library of Munich, Germany. - Kyriacou, Maria, 2012.
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**Overlapping sub-sampling and invariance to initial conditions**," Discussion Paper Series In Economics And Econometrics 1203, Economics Division, School of Social Sciences, University of Southampton. - Emmanouil Mentzakis & Jingjing Zhang, 2012.
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**An investigation of individual preferences: consistency across incentives and stability over time**," ECON - Working Papers 070, Department of Economics - University of Zurich. - Imran Shah, 2012.
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**Revisiting the Dynamic Effects of Oil Price Shock on Small Developing Economies**," Bristol Economics Discussion Papers 12/626, Department of Economics, University of Bristol, UK. - David Hendry & Grayham E. Mizon, 2012.
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**Forecasting from Structural Econometric Models**," Economics Series Working Papers 597, University of Oxford, Department of Economics. - Zacharias Maniadis & Joshua Miller, 2012.
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**The Weight of Personal Experience: an Experimental Measurement**," Working Papers 452, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University. - Drew Fudenberg & David K. Levine & Zacharias Maniadis, 2012.
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**An Approximate Dual-Self Model and Paradoxes of Choice under Risk**," Levine's Working Paper Archive 786969000000000472, David K. Levine.- Drew Fudenberg & David K. Levine & Zacharias Maniadis, 2012.
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**An approximate dual-self model and paradoxes of choice under risk**," Working Papers 2012-034, Federal Reserve Bank of St. Louis.

- Drew Fudenberg & David K. Levine & Zacharias Maniadis, 2012.
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#### 2011

- Xiaohu Wang & Peter C.B. Phillips & Jun Yu, 2011.
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**Bias in Estimating Multivariate and Univariate Diffusions**," Cowles Foundation Discussion Papers 1778, Cowles Foundation for Research in Economics, Yale University.- Wang, Xiaohu & Phillips, Peter C.B. & Yu, Jun, 2011.
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**Bias in estimating multivariate and univariate diffusions**," Journal of Econometrics, Elsevier, vol. 161(2), pages 228-245, April.

- Wang, Xiaohu & Phillips, Peter C.B. & Yu, Jun, 2011.
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- Chirok Han & Peter C.B. Phillips, 2011.
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**First Difference MLE and Dynamic Panel Estimation**," Cowles Foundation Discussion Papers 1780, Cowles Foundation for Research in Economics, Yale University. - Peter C.B. Phillips & Tassos Magdalinos, 2011.
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**Inconsistent VAR Regression with Common Explosive Roots**," Cowles Foundation Discussion Papers 1777, Cowles Foundation for Research in Economics, Yale University.- Phillips, Peter C.B. & Magdalinos, Tassos, 2013.
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**Inconsistent Var Regression With Common Explosive Roots**," Econometric Theory, Cambridge University Press, vol. 29(04), pages 808-837, August.

- Phillips, Peter C.B. & Magdalinos, Tassos, 2013.
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- Qiying Wang & Peter C.B. Phillips, 2011.
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**Specification Testing for Nonlinear Cointegrating Regression**," Cowles Foundation Discussion Papers 1779, Cowles Foundation for Research in Economics, Yale University, revised Feb 2011. - Peter C.B. Phillips, 2011.
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**Folklore Theorems, Implicit Maps and New Unit Root Limit Theory**," Cowles Foundation Discussion Papers 1781, Cowles Foundation for Research in Economics, Yale University. - Shu-Ping Shi & Peter C. B. Phillips & Jun Yu, 2011.
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**Specification Sensitivities in Right-Tailed Unit Root Testing for Financial Bubbles**," Working Papers 172011, Hong Kong Institute for Monetary Research.- Shu-Ping Shi & Peter C.B. Phillips & Jun Yu, 2011.
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**Speci fication Sensitivities in Right-Tailed Unit Root Testing for Financial Bubbles**," Working Papers 08-2011, Singapore Management University, School of Economics. - Shu-Ping Shi & Peter C. B. Phillips & Jun Yu, 2011.
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**SpeciÖcation Sensitivities in Right-Tailed Unit Root Testing for Financial Bubbles**," Working Papers CoFie-01-2011, Sim Kee Boon Institute for Financial Economics.

- Shu-Ping Shi & Peter C.B. Phillips & Jun Yu, 2011.
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- Peter C.B. Phillips & Shu-Ping Shi & Jun Yu, 2011.
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**Testing for Multiple Bubbles**," Working Papers 09-2011, Singapore Management University, School of Economics.- Peter C.B. Phillips & Shu-Ping Shi & Jun Yu, 2012.
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**Testing for Multiple Bubbles**," Cowles Foundation Discussion Papers 1843, Cowles Foundation for Research in Economics, Yale University. - Peter C. B. Phillips & Shu-Ping Shi & Jun Yu, 2011.
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**Testing for Multiple Bubbles**," Working Papers CoFie-03-2011, Sim Kee Boon Institute for Financial Economics. - Peter C. B. Phillips & Shu-Ping Shi & Jun Yu, 2012.
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**Testing for Multiple Bubbles**," Working Papers 13-2012, Singapore Management University, School of Economics.

- Peter C.B. Phillips & Shu-Ping Shi & Jun Yu, 2012.
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- Jiti Gao & Peter C.B. Phillips, 2011.
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**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. - Yonghui Zhang & Liangjun Su & Peter C.B. Phillips, 2011.
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**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.- Yonghui Zhang & Liangjun Su & Peter C. B. Phillips, 2012.
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**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.

- Yonghui Zhang & Liangjun Su & Peter C. B. Phillips, 2012.
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- Peter C.B. Phillips, 2011.
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**Meritocracy Voting: Measuring the Unmeasurable**," Cowles Foundation Discussion Papers 1833, Cowles Foundation for Research in Economics, Yale University. - Michele Boldrin & Juan C Allamand & David K Levine & Carmine Ornaghi, 2011.
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**Competition and Innovation**," Levine's Working Paper Archive 786969000000000232, David K. Levine. - Carmine ORNAGHI & Ilke VAN BEVEREN, 2011.
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**Using proxy variables to control for unobservables when estimating productivity: A sensitivity analysis**," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 2011029, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).- Carmine Ornaghi & Ilke Van Beveren, 2011.
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**Using proxy variables to control for unobservables when estimating productivity: A sensitivity analysis**," LICOS Discussion Papers 28711, LICOS - Centre for Institutions and Economic Performance, KU Leuven.

- Carmine Ornaghi & Ilke Van Beveren, 2011.
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- Rafael González-Val & Jose Olmo, 2011.
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**Growth in a cross-section of cities: location, increasing returns or random growth?**," Working Papers 2011/39, Institut d'Economia de Barcelona (IEB).- Rafael González-Val & Jose Olmo, 2011.
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**Growth in a Cross-Section of Cities: Location, Increasing Returns or Random Growth?**," Working Papers XREAP2011-21, Xarxa de Referència en Economia Aplicada (XREAP), revised Dec 2011.

- Rafael González-Val & Jose Olmo, 2011.
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- Kapar, B. & Olmo, J., 2011.
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**The determinants of credit default swap spreads in the presence of structural breaks and counterparty risk**," Working Papers 11/02, Department of Economics, City University London. - Tonin, Mirco & Kolm, Ann-Sofie, 2011.
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**In-Work Benefits and Unemployment**," IZA Discussion Papers 5473, Institute for the Study of Labor (IZA).- Ann-Sofie Kolm & Mirco Tonin, 2011.
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**In-work benefits and unemployment**," International Tax and Public Finance, Springer, vol. 18(1), pages 74-92, February.

- Kolm, Ann-Sofie & Tonin, Mirco, 2010.
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**In-work benefits and unemployment**," Discussion Paper Series In Economics And Econometrics 80217, Economics Division, School of Social Sciences, University of Southampton.

- Ann-Sofie Kolm & Mirco Tonin, 2011.
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- Tonin, Mirco, 2011.
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**Underreporting of Earnings and the Minimum Wage Spike**," IZA Discussion Papers 5942, Institute for the Study of Labor (IZA).- Mirco Tonin, 2013.
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**Underreporting of earnings and the minimum wage spike**," IZA Journal of European Labor Studies, Springer, vol. 2(1), pages 1-18, December.

- Mirco Tonin, 2013.
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- Pitarakis, Jean-Yves, 2011.
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**Joint Detection of Structural Change and Nonstationarity in Autoregressions**," MPRA Paper 29189, University Library of Munich, Germany. - Pitarakis, Jean-Yves & Banerjee, Anurag, 2011.
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**Piecewise local linear estimation of functional equilibrium relationships**," Discussion Paper Series In Economics And Econometrics 1109, Economics Division, School of Social Sciences, University of Southampton. - Nicoletta Batini & Paul Levine & Emanuela Lotti, 2011.
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**The Costs and Benefits of Informality**," School of Economics Discussion Papers 0211, School of Economics, University of Surrey. - Nicoletta Batini & Paul Levine & Emanuela Lotti & Bo Yang, 2011.
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**Informality, Frictions and Monetary Policy**," School of Economics Discussion Papers 0711, School of Economics, University of Surrey. - Paulo Barelli & Spyros Galanis, 2011.
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**Admissibility and Event-Rationality**," RCER Working Papers 568, University of Rochester - Center for Economic Research (RCER).- Barelli, Paulo & Galanis, Spyros, 2013.
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**Admissibility and event-rationality**," Games and Economic Behavior, Elsevier, vol. 77(1), pages 21-40.

- Barelli, Paulo & Galanis, Spyros, 2013.
"
- Ioannou, Christos A. & Qi, Shi & Rustichini, Aldo, 2011.
"
**Group Payoffs As Public Signals**," Discussion Paper Series In Economics And Econometrics 1106, Economics Division, School of Social Sciences, University of Southampton. - Jeremiah Hurley & Emmanouil Mentzakis, 2011.
"
**Existence and Magnitude of Health-related Externalities: Evidence from a Choice Experiment**," Department of Economics Working Papers 2011-01, McMaster University.- Jeremiah Hurley & Emmanouil Mentzakis, 2011.
"
**Existence and Magnitude of Health-related Externalities: Evidence from a Choice Experiment**," Centre for Health Economics and Policy Analysis Working Paper Series 2011-01, Centre for Health Economics and Policy Analysis (CHEPA), McMaster University, Hamilton, Canada.

- Jeremiah Hurley & Emmanouil Mentzakis, 2011.
"
- David Hendry & Grayham E. Mizon, 2011.
"
**An Open-model Forecast-error Taxonomy**," Economics Series Working Papers 552, University of Oxford, Department of Economics.

#### 2010

- Grant Hillier & Federico Martellosio, 2010.
"
**Spatial circular matrices, with applications**," CeMMAP working papers CWP06/10, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. - 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.- 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.

- Han, Chirok & Phillips, Peter C. B. & Sul, Donggyu, 2014.
"
- 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.- 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.

- Sun, Yixiao & Phillips, Peter C.B. & Jin, Sainan, 2011.
"
- Peter C.B. Phillips, 2010.
"
**Two New Zealand Pioneer Econometricians**," Cowles Foundation Discussion Papers 1750, Cowles Foundation for Research in Economics, Yale University.- Peter Phillips, 2010.
"
**Two New Zealand pioneer econometricians**," New Zealand Economic Papers, Taylor & Francis Journals, vol. 44(1), pages 1-26.

- Peter Phillips, 2010.
"
- 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.- Ploberger, Werner & Phillips, Peter C.B., 2012.
"
**Optimal estimation under nonstandard conditions**," Journal of Econometrics, Elsevier, vol. 169(2), pages 258-265.

- Ploberger, Werner & Phillips, Peter C.B., 2012.
"
- 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.- 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.

- Han, Chirok & Phillips, Peter C. B. & Sul, Donggyu, 2011.
"
- 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. - 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.- 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.

- Shi, Xiaoxia & Phillips, Peter C.B., 2012.
"
- 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. - Peter C. B. Phillips, 2010.
"
**The Mysteries of Trend**," Cowles Foundation Discussion Papers 1771, Cowles Foundation for Research in Economics, Yale University. - 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. - 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. - Peter C.B. Phillips & Jun Yu & Eric Ghysels, 2010.
"
**Measurement and High Finance**," Working Papers 17-2010, Singapore Management University, School of Economics. - Correa, Juan A., 2010.
"
**Innovation and competition in a memory process**," Discussion Paper Series In Economics And Econometrics 1005, Economics Division, School of Social Sciences, University of Southampton. - de Frutos, Maria-Angeles & Ornaghi, Carmine & Siotis, Georges, 2010.
"
**Competition in the Pharmaceutical Industry: How do Quality Differences Shape Advertising Strategies?**," CEPR Discussion Papers 8076, C.E.P.R. Discussion Papers.- de Frutos, Maria-Angeles & Ornaghi, Carmine & Siotis, Georges, 2013.
"
**Competition in the pharmaceutical industry: How do quality differences shape advertising strategies?**," Journal of Health Economics, Elsevier, vol. 32(1), pages 268-285.

- de Frutos, Maria-Angeles & Ornaghi, Carmine & Siotis, Georges, 2013.
"
- Jesús Gonzalo & José Olmo, 2010.
"
**Conditional stochastic dominance tests in dynamic settings**," Economics Working Papers we1029, Universidad Carlos III, Departamento de Economía.- Jose Olmo & Jesus Gonzalo, 2012.
"
**Conditional stochastic dominance tests in dynamic settings**," Economics Working Papers we1205, Universidad Carlos III, Departamento de Economía. - Gonzalo, Jesus & Olmo, Jose, 2013.
"
**Conditional stochastic dominance tests in dynamic settings**," Discussion Paper Series In Economics And Econometrics 1311, Economics Division, School of Social Sciences, University of Southampton.

- Jose Olmo & Jesus Gonzalo, 2012.
"
- González-Val, Rafael & Olmo, Jose, 2010.
"
**A Statistical Test of City Growth: Location, Increasing Returns and Random Growth**," MPRA Paper 27139, University Library of Munich, Germany. - Tonin, Mirco & Vlassopoulos, Michael, 2010.
"
**An experimental investigation of intrinsic motivations for giving**," Discussion Paper Series In Economics And Econometrics 1008, Economics Division, School of Social Sciences, University of Southampton.- Mirco Tonin & Michael Vlassopoulos, 2014.
"
**An experimental investigation of intrinsic motivations for giving**," Theory and Decision, Springer, vol. 76(1), pages 47-67, January.

- Tonin, Mirco & Vlassopoulos, Michael, 2011.
"
**An Experimental Investigation of Intrinsic Motivations for Giving**," IZA Discussion Papers 5461, Institute for the Study of Labor (IZA).

- Mirco Tonin & Michael Vlassopoulos, 2014.
"
- Tonin, Mirco, 2010.
"
**Import tariffs enforcement with low administrative capacity**," Discussion Paper Series In Economics And Econometrics 1016, Economics Division, School of Social Sciences, University of Southampton.- Mirco Tonin, 2010.
"
**Import Tariffs Enforcement with Low Administrative Capacity**," IEHAS Discussion Papers 1026, Institute of Economics, Centre for Economic and Regional Studies, Hungarian Academy of Sciences.

- Mirco Tonin, 2010.
"
- Tonin, Mirco, 2010.
"
**Too low to be true: the use of minimum thresholds to fight tax evasion**," Discussion Paper Series In Economics And Econometrics 1018, Economics Division, School of Social Sciences, University of Southampton.- Tonin, Mirco, 2011.
"
**Too Low to Be True: The Use of Minimum Thresholds to Fight Tax Evasion**," IZA Discussion Papers 5509, Institute for the Study of Labor (IZA).

- Tonin, Mirco, 2011.
"
- Gonzalo, Jesus & Pitarakis, Jean-Yves, 2010.
"
**Regime specific predictability in predictive regressions**," Discussion Paper Series In Economics And Econometrics 0916, Economics Division, School of Social Sciences, University of Southampton.- Jes�s Gonzalo & Jean-Yves Pitarakis, 2011.
"
**Regime-Specific Predictability in Predictive Regressions**," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(2), pages 229-241, June.

- Jesús Gonzalo & Jean-Ives Pitarakis, 2010.
"
**Regime specific predictability in predictive regressions**," Economics Working Papers we097844, Universidad Carlos III, Departamento de Economía. - Gonzalo, Jesus & Pitarakis, Jean-Yves, 2010.
"
**Regime Specific Predictability in Predictive Regressions**," MPRA Paper 29190, University Library of Munich, Germany.

- Jes�s Gonzalo & Jean-Yves Pitarakis, 2011.
"
- Guarino, Antonio & Ianni, Antonella, 2010.
"
**Social learning with local interactions**," Discussion Paper Series In Economics And Econometrics 1011, Economics Division, School of Social Sciences, University of Southampton. - Facundo Albornoz & Hector F. Calvo Pardo & Gregory Corcos & Emanuel Ornelas, 2010.
"
**Sequential Exporting**," Discussion Papers 10-08, Department of Economics, University of Birmingham.- Albornoz, Facundo & Calvo Pardo, Héctor F. & Corcos, Gregory & Ornelas, Emanuel, 2012.
"
**Sequential exporting**," Journal of International Economics, Elsevier, vol. 88(1), pages 17-31.

- Facundo Albornoz & Héctor Calvo-Pardo & Gregory Corcos & Emanuel Ornelas, 2010.
"
**Sequential exporting**," LSE Research Online Documents on Economics 28724, London School of Economics and Political Science, LSE Library. - Facundo Albornoz & Hector Calvo-Pardo & Gregory Corcos & Emanuel Ornelas, 2010.
"
**Sequential Exporting**," CEP Discussion Papers dp0974, Centre for Economic Performance, LSE. - Albornoz-Crespo, Facundo & Calvo Pardo, Hector F. & Corcos, Gregory & Ornelas, Emanuel, 2010.
"
**Sequential Exporting**," CEPR Discussion Papers 8103, C.E.P.R. Discussion Papers. - Hector Calvo & Gregory Corcos & Emanuel Ornelas & Facundo Albornoz, 2010.
"
**Sequential Exporting**," 2010 Meeting Papers 1065, Society for Economic Dynamics.

- Albornoz, Facundo & Calvo Pardo, Héctor F. & Corcos, Gregory & Ornelas, Emanuel, 2012.
"
- Oliver, Xisco & Calvo Pardo, Hector & Arrondel, Luc & Tas, Derya, 2010.
"
**Subjective Stock Market Expectations and Portfolio Choice**," Economics Papers from University Paris Dauphine 123456789/6829, Paris Dauphine University. - Duncan McVicar & Jan M. Podivinsky, 2010.
"
**Are Active Labour Market Programmes Least Effective Where They Are Most Needed? The Case of the British New Deal for Young People**," Melbourne Institute Working Paper Series wp2010n16, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne. - Paul Levine & Emanuela Lotti & Nicoletta Batini & Young-Bae Kim, 2010.
"
**Informal Labour and Credit Markets: A Survey**," IMF Working Papers 10/42, International Monetary Fund.- Batini, Nicoletta & Kim, Young-Bae & Levine, Paul & Lotti, Emanuela, 2011.
"
**Informal Labour and Credit Markets: A Survey**," Working Papers 11/94, National Institute of Public Finance and Policy. - Nicoletta Batini & Young-Bae Kim & Paul Levine & Emanuela Lotti, 2009.
"
**Informal Labour and Credit Markets: A Survey**," School of Economics Discussion Papers 0609, School of Economics, University of Surrey.

- Batini, Nicoletta & Kim, Young-Bae & Levine, Paul & Lotti, Emanuela, 2011.
"
- Young-Bae Kim & Paul levine & Emanuela Lotti, 2010.
"
**Migration, Skill Composition and Growth**," School of Economics Discussion Papers 0610, School of Economics, University of Surrey.- Young-Bae Kim & Paul Levine & Emanuela Lotti, 2010.
"
**Migration, Skill Composition and Growth**," National Institute Economic Review, National Institute of Economic and Social Research, vol. 213(1), pages R5-R19, July.

- Kim, Young-Bae & Levine, Paul & Lotti, Emanuela, 2010.
"
**Migration, skill composition and growth**," Discussion Paper Series In Economics And Econometrics 1015, Economics Division, School of Social Sciences, University of Southampton.

- Young-Bae Kim & Paul Levine & Emanuela Lotti, 2010.
"
- James Rockey & Miltiadis Makris, 2010.
"
**Which Democracies Pay Higher Wages?**," Discussion Papers in Economics 11/09, Department of Economics, University of Leicester.- James C. Rockey, 2007.
"
**Which Democracies Pay Higher Wages?**," Bristol Economics Discussion Papers 07/600, Department of Economics, University of Bristol, UK.

- James C. Rockey, 2007.
"
- Marcus J Chambers & Maria Kyriacou, 2010.
"
**Jackknife Bias Reduction in the Presence of a Unit Root**," Economics Discussion Papers 685, University of Essex, Department of Economics. - Emmanouil Mentzakis & Stuart Mestelman, 2010.
"
**Hypothetical and convenience sample biases in value orientations ring games**," Department of Economics Working Papers 2010-06, McMaster University. - Emmanouil Mentzakis & Patricia Stefanowska & Jeremiah Hurley, 2010.
"
**A Discrete Choice Experiment Investigating Preferences for Funding Drugs Used to Treat Orphan Diseases**," Centre for Health Economics and Policy Analysis Working Paper Series 2010-01, Centre for Health Economics and Policy Analysis (CHEPA), McMaster University, Hamilton, Canada. - Alessandro Mennuni & Martin Gervais, 2010.
"
**Optimal Fiscal Policy in the Neoclassical Growth Model Revisited**," 2010 Meeting Papers 1093, Society for Economic Dynamics.- Mennuni, Alessandro & Gervais, Martin, 2014.
"
**Optimal fiscal policy in the neoclassical growth model revisited**," Discussion Paper Series In Economics And Econometrics 1406, Economics Division, School of Social Sciences, University of Southampton.

- Mennuni, Alessandro & Gervais, Martin, 2014.
"
- Keith Blackburn & Yuanyuan Wang, 2010.
"
**Growth and Development Under Alternative Corruption Regimes**," Centre for Growth and Business Cycle Research Discussion Paper Series 137, Economics, The Univeristy of Manchester. - David Hendry & Grayham E. Mizon, 2010.
"
**On the Mathematical Basis of Inter-temporal Optimization**," Economics Series Working Papers 497, University of Oxford, Department of Economics. - David Hendry & Grayham E. Mizon, 2010.
"
**Econometric Modelling of Changing Time Series**," Economics Series Working Papers 475, University of Oxford, Department of Economics. - Drew Fudenberg & David K. Levine & Zacharias Maniadis, 2010.
"
**Re-examining coherent arbitrariness for the evaluation of common goods and simple lotteries**," Working Papers 034, "Carlo F. Dondena" Centre for Research on Social Dynamics (DONDENA), Università Commerciale Luigi Bocconi. - Drew Fudenberg & David K Levine & Zacharias Maniadis, 2010.
"
**On the Robustness of Anchoring Effects in WTP and WTA Experiments**," Levine's Working Paper Archive 661465000000000312, David K. Levine.- Drew Fudenberg & David K. Levine & Zacharias Maniadis, 2012.
"
**On the Robustness of Anchoring Effects in WTP and WTA Experiments**," American Economic Journal: Microeconomics, American Economic Association, vol. 4(2), pages 131-45, May.

- Drew Fudenberg & David K. Levine & Zacharias Maniadis, 2012.
"

#### 2009

- Qiying Wang & Peter C. B. Phillips, 2009.
"
**Asymptotic Theory for Zero Energy Density Estimation with Nonparametric Regression Applications**," Cowles Foundation Discussion Papers 1687, Cowles Foundation for Research in Economics, Yale University. - Peter C. B. Phillips, 2009.
"
**Bootstrapping I(1) Data**," Cowles Foundation Discussion Papers 1689, Cowles Foundation for Research in Economics, Yale University.- Phillips, Peter C.B., 2010.
"
**Bootstrapping I(1) data**," Journal of Econometrics, Elsevier, vol. 158(2), pages 280-284, October.

- Phillips, Peter C.B., 2010.
"
- 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.- 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.

- Giraitis, Liudas & Phillips, Peter C.B., 2012.
"
- 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.- 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.

- Cheng, Xu & Phillips, Peter C.B., 2012.
"
- 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.- Kasparis, Ioannis & Phillips, Peter C.B., 2012.
"
**Dynamic misspecification in nonparametric cointegrating regression**," Journal of Econometrics, Elsevier, vol. 168(2), pages 270-284.

- Ioannis Kasparis & Peter C.B. Phillips, 2009.
"
**Dynamic Misspecification in Nonparametric Cointegrating Regression**," Cowles Foundation Discussion Papers 1700, Cowles Foundation for Research in Economics, Yale University. - Peter C.B.Phillips & Ioannis Kasparis, 2009.
"
**Dynamic Misspecification in Nonparametric Cointegrating Regression**," Working Papers CoFie-01-2009, Sim Kee Boon Institute for Financial Economics.

- Kasparis, Ioannis & Phillips, Peter C.B., 2012.
"
- 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.- 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.

- Chirok Han & Jin Seo Cho & Peter C. B. Phillips, 2009.
"
**Infinite Density at the Median and the Typical Shape of Stock Return Distributions**," Discussion Paper Series 0914, Institute of Economic Research, Korea University. - Peter C.B.Phillips & Jin Seo Cho & Chirok Han, 2009.
"
**Infinite Density at the Median and the Typical Shape of Stock Return Distributions**," Working Papers CoFie-03-2009, Sim Kee Boon Institute for Financial Economics.

- Han, Chirok & Cho, Jin Seo & Phillips, Peter C. B., 2011.
"
- 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. - 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.- 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.

- Peter C.B.Phillips & Jin Seo Cho & Chirok Han, 2009.
"
**LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities**," Working Papers CoFie-02-2009, Sim Kee Boon Institute for Financial Economics. - Jin Seo Cho & Chirok-Han & Peter C. B. Phillips, 2009.
"
**LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities**," Discussion Paper Series 0917, Institute of Economic Research, Korea University.

- Cho, Jin Seo & Han, Chirok & Phillips, Peter C.B., 2010.
"
- 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. - 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.- 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.

- Peter C.B.Phillips & Jun Yu, 2009.
"
**Dating the Timeline of Financial Bubbles During the Subprime Crisis**," Working Papers CoFie-07-2009, Sim Kee Boon Institute for Financial Economics. - Peter C. B. Phillips & Jun Yu, 2010.
"
**Dating the Timeline of Financial Bubbles during the Subprime Crisis**," Cowles Foundation Discussion Papers 1770, Cowles Foundation for Research in Economics, Yale University. - Peter C. B. Phillips & Jun Yu, 2009.
"
**Dating the Timeline of Financial Bubbles During the Subprime Crisis**," Finance Working Papers 23051, East Asian Bureau of Economic Research.

- Peter C. B. Phillips & Jun Yu, 2011.
"
- 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. - Ornaghi, Carmine & Castiglionesi, Fabio, 2009.
"
**On the determinants of TFP growth: evidence from Spanish manufacturing firms**," Discussion Paper Series In Economics And Econometrics 0912, Economics Division, School of Social Sciences, University of Southampton. - Jesús Gonzalo & José Olmo, 2009.
"
**Downside Risk Efficiency Under Market Distress**," Economics Working Papers we094423, Universidad Carlos III, Departamento de Economía. - Olmo, J. & Pilbeam, K. & Pouliot, W., 2009.
"
**Detecting the Presence of Informed Price Trading Via Structural Break Tests**," Working Papers 09/10, Department of Economics, City University London. - Olmo, J., 2009.
"
**Extreme Value Theory Filtering Techniques for Outlier Detection**," Working Papers 09/09, Department of Economics, City University London. - Cazes, Sandrine & Tonin, Mirco, 2009.
"
**Employment protection legislation and job stability: an European cross country analysis**," Discussion Paper Series In Economics And Econometrics 0902, Economics Division, School of Social Sciences, University of Southampton.- Sandrine CAZES & Mirco TONIN, 2010.
"
**Employment protection legislation and job stability: A European cross-country analysis**," International Labour Review, International Labour Organization, vol. 149(3), pages 261-285, 09.

- Sandrine CAZES & Mirco TONIN, 2010.
"
- Mirco Tonin & Michael Vlassopoulos, 2009.
"
**Disentangling the Sources of Pro-social Behavior in the Workplace: A Field Experiment**," CESifo Working Paper Series 2757, CESifo Group Munich.- Mirco Tonin & Michael Vlassopoulos, 2009.
"
**Disentangling the sources of pro-social behavior in the workplace: A field experiment**," Natural Field Experiments 00313, The Field Experiments Website.

- Mirco Tonin & Michael Vlassopoulos, 2009.
"
- Calvo-Pardo, Hector & Freund, Caroline & Ornelas, Emanuel, 2009.
"
**The ASEAN free trade agreement : impact on trade flows and external trade barriers**," Policy Research Working Paper Series 4960, The World Bank.- Hector Calvo-Pardo & Caroline Freund & Emanuel Ornelas, 2009.
"
**The ASEAN Free Trade Agreement: Impact on Trade Flows and External Trade Barriers**," CEP Discussion Papers dp0930, Centre for Economic Performance, LSE. - Hector Calvo-Pardo & Caroline Freund & Emanuel Ornelas, 2009.
"
**The ASEAN Free Trade Agreement: impact on trade flows and external trade barriers**," LSE Research Online Documents on Economics 28602, London School of Economics and Political Science, LSE Library.

- Hector Calvo-Pardo & Caroline Freund & Emanuel Ornelas, 2009.
"
- Arrondel, Luc & Calvo Pardo, Hector, 2009.
"
**Les Français sont-ils prudents ? Patrimoine et risque sur le marché du travail**," Economics Papers from University Paris Dauphine 123456789/5057, Paris Dauphine University.- Hector Calvo Pardo & Luc Arrondel, 2008.
"
**Les Français sont-ils prudents ? Patrimoine et risque sur le marché du travail**," Économie et Statistique, Programme National Persée, vol. 417(1), pages 27-53.

- Hector Calvo Pardo & Luc Arrondel, 2008.
"
- Thomas Gall & Patrick Legros & Andrew F. Newman, 2009.
"
**Mis-match, Re-match, and Investment**," Boston University - Department of Economics - The Institute for Economic Development Working Papers Series dp-189, Boston University - Department of Economics.- Gall, Thomas & Legros, Patrick & Newman, Andrew, 2012.
"
**Mismatch, rematch, and investment**," Discussion Paper Series In Economics And Econometrics 189, Economics Division, School of Social Sciences, University of Southampton.

- Gall, Thomas & Legros, Patrick & Newman, Andrew, 2012.
"
- Thomas Gall & Paolo Masella, 2009.
"
**Markets and Jungles**," Boston University - Department of Economics - The Institute for Economic Development Working Papers Series dp-187, Boston University - Department of Economics.- Thomas Gall & Paolo Masella, 2012.
"
**Markets and jungles**," Journal of Economic Growth, Springer, vol. 17(2), pages 103-141, June.

- Gall, Thomas & Masella, Paolo, 2011.
"
**Markets and Jungles**," Proceedings of the German Development Economics Conference, Berlin 2011 30, Verein für Socialpolitik, Research Committee Development Economics.

- Thomas Gall & Paolo Masella, 2012.
"
- Thomas Gall & Marc Schiffbauer & Julia Kubny, 2009.
"
**Dynamic Effects of Foreign Direct Investment When Credit Markets are Imperfect**," Boston University - Department of Economics - The Institute for Economic Development Working Papers Series dp-188, Boston University - Department of Economics.- Gall, Thomas & Schiffbauer, Marc & Kubny, Julia, 2010.
"
**Dynamic Effects of Foreign Direct Investment When Credit Markets are Imperfect**," Proceedings of the German Development Economics Conference, Hannover 2010 5, Verein für Socialpolitik, Research Committee Development Economics.

- Gall, Thomas & Schiffbauer, Marc & Kubny, Julia, 2010.
"
- Bluedorn, John & Valentinyi, Akos & Vlassopoulos, Michael, 2009.
"
**The Long-Lived Effects of Historic Climate on the Wealth of Nations**," CEPR Discussion Papers 7572, C.E.P.R. Discussion Papers.- Michael Vlassopoulos & Akos Valentinyi & John C. Bluedorn, 2010.
"
**The Long-Lived Effects of Historic Climate on the Wealth of Nations**," 2010 Meeting Papers 627, Society for Economic Dynamics. - Bluedorn, John C. & Valentinyi, Akos & Vlassopoulos, Michael, 2009.
"
**The Long-Lived Effects of Historic Climate on the Wealth of Nations**," MPRA Paper 18701, University Library of Munich, Germany.

- Michael Vlassopoulos & Akos Valentinyi & John C. Bluedorn, 2010.
"
- Chiara Binelli, 2009.
"
**The Demand-Supply-Demand Twist: How the Wage Structure Got More Convex**," Working Paper Series 48_09, The Rimini Centre for Economic Analysis, revised Jan 2009. - Giam Pietro Cipriani & Miltiadis Makris, 2009.
"
**PAYG Pensions and Human Capital Accumulation: Some Unpleasant Arithmetic**," CHILD Working Papers wp19_09, CHILD - Centre for Household, Income, Labour and Demographic economics - ITALY.- Giam Pietro Cipriani & Miltiadis Makris, 2012.
"
**Payg Pensions And Human Capital Accumulation: Some Unpleasant Arithmetic**," Manchester School, University of Manchester, vol. 80(4), pages 429-446, 07.

- Giam Pietro Cipriani & Miltiadis Makris, 2012.
"
- Dieter Balkenborg & Miltiadis Makris, 2009.
"
**Neutral Optima in Informed Principal Problems with Common Values**," Discussion Papers 0902, Exeter University, Department of Economics. - Alessandro Mennuni & Martin Gervais, 2009.
"
**Optimal Fiscal Policy over the Business Cycle with Productive Government Infrastructures**," 2009 Meeting Papers 1153, Society for Economic Dynamics. - Keith Blackburn & Yuanyuan Wang, 2009.
"
**Uncertainty, Entrepreneurship and the Organisation of Corruption**," Centre for Growth and Business Cycle Research Discussion Paper Series 133, Economics, The Univeristy of Manchester.

#### 2008

- Grant Hillier & Raymond Kan & Xiaolu Wang, 2008.
"
**Generating functions and short recursions, with applications to the moments of quadratic forms in noncentral normal vectors**," CeMMAP working papers CWP14/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.- Hillier, Grant & Kan, Raymond & Wang, Xiaoulu, 2009.
"
**Generating functions and short recursions, with applications to the moments of quadratic forms in noncentral normal vectors**," Discussion Paper Series In Economics And Econometrics 0918, Economics Division, School of Social Sciences, University of Southampton.

- Hillier, Grant & Kan, Raymond & Wang, Xiaoulu, 2009.
"
- Grant Hillier & Raymond Kan & Xiaolu Wang, 2008.
"
**Computationally efficient recursions for top-order invariant polynomials with applications**," CeMMAP working papers CWP07/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.- Hillier, Grant & Kan, Raymond & Wang, Xiaolu, 2009.
"
**Computationally Efficient Recursions For Top-Order Invariant Polynomials With Applications**," Econometric Theory, Cambridge University Press, vol. 25(01), pages 211-242, February.

- Hillier, Grant & Kan, Raymond & Wang, Xiaolu, 2009.
"
- 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.- 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.

- Phillips, Peter C.B. & Magdalinos, Tassos & Giraitis, Liudas, 2010.
"
- Xu Cheng & Peter C.B. Phillips, 2008.
"
**Semiparametric Cointegrating Rank Selection**," Cowles Foundation Discussion Papers 1658, Cowles Foundation for Research in Economics, Yale University.- Xu Cheng & P eter C. B. Phillips, 2009.
"
**Semiparametric cointegrating rank selection**," Econometrics Journal, Royal Economic Society, vol. 12(s1), pages S83-S104, 01.

- Xu Cheng & P eter C. B. Phillips, 2009.
"
- 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. - Peter C.B. Phillips, 2008.
"
**Long Memory and Long Run Variation**," Cowles Foundation Discussion Papers 1656, Cowles Foundation for Research in Economics, Yale University.- Phillips, Peter C.B., 2009.
"
**Long memory and long run variation**," Journal of Econometrics, Elsevier, vol. 151(2), pages 150-158, August.

- Phillips, Peter C.B., 2009.
"
- Peter C.B. Phillips, 2008.
"
**Unit Root Model Selection**," Cowles Foundation Discussion Papers 1653, Cowles Foundation for Research in Economics, Yale University. - 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.- 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.

- Phillips, Peter C.B. & Magdalinos, Tassos, 2009.
"
- Qiying Wang & Peter C.B. Phillips, 2008.
"
**Structural Nonparametric Cointegrating Regression**," Cowles Foundation Discussion Papers 1657, Cowles Foundation for Research in Economics, Yale University.- Qiying Wang & Peter C. B. Phillips, 2009.
"
**Structural Nonparametric Cointegrating Regression**," Econometrica, Econometric Society, vol. 77(6), pages 1901-1948, November.

- Qiying Wang & Peter C. B. Phillips, 2009.
"
- 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.- Phillips, Peter C.B., 2009.
"
**Local Limit Theory And Spurious Nonparametric Regression**," Econometric Theory, Cambridge University Press, vol. 25(06), pages 1466-1497, December.

- Phillips, Peter C.B., 2009.
"
- Jesus Gonzalo & Jose Olmo, 2008.
"
**Testing downside risk efficiency under market distress**," Economics Working Papers we084321, Universidad Carlos III, Departamento de Economía.- Gonzalo, J. & Olmo, J., 2008.
"
**Testing Downside Risk Efficiency Under Market Distress**," Working Papers 08/11, Department of Economics, City University London.

- Gonzalo, J. & Olmo, J., 2008.
"
- Martínez Ibáñez, Oscar & Olmo, José, 2008.
"
**A nonlinear threshold model for the dependence of extremes of stationary sequences**," Working Papers 2072/5361, Universitat Rovira i Virgili, Department of Economics.- Martinez Oscar & Olmo Jose, 2012.
"
**A Nonlinear Threshold Model for the Dependence of Extremes of Stationary Sequences**," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 16(3), pages 1-39, September.

- Martinez, O. & Olmo, J., 2008.
"
**A Nonlinear Threshold Model for the Dependence of Extremes of Stationary Sequences**," Working Papers 08/08, Department of Economics, City University London.

- Martinez Oscar & Olmo Jose, 2012.
"
- Pouliot, W. & Olmo, J., 2008.
"
**U-statistic Type Tests for Structural Breaks in Linear Regression Models**," Working Papers 08/15, Department of Economics, City University London. - Olmo, J. & Pouliot, W., 2008.
"
**Early Detection Techniques for Market Risk Failure**," Working Papers 08/09, Department of Economics, City University London.- Olmo Jose & Pouliot William, 2011.
"
**Early Detection Techniques for Market Risk Failure**," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 15(4), pages 1-55, September.

- Olmo Jose & Pouliot William, 2011.
"
- Luc Arrondel & Hector Calvo Pardo, 2008.
"
**Les Français sont-ils prudents ? Patrimoine et risque sur les revenus des ménages**," PSE Working Papers halshs-00585994, HAL. - Chiara Binelli, 2008.
"
**Returns to Education and Increasing Wage Inequality in Latin America**," Working Paper Series 30-08, The Rimini Centre for Economic Analysis, revised Jan 2008. - Sanna Nurmikko, 2008.
"
**Survival of Political Leadership**," Economics Discussion Papers 652, University of Essex, Department of Economics. - Karkalakos, Sotiris & Makris, Miltiadis, 2008.
"
**Capital Tax Competition in the European Union: Theory and Evidence from Two Natural Experiments**," MPRA Paper 21437, University Library of Munich, Germany, revised 2010. - Zacharias Maniadis, 2008.
"
**Essays in Aggregate Information, The Media and Special Interests**," Levine's Working Paper Archive 122247000000002258, David K. Levine.

#### 2007

- 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.- Peter C. B. Phillips & Jun Yu, 2009.
"
**Information Loss in Volatility Measurement with Flat Price Trading**," Global COE Hi-Stat Discussion Paper Series gd08-039, Institute of Economic Research, Hitotsubashi University. - Peter C.B. Phillips & Jun Yu, 2007.
"
**Information Loss in Volatility Measurement with Flat Price Trading**," Levine's Bibliography 321307000000000805, UCLA Department of Economics. - Peter C.B.Phillips & Jun Yu, 2008.
"
**Information Loss in Volatility Measurement with Flat Price Trading**," Working Papers CoFie-01-2008, Sim Kee Boon Institute for Financial Economics.

- Peter C. B. Phillips & Jun Yu, 2009.
"
- 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.- Peter C.B.Phillips & Jun Yu, .
"
**Maximum Likelihood and Gaussian Estimation of Continuous Time Models in Finance**," Working Papers CoFie-08-2009, Sim Kee Boon Institute for Financial Economics. - Peter C. B. Phillips & Jun Yu, 2006.
"
**Maximum Likelihood and Gaussian Estimation of Continuous Time Models in Finance**," Development Economics Working Papers 22471, East Asian Bureau of Economic Research.

- Peter C.B.Phillips & Jun Yu, .
"
- 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.- 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.

- Han, Chirok & Phillips, Peter C. B., 2010.
"
- 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.- Peter C. B. Phillips & Donggyu Sul, 2007.
"
**Transition Modeling and Econometric Convergence Tests**," Econometrica, Econometric Society, vol. 75(6), pages 1771-1855, November.

- Peter C. B. Phillips & Donggyu Sul, 2007.
"
- 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.- 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.

- Peter C. B. Phillips & Jun Yu, 2008.
"
**Simulation-based Estimation of Contingent-claims Prices**," Finance Working Papers 22473, East Asian Bureau of Economic Research. - Peter C.B.Phillips & Jun Yu, .
"
**Simulation-based Estimation of Contingent Claims Prices**," Working Papers CoFie-05-2008, Sim Kee Boon Institute for Financial Economics.

- Peter C. B. Phillips & Jun Yu, 2009.
"
- 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.- 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.

- Phillips, Peter C.B. & Kim, Chang Sik, 2007.
"
- 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.- 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.

- Phillips, Peter C.B., 2009.
"
- 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. - 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.- 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.

- Phillips, Peter C.B. & Magdalinos, Tassos, 2008.
"
- 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.- 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.

- Peter C.B. Philips & Yangru Wu & Jun Yu, 2009.
"
**Explosive Behavior in the 1990s Nasdaq : When Did Exuberance Escalate Asset Values?**," Finance Working Papers 23050, East Asian Bureau of Economic Research. - Peter C.B. PHILIPS & Yangru WU & Jun YU, 2009.
"
**Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values?**," Working Papers 19-2009, Singapore Management University, School of Economics. - Peter C.B. Phillips & Yangru Wu & Jun Yu, 2009.
"
**Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values?**," Cowles Foundation Discussion Papers 1699, Cowles Foundation for Research in Economics, Yale University. - Peter C.B.Phillips & Yangru Wu & Jun Yu, 2009.
"
**Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values?**," Working Papers CoFie-03-2008, Sim Kee Boon Institute for Financial Economics.

- Peter C. B. Phillips & Yangru Wu & Jun Yu, 2011.
"
- Knowles, John, 2007.
"
**Why Are Married Men Working So Much? Home Production, Household Bargaining and Per-Capita Hours**," IZA Discussion Papers 2909, Institute for the Study of Labor (IZA). - Olmo, J., 2007.
"
**An asset pricing model for mean-variance-downside-risk averse investors**," Working Papers 07/01, Department of Economics, City University London. - Jesus Gonzalo & Jose Olmo, 2007.
"
**The impact of heavy tails and comovements in downside-risk diversification**," Economics Working Papers we20070208, Universidad Carlos III, Departamento de Economía.- Gonzalo, J. & Olmo, J., 2007.
"
**The impact of heavy tails and comovements in downside-risk diversification**," Working Papers 07/02, Department of Economics, City University London.

- Gonzalo, J. & Olmo, J., 2007.
"
- Olmo, J. & Pilbeam, K., 2007.
"
**A resolution of the forward discount puzzle**," Working Papers 07/10, Department of Economics, City University London. - Escanciano, J. C. & Olmo, J., 2007.
"
**Estimation risk effects on backtesting for parametric value-at-risk models**," Working Papers 07/11, Department of Economics, City University London. - Juan Carlos Escanciano & Jose Olmo, 2007.
"
**Backtesting Parametric Value-at-Risk with Estimation Risk**," Caepr Working Papers 2007-005_updated, Center for Applied Economics and Policy Research, Economics Department, Indiana University Bloomington.- Escanciano, J. Carlos & Olmo, Jose, 2010.
"
**Backtesting Parametric Value-at-Risk With Estimation Risk**," Journal of Business & Economic Statistics, American Statistical Association, vol. 28(1), pages 36-51.

- Escanciano, J. Carlos & Olmo, Jose, 2010.
"
- Mirco Tonin, 2007.
"
**Minimum Wage and Tax Evasion: Theory and Evidence**," William Davidson Institute Working Papers Series wp865, William Davidson Institute at the University of Michigan.- Tonin, Mirco, 2011.
"
**Minimum wage and tax evasion: Theory and evidence**," Journal of Public Economics, Elsevier, vol. 95(11), pages 1635-1651.

- Mirco Tonin, 2009.
"
**Minimumwage and tax evasion: theory and evidence**," MNB Working Papers 2009/2, Magyar Nemzeti Bank (the central bank of Hungary). - Mirco Tonin, 2007.
"
**Minimum Wage and Tax Evasion: Theory and Evidence**," IEHAS Discussion Papers 0701, Institute of Economics, Centre for Economic and Regional Studies, Hungarian Academy of Sciences. - Tonin, Mirco, 2011.
"
**Minimum Wage and Tax Evasion: Theory and Evidence**," IZA Discussion Papers 5660, Institute for the Study of Labor (IZA).

- Tonin, Mirco, 2011.
"
- Tonin, Mirco, 2007.
"
**Minimum wage and tax evasion: theory**," Discussion Paper Series In Economics And Econometrics 0711, Economics Division, School of Social Sciences, University of Southampton. - Antonella Ianni, 2007.
"
**Learning Strict Nash Equilibria through Reinforcement**," Economics Working Papers ECO2007/21, European University Institute.- Ianni, Antonella, 2011.
"
**Learning Strict Nash Equilibria through Reinforcement**," MPRA Paper 33936, University Library of Munich, Germany.

- Ianni, Antonella, 2011.
"
- Luc Arrondel & Hector Calvo Pardo & Xisco Oliver, 2007.
"
**Temperant portfolio choice and background risk: evidence from France**," PSE Working Papers halshs-00588069, HAL. - Thomas Gall & Paolo Masella, 2007.
"
**A Tale of Markets and Jungles in a Simple Model of Growth**," JEPS Working Papers 07-004, JEPS. - Tong, Jian, 2007.
"
**Explaining the shakeout process: a successive submarkets model Keywords; industrial economics, diffusion of product innovation, submarkets, market definition, shakeout, barriers to survival**," Discussion Paper Series In Economics And Econometrics 0703, Economics Division, School of Social Sciences, University of Southampton. - McVicar, D. & Podivinsky, J.M., 2007.
"
**Does the impact of active labor market programs depend on the state of the labor market? The case of the UK new deal for young people**," Discussion Paper Series In Economics And Econometrics 0704, Economics Division, School of Social Sciences, University of Southampton. - Vlassopoulos, Michael, 2007.
"
**Volunteer hiring, organizational form and the provision of mission-oriented goods**," Discussion Paper Series In Economics And Econometrics 0707, Economics Division, School of Social Sciences, University of Southampton. - Paul Levine & Emanuela Lotti & Joseph Pearlman & Richard Pierse, 2007.
"
**Growth and Welfare Effects of East-West European Migration**," School of Economics Discussion Papers 1507, School of Economics, University of Surrey. - Galanis, Spyros, 2007.
"
**Unawareness of theorems**," Discussion Paper Series In Economics And Econometrics 51816, Economics Division, School of Social Sciences, University of Southampton.- Spyros Galanis, 2013.
"
**Unawareness of theorems**," Economic Theory, Springer, vol. 52(1), pages 41-73, January.

- Spyros Galanis, 2013.
"

#### 2006

- Grant Hillier, 2006.
"
**Exact properties of the conditional likelihood ratio test in an IV regression model**," CeMMAP working papers CWP23/06, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.- Hillier, Grant, 2009.
"
**Exact Properties Of The Conditional Likelihood Ratio Test In An Iv Regression Model**," Econometric Theory, Cambridge University Press, vol. 25(04), pages 915-957, August.

- Hillier, Grant, 2009.
"
- Grant Hillier, 2006.
"
**On the conditional likelihood ratio test for several parameters in IV regression**," CeMMAP working papers CWP26/06, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.- Hillier, Grant, 2009.
"
**On The Conditional Likelihood Ratio Test For Several Parameters In Iv Regression**," Econometric Theory, Cambridge University Press, vol. 25(02), pages 305-335, April.

- Hillier, Grant, 2009.
"
- 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.- 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.

- Christian GouriÃƒÂ©roux & Peter C. B. Phillips & Jun Yu, 2006.
"
**Indirect Inference for Dynamic Panel Models**," Development Economics Working Papers 22421, East Asian Bureau of Economic Research.

- Gouriéroux, Christian & Phillips, Peter C.B. & Yu, Jun, 2010.
"
- 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.- Phillips, Peter C.B., 2014.
"
**Optimal estimation of cointegrated systems with irrelevant instruments**," Journal of Econometrics, Elsevier, vol. 178(P2), pages 210-224.

- Phillips, Peter C.B., 2014.
"
- 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. - 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.- 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.

- Yixiao Sun & Peter C. B. Phillips & Sainan Jin, 2008.
"
- 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.- 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.

- Offer Lieberman & Peter Phillips, 2008.
"
- 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.- 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.

- Phillips, Peter C.B. & Han, Chirok, 2008.
"
- 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.- 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.

- Lieberman, Offer & Phillips, Peter C.B., 2008.
"
- 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. - 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.- 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.

- Ke-Li Xu & Peter C.B. Phillips, 2006.
"
**Adaptive Estimation of Autoregressive Models with Time-Varying Variances**," Cowles Foundation Discussion Papers 1585R, Cowles Foundation for Research in Economics, Yale University, revised Nov 2006.

- Xu, Ke-Li & Phillips, Peter C.B., 2008.
"
- 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.- 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.

- Wang, Qiying & Phillips, Peter C.B., 2009.
"
- 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. - John Knowles, 2006.
"
**Why are Married Men Working So Much?**," 2006 Meeting Papers 445, Society for Economic Dynamics.- John Knowles, 2005.
"
**Why are Married Men Working So Much?**," PIER Working Paper Archive 05-031, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.

- John Knowles, 2005.
"
- Ornaghi, Carmine, 2006.
"
**Mergers and innovation: the case of the pharmaceutical industry**," Discussion Paper Series In Economics And Econometrics 0605, Economics Division, School of Social Sciences, University of Southampton. - Olmo, J., 2006.
"
**A new family of estimators for the extremal index**," Working Papers 06/01, Department of Economics, City University London. - Mirco, Tonin, 2006.
"
**The Effects of the Minimum Wage in an Economy with Tax Evasion**," Seminar Papers 747, Stockholm University, Institute for International Economic Studies. - Kolm, Ann-Sofie & Tonin, Mirco, 2006.
"
**In-Work Benefits in Search Equilibrium**," Research Papers in Economics 2006:12, Stockholm University, Department of Economics. - Thomas Gall & Roland Amann, 2006.
"
**How (not) to Choose Peers in Studying Groups**," Working Papers 2006.79, Fondazione Eni Enrico Mattei. - Thomas Gall & Patrick Legros & Andrew Newman, 2006.
"
**The timing of education**," ULB Institutional Repository 2013/7026, ULB -- Universite Libre de Bruxelles.- Thomas Gall & Patrick Legros & Andrew Newman, 2006.
"
**The Timing of Education**," Journal of the European Economic Association, MIT Press, vol. 4(2-3), pages 427-435, 04-05.

- Thomas Gall & Patrick Legros & Andrew Newman, 2008.
"
**The timing of education**," ULB Institutional Repository 2013/101648, ULB -- Universite Libre de Bruxelles.

- Thomas Gall & Patrick Legros & Andrew Newman, 2006.
"
- Tong, Jian, 2006.
"
**The long wave of conditional convergence**," Discussion Paper Series In Economics And Econometrics 0614, Economics Division, School of Social Sciences, University of Southampton. - Chiara Binelli & Alessandro Maffioli, 2006.
"
**Evaluating the Effectiveness of Public Support to Private R&D: Evidence from Argentina**," OVE Working Papers 1106, Inter-American Development Bank, Office of Evaluation and Oversight (OVE). - Stephen Drinkwater & Paul Levine & Emanuela Lotti, 2006.
"
**Labour Market and Investment Effects of Remittances**," School of Economics Discussion Papers 1906, School of Economics, University of Surrey. - Miltiadis Makris, 2006.
"
**Incentives for Motivated Agents under an Administrative Constraint**," Discussion Papers 0601, Exeter University, Department of Economics.- Makris, Miltiadis, 2009.
"
**Incentives for motivated agents under an administrative constraint**," Journal of Economic Behavior & Organization, Elsevier, vol. 71(2), pages 428-440, August.

- Makris, Miltiadis, 2009.
"
- Miltiadis Makris, 2006.
"
**Complementarities and Macroeconomics: Poisson Games**," Discussion Papers 0602, Exeter University, Department of Economics.- Makris, Miltiadis, 2008.
"
**Complementarities and macroeconomics: Poisson games**," Games and Economic Behavior, Elsevier, vol. 62(1), pages 180-189, January.

- Makris, Miltiadis, 2008.
"
- Miltiadis Makris, 2006.
"
**Seignorage and Capital Taxation: Tax Competition Revisited**," Discussion Papers 0603, Exeter University, Department of Economics.

#### 2005

- Giovanni Forchini & Grant Hillier, 2005.
"
**Ill-conditioned problems, Fisher information and weak instruments**," CeMMAP working papers CWP04/05, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. - 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. - Peter C.B. Phillips & Donggyu Sul, 2005.
"
**Economic Transition and Growth**," Cowles Foundation Discussion Papers 1514, Cowles Foundation for Research in Economics, Yale University.- 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.

- Peter C. B. Phillips & Donggyu Sul, 2009.
"
- 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. - 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.- 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.

- Phillips, Peter C.B. & Jin, Sainan & Hu, Ling, 2007.
"
- 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. - 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.- 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.

- Bandi, Federico M. & Phillips, Peter C.B., 2007.
"
- 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.- 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.

- Jin, Sainan & Phillips, Peter C.B. & Sun, Yixiao, 2006.
"
- 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.- 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.

- Phillips, Peter C.B., 2006.
"
- 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.- 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.

- Hong, Seung Hyun & Phillips, Peter C. B., 2010.
"
- 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. - 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. - Peter C. B. Phillips & Jun Yu, 2005.
"
**Comments on Ã¢â‚¬Å“A selective overview of nonparametric methods in financial econometricsÃ¢â‚¬Â**," Finance Working Papers 22469, East Asian Bureau of Economic Research. - Peter C. B. Phillips & Jun Yu, 2005.
"
**Comment on Ã¢â‚¬Å“Realized Variance and Market Microstructure NoiseÃ¢â‚¬Â by Peter R. Hansen and Asger Lunde**," Finance Working Papers 22470, East Asian Bureau of Economic Research. - Sun, Yixiao X & Phillips, Peter C. B. & Jin, Sainan, 2005.
"
**Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testingâˆ—**," University of California at San Diego, Economics Working Paper Series qt16b3j2hd, Department of Economics, UC San Diego. - Jeff Dominitz & John Knowles, 2005.
"
**Crime Minimization and Racial Bias: What Can We Learn From Police Search Data?**," PIER Working Paper Archive 05-019, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.- Jeff Dominitz & John Knowles, 2006.
"
**Crime minimisation and racial bias: what can we learn from police search data?**," Economic Journal, Royal Economic Society, vol. 116(515), pages F368-F384, November.

- Jeff Dominitz & John Knowles, 2006.
"
- Jesus Gonzalo & Jose Olmo, 2005.
"
**Contagion Versus Flight To Quality In Financial Markets**," Economics Working Papers we051810, Universidad Carlos III, Departamento de Economía. - Jose Olmo, 2005.
"
**Testing The Existence Of Clustering In The Extreme Values**," Economics Working Papers we051809, Universidad Carlos III, Departamento de Economía. - Gonzalo, JesÃ¹s & Pitarakis, Jean-Yves, 2005.
"
**Threshold effects In multivariate error correction models**," Discussion Paper Series In Economics And Econometrics 0501, Economics Division, School of Social Sciences, University of Southampton. - Gonzalo, J. & Pitarakis, J., 2005.
"
**Threshold effects in cointegrating relationships**," Discussion Paper Series In Economics And Econometrics 0506, Economics Division, School of Social Sciences, University of Southampton.- Jes�s Gonzalo & Jean-Yves Pitarakis, 2006.
"
**Threshold Effects in Cointegrating Relationships**," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 68(s1), pages 813-833, December.

- Jesus Gonzalo & Jean-Yves Pitarakis, 2006.
"
**Threshold effects in cointegrating relationships**," Economics Working Papers we20060621, Universidad Carlos III, Departamento de Economía.

- Jes�s Gonzalo & Jean-Yves Pitarakis, 2006.
"
- Hector Calvo Pardo, 2005.
"
**Are the antiglobalists right? Gains-from-trade without a walrasian auctioneer**," PSE Working Papers halshs-00590718, HAL.- Hector Calvo-Pardo, 2009.
"
**Are the antiglobalists right? Gains-from-trade without a Walrasian auctioneer**," Economic Theory, Springer, vol. 38(3), pages 561-592, March.

- Hector Calvo-Pardo, 2009.
"
- Thomas Gall, 2005.
"
**Inequality, Incomplete Contracts, and the Size Distribution of Business Firms**," JEPS Working Papers 05-004, JEPS.- Thomas Gall, 2010.
"
**Inequality, Incomplete Contracts, And The Size Distribution Of Business Firms**," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 51(2), pages 335-364, 05.

- Thomas Gall, 2010.
"
- Tong, Jian, 2005.
"
**Credit rationing and firms in oligopoly**," Discussion Paper Series In Economics And Econometrics 0505, Economics Division, School of Social Sciences, University of Southampton.

#### 2004

- Grant Hillier & Federico Martellosio, 2004.
"
**Spatial design matrices and associated quadratic forms: structure and properties**," CeMMAP working papers CWP16/04, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.- Hillier, Grant & Martellosio, Federico, 2006.
"
**Spatial design matrices and associated quadratic forms: structure and properties**," Journal of Multivariate Analysis, Elsevier, vol. 97(1), pages 1-18, January.

- Hillier, Grant & Martellosio, Federico, 2006.
"
**Spatial design matrices and associated quadratic forms: structure and properties**," MPRA Paper 15807, University Library of Munich, Germany.

- Hillier, Grant & Martellosio, Federico, 2006.
"
- Grant Hillier & Giovanni Forchini, 2004.
"
**Ill-posed Problems and Instruments' Weakness**," Econometric Society 2004 Australasian Meetings 357, Econometric Society. - Peter C.B. Phillips, 2004.
"
**Challenges of Trending Time Series Econometrics**," Cowles Foundation Discussion Papers 1472, Cowles Foundation for Research in Economics, Yale University.- Phillips, Peter C.B., 2005.
"
**Challenges of trending time series econometrics**," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 68(5), pages 401-416.

- Phillips, Peter C.B., 2005.
"
- 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.- 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.

- L Giraitis & P C B Phillips, .
"
**Uniform limit theory for stationary autoregression**," Discussion Papers 05/23, Department of Economics, University of York.

- Liudas Giraitis & Peter C. B. Phillips, 2006.
"
- Peter C.B. Phillips, 2004.
"
**Automated Discovery in Econometrics**," Cowles Foundation Discussion Papers 1469, Cowles Foundation for Research in Economics, Yale University.- Phillips, Peter C.B., 2005.
"
**Automated Discovery In Econometrics**," Econometric Theory, Cambridge University Press, vol. 21(01), pages 3-20, February.

- Phillips, Peter C.B., 2005.
"
- Peter C.B. Phillips, 2004.
"
**HAC Estimation by Automated Regression**," Cowles Foundation Discussion Papers 1470, Cowles Foundation for Research in Economics, Yale University.- Phillips, Peter C.B., 2005.
"
**Hac Estimation By Automated Regression**," Econometric Theory, Cambridge University Press, vol. 21(01), pages 116-142, February.

- Phillips, Peter C.B., 2005.
"
- 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.- 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.

- Ibragimov, Rustam & Phillips, Peter C.B., 2008.
"
**Regression asymptotics using martingale convergence methods**," Scholarly Articles 2624459, Harvard University Department of Economics.

- Ibragimov, Rustam & Phillips, Peter C.B., 2008.
"
- 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.- 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.

- Offer Lieberman & Peter C. B. Phillips, 2005.
"
- 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.- 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.

- Phillips, Peter C.B. & Magdalinos, Tassos, 2007.
"
- Peter C. B. Phillips & Chirok Han, 2004.
"
**GMM with Many Moment Conditions**," Econometric Society 2004 Far Eastern Meetings 525, Econometric Society.- Chirok Han & Peter C. B. Phillips, 2006.
"
**GMM with Many Moment Conditions**," Econometrica, Econometric Society, vol. 74(1), pages 147-192, 01.

- Chirok Han & Peter C.B. Phillips, 2005.
"
**GMM with Many Moment Conditions**," Cowles Foundation Discussion Papers 1515, Cowles Foundation for Research in Economics, Yale University.

- Chirok Han & Peter C. B. Phillips, 2006.
"
- 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.- 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.

- Peter C. B. Phillips & Yixiao Sun & Sainan Jin, 2006.
"
- Rubén Hernández-Murillo & John Knowles, 2004.
"
**Racial profiling or racist policing? bounds tests in aggregate data**," Working Papers 2004-012, Federal Reserve Bank of St. Louis.- Rubén Hernández-Murillo & John Knowles, 2004.
"
**Racial Profiling Or Racist Policing? Bounds Tests In Aggregate Data**," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 45(3), pages 959-989, 08.

- Rubén Hernández-Murillo & John Knowles, 2004.
"
- Jose Olmo & Jesus Gonzalo, 2004.
"
**Which Extreme Values are Really Extremes?**," Econometric Society 2004 North American Winter Meetings 144, Econometric Society.- Jesus Gonzalo, 2004.
"
**Which Extreme Values Are Really Extreme?**," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 2(3), pages 349-369.

- Jesus Gonzalo, 2004.
"
- Jean-Yves Pitarakis, 2004.
"
**Model Selection Uncertainty and Detection of Threshold Effecs**," Econometrics 0409013, EconWPA.- Pitarakis Jean-Yves, 2006.
"
**Model Selection Uncertainty and Detection of Threshold Effects**," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 10(1), pages 1-30, March.

- Pitarakis, J., 2004.
"
**Model selection uncertainty and detection of threshold effects**," Discussion Paper Series In Economics And Econometrics 0409, Economics Division, School of Social Sciences, University of Southampton.

- Pitarakis Jean-Yves, 2006.
"
- Roger Guesnerie & Hector Calvo Pardo, 2004.
"
**Eductive stability in sequential exchange economies: an introduction**," DELTA Working Papers 2004-24, DELTA (Ecole normale supérieure). - Jian Tong & Chenggang Xu, 2004.
"
**Financial Institutions and The Wealth of Nations: Tales of Development**," STICERD - Theoretical Economics Paper Series /2004/469, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.- Jian Tong & Chenggang Xu, 2004.
"
**Financial Institutions and The Wealth of Nations: Tales of Development**," William Davidson Institute Working Papers Series 2004-672, William Davidson Institute at the University of Michigan. - Tong, Jian & Xu, Chenggang, 2003.
"
**Financial institutions and the wealth of nations: tales of development**," Discussion Paper Series In Economics And Econometrics 0404, Economics Division, School of Social Sciences, University of Southampton. - Tong, Jian & Xu, Cheng-Gang, 2004.
"
**Financial Institutions and the Wealth of Nations: Tales of Development**," CEPR Discussion Papers 4348, C.E.P.R. Discussion Papers.

- Jian Tong & Chenggang Xu, 2004.
"
- Jan M Podivinsky & Chongcheul Cheong & Maozu Lu, 2004.
"
**The effect of exchange rate uncertainty on US imports from the UK: Consistent OLS estimation with volatility measured by an ARCH-type model**," Econometric Society 2004 Far Eastern Meetings 657, Econometric Society.- Jan M. Podivinsky & Chongcheul Cheong & Maozu Lu, 2004.
"
**The Effect of Exchange Rate Uncertainty on US Imports from the UK: Consistent OLS Estimation with Volatility Measured by An ARCH-type Model**," Econometric Society 2004 Australasian Meetings 212, Econometric Society.

- Jan M. Podivinsky & Chongcheul Cheong & Maozu Lu, 2004.
"
- Lockwood, Ben & Makris, Miltiadis, 2004.
"
**Tax Incidence, Majority Voting And Capital Market Integration**," The Warwick Economics Research Paper Series (TWERPS) 712, University of Warwick, Department of Economics.- Lockwood, Ben & Makris, Miltiadis, 2006.
"
**Tax incidence, majority voting and capital market integration**," Journal of Public Economics, Elsevier, vol. 90(6-7), pages 1007-1025, August.

- Lockwood, Ben & Makris, Miltiadis, 2006.
"
- Giam Pietro Cipriani & Miltiadis Makris, 2004.
"
**Indeterminacy, intergenerational redistribution, endogenous longevity and human capital accumulation**," Discussion Papers 0401, Exeter University, Department of Economics.- Cipriani, Giam Pietro & Makris, Miltiadis, 2007.
"
**Indeterminacy, intergenerational redistribution, endogenous longevity and human capital accumulation**," Journal of Economic Dynamics and Control, Elsevier, vol. 31(2), pages 613-633, February.

- Cipriani, Giam Pietro & Makris, Miltiadis, 2007.
"

#### 2003

- 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. - Peter C.B. Phillips & Jun Yu, 2003.
"
**Jackknifing Bond Option Prices**," Cowles Foundation Discussion Papers 1392, Cowles Foundation for Research in Economics, Yale University.- Peter C. B. Phillips, 2005.
"
**Jackknifing Bond Option Prices**," Review of Financial Studies, Society for Financial Studies, vol. 18(2), pages 707-742.

- Jun Yu & Peter Phillips, 2004.
"
**Jackknifing Bond Option Prices**," Econometric Society 2004 North American Winter Meetings 115, Econometric Society.

- Peter C. B. Phillips, 2005.
"
- 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.- 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.

- Phillips, Peter C.B., 2003.
"
- Peter C.B. Phillips, 2003.
"
**Laws and Limits of Econometrics**," Cowles Foundation Discussion Papers 1397, Cowles Foundation for Research in Economics, Yale University.- Peter C. B. Phillips, 2003.
"
**Laws and Limits of Econometrics**," Economic Journal, Royal Economic Society, vol. 113(486), pages C26-C52, March.

- Peter C. B. Phillips, 2003.
"
- 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.- Peter C.B. Phillips & Donggyu Sul, 2004.
"
**The Elusive Empirical Shadow of Growth Convergence**," Yale School of Management Working Papers ysm342, Yale School of Management.

- Peter C.B. Phillips & Donggyu Sul, 2004.
"
- 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.- Phillips, Peter C.B. & Sun, Yixiao & Jin, Sainan, 2004.
"
**Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation**," University of California at San Diego, Economics Working Paper Series qt6d36x00z, Department of Economics, UC San Diego. - Sainan Jin & Peter Phillips & Yixiao Sun, 2004.
"
**Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation**," Econometric Society 2004 North American Winter Meetings 299, Econometric Society. - Peter C.B. Phillips & Sainan Jin & Yixiao Sun, 2004.
"

- Phillips, Peter C.B. & Sun, Yixiao & Jin, Sainan, 2004.
"
- 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.- 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.

- Peter C.B. Phillips & Hyungsik Roger Moon & Benoit Perron, 2004.
"
**Incidental Trends and the Power of Panel Unit Root Tests**," Yale School of Management Working Papers ysm414, Yale School of Management. - Hyungsik Roger Moon & Benoit Perron & Peter C.B. Phillips, 2005.
"
**Incidental Trends and the Power of Panel Unit Root Tests**," IEPR Working Papers 05.38, Institute of Economic Policy Research (IEPR).

- Moon, Hyungsik Roger & Perron, Benoit & Phillips, Peter C.B., 2007.
"
- 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.- 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.

- Peter C.B. Phillips & Chi-Young Choi & Donggyu Sul, 2004.
"
**Prewhitening Bias in HAC Estimation**," Yale School of Management Working Papers ysm426, Yale School of Management.

- Donggyu Sul & Peter C. B. Phillips & Chi-Young Choi, 2005.
"
- 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.- Peter C.B. Phillips & Sainan Jin & Yixiao Sun, 2004.
"
**Long Run Variance Estimation Using Steep Origin Kernels Without Truncation**," Yale School of Management Working Papers ysm427, Yale School of Management.

- Peter C.B. Phillips & Sainan Jin & Yixiao Sun, 2004.
"
- 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.- 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.

- Peter C.B. Phillips & Donggyu Sul, 2004.
"
**Bias in Dynamic Panel Estimation with Fixed Effects, Incidental Trends and Cross Section Dependence**," Yale School of Management Working Papers ysm428, Yale School of Management.

- Phillips, Peter C.B. & Sul, Donggyu, 2007.
"
- Jean-Yves Pitarakis, 2003.
"
**Least Squares Estimation and Tests of Breaks in Mean and Variance under Misspecification**," Econometrics 0312004, EconWPA.- Jean-Yves Pitarakis, 2004.
"
**Least squares estimation and tests of breaks in mean and variance under misspecification**," Econometrics Journal, Royal Economic Society, vol. 7(1), pages 32-54, 06.

- Jean-Yves Pitarakis, 2004.
"
- McVicar, Duncan & Jan M Podivinsky, 2003.
"
**Unemployment Duration Before and After New Deal**," Royal Economic Society Annual Conference 2003 153, Royal Economic Society. - Podivinsky, Jan & Stewart, Geoff, 2003.
"
**Why are labour-managed firms so rare? An analysis of entry using UK panel data**," Discussion Paper Series In Economics And Econometrics 0402, Economics Division, School of Social Sciences, University of Southampton. - Stephen Drinkwater & Paul Levine & Emanuela Lotti & Joseph Pearlman, 2003.
"
**The Economic Impact of Migration: A Survey**," School of Economics Discussion Papers 0103, School of Economics, University of Surrey. - Paul Levine & Emanuela Lotti & Joseph Pearlman, 2003.
"
**The Immigration Surplus Revisited in a General Equilibrium Model with Endogenous Growth**," School of Economics Discussion Papers 0203, School of Economics, University of Surrey.- Stephen Drinkwater & Paul Levine & Emanuela Lotti & Joseph Pearlman, 2007.
"
**The Immigration Surplus Revisited In A General Equilibrium Model With Endogenous Growth**," Journal of Regional Science, Wiley Blackwell, vol. 47(3), pages 569-601.

- Stephen Drinkwater & Paul Levine & Emanuela Lotti & Joseph Pearlman, 2007.
"
- Miltos Makris, 2003.
"
**Administrative Bureaus with Standard Operating Procedures**," The Centre for Market and Public Organisation 03/062, Department of Economics, University of Bristol, UK. - Ben Lockwood & Miltiadis Makris, 2003.
"
**Tax Competition and Politics: Double-Edged Incentives Revisited**," Discussion Papers 0304, Exeter University, Department of Economics.

#### 2002

- Peter C.B.Phillips & Donggyu Sul, 2002.
"
**Dynamic Panel Estimation and Homogeneity Testing Under Cross Section Dependence**," Cowles Foundation Discussion Papers 1362, Cowles Foundation for Research in Economics, Yale University. - 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. - Ling Hu & Peter C.B. Phillips, 2002.
"
**Nonstationary Discrete Choice**," Cowles Foundation Discussion Papers 1364, Cowles Foundation for Research in Economics, Yale University.- Hu, Ling & Phillips, Peter C. B., 2004.
"
**Nonstationary discrete choice**," Journal of Econometrics, Elsevier, vol. 120(1), pages 103-138, May.

- Hu, Ling & Phillips, Peter C. B., 2004.
"
- 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. - 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.- 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.

- Sun, Yixiao & Phillips, Peter C. B., 2003.
"
- 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.- Katsumi Shimotsu & Peter C.B. Phillips, 2002.
"
**Exact Local Whittle Estimation of Fractional Integration**," Economics Discussion Papers 535, University of Essex, Department of Economics.

- Katsumi Shimotsu & Peter C.B. Phillips, 2002.
"
- 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.- Phillips, Peter C. B. & Jin, Sainan, 2002.
"
**The KPSS test with seasonal dummies**," Economics Letters, Elsevier, vol. 77(2), pages 239-243, October.

- Phillips, Peter C. B. & Jin, Sainan, 2002.
"
- 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.- 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.

- Offer Lieberman & Peter C. B. Phillips, 2004.
"
- Carmine Ornaghi, 2002.
"
**Spillovers In Product And Process Innovation: Evidence From Manufacturing Firms**," Economics Working Papers we023213, Universidad Carlos III, Departamento de Economía.- Ornaghi, Carmine, 2006.
"
**Spillovers in product and process innovation: Evidence from manufacturing firms**," International Journal of Industrial Organization, Elsevier, vol. 24(2), pages 349-380, March.

- Ornaghi, Carmine, 2006.
"
- Ianni, A., 2002.
"
**Reinforcement learning and the power law of practice: some analytical results**," Discussion Paper Series In Economics And Econometrics 0203, Economics Division, School of Social Sciences, University of Southampton. - Luc Arrondel & Hector Calvo-Pardo, 2002.
"
**Portfolio Choice with a Correlated Background Risk : Theory and Evidence**," DELTA Working Papers 2002-16, DELTA (Ecole normale supérieure).

#### 2001

- Offer Lieberman & Peter C.B. Phillips, 2001.
"
**Second Order Expansions for the Distribution of the Maximum Likelihood Estimator of the Fractional Difference Parameter**," Cowles Foundation Discussion Papers 1308, Cowles Foundation for Research in Economics, Yale University. - 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. - Peter C.B. Phillips, 2001.
"
**Regression with Slowly Varying Regressors**," Cowles Foundation Discussion Papers 1310, Cowles Foundation for Research in Economics, Yale University. - 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. - 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.- 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.

- Xiao, Zhijie & Phillips, Peter C. B., 2002.
"
- Peter C.B. Phillips, 2001.
"
**Bootstrapping Spurious Regression**," Cowles Foundation Discussion Papers 1330, Cowles Foundation for Research in Economics, Yale University. - 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.- 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.

- Phillips, Peter C. B. & Park, Joon Y. & Chang, Yoosoon, 2004.
"
- 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.- 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.

- Federico M. Bandi & Peter C. B. Phillips, 2003.
"
- Elizabeth M. Caucutt & Nezih Guner & John Knowles, 2001.
"
**The Timing of Births: A Marriage Market Analysis**," Penn CARESS Working Papers 49355d43c11f2314075e8b54e, Penn Economics Department. - Raquel Fernandez & Nezih Guner & John Knowles, 2001.
"
**Love and Money: A Theoretical and Empirical Analysis of Household Sorting and Inequality**," NBER Working Papers 8580, National Bureau of Economic Research, Inc.- Raquel Fernández & Nezih Guner & John Knowles, 2005.
"
**Love and Money: A Theoretical and Empirical Analysis of Household Sorting and Inequality**," The Quarterly Journal of Economics, MIT Press, vol. 120(1), pages 273-344, January.

- Raquel Ferndez & Nezih Guner & John Knowles, 2001.
"
**Love and Money: A Theoretical and Empirical Analysis of Household Sorting and Inequality**," Penn CARESS Working Papers d3d043317c8e26c4039c21aa0, Penn Economics Department. - Fernández, Raquel & Guner, Nezih & Knowles, John, 2001.
"
**Love and Money: A Theoretical and Empirical Analysis of Household Sorting and Inequality**," CEPR Discussion Papers 3040, C.E.P.R. Discussion Papers.

- Raquel Fernández & Nezih Guner & John Knowles, 2005.
"
- Dessy, Sylvain & Knowles, John, 2001.
"
**Why is Child Labor Illegal?**," Cahiers de recherche 0110, Université Laval - Département d'économique.- Dessy, Sylvain & Knowles, John, 2008.
"
**Why is child labor illegal?**," European Economic Review, Elsevier, vol. 52(7), pages 1275-1311, October.

- Dessy, Sylvain & Knowles, John, 2007.
"
**Why Is Child Labor Illegal?**," IZA Discussion Papers 2901, Institute for the Study of Labor (IZA).

- Dessy, Sylvain & Knowles, John, 2008.
"
- Jesus Gonzalo & Jean-Yves Pitarakis, 2001.
"
**Lag Length Estimation in Large Dimensional Systems**," Econometrics 0108003, EconWPA.- Jesus Gonzalo & Jean-Yves Pitarakis, 2001.
"
**Lag Length Estimation in Large Dimensional Systems**," Econometrics 0108002, EconWPA.

- Jesus Gonzalo & Jean-Yves Pitarakis, 2001.
"
- Ianni, A. & Corradi, V., 2001.
"
**The dynamics of public opinion under majority rules**," Discussion Paper Series In Economics And Econometrics 0109, Economics Division, School of Social Sciences, University of Southampton. - Giam Pietro Cipriani & Miltos Makris, 2001.
"
**An OLG Model of Endogenous Growth and Ageing**," Discussion Papers 0102, Exeter University, Department of Economics. - David Hendry & Maozu Lu & Grayham E. Mizon, 2001.
"
**Model Identification and Non-unique Structure**," Economics Papers 2002-W10, Economics Group, Nuffield College, University of Oxford.- David Hendry & Maozu Lu, 2001.
"
**Model Identification and Non-unique Structure**," Economics Series Working Papers 2002-W10, University of Oxford, Department of Economics.

- David Hendry & Maozu Lu, 2001.
"
- David Hendry & Grayham E. Mizon, 2001.
"
**Forecasting in the Presence of Structural Breaks and Policy Regime Shifts**," Economics Papers 2002-W12, Economics Group, Nuffield College, University of Oxford.- David Hendry & Grayham Mizon, 2001.
"
**Forecasting in the Presence of Structural Breaks and Policy Regime Shifts**," Economics Series Working Papers 2002-W12, University of Oxford, Department of Economics.

- David Hendry & Grayham Mizon, 2001.
"
- Hendry, David F. & Mizon, Grayham E., 2001.
"
**Reformulating empirical macro-econometric modelling**," Discussion Paper Series In Economics And Econometrics 0104, Economics Division, School of Social Sciences, University of Southampton. - Ericsson, Neil R. & Maasoumi, Esfandiar & Mizon, Grayham E., 2001.
"
**A retrospective on J.D. Sargan and his contribution to Econometrics**," Discussion Paper Series In Economics And Econometrics 0108, Economics Division, School of Social Sciences, University of Southampton. - Neil R. Ericsson & Esfandiar Maasoumi & Grayham E. Mizon, 2001.
"
**A retrospective on J. Denis Sargan and his contributions to econometrics**," International Finance Discussion Papers 700, Board of Governors of the Federal Reserve System (U.S.).

#### 2000

- 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.- 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.

- Phillips, Peter C. B., 2001.
"
- 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. - 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. - Katsumi Shimotsu & Peter C.B. Phillips, 2000.
"
**Pooled Log Periodogram Regression**," Cowles Foundation Discussion Papers 1267, Cowles Foundation for Research in Economics, Yale University. - 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.- 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.

- Hyungsik Roger Moon, 2000.
"
**GMM Estimation of Autoregressive Roots Near Unity with Panel Data**," Econometric Society World Congress 2000 Contributed Papers 0913, Econometric Society. - Hyungsik Roger Moon & Peter C.B. Phillips, 2003.
"
**GMM Estimation of Autoregressive Roots Near Unity with Panel Data**," Cowles Foundation Discussion Papers 1390, Cowles Foundation for Research in Economics, Yale University.

- Hyungsik Roger Moon & Peter C. B. Phillips, 2004.
"
- 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.- Aaron Schiff & Peter Phillips, 2000.
"
**Forecasting New Zealand's real GDP**," New Zealand Economic Papers, Taylor & Francis Journals, vol. 34(2), pages 159-181.

- Aaron Schiff & Peter Phillips, 2000.
"
- 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. - Federico Bandi & Peter C. B. Phillips, 2000.
"
**Accelerated Asymptotics for Diffusion Model Estimation**," Econometric Society World Congress 2000 Contributed Papers 1656, Econometric Society. - 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. - Jeremy Greenwood & Nezih Guner & John Knowles, 2000.
"
**Women on Welfare: A Macroeconomic Analysis**," RCER Working Papers 466, University of Rochester - Center for Economic Research (RCER).- Nezih Guner & Jeremy Greenwood & John A. Knowles, 2000.
"
**Women on Welfare: A Macroeconomic Analysis**," American Economic Review, American Economic Association, vol. 90(2), pages 383-388, May.

- Nezih Guner & Jeremy Greenwood & John A. Knowles, 2000.
"
- Nezih Guner & John Knowles, 2000.
"
**Marriage, Fertility And Divorce: A Dynamic Equilibrium Analysis Of Social Policy In Canada**," Computing in Economics and Finance 2000 352, Society for Computational Economics.- Nezih Guner & John Knowles, 2001.
"
**Marriage, Fertility and Divorce: A Dynamic Equilibrium Analysis of Social Policy in Canada**," Penn CARESS Working Papers 2330ae691c785001af741e1c1, Penn Economics Department.

- Nezih Guner & John Knowles, 2001.
"
- Ianni, Antonella & Corradi, Valentina, 2000.
"
**Consensus, contagion and clustering in a space-time model of public opinion formation**," Discussion Paper Series In Economics And Econometrics 0009, Economics Division, School of Social Sciences, University of Southampton. - Corradi, Valentina & Ianni, Antonella, 2000.
"
**A simple locally interactive model of ergodic and nonergodic growth**," Discussion Paper Series In Economics And Econometrics 0010, Economics Division, School of Social Sciences, University of Southampton.- Corradi Valentina & Ianni Antonella, 2004.
"
**A Simple Locally Interactive Model of Ergodic and Nonergodic Growth**," The B.E. Journal of Macroeconomics, De Gruyter, vol. 4(1), pages 1-23, March.

- Corradi Valentina & Ianni Antonella, 2004.
"
- Jian Tong, 2000.
"
**Submarkets, Shakeouts and Industry Life-Cycle**," STICERD - Economics of Industry Papers 26, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE. - Podivinsky, Jan M. & King, Maxwell L., 2000.
"
**The exact power envelope of tests for a unit root**," Discussion Paper Series In Economics And Econometrics 0026, Economics Division, School of Social Sciences, University of Southampton. - Massimiliano Marcellino & Grayham E. Mizon, 2000.
"
**Wages, Prices, Productivity, Inflation and Unemployment in Italy 1970-1994**," Econometric Society World Congress 2000 Contributed Papers 0911, Econometric Society. - Krolzig, Hans-Martin & Marcellino, Massimiliano & Mizon, Grayham E., 2000.
"
**A Markov-switching vector equilibrium correction model of the UK labour market**," Discussion Paper Series In Economics And Econometrics 0105, Economics Division, School of Social Sciences, University of Southampton.- Massimiliano Marcellino & Grayham E. Mizon & Hans-Martin Krolzig, 2002.
"
**A Markov-switching vector equilibrium correction model of the UK labour market**," Empirical Economics, Springer, vol. 27(2), pages 233-254.

- Hans-Martin Krolzig & Massimiliano Marcellino & Grayham E. Mizon, .
"
**A Markov-Switching Vector Equilibrium Correction Model of the UK Labour Market**," Working Papers 185, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.

- Massimiliano Marcellino & Grayham E. Mizon & Hans-Martin Krolzig, 2002.
"

#### 1999

- Forchini, G. & Hillier, G.H., 1999.
"
**Conditional inference for possibly unidentified structural equations**," Discussion Paper Series In Economics And Econometrics 9906, Economics Division, School of Social Sciences, University of Southampton.- Forchini, Giovanni & Hillier, Grant, 2003.
"
**Conditional Inference For Possibly Unidentified Structural Equations**," Econometric Theory, Cambridge University Press, vol. 19(05), pages 707-743, October.

- Forchini, Giovanni & Hillier, Grant, 2003.
"
- Hillier, G.H., 1999.
"
**The density of a quadratic form in a vector uniformly distributed on the n-sphere**," Discussion Paper Series In Economics And Econometrics 9902, Economics Division, School of Social Sciences, University of Southampton. - 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.- 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.

- Peter C. B. Phillips, 2001.
"
- 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.- Werner Ploberger & Peter C. B. Phillips, 2003.
"
**Empirical Limits for Time Series Econometric Models**," Econometrica, Econometric Society, vol. 71(2), pages 627-673, March.

- Werner Ploberger & Peter C. B. Phillips, 2003.
"
- 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.- 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.

- Peter Phillips & Hyungsik Moon, 2000.
"
- 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.- 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.

- Peter C. B. Phillips & Hyungsik R. Moon, 1999.
"
- Peter C.B. Phillips & Joon Y. Park, 1999.
"
**Nonstationary Binary Choice**," Cowles Foundation Discussion Papers 1223, Cowles Foundation for Research in Economics, Yale University.- Joon Y. Park & Peter C. B. Phillips, 2000.
"
**Nonstationary Binary Choice**," Econometrica, Econometric Society, vol. 68(5), pages 1249-1280, September.

- Joon Y. Park & Peter C. B. Phillips, 1999.
"
**Nonstationary Binary Choice**," Working Paper Series no5, Institute of Economic Research, Seoul National University.

- Joon Y. Park & Peter C. B. Phillips, 2000.
"
- 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.- 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.

- Moon, Hyungsik R. & Phillips, Peter C.B., 1999.
"
**Estimation of Autoregressive Roots near Unity using Panel Data**," University of California at Santa Barbara, Economics Working Paper Series qt7fd8x80m, Department of Economics, UC Santa Barbara.

- Moon, Hyungsik R. & Phillips, Peter C.B., 2000.
"
- Peter C.B. Phillips, 1999.
"
**Discrete Fourier Transforms of Fractional Processes**," Cowles Foundation Discussion Papers 1243, Cowles Foundation for Research in Economics, Yale University. - Peter C.B. Phillips, 1999.
"
**Unit Root Log Periodogram Regression**," Cowles Foundation Discussion Papers 1244, Cowles Foundation for Research in Economics, Yale University.- Phillips, Peter C.B., 2007.
"
**Unit root log periodogram regression**," Journal of Econometrics, Elsevier, vol. 138(1), pages 104-124, May.

- Phillips, Peter C.B., 2007.
"
- 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.- 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.

- Yoosoon Chang & Joon Y. Park & Peter C. B. Phillips, 2001.
"
- 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.- 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.

- Moon, Hyungsik & Phillips, Peter C.B., 1999.
"
**Maximum Likelihood Estimation in Panels with Incidental Trends**," University of California at Santa Barbara, Economics Working Paper Series qt3f55r5mj, Department of Economics, UC Santa Barbara.

- Moon, Hyungsik R & Phillips, Peter C B, 1999.
"
- Jeremy Greenwood & Nezih Guner & and John Knowles, 1999.
"
**More on marriage, fertility, and the distribution of income**," Working Paper 9904, Federal Reserve Bank of Cleveland.- Jeremy Greenwood & Nezih Guner & John A. Knowles, 2003.
"
**More on Marriage, Fertility, and the Distribution of Income**," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 44(3), pages 827-862, 08.

- Jeremy Greenwood & Nezih Guner & John Knowles, .
"
**More on Marriage, Fertility, and the Distribution of Inocome**," CARESS Working Papres 99-05, University of Pennsylvania Center for Analytic Research and Economics in the Social Sciences. - Greenwood, J. & Guner, N. & Knkwles, J., 1999.
"
**More on Marriage, Fertility, and the Distribution of Income**," Papers 9904, London School of Economics - Centre for Labour Economics. - Jeremy Greenwood & Nezih Guner & John Knowles, .
"
**More on Marriage, Fertility, and the Distribution of Inocome**," Penn CARESS Working Papers 65f9ffed93b3a872de23c94c2, Penn Economics Department. - Jeremy Greenwood & Nezih Guner & John Knowles, 2002.
"
**More on Marriage, Fertility and the Distribution of Income**," RCER Working Papers 489, University of Rochester - Center for Economic Research (RCER).

- Jeremy Greenwood & Nezih Guner & John A. Knowles, 2003.
"
- John Knowles & Nicola Persico & Petra Todd, 1999.
"
**Racial Bias in Motor Vehicle Searches: Theory and Evidence**," NBER Working Papers 7449, National Bureau of Economic Research, Inc.- John Knowles & Nicola Persico & Petra Todd, 2001.
"
**Racial Bias in Motor Vehicle Searches: Theory and Evidence**," Journal of Political Economy, University of Chicago Press, vol. 109(1), pages 203-232, February.

- John Knowles & Nicola Persico & Petra Todd, .
"
**"Racial Bias in Motor Vehicle Searches: Theory and Evidence''**," CARESS Working Papres 99-06, University of Pennsylvania Center for Analytic Research and Economics in the Social Sciences. - John Knowles & Nicola Persico & Petra Todd, .
"
**Racial Bias in Motor Vehicle Searches: Theory and Evidence**," Penn CARESS Working Papers 5940d5c4875c571776fb29700, Penn Economics Department.

- John Knowles & Nicola Persico & Petra Todd, 2001.
"
- Jian Tong, 1999.
"
**Quality Competition, Market Structure and Endogenous Growth**," STICERD - Economics of Industry Papers 25, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE. - Marcellino, M. & Mizon, G.E., 1999.
"
**Modelling shifts in the wage-price and unemployment-inflation relationships in Italy, Poland, and the UK**," Discussion Paper Series In Economics And Econometrics 9917, Economics Division, School of Social Sciences, University of Southampton.- Marcellino, Massimiliano & Mizon, Grayham E., 2000.
"
**Modelling shifts in the wage-price and unemployment-inflation relationships in Italy, Poland and the UK**," Economic Modelling, Elsevier, vol. 17(3), pages 387-413, August.

- Massimiliano Marcellino & Grayham E. Mizon, .
"
**Modelling shifts in the wage-price and unemployment-inflation relationships in Italy, Poland, and the UK**," Working Papers 145, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.

- Marcellino, Massimiliano & Mizon, Grayham E., 2000.
"
- Hall, S. & Mizon, G.E. & Welfe, A., 1999.
"
**Modelling economies in transition: an introduction**," Discussion Paper Series In Economics And Econometrics 9919, Economics Division, School of Social Sciences, University of Southampton.- Hall, Stephen & Mizon, Grayham E. & Welfe, Aleksander, 2000.
"
**Modelling economies in transition: an introduction**," Economic Modelling, Elsevier, vol. 17(3), pages 339-357, August.

- Hall, Stephen & Mizon, Grayham E. & Welfe, Aleksander, 2000.
"
- Hendry, D.F. & Mizon, G.E., 1999.
"
**On selecting policy analysis models by forecast accuracy**," Discussion Paper Series In Economics And Econometrics 9918, Economics Division, School of Social Sciences, University of Southampton.

#### 1998

- Peter C.B. Phillips, 1998.
"
**Econometric Analysis of Fisher's Equation**," Cowles Foundation Discussion Papers 1180, Cowles Foundation for Research in Economics, Yale University. - 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. - 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.- 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.

- Park, Joon Y. & Phillips, Peter C.B., 1999.
"
- 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.- 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. - Peter C. B. Phillips & Zhijie Xiao, 1998.
"
**A Primer on Unit Root Testing**," Journal of Economic Surveys, Wiley Blackwell, vol. 12(5), pages 423-470, December.

- Phillips, Peter C B & Xiao, Zhijie, 1998.
"
- 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.- Park, Joon Y & Phillips, Peter C B, 2001.
"
**Nonlinear Regressions with Integrated Time Series**," Econometrica, Econometric Society, vol. 69(1), pages 117-61, January.

- Joon Y. Park & Peter C. B. Phillips, 1999.
"
**Nonlinear Regressions with Integrated Time Series**," Working Paper Series no6, Institute of Economic Research, Seoul National University.

- Park, Joon Y & Phillips, Peter C B, 2001.
"
- 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.- 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.

- Phillips, Peter C.B. & Moon, Hyungsik R., 1999.
"
**How to Estimate Autoregressive Roots Near Unity**," University of California at Santa Barbara, Economics Working Paper Series qt87p2z8zx, Department of Economics, UC Santa Barbara.

- Phillips, Peter C.B. & Moon, Hyungsik Roger & Xiao, Zhijie, 2001.
"
- 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. - 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.- 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.

- Phillips, Peter C. B., 2002.
"
- 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. - 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.- 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.

- Chao, John C. & Phillips, Peter C. B., 2002.
"
- Kotsogiannis, C. & Makris, M., 1998.
"
**Optimal federal capital income taxation**," Discussion Paper Series In Economics And Econometrics 9820, Economics Division, School of Social Sciences, University of Southampton. - Neil R. Ericsson & David F. Hendry & Grayham E. Mizon, 1998.
"
**Exogeneity, cointegration, and economic policy analysis**," International Finance Discussion Papers 616, Board of Governors of the Federal Reserve System (U.S.).- Ericsson, Neil R & Hendry, David F & Mizon, Grayham E, 1998.
"
**Exogeneity, Cointegration, and Economic Policy Analysis**," Journal of Business & Economic Statistics, American Statistical Association, vol. 16(4), pages 370-87, October.

- Ericsson, Neil R & Hendry, David F & Mizon, Grayham E, 1998.
"

#### 1997

- John C. Chao & Peter C.B. Phillips, 1997.
"
**Model Selection in Partially Nonstationary Vector Autoregressive Processes with Reduced Rank Structure**," Cowles Foundation Discussion Papers 1155, Cowles Foundation for Research in Economics, Yale University.- 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.

- Chao, John C. & Phillips, Peter C. B., 1999.
"
- 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.- 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.

- Zhije Xiao & Peter C.B. Phillips, 1998.
"
- 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. - 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.- 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.

- Corbae, D. & Ouliaris, S. & Phillips, P.C.B., 1997.
"
**Band Spectral Regression with Trending Data**," Working Papers 97-09, University of Iowa, Department of Economics.

- Dean Corbae & Sam Ouliaris & Peter C. B. Phillips, 2002.
"
- Ianni, A., 1997.
"
**Learning correlated equilibria in normal form games**," Discussion Paper Series In Economics And Econometrics 9713, Economics Division, School of Social Sciences, University of Southampton. - Lu, M. & Mizon, G. E., 1997.
"
**Mutual Encompassing and Model Equivalence**," Economics Working Papers eco97/17, European University Institute.- Lu, M. & Mizon, G.E., 1997.
"
**Mutual encompassing and model equivalence**," Discussion Paper Series In Economics And Econometrics 9702, Economics Division, School of Social Sciences, University of Southampton.

- Lu, M. & Mizon, G.E., 1997.
"

#### 1996

- Hillier, G. & Armstrong, M., 1996.
"
**On the density of the maximum likelihood estimator**," Discussion Paper Series In Economics And Econometrics 9645, Economics Division, School of Social Sciences, University of Southampton. - 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. - Peter C.B. Phillips, 1996.
"
**Spurious Regression Unmasked**," Cowles Foundation Discussion Papers 1135, Cowles Foundation for Research in Economics, Yale University. - 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. - Anderlini, L. & Ianni, A., 1996.
"
**Learning on a Torus**," Discussion Paper Series In Economics And Econometrics 9611, Economics Division, School of Social Sciences, University of Southampton. - Hendry, D-F & Mizon, G-E, 1996.
"
**The Influence of A. W. H. Phillips on Econometrics**," Economics Working Papers eco96/03, European University Institute. - Banerjee, A & Hendry, D-F & Mizon, G-E, 1996.
"
**The Econometric Analysis of Economic Policy**," Economics Working Papers eco96/34, European University Institute.- Banerjee, Anindya & Hendry, David F & Mizon, Grayham E, 1996.
"
**The Econometric Analysis of Economic Policy**," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 58(4), pages 573-600, November.

- Banerjee, Anindya & Hendry, David F & Mizon, Grayham E, 1996.
"

#### 1995

- Hillier, G. & Forchini, G., 1995.
"
**Some exact distribution theory for the Gaussian AR(1) model. I: joint density of the minimal sufficient statistics**," Discussion Paper Series In Economics And Econometrics 9511, Economics Division, School of Social Sciences, University of Southampton. - Hillier, G.H., 1995.
"
**The union of best critical regions: complete classes, p-values, and model curvature**," Discussion Paper Series In Economics And Econometrics 9503, Economics Division, School of Social Sciences, University of Southampton. - 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.- 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.

- Phillips, Peter C. B., 1998.
"
- 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. - Peter C.B. Phillips, 1995.
"
**Unit Root Tests**," Cowles Foundation Discussion Papers 1104, Cowles Foundation for Research in Economics, Yale University. - GONZALO , Jesus & PITARAKIS , Jean-Yves, 1995.
"
**On the Exact Moments of Non-Standard Asymptotic Distributions in Non Stationary Autoregressions with Dependent Errors**," CORE Discussion Papers 1995034, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).- Gonzalo, J. & Pitaris, J.Y., 1995.
"
**On the Exact Moments of Non-Standard Asymptotic Distributions in Non Stationary Autoregressions with Dependant Errors**," Papers 35, Boston University - Department of Economics.

- Gonzalo, J. & Pitaris, J.Y., 1995.
"

#### 1994

- Hillier, G., 1994.
"
**Quadratic forms: expansions, moments and applications to regression diagnostics**," Discussion Paper Series In Economics And Econometrics 9420, Economics Division, School of Social Sciences, University of Southampton. - 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.- 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..

- Phillips, Peter C B & McFarland, James W & McMahon, Patrick C, 1996.
"
- 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. - 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.- 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.

- Kitamura, Yuichi & Phillips, Peter C. B., 1997.
"
- Peter C.B. Phillips, 1994.
"
**Model Determination and Macroeconomic Activity**," Cowles Foundation Discussion Papers 1083, Cowles Foundation for Research in Economics, Yale University. - GONZALO, Jesus & PITARAKIS, Jean-Yves, 1994.
"
**Comovements in Large Systems**," CORE Discussion Papers 1994065, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE). - Andrade, I.C. & O'Brien, R. & Podivinsky, J.M., 1994.
"
**Cointegration tests and mean shifts**," Discussion Paper Series In Economics And Econometrics 9405, Economics Division, School of Social Sciences, University of Southampton.

#### 1993

- 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.- Phillips, Peter C B, 1995.
"
**Fully Modified Least Squares and Vector Autoregression**," Econometrica, Econometric Society, vol. 63(5), pages 1023-78, September.

- Phillips, Peter C B, 1995.
"
- 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.- 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.

- Phillips, Peter C. B. & McFarland, James W., 1997.
"
- Peter C.B. Phillips, 1993.
"
**Robust Nonstationary Regression**," Cowles Foundation Discussion Papers 1064, Cowles Foundation for Research in Economics, Yale University.- Phillips, Peter C.B., 1995.
"
**Robust Nonstationary Regression**," Econometric Theory, Cambridge University Press, vol. 11(05), pages 912-951, October.

- Phillips, Peter C.B., 1995.
"
- Aderlini, L. & Ianni, A., 1993.
"
**Path Dependence and Learning from Neighbours**," Papers 186, Cambridge - Risk, Information & Quantity Signals.- Anderlini, Luca & Ianni, Antonella, 1996.
"
**Path Dependence and Learning from Neighbors**," Games and Economic Behavior, Elsevier, vol. 13(2), pages 141-177, April.

- Anderlini, Luca & Ianni, Antonella, 1996.
"

#### 1992

- 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.- 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.

- Loretan, Mico & Phillips, Peter C. B., 1994.
"
- 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.- 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.

- Phillips, Peter C.B. & Ploberger, Werner, 1994.
"
- 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.- Phillips, Peter C. B., 1995.
"
**Bayesian model selection and prediction with empirical applications**," Journal of Econometrics, Elsevier, vol. 69(1), pages 289-331, September.

- Phillips, Peter C. B., 1995.
"
- 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. - 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. - 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. - 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.- 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.

- Phillips, Peter C B, 1994.
"
- 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. - Edmonds, G.J. & O'Brien, R.J. & Podivinsky, J.M., 1992.
"
**Unit root tests and mean shifts**," Discussion Paper Series In Economics And Econometrics 9215, Economics Division, School of Social Sciences, University of Southampton. - Lu, M. & Mizon, G.E., 1992.
"
**The encompassing principle and specification tests**," Discussion Paper Series In Economics And Econometrics 9214, Economics Division, School of Social Sciences, University of Southampton.

#### 1991

- 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. - 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. - 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. - 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. - 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.- Toda, Hiro Y & Phillips, Peter C B, 1993.
"
**Vector Autoregressions and Causality**," Econometrica, Econometric Society, vol. 61(6), pages 1367-93, November.

- Toda, Hiro Y & Phillips, Peter C B, 1993.
"
- 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. - 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.- 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.

- Kwiatkowski, D. & Phillips, P.C.B. & Schmidt, P., 1990.
"
**Testing the Null Hypothesis of Stationarity Against the Alternative of Unit Root : How Sure are we that Economic Time Series have a Unit Root?**," Papers 8905, Michigan State - Econometrics and Economic Theory. - Tom Doan, .
"
**KPSS: RATS procedure to perform KPSS (Kwiatowski, Phillips, Schmidt, and Shin) stationarity test**," Statistical Software Components RTS00100, Boston College Department of Economics.

- Kwiatkowski, Denis & Phillips, Peter C. B. & Schmidt, Peter & Shin, Yongcheol, 1992.
"
- 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. - 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.- 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..

- Phillips, P C B, 1991.
"
- 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.- 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.

- Corbae, Dean & Ouliaris, Sam & Phillips, Peter C B, 1994.
"
- Peter C.B. Phillips, 1991.
"
**Unit Roots**," Cowles Foundation Discussion Papers 998, Cowles Foundation for Research in Economics, Yale University. - 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. - 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.- 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.

- Corbae, Dean & Ouliaris, Sam & Phillips, Peter C B, 1994.
"

#### 1990

- 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. - Peter C.B. Phillips, 1990.
"
**Operational Algebra and Regression t-Tests**," Cowles Foundation Discussion Papers 948, Cowles Foundation for Research in Economics, Yale University. - Peter C.B. Phillips, 1990.
"
**A Shortcut to LAD Estimator Asymptotics**," Cowles Foundation Discussion Papers 949, Cowles Foundation for Research in Economics, Yale University.- Phillips, P.C.B., 1991.
"
**A Shortcut to LAD Estimator Asymptotics**," Econometric Theory, Cambridge University Press, vol. 7(04), pages 450-463, December.

- Phillips, P.C.B., 1991.
"
- 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.- 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..

- Phillips, P C B, 1991.
"
- Schmidt, P. & Phillips, P.C.B., 1990.
"
**Testing forUnit Root in the Presence of Deterministic Trends**," Papers 8904, Michigan State - Econometrics and Economic Theory. - Hendry, D.F. & Mizon, G.E., 1990.
"
**Evaluating Dynamic Econometric Models By Encompassing The Var**," Economics Series Working Papers 99102, University of Oxford, Department of Economics.

#### 1989

- 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. - 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.- 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.

- Phillips, P.C.B., 1990.
"
- 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.- 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.

- Phillips, Peter C. B. & Loretan, Mico, 1991.
"
- 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. - 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.- 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.

- Phillips, Peter C B & Loretan, Mico, 1991.
"
- 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.- 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.

- Choi, In & Phillips, Peter C. B., 1992.
"
- Peter C.B. Phillips & Victor Solo, 1989.
"
**Asymptotics for Linear Processes**," Cowles Foundation Discussion Papers 932, Cowles Foundation for Research in Economics, Yale University. - 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. - 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. - Driffill, John & Mizon, Grayham Ernest & Ulph, Alistair Mitchell, 1989.
"
**Costs of Inflation**," CEPR Discussion Papers 293, C.E.P.R. Discussion Papers.- Driffill, John & Mizon, Grayham E. & Ulph, Alistair, 1990.
"
**Costs of inflation**," Handbook of Monetary Economics, in: B. M. Friedman & F. H. Hahn (ed.), Handbook of Monetary Economics, edition 1, volume 2, chapter 19, pages 1013-1066 Elsevier.

- Driffill, John & Mizon, Grayham E. & Ulph, Alistair, 1990.
"

#### 1988

- 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. - 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.- Phillips, P C B, 1991.
"
**Optimal Inference in Cointegrated Systems**," Econometrica, Econometric Society, vol. 59(2), pages 283-306, March.

- Phillips, P C B, 1991.
"
- 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. - Peter C.B. Phillips, 1988.
"
**Spectral Regression for Cointegrated Time Series**," Cowles Foundation Discussion Papers 872, Cowles Foundation for Research in Economics, Yale University. - 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. - 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. - 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.- Phillips, P C B, 1991.
"
**Error Correction and Long-Run Equilibrium in Continuous Time**," Econometrica, Econometric Society, vol. 59(4), pages 967-80, July.

- Phillips, P C B, 1991.
"
- Peter C.B. Phillips, 1988.
"
**Reflections on Econometric Methodology**," Cowles Foundation Discussion Papers 893, Cowles Foundation for Research in Economics, Yale University.- Phillips, P C B, 1988.
"
**Reflections on Econometric Methodology**," The Economic Record, The Economic Society of Australia, vol. 64(187), pages 344-59, December.

- Phillips, P C B, 1988.
"

#### 1987

- Grant H. Hillier, 1987.
"
**Joint Distribution Theory for Some Statistics Based on LIML and TSLS**," Cowles Foundation Discussion Papers 840, Cowles Foundation for Research in Economics, Yale University. - Peter C.B. Phillips, 1987.
"
**Spherical Matrix Distributions and Cauchy Quotients**," Cowles Foundation Discussion Papers 823, Cowles Foundation for Research in Economics, Yale University.- Phillips, P. C. B., 1989.
"
**Spherical matrix distributions and cauchy quotients**," Statistics & Probability Letters, Elsevier, vol. 8(1), pages 51-53, May.

- Phillips, P. C. B., 1989.
"
- 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.- Phillips, Peter C. B., 1988.
"
**Conditional and unconditional statistical independence**," Journal of Econometrics, Elsevier, vol. 38(3), pages 341-348, July.

- Phillips, Peter C. B., 1988.
"
- Peter C.B. Phillips & Vassilis A. Hajivassiliou, 1987.
"
**Bimodal t-Ratios**," Cowles Foundation Discussion Papers 842, Cowles Foundation for Research in Economics, Yale University. - 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.- Phillips, P.C.B., 1989.
"
**Partially Identified Econometric Models**," Econometric Theory, Cambridge University Press, vol. 5(02), pages 181-240, August.

- Phillips, P.C.B., 1989.
"
- 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.- 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.

- Phillips, P.C.B., 1988.
"
- 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.- 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.

- Phillips, Peter C B & Ouliaris, S, 1990.
"
- 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

- Hillier, Grant, 1986.
"
**Joint Tests for Zero Restrictions on Non-negative Regression Coefficients**," MPRA Paper 15804, University Library of Munich, Germany. - 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.- Phillips, Peter C B, 1988.
"
**Regression Theory for Near-Integrated Time Series**," Econometrica, Econometric Society, vol. 56(5), pages 1021-43, September.

- Phillips, Peter C B, 1988.
"
- 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. - 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. - 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.- 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.

- Durlauf, Steven N & Phillips, Peter C B, 1988.
"
- 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.- Tom Doan, .
"
**PPUNIT: RATS procedure to perform Phillips-Perron Unit Root test**," Statistical Software Components RTS00160, Boston College Department of Economics. - Phillips, P.C.B., 1986.
"
**Testing for a Unit Root in Time Series Regression**," Cahiers de recherche 8633, Universite de Montreal, Departement de sciences economiques.

- Tom Doan, .
"
- 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. - 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.- 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.

- Phillips, Peter C B & Park, Joon Y, 1988.
"
- 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. - 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. - 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.- 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.

- Park, Joon Y. & Phillips, Peter C.B., 1988.
"
- 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.- 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.

- Park, Joon Y. & Phillips, Peter C.B., 1989.
"
- 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.- 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.

- Perron, Pierre & Phillips, Peter C. B., 1987.
"

#### 1985

- 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.- 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.

- Phillips, P C B, 1986.
"
- 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.- Phillips, P C B, 1987.
"
**Time Series Regression with a Unit Root**," Econometrica, Econometric Society, vol. 55(2), pages 277-301, March.

- Phillips, P C B, 1987.
"
- Peter C.B. Phillips, 1985.
"
**Understanding Spurious Regressions in Econometrics**," Cowles Foundation Discussion Papers 757, Cowles Foundation for Research in Economics, Yale University.- Phillips, P.C.B., 1986.
"
**Understanding spurious regressions in econometrics**," Journal of Econometrics, Elsevier, vol. 33(3), pages 311-340, December.

- Phillips, P.C.B., 1986.
"
- Peter C.B. Phillips, 1985.
"
**Asymptotic Expansions in Nonstationary Vector Autoregressions**," Cowles Foundation Discussion Papers 765, Cowles Foundation for Research in Economics, Yale University.- Phillips, P. C. B., 1987.
"
**Asymptotic Expansions in Nonstationary Vector Autoregressions**," Econometric Theory, Cambridge University Press, vol. 3(01), pages 45-68, February.

- Phillips, P. C. B., 1987.
"
- 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. - 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.- 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.

- Phillips, P C B & Durlauf, S N, 1986.
"
- Hendry, David F & Mizon, Grayham Ernest, 1985.
"
**Procrustean Econometrics: Stretching and Squeezing Data**," CEPR Discussion Papers 68, C.E.P.R. Discussion Papers.

#### 1984

- Peter C.B. Phillips & R.C. Reiss, 1984.
"
**Testing for Serial Correlation and Unit Roots Using a Computer Function Routine Bases on ERA's**," Cowles Foundation Discussion Papers 721, Cowles Foundation for Research in Economics, Yale University. - 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.- Phillips, P C B, 1986.
"
**The Exact Distribution of the Wald Statistic**," Econometrica, Econometric Society, vol. 54(4), pages 881-95, July.

- Phillips, P C B, 1986.
"
- 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

- 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. - 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. - 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.- Phillips, P. C. B., 1984.
"
**The exact distribution of exogenous variable coefficient estimators**," Journal of Econometrics, Elsevier, vol. 26(3), pages 387-398, December.

- Phillips, P. C. B., 1984.
"
- 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.- Phillips, P.C.B., 1984.
"
**The exact distribution of the Stein-rule estimator**," Journal of Econometrics, Elsevier, vol. 25(1-2), pages 123-131.

- Phillips, P.C.B., 1984.
"
- Peter C.B. Phillips, 1983.
"
**Finite Sample Econometrics Using ERA's**," Cowles Foundation Discussion Papers 683, Cowles Foundation for Research in Economics, Yale University. - 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

- 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. - 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.- 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.

- Phillips, P.C.B., 1983.
"
- 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. - Peter C.B. Phillips, 1982.
"
**The Distribution of Matrix Quotients**," Cowles Foundation Discussion Papers 637, Cowles Foundation for Research in Economics, Yale University.- Phillips, P. C. B., 1985.
"
**The distribution of matrix quotients**," Journal of Multivariate Analysis, Elsevier, vol. 16(1), pages 157-161, February.

- Phillips, P. C. B., 1985.
"
- 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. - 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.- Phillips, Peter C B, 1983.
"
**ERAs: A New Approach to Small Sample Theory**," Econometrica, Econometric Society, vol. 51(5), pages 1505-25, September.

- Phillips, Peter C B, 1983.
"
- Peter C.B. Phillips, 1982.
"
**The Exact Distribution of LIML: I**," Cowles Foundation Discussion Papers 658, Cowles Foundation for Research in Economics, Yale University.- Phillips, Peter C B, 1985.
"
**The Exact Distribution of LIML: II**," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 26(1), pages 21-36, February. - 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.

- Peter C.B. Phillips, 1983.
"
**The Exact Distribution of LIML: II**," Cowles Foundation Discussion Papers 663, Cowles Foundation for Research in Economics, Yale University.

- Phillips, Peter C B, 1985.
"

#### 1981

- 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. - 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

- 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. - Peter C.B. Phillips, 1980.
"
**On a Lemma of Amemiya**," Cowles Foundation Discussion Papers 560, Cowles Foundation for Research in Economics, Yale University. - 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. - 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. - 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. - 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.- 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.

- Maasoumi, Esfandiar & Phillips, Peter C. B., 1982.
"
- 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.- Phillips, P C B, 1982.
"
**On the Consistency of Nonlinear FIML**," Econometrica, Econometric Society, vol. 50(5), pages 1307-24, September.

- Phillips, P C B, 1982.
"

#### 1979

- 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

- 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

- 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. - Valentina Corradi & Antonella Ianni, .
"
**Consensus and Co-Existence in an Interactive Process of Opinion Formation**," Penn CARESS Working Papers 69d00c7ec336b2f687ab3f9c5, Penn Economics Department.- Valentina Corradi & Antonella Ianni, .
"
**"Consensus and Co-Existence in an Interactive Process of Opinion Formation''**," CARESS Working Papres 98-09, University of Pennsylvania Center for Analytic Research and Economics in the Social Sciences.

- Valentina Corradi & Antonella Ianni, .
"
- Valentina Corradi & Antonella Ianni, .
"
**Ergodicity and Clustering in Opinion Formation**," Penn CARESS Working Papers 4e07391e101139fde2f8e70d4, Penn Economics Department.- Valentina Corradi & Antonella Ianni, .
"
**"Ergodicity and Clustering in Opinion Formation''**," CARESS Working Papres 98-10, University of Pennsylvania Center for Analytic Research and Economics in the Social Sciences.

- Valentina Corradi & Antonella Ianni, .
"
- Antonella Ianni, .
"
**"Learning Correlated Equilibria in Potential Games''**," CARESS Working Papres 98-05, University of Pennsylvania Center for Analytic Research and Economics in the Social Sciences.- Antonella Ianni, .
"
**Learning Correlated Equilibria in Potential Games**," Penn CARESS Working Papers 34ac2118b0340df9732abdd0b, Penn Economics Department. - Ianni, Antonella, 2000.
"
**Learning correlated equilibria in potential games**," Discussion Paper Series In Economics And Econometrics 0012, Economics Division, School of Social Sciences, University of Southampton.

- Antonella Ianni, .
"
- Massimiliano Marcellino & Grayham E. Mizon, .
"
**Small system modelling of real wages, inflation, unemployment and output per capita in Italy 1970-1994**," Working Papers 188, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.- Massimiliano Marcellino & Grayham E. Mizon, 2001.
"
**Small-system modelling of real wages, inflation, unemployment and output per capita in Italy 1970-1994**," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(3), pages 359-370.

- Marcellino, Massimiliano & Mizon, Grayham E., 2000.
"
**Small system modelling of real wages, inflation, unemployment and output per capita in Italy 1970-1994**," Discussion Paper Series In Economics And Econometrics 0106, Economics Division, School of Social Sciences, University of Southampton.

- Massimiliano Marcellino & Grayham E. Mizon, 2001.
"

### Journal articles

#### 2014

- 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.- 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.

- Chirok Han & Peter C.B. Phillips & Donggyu Sul, 2010.
"
- Phillips, Peter C.B., 2014.
"
**Optimal estimation of cointegrated systems with irrelevant instruments**," Journal of Econometrics, Elsevier, vol. 178(P2), pages 210-224.- 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.

- Peter C. B. Phillips, 2006.
"
- 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. - Juan A. Correa & Christian Ferrada & Pablo Gutiérrez & Francisco Parro, 2014.
"
**Effects of fiscal policy on private consumption: evidence from structural-balance fiscal rule deviations**," Applied Economics Letters, Taylor & Francis Journals, vol. 21(11), pages 776-781, July. - Mirco Tonin & Michael Vlassopoulos, 2014.
"
**An experimental investigation of intrinsic motivations for giving**," Theory and Decision, Springer, vol. 76(1), pages 47-67, January.- Tonin, Mirco & Vlassopoulos, Michael, 2010.
"
**An experimental investigation of intrinsic motivations for giving**," Discussion Paper Series In Economics And Econometrics 1008, Economics Division, School of Social Sciences, University of Southampton. - Tonin, Mirco & Vlassopoulos, Michael, 2011.
"
**An Experimental Investigation of Intrinsic Motivations for Giving**," IZA Discussion Papers 5461, Institute for the Study of Labor (IZA).

- Tonin, Mirco & Vlassopoulos, Michael, 2010.
"
- Nanos, Panagiotis & Schluter, Christian, 2014.
"
**The composition of wage differentials between migrants and natives**," European Economic Review, Elsevier, vol. 65(C), pages 23-44.- Panagiotis Nanos & Christian Schluter, 2013.
"
**The Composition of Wage Differentials between Migrants and Natives**," Papers 1306.1781, arXiv.org, revised Oct 2013.

- Panagiotis Nanos & Christian Schluter, 2013.
"
- Zacharias Maniadis & Fabio Tufano & John A. List, 2014.
"
**One Swallow Doesn't Make a Summer: New Evidence on Anchoring Effects**," American Economic Review, American Economic Association, vol. 104(1), pages 277-90, January.- Zacharias Maniadis & Fabio Tufano & John List, 2013.
"
**One Swallow Does not Make a Summer: New Evidence on Anchoring Effects**," Levine's Working Paper Archive 786969000000000824, David K. Levine.

- Zacharias Maniadis & Fabio Tufano & John List, 2013.
"
- Zacharias Maniadis & Fabio Tufano & John A. List, 2014.
"
**One Swallow Doesn't Make a Summer: Reply to Kataria**," Econ Journal Watch, Econ Journal Watch, vol. 11(1), pages 11-16, January. - Peter M. Robinson & Francesca Rossi, 2014.
"
**Improved Lagrange multiplier tests in spatial autoregressions**," Econometrics Journal, Royal Economic Society, vol. 17(1), pages 139-164, 02.- Peter M Robinson & Francesca Rossi, 2013.
"
**Improved Lagrange Multiplier Tests in Spatial Autoregressions**," STICERD - Econometrics Paper Series /2013/566, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.

- Peter M Robinson & Francesca Rossi, 2013.
"

#### 2013

- 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. - 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. - 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.- 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.

- Peter C.B. Phillips & Tassos Magdalinos, 2011.
"
- 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. - de Frutos, Maria-Angeles & Ornaghi, Carmine & Siotis, Georges, 2013.
"
**Competition in the pharmaceutical industry: How do quality differences shape advertising strategies?**," Journal of Health Economics, Elsevier, vol. 32(1), pages 268-285.- de Frutos, Maria-Angeles & Ornaghi, Carmine & Siotis, Georges, 2010.
"
**Competition in the Pharmaceutical Industry: How do Quality Differences Shape Advertising Strategies?**," CEPR Discussion Papers 8076, C.E.P.R. Discussion Papers.

- de Frutos, Maria-Angeles & Ornaghi, Carmine & Siotis, Georges, 2010.
"
- Castiglionesi, Fabio & Ornaghi, Carmine, 2013.
"
**On The Determinants Of Total Factor Productivity Growth: Evidence From Spanish Manufacturing Firms**," Macroeconomic Dynamics, Cambridge University Press, vol. 17(03), pages 501-530, April. - Antonio F. Galvao & Gabriel Montes-Rojas & Jose Olmo, 2013.
"
**A panel data test for poverty traps**," Applied Economics, Taylor & Francis Journals, vol. 45(14), pages 1943-1952, May. - Mirco Tonin & Michael Vlassopoulos,, 2013.
"
**Do Social Incentives Matter? Evidence from an Online Real Effort Experiment**," Review of Environment, Energy and Economics - Re3, Fondazione Eni Enrico Mattei, January. - Mirco Tonin, 2013.
"
**Underreporting of earnings and the minimum wage spike**," IZA Journal of European Labor Studies, Springer, vol. 2(1), pages 1-18, December.- Tonin, Mirco, 2011.
"
**Underreporting of Earnings and the Minimum Wage Spike**," IZA Discussion Papers 5942, Institute for the Study of Labor (IZA).

- Tonin, Mirco, 2011.
"
- Tonin, Mirco & Vlassopoulos, Michael, 2013.
"
**Experimental evidence of self-image concerns as motivation for giving**," Journal of Economic Behavior & Organization, Elsevier, vol. 90(C), pages 19-27.- Tonin, Mirco & Vlassopoulos, Michael, 2012.
"
**Experimental Evidence of Self-Image Concerns as Motivation for Giving**," IZA Discussion Papers 6388, Institute for the Study of Labor (IZA).

- Tonin, Mirco & Vlassopoulos, Michael, 2012.
"
- Gill, David & Prowse, Victoria & Vlassopoulos, Michael, 2013.
"
**Cheating in the workplace: An experimental study of the impact of bonuses and productivity**," Journal of Economic Behavior & Organization, Elsevier, vol. 96(C), pages 120-134.- Gill, David & Prowse, Victoria & Vlassopoulos, Michael, 2013.
"
**Cheating in the workplace: An experimental study of the impact of bonuses and productivity**," MPRA Paper 50166, University Library of Munich, Germany. - Gill, David & Prowse, Victoria & Vlassopoulos, Michael, 2012.
"
**Cheating in the Workplace: An Experimental Study of the Impact of Bonuses and Productivity**," IZA Discussion Papers 6725, Institute for the Study of Labor (IZA). - David Gill & Victoria Prowse & Michael Vlassopoulos, 2013.
"
**Cheating in the workplace: An experimental study of the impact of bonuses and productivity**," Economics Series Working Papers 666, University of Oxford, Department of Economics.

- Gill, David & Prowse, Victoria & Vlassopoulos, Michael, 2013.
"
- Binelli, Chiara & Rubio-Codina, Marta, 2013.
"
**The Returns to Private Education: Evidence from Mexico**," Economics of Education Review, Elsevier, vol. 36(C), pages 198-215.- Chiara Binelli & Marta Rubio Codina, 2012.
"
**The returns to private education: evidence from Mexico**," IFS Working Papers W12/08, Institute for Fiscal Studies.

- Chiara Binelli & Marta Rubio Codina, 2012.
"
- Spyros Galanis, 2013.
"
**Unawareness of theorems**," Economic Theory, Springer, vol. 52(1), pages 41-73, January.- Galanis, Spyros, 2007.
"
**Unawareness of theorems**," Discussion Paper Series In Economics And Econometrics 51816, Economics Division, School of Social Sciences, University of Southampton.

- Galanis, Spyros, 2007.
"
- Barelli, Paulo & Galanis, Spyros, 2013.
"
**Admissibility and event-rationality**," Games and Economic Behavior, Elsevier, vol. 77(1), pages 21-40.- Paulo Barelli & Spyros Galanis, 2011.
"
**Admissibility and Event-Rationality**," RCER Working Papers 568, University of Rochester - Center for Economic Research (RCER).

- Paulo Barelli & Spyros Galanis, 2011.
"
- Miltiadis Makris & Luigi Siciliani, 2013.
"
**Optimal Incentive Schemes for Altruistic Providers**," Journal of Public Economic Theory, Association for Public Economic Theory, vol. 15(5), pages 675-699, October. - Ioannou, Christos A. & Qi, Shi & Rustichini, Aldo, 2013.
"
**A test of stability in a linear altruism model**," Economics Letters, Elsevier, vol. 121(1), pages 85-89. - Fumagalli, Elena & Mentzakis, Emmanouil & Suhrcke, Marc, 2013.
"
**Do political factors matter in explaining under- and overweight outcomes in developing countries?**," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 46(C), pages 48-56. - Mentzakis, Emmanouil & Suhrcke, Marc & Roberts, Bayard & Murphy, Adrianna & McKee, Martin, 2013.
"
**Estimating the causal effect of alcohol consumption on well-being for a cross-section of 9 former Soviet Union countries**," Social Science & Medicine, Elsevier, vol. 89(C), pages 1-7. - Hurley, Jeremiah & Mentzakis, Emmanouil, 2013.
"
**Health-related externalities: Evidence from a choice experiment**," Journal of Health Economics, Elsevier, vol. 32(4), pages 671-681. - Mentzakis, Emmanouil & Mestelman, Stuart, 2013.
"
**Hypothetical bias in value orientations ring games**," Economics Letters, Elsevier, vol. 120(3), pages 562-565. - R. Becker & Y. Wang, 2013.
"
**Measuring the Chinese business cycle**," Applied Economics, Taylor & Francis Journals, vol. 45(28), pages 3988-4003, October.

#### 2012

- Peter C. B. Phillips, 2012.
"
**Folklore Theorems, Implicit Maps, and Indirect Inference**," Econometrica, Econometric Society, vol. 80(1), pages 425-454, 01. - 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.- 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.

- Yonghui Zhang & Liangjun Su & Peter C.B. Phillips, 2011.
"
- 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. - 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. - 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.- 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.

- Xiaoxia Shi & Peter C. B. Phillips, 2010.
"
- Kasparis, Ioannis & Phillips, Peter C.B., 2012.
"
**Dynamic misspecification in nonparametric cointegrating regression**," Journal of Econometrics, Elsevier, vol. 168(2), pages 270-284.- Peter C.B.Phillips & Ioannis Kasparis, 2009.
"
**Dynamic Misspecification in Nonparametric Cointegrating Regression**," Working Papers CoFie-01-2009, Sim Kee Boon Institute for Financial Economics. - Ioannis Kasparis & Peter C.B. Phillips, 2009.
"
**Dynamic Misspecification in Nonparametric Cointegrating Regression**," Cowles Foundation Discussion Papers 1700, Cowles Foundation for Research in Economics, Yale University. - 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.

- Peter C.B.Phillips & Ioannis Kasparis, 2009.
"
- 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.- 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.

- Liudas Giraitis & Peter C. B. Phillips, 2009.
"
- Ploberger, Werner & Phillips, Peter C.B., 2012.
"
**Optimal estimation under nonstandard conditions**," Journal of Econometrics, Elsevier, vol. 169(2), pages 258-265.- 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.

- Werner Ploberger & Peter C.B. Phillips, 2010.
"
- 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.- 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.

- Xu Cheng & Peter C. B. Phillips, 2009.
"
- Juan A. Correa, 2012.
"
**Innovation and competition: An unstable relationship**," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 27(1), pages 160-166, 01. - Martinez Oscar & Olmo Jose, 2012.
"
**A Nonlinear Threshold Model for the Dependence of Extremes of Stationary Sequences**," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 16(3), pages 1-39, September.- Martinez, O. & Olmo, J., 2008.
"
**A Nonlinear Threshold Model for the Dependence of Extremes of Stationary Sequences**," Working Papers 08/08, Department of Economics, City University London. - Martínez Ibáñez, Oscar & Olmo, José, 2008.
"
**A nonlinear threshold model for the dependence of extremes of stationary sequences**," Working Papers 2072/5361, Universitat Rovira i Virgili, Department of Economics.

- Martinez, O. & Olmo, J., 2008.
"
- Olmo, José & Sanso-Navarro, Marcos, 2012.
"
**Forecasting the performance of hedge fund styles**," Journal of Banking & Finance, Elsevier, vol. 36(8), pages 2351-2365. - Pitarakis, Jean-Yves, 2012.
"
**Jointly testing linearity and nonstationarity within threshold autoregressions**," Economics Letters, Elsevier, vol. 117(2), pages 411-413.- Pitarakis, Jean-Yves, 2012.
"
**Jointly testing linearity and nonstationarity within threshold autoregressions**," MPRA Paper 38845, University Library of Munich, Germany.

- Pitarakis, Jean-Yves, 2012.
"
- Albornoz, Facundo & Calvo Pardo, Héctor F. & Corcos, Gregory & Ornelas, Emanuel, 2012.
"
**Sequential exporting**," Journal of International Economics, Elsevier, vol. 88(1), pages 17-31.- Facundo Albornoz & Hector Calvo-Pardo & Gregory Corcos & Emanuel Ornelas, 2010.
"
**Sequential Exporting**," CEP Discussion Papers dp0974, Centre for Economic Performance, LSE. - Facundo Albornoz & Héctor Calvo-Pardo & Gregory Corcos & Emanuel Ornelas, 2010.
"
**Sequential exporting**," LSE Research Online Documents on Economics 28724, London School of Economics and Political Science, LSE Library. - Hector Calvo & Gregory Corcos & Emanuel Ornelas & Facundo Albornoz, 2010.
"
**Sequential Exporting**," 2010 Meeting Papers 1065, Society for Economic Dynamics. - Facundo Albornoz & Hector F. Calvo Pardo & Gregory Corcos & Emanuel Ornelas, 2010.
"
**Sequential Exporting**," Discussion Papers 10-08, Department of Economics, University of Birmingham. - Albornoz-Crespo, Facundo & Calvo Pardo, Hector F. & Corcos, Gregory & Ornelas, Emanuel, 2010.
"
**Sequential Exporting**," CEPR Discussion Papers 8103, C.E.P.R. Discussion Papers.

- Facundo Albornoz & Hector Calvo-Pardo & Gregory Corcos & Emanuel Ornelas, 2010.
"
- Thomas Gall & Paolo Masella, 2012.
"
**Markets and jungles**," Journal of Economic Growth, Springer, vol. 17(2), pages 103-141, June.- Thomas Gall & Paolo Masella, 2009.
"
**Markets and Jungles**," Boston University - Department of Economics - The Institute for Economic Development Working Papers Series dp-187, Boston University - Department of Economics. - Gall, Thomas & Masella, Paolo, 2011.
"
**Markets and Jungles**," Proceedings of the German Development Economics Conference, Berlin 2011 30, Verein für Socialpolitik, Research Committee Development Economics.

- Thomas Gall & Paolo Masella, 2009.
"
- Arando, Saioa & Gago, Monica & Podivinsky, Jan M. & Stewart, Geoff, 2012.
"
**Do labour-managed firms benefit from agglomeration?**," Journal of Economic Behavior & Organization, Elsevier, vol. 84(1), pages 193-200. - Giam Pietro Cipriani & Miltiadis Makris, 2012.
"
**Payg Pensions And Human Capital Accumulation: Some Unpleasant Arithmetic**," Manchester School, University of Manchester, vol. 80(4), pages 429-446, 07.- Giam Pietro Cipriani & Miltiadis Makris, 2009.
"
**PAYG Pensions and Human Capital Accumulation: Some Unpleasant Arithmetic**," CHILD Working Papers wp19_09, CHILD - Centre for Household, Income, Labour and Demographic economics - ITALY.

- Giam Pietro Cipriani & Miltiadis Makris, 2009.
"
- Surajeet Chakravarty & Miltiadis Makris, 2012.
"
**Designing Incentives under Multidimensional Performance Measures**," Journal of Institutional and Theoretical Economics (JITE), Mohr Siebeck, Tübingen, vol. 168(4), pages 687-711, December. - Emmanouil Mentzakis & Paul McNamee & Mandy Ryan & Matthew Sutton, 2012.
"
**Valuing Informal Care Experience: Does Choice of Measure Matter?**," Social Indicators Research, Springer, vol. 108(1), pages 169-184, August. - Wang, Yuanyuan & You, Jing, 2012.
"
**Corruption and firm growth: Evidence from China**," China Economic Review, Elsevier, vol. 23(2), pages 415-433. - Drew Fudenberg & David K. Levine & Zacharias Maniadis, 2012.
"
**On the Robustness of Anchoring Effects in WTP and WTA Experiments**," American Economic Journal: Microeconomics, American Economic Association, vol. 4(2), pages 131-45, May.- Drew Fudenberg & David K Levine & Zacharias Maniadis, 2010.
"
**On the Robustness of Anchoring Effects in WTP and WTA Experiments**," Levine's Working Paper Archive 661465000000000312, David K. Levine.

- Drew Fudenberg & David K Levine & Zacharias Maniadis, 2010.
"

#### 2011

- 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. - 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.- 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.

- Xiaohu Wang & Peter C.B. Phillips & Jun Yu, 2011.
"
- 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. - 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.- Peter C.B. Philips & Yangru Wu & Jun Yu, 2009.
"
**Explosive Behavior in the 1990s Nasdaq : When Did Exuberance Escalate Asset Values?**," Finance Working Papers 23050, East Asian Bureau of Economic Research. - Peter C.B. PHILIPS & Yangru WU & Jun YU, 2009.
"
**Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values?**," Working Papers 19-2009, Singapore Management University, School of Economics. - Peter C.B.Phillips & Yangru Wu & Jun Yu, 2009.
"
**Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values?**," Working Papers CoFie-03-2008, Sim Kee Boon Institute for Financial Economics. - 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. - Peter C.B. Phillips & Yangru Wu & Jun Yu, 2009.
"
**Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values?**," Cowles Foundation Discussion Papers 1699, Cowles Foundation for Research in Economics, Yale University.

- Peter C.B. Philips & Yangru Wu & Jun Yu, 2009.
"
- 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.- 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. - Chirok Han & Jin Seo Cho & Peter C. B. Phillips, 2009.
"
**Infinite Density at the Median and the Typical Shape of Stock Return Distributions**," Discussion Paper Series 0914, Institute of Economic Research, Korea University. - Peter C.B.Phillips & Jin Seo Cho & Chirok Han, 2009.
"
**Infinite Density at the Median and the Typical Shape of Stock Return Distributions**," Working Papers CoFie-03-2009, Sim Kee Boon Institute for Financial Economics.

- Chirok Han & Jin Seo Cho & Peter C.B. Phillips, 2009.
"
- 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.- Peter C. B. Phillips & Jun Yu, 2009.
"
**Dating the Timeline of Financial Bubbles During the Subprime Crisis**," Finance Working Papers 23051, East Asian Bureau of Economic Research. - Peter C.B.Phillips & Jun Yu, 2009.
"
**Dating the Timeline of Financial Bubbles During the Subprime Crisis**," Working Papers CoFie-07-2009, Sim Kee Boon Institute for Financial Economics. - Peter C. B. Phillips & Jun Yu, 2010.
"
**Dating the Timeline of Financial Bubbles during the Subprime Crisis**," Cowles Foundation Discussion Papers 1770, Cowles Foundation for Research in Economics, Yale University. - 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.

- Peter C. B. Phillips & Jun Yu, 2009.
"
- 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.- 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.

- Chirok Han & Peter C.B. Phillips & Donggyu Sul, 2010.
"
- 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. - 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.- 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.

- Yixiao Sun & Peter C.B. Phillips & Sainan Jin, 2010.
"
- J. Carlos Escanciano & Jose Olmo, 2011.
"
**Robust Backtesting Tests for Value-at-risk Models**," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 9(1), pages 132-161, Winter. - Keith Pilbeam & Jose Olmo, 2011.
"
**The forward discount puzzle and market efficiency**," Annals of Finance, Springer, vol. 7(1), pages 119-135, February. - Olmo Jose & Pouliot William, 2011.
"
**Early Detection Techniques for Market Risk Failure**," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 15(4), pages 1-55, September.- Olmo, J. & Pouliot, W., 2008.
"
**Early Detection Techniques for Market Risk Failure**," Working Papers 08/09, Department of Economics, City University London.

- Olmo, J. & Pouliot, W., 2008.
"
- Olmo, Jose & Pilbeam, Keith & Pouliot, William, 2011.
"
**Detecting the presence of insider trading via structural break tests**," Journal of Banking & Finance, Elsevier, vol. 35(11), pages 2820-2828, November. - Antonio F. Galvao Jr. & Gabriel Montes‐Rojas & Jose Olmo, 2011.
"
**Threshold quantile autoregressive models**," Journal of Time Series Analysis, Wiley Blackwell, vol. 32(3), pages 253-267, 05. - Jose Olmo & Keith Pilbeam, 2011.
"
**Uncovered interest parity and the efficiency of the foreign exchange market: a re‐examination of the evidence**," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 16(2), pages 189-204, 04. - Ann-Sofie Kolm & Mirco Tonin, 2011.
"
**In-work benefits and unemployment**," International Tax and Public Finance, Springer, vol. 18(1), pages 74-92, February.- Tonin, Mirco & Kolm, Ann-Sofie, 2011.
"
**In-Work Benefits and Unemployment**," IZA Discussion Papers 5473, Institute for the Study of Labor (IZA). - Kolm, Ann-Sofie & Tonin, Mirco, 2010.
"
**In-work benefits and unemployment**," Discussion Paper Series In Economics And Econometrics 80217, Economics Division, School of Social Sciences, University of Southampton.

- Tonin, Mirco & Kolm, Ann-Sofie, 2011.
"
- Tonin, Mirco, 2011.
"
**Minimum wage and tax evasion: Theory and evidence**," Journal of Public Economics, Elsevier, vol. 95(11), pages 1635-1651.- Mirco Tonin, 2007.
"
**Minimum Wage and Tax Evasion: Theory and Evidence**," William Davidson Institute Working Papers Series wp865, William Davidson Institute at the University of Michigan. - Mirco Tonin, 2009.
"
**Minimumwage and tax evasion: theory and evidence**," MNB Working Papers 2009/2, Magyar Nemzeti Bank (the central bank of Hungary). - Mirco Tonin, 2007.
"
**Minimum Wage and Tax Evasion: Theory and Evidence**," IEHAS Discussion Papers 0701, Institute of Economics, Centre for Economic and Regional Studies, Hungarian Academy of Sciences. - Tonin, Mirco, 2011.
"
**Minimum Wage and Tax Evasion: Theory and Evidence**," IZA Discussion Papers 5660, Institute for the Study of Labor (IZA).

- Mirco Tonin, 2007.
"
- Jes�s Gonzalo & Jean-Yves Pitarakis, 2011.
"
**Regime-Specific Predictability in Predictive Regressions**," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(2), pages 229-241, June.- Jesús Gonzalo & Jean-Ives Pitarakis, 2010.
"
**Regime specific predictability in predictive regressions**," Economics Working Papers we097844, Universidad Carlos III, Departamento de Economía. - Gonzalo, Jesus & Pitarakis, Jean-Yves, 2010.
"
**Regime Specific Predictability in Predictive Regressions**," MPRA Paper 29190, University Library of Munich, Germany. - Gonzalo, Jesus & Pitarakis, Jean-Yves, 2010.
"
**Regime specific predictability in predictive regressions**," Discussion Paper Series In Economics And Econometrics 0916, Economics Division, School of Social Sciences, University of Southampton.

- Jesús Gonzalo & Jean-Ives Pitarakis, 2010.
"
- Siti Daud & Jan Podivinsky, 2011.
"
**Debt–Growth Nexus: A Spatial Econometrics Approach for Developing Countries**," Transition Studies Review, Springer, vol. 18(1), pages 1-15, September. - Siti Nurazira Mohd Daud & Jan M. Podivinsky, 2011.
"
**An Accumulation of International Reserves and External Debt: Evidence from Developing Countries**," Global Economic Review, Taylor & Francis Journals, vol. 40(3), pages 229-249, September. - Spyros Galanis, 2011.
"
**Syntactic foundations for unawareness of theorems**," Theory and Decision, Springer, vol. 71(4), pages 593-614, October. - Emmanouil Mentzakis, 2011.
"
**Allowing for heterogeneity in monetary subjective well‐being valuations**," Health Economics, John Wiley & Sons, Ltd., vol. 20(3), pages 331-347, March. - Mentzakis, Emmanouil & Stefanowska, Patricia & Hurley, Jeremiah, 2011.
"
**A discrete choice experiment investigating preferences for funding drugs used to treat orphan diseases: an exploratory study**," Health Economics, Policy and Law, Cambridge University Press, vol. 6(03), pages 405-433, June. - Emmanouil Mentzakis & Mandy Ryan & Paul McNamee, 2011.
"
**Using discrete choice experiments to value informal care tasks: exploring preference heterogeneity**," Health Economics, John Wiley & Sons, Ltd., vol. 20(8), pages 930-944, 08. - Duku, Moses Hensley & Gu, Sai & Hagan, Essel Ben, 2011.
"
**A comprehensive review of biomass resources and biofuels potential in Ghana**," Renewable and Sustainable Energy Reviews, Elsevier, vol. 15(1), pages 404-415, January. - Hendry David F & Mizon Grayham E, 2011.
"
**Econometric Modelling of Time Series with Outlying Observations**," Journal of Time Series Econometrics, De Gruyter, vol. 3(1), pages 1-26, February.

#### 2010

- 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.- 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.

- Chirok Han & Peter C.B. Phillips, 2007.
"
- 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.- 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.

- Seung Hyun Hong & Peter C. B. Phillips, 2005.
"
- 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. - 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.- 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. - Peter C.B.Phillips & Jin Seo Cho & Chirok Han, 2009.
"
**LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities**," Working Papers CoFie-02-2009, Sim Kee Boon Institute for Financial Economics. - Jin Seo Cho & Chirok-Han & Peter C. B. Phillips, 2009.
"
**LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities**," Discussion Paper Series 0917, Institute of Economic Research, Korea University.

- Jin Seo Cho & Chirok Han & Peter C.B. Phillips, 2009.
"
- 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.- Christian GouriÃƒÂ©roux & Peter C. B. Phillips & Jun Yu, 2006.
"
**Indirect Inference for Dynamic Panel Models**," Development Economics Working Papers 22421, East Asian Bureau of Economic Research. - 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.

- Christian GouriÃƒÂ©roux & Peter C. B. Phillips & Jun Yu, 2006.
"
- Phillips, Peter C.B., 2010.
"
**Bootstrapping I(1) data**," Journal of Econometrics, Elsevier, vol. 158(2), pages 280-284, October.- Peter C. B. Phillips, 2009.
"
**Bootstrapping I(1) Data**," Cowles Foundation Discussion Papers 1689, Cowles Foundation for Research in Economics, Yale University.

- Peter C. B. Phillips, 2009.
"
- 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.- 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.

- Peter C.B. Phillips & Tassos Magdalinos & Liudas Giraitis, 2008.
"
- Peter Phillips, 2010.
"
**Two New Zealand pioneer econometricians**," New Zealand Economic Papers, Taylor & Francis Journals, vol. 44(1), pages 1-26.- Peter C.B. Phillips, 2010.
"
**Two New Zealand Pioneer Econometricians**," Cowles Foundation Discussion Papers 1750, Cowles Foundation for Research in Economics, Yale University.

- Peter C.B. Phillips, 2010.
"
- Escanciano, J. Carlos & Olmo, Jose, 2010.
"
**Backtesting Parametric Value-at-Risk With Estimation Risk**," Journal of Business & Economic Statistics, American Statistical Association, vol. 28(1), pages 36-51.- Juan Carlos Escanciano & Jose Olmo, 2007.
"
**Backtesting Parametric Value-at-Risk with Estimation Risk**," Caepr Working Papers 2007-005_updated, Center for Applied Economics and Policy Research, Economics Department, Indiana University Bloomington.

- Juan Carlos Escanciano & Jose Olmo, 2007.
"
- Tonin, Mirco & Vlassopoulos, Michael, 2010.
"
**Disentangling the sources of pro-socially motivated effort: A field experiment**," Journal of Public Economics, Elsevier, vol. 94(11-12), pages 1086-1092, December. - Sandrine CAZES & Mirco TONIN, 2010.
"
**Employment protection legislation and job stability: A European cross-country analysis**," International Labour Review, International Labour Organization, vol. 149(3), pages 261-285, 09.- Cazes, Sandrine & Tonin, Mirco, 2009.
"
**Employment protection legislation and job stability: an European cross country analysis**," Discussion Paper Series In Economics And Econometrics 0902, Economics Division, School of Social Sciences, University of Southampton.

- Cazes, Sandrine & Tonin, Mirco, 2009.
"
- Antonio Guarino & Antonella Ianni, 2010.
"
**Bayesian Social Learning with Local Interactions**," Games, MDPI, Open Access Journal, vol. 1(4), pages 438-458, October. - Luc Arrondel & Hector Calvo Pardo & Xisco Oliver, 2010.
"
**Temperance in Stock Market Participation: Evidence from France**," Economica, London School of Economics and Political Science, vol. 77(306), pages 314-333, 04. - Thomas Gall, 2010.
"
**Inequality, Incomplete Contracts, And The Size Distribution Of Business Firms**," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 51(2), pages 335-364, 05.- Thomas Gall, 2005.
"
**Inequality, Incomplete Contracts, and the Size Distribution of Business Firms**," JEPS Working Papers 05-004, JEPS.

- Thomas Gall, 2005.
"
- Chiara Binelli & Orazio Attanasio, 2010.
"
**Mexico in the 1990s: the Main Cross-Sectional Facts**," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 13(1), pages 238-264, January.- Orazio Attanasio & Chiara Binelli, 2009.
"
**Code and data files for "Mexico in the 1990s: the Main Cross-Sectional Facts"**," Computer Codes 09-201, Review of Economic Dynamics.

- Orazio Attanasio & Chiara Binelli, 2009.
"
- Young-Bae Kim & Paul Levine & Emanuela Lotti, 2010.
"
**Migration, Skill Composition and Growth**," National Institute Economic Review, National Institute of Economic and Social Research, vol. 213(1), pages R5-R19, July.- Young-Bae Kim & Paul levine & Emanuela Lotti, 2010.
"
**Migration, Skill Composition and Growth**," School of Economics Discussion Papers 0610, School of Economics, University of Surrey. - Kim, Young-Bae & Levine, Paul & Lotti, Emanuela, 2010.
"
**Migration, skill composition and growth**," Discussion Paper Series In Economics And Econometrics 1015, Economics Division, School of Social Sciences, University of Southampton.

- Young-Bae Kim & Paul levine & Emanuela Lotti, 2010.
"
- Paul Levine & Emanuela Lotti & Joseph Pearlman & Richard Pierse, 2010.
"
**Growth And Welfare Effects Of World Migration**," Scottish Journal of Political Economy, Scottish Economic Society, vol. 57(5), pages 615-643, November.

#### 2009

- Hillier, Grant, 2009.
"
**On The Conditional Likelihood Ratio Test For Several Parameters In Iv Regression**," Econometric Theory, Cambridge University Press, vol. 25(02), pages 305-335, April.- Grant Hillier, 2006.
"
**On the conditional likelihood ratio test for several parameters in IV regression**," CeMMAP working papers CWP26/06, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

- Grant Hillier, 2006.
"
- Hillier, Grant & Kan, Raymond & Wang, Xiaolu, 2009.
"
**Computationally Efficient Recursions For Top-Order Invariant Polynomials With Applications**," Econometric Theory, Cambridge University Press, vol. 25(01), pages 211-242, February.- Grant Hillier & Raymond Kan & Xiaolu Wang, 2008.
"
**Computationally efficient recursions for top-order invariant polynomials with applications**," CeMMAP working papers CWP07/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

- Grant Hillier & Raymond Kan & Xiaolu Wang, 2008.
"
- Hillier, Grant, 2009.
"
**Exact Properties Of The Conditional Likelihood Ratio Test In An Iv Regression Model**," Econometric Theory, Cambridge University Press, vol. 25(04), pages 915-957, August.- Grant Hillier, 2006.
"
**Exact properties of the conditional likelihood ratio test in an IV regression model**," CeMMAP working papers CWP23/06, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

- Grant Hillier, 2006.
"
- 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. - Phillips, Peter C.B., 2009.
"
**Econometric Theory And Practice**," Econometric Theory, Cambridge University Press, vol. 25(03), pages 583-586, June. - 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.- 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.

- Qiying Wang & Peter C.B. Phillips, 2006.
"
- 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. - 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.- 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.

- Peter C.B. Phillips, 2007.
"
- Xu Cheng & P eter C. B. Phillips, 2009.
"
**Semiparametric cointegrating rank selection**," Econometrics Journal, Royal Economic Society, vol. 12(s1), pages S83-S104, 01.- Xu Cheng & Peter C.B. Phillips, 2008.
"
**Semiparametric Cointegrating Rank Selection**," Cowles Foundation Discussion Papers 1658, Cowles Foundation for Research in Economics, Yale University.

- Xu Cheng & Peter C.B. Phillips, 2008.
"
- 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.- Peter C.B. Phillips & Donggyu Sul, 2005.
"
**Economic Transition and Growth**," Cowles Foundation Discussion Papers 1514, Cowles Foundation for Research in Economics, Yale University.

- Peter C.B. Phillips & Donggyu Sul, 2005.
"
- 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.- Peter C.B.Phillips & Jun Yu, .
"
**Simulation-based Estimation of Contingent Claims Prices**," Working Papers CoFie-05-2008, Sim Kee Boon Institute for Financial Economics. - Peter C. B. Phillips & Jun Yu, 2008.
"
**Simulation-based Estimation of Contingent-claims Prices**," Finance Working Papers 22473, East Asian Bureau of Economic Research. - 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.

- Peter C.B.Phillips & Jun Yu, .
"
- Phillips, Peter C.B., 2009.
"
**Local Limit Theory And Spurious Nonparametric Regression**," Econometric Theory, Cambridge University Press, vol. 25(06), pages 1466-1497, December.- 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.

- Peter C.B. Phillips, 2008.
"
- 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.- 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.

- Peter C.B. Phillips & Tassos Magdalinos, 2008.
"
- Phillips, Peter C.B., 2009.
"
**Long memory and long run variation**," Journal of Econometrics, Elsevier, vol. 151(2), pages 150-158, August.- Peter C.B. Phillips, 2008.
"
**Long Memory and Long Run Variation**," Cowles Foundation Discussion Papers 1656, Cowles Foundation for Research in Economics, Yale University.

- Peter C.B. Phillips, 2008.
"
- 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. - Qiying Wang & Peter C. B. Phillips, 2009.
"
**Structural Nonparametric Cointegrating Regression**," Econometrica, Econometric Society, vol. 77(6), pages 1901-1948, November.- Qiying Wang & Peter C.B. Phillips, 2008.
"
**Structural Nonparametric Cointegrating Regression**," Cowles Foundation Discussion Papers 1657, Cowles Foundation for Research in Economics, Yale University.

- Qiying Wang & Peter C.B. Phillips, 2008.
"
- Ornaghi, Carmine, 2009.
"
**Mergers and innovation in big pharma**," International Journal of Industrial Organization, Elsevier, vol. 27(1), pages 70-79, January. - Carmine Ornaghi, 2009.
"
**Positive Assortive Merging**," Journal of Economics & Management Strategy, Wiley Blackwell, vol. 18(2), pages 323-346, 06. - Jose Olmo & Keith Pilbeam, 2009.
"
**The profitability of carry trades**," Annals of Finance, Springer, vol. 5(2), pages 231-241, March. - Olmo, Jose & Pilbeam, Keith, 2009.
"
**Uncovered Interest Parity: Are Empirical Rejections of It Valid?**," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 24, pages 369-384. - Hector Calvo-Pardo, 2009.
"
**Are the antiglobalists right? Gains-from-trade without a Walrasian auctioneer**," Economic Theory, Springer, vol. 38(3), pages 561-592, March.- Hector Calvo Pardo, 2005.
"
**Are the antiglobalists right? Gains-from-trade without a walrasian auctioneer**," PSE Working Papers halshs-00590718, HAL.

- Hector Calvo Pardo, 2005.
"
- Luc Arrondel & Hector Calvo Pardo, 2009.
"
**Are the French Cautious? Assets and Labour-Market Risk**," Economie et Statistique, Institut National de la Statistique et des Etudes Economiques, vol. 417, pages 27-53., June. - Jian Tong, 2009.
"
**Explaining The Shakeout Process: A 'Successive Submarkets' Model**," Economic Journal, Royal Economic Society, vol. 119(537), pages 950-975, 04. - Duncan McVicar & Jan M. Podivinsky, 2009.
"
**How Well Has The New Deal For Young People Worked In The Uk Regions?**," Scottish Journal of Political Economy, Scottish Economic Society, vol. 56(2), pages 167-195, 05. - Jan M. Podivinsky & Geoff Stewart, 2009.
"
**Modeling Proportions: Random Effects Models Of Uk Firm Entry**," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 54(03), pages 367-377. - Vlassopoulos, Michael, 2009.
"
**Quality, reputation and the choice of organizational form**," Journal of Economic Behavior & Organization, Elsevier, vol. 71(2), pages 515-527, August. - Makris, Miltiadis, 2009.
"
**Private provision of discrete public goods**," Games and Economic Behavior, Elsevier, vol. 67(1), pages 292-299, September. - Makris, Miltiadis, 2009.
"
**Endogenous political competition and political accountability**," Economics Letters, Elsevier, vol. 104(3), pages 151-153, September. - Makris, Miltiadis, 2009.
"
**Incentives for motivated agents under an administrative constraint**," Journal of Economic Behavior & Organization, Elsevier, vol. 71(2), pages 428-440, August.- Miltiadis Makris, 2006.
"
**Incentives for Motivated Agents under an Administrative Constraint**," Discussion Papers 0601, Exeter University, Department of Economics.

- Miltiadis Makris, 2006.
"
- Emmanouil Mentzakis & Paul McNamee & Mandy Ryan, 2009.
"
**Who cares and how much: exploring the determinants of co-residential informal care**," Review of Economics of the Household, Springer, vol. 7(3), pages 283-303, September.- Emmanouil Mentzakis & Paul McNamee & Mandy Ryan, 2009.
"
**Who cares and how much: exploring the determinants of co-residential informal care**," Review of Economics of the Household, Springer, vol. 7(3), pages 305-305, September.

- Emmanouil Mentzakis & Paul McNamee & Mandy Ryan, 2009.
"
- Mentzakis, Emmanouil & Moro, Mirko, 2009.
"
**The poor, the rich and the happy: Exploring the link between income and subjective well-being**," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 38(1), pages 147-158, January. - Zacharias Maniadis, 2009.
"
**Campaign contributions as a commitment device**," Public Choice, Springer, vol. 139(3), pages 301-315, June.

#### 2008

- Xu, Ke-Li & Phillips, Peter C.B., 2008.
"
**Adaptive estimation of autoregressive models with time-varying variances**," Journal of Econometrics, Elsevier, vol. 142(1), pages 265-280, January.- 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. - Ke-Li Xu & Peter C.B. Phillips, 2006.
"
**Adaptive Estimation of Autoregressive Models with Time-Varying Variances**," Cowles Foundation Discussion Papers 1585R, Cowles Foundation for Research in Economics, Yale University, revised Nov 2006.

- Ke-Li Xu & Peter C.B. Phillips, 2006.
"
- 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.- 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.

- Yixiao Sun & Peter C. B. Phillips & Sainan Jin, 2006.
"
- 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.- 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.

- Offer Lieberman & Peter C. B. Phillips, 2006.
"
- 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.- 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.

- Peter C. B. Phillips & Chirok Han, 2006.
"
- 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.- Ibragimov, Rustam & Phillips, Peter C.B., 2008.
"
**Regression asymptotics using martingale convergence methods**," Scholarly Articles 2624459, Harvard University Department of Economics. - 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.

- Ibragimov, Rustam & Phillips, Peter C.B., 2008.
"
- 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. - 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.- 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.

- Peter C.B. Phillips & Tassos Magdalinos, 2007.
"
- 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.- 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.

- Offer Lieberman & Peter C.B. Phillips, 2006.
"
- Ornaghi, Carmine, 2008.
"
**Price deflators and the estimation of the production function**," Economics Letters, Elsevier, vol. 99(1), pages 168-171, April. - Jose Olmo, 2008.
"
**On the role of volatility for modelling risk exposure**," International Journal of Monetary Economics and Finance, Inderscience Enterprises Ltd, vol. 1(2), pages 219-234. - Jean-Yves Pitarakis, 2008.
"
**Comment on: Threshold Autoregressions With a Unit Root**," Econometrica, Econometric Society, vol. 76(5), pages 1207-1217, 09. - Hector Calvo Pardo & Luc Arrondel, 2008.
"
**Les Français sont-ils prudents ? Patrimoine et risque sur le marché du travail**," Économie et Statistique, Programme National Persée, vol. 417(1), pages 27-53.- Arrondel, Luc & Calvo Pardo, Hector, 2009.
"
**Les Français sont-ils prudents ? Patrimoine et risque sur le marché du travail**," Economics Papers from University Paris Dauphine 123456789/5057, Paris Dauphine University.

- Arrondel, Luc & Calvo Pardo, Hector, 2009.
"
- Thomas Gall, 2008.
"
**Lotteries, inequality, and market imperfection: Galor and Zeira go gambling**," Economic Theory, Springer, vol. 34(2), pages 359-382, February. - Patrick Francois & Michael Vlassopoulos, 2008.
"
**Pro-social Motivation and the Delivery of Social Services**," CESifo Economic Studies, CESifo, vol. 54(1), pages 22-54, March. - Makris, Miltiadis, 2008.
"
**Complementarities and macroeconomics: Poisson games**," Games and Economic Behavior, Elsevier, vol. 62(1), pages 180-189, January.- Miltiadis Makris, 2006.
"
**Complementarities and Macroeconomics: Poisson Games**," Discussion Papers 0602, Exeter University, Department of Economics.

- Miltiadis Makris, 2006.
"
- David F. Hendry & Massimiliano Marcellino & Grayham E. Mizon, 2008.
"
**Guest Editors' Introduction to Special Issue on Encompassing**," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 70(s1), pages 715-719, December. - Maozu Lu & Grayham E. Mizon & Chiara Monfardini, 2008.
"
**Simulation Encompassing: Testing Non-nested Hypotheses**," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 70(s1), pages 781-806, December. - Christophe Bontemps & Grayham E. Mizon, 2008.
"
**Encompassing: Concepts and Implementation**," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 70(s1), pages 721-750, December.

#### 2007

- Phillips, Peter C.B. & Magdalinos, Tassos, 2007.
"
**Limit theory for moderate deviations from a unit root**," Journal of Econometrics, Elsevier, vol. 136(1), pages 115-130, January.- 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.

- Peter C.B. Phillips & Tassos Magdalinos, 2004.
"
- 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.- Peter C.B. Phillips & Donggyu Sul, 2004.
"
**Bias in Dynamic Panel Estimation with Fixed Effects, Incidental Trends and Cross Section Dependence**," Yale School of Management Working Papers ysm428, Yale School of Management. - 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.

- Peter C.B. Phillips & Donggyu Sul, 2004.
"
- 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.- 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.

- Federico M. Bandi & Peter C.B. Phillips, 2005.
"
- Phillips, Peter C.B., 2007.
"
**Unit root log periodogram regression**," Journal of Econometrics, Elsevier, vol. 138(1), pages 104-124, May.- Peter C.B. Phillips, 1999.
"
**Unit Root Log Periodogram Regression**," Cowles Foundation Discussion Papers 1244, Cowles Foundation for Research in Economics, Yale University.

- Peter C.B. Phillips, 1999.
"
- 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. - Peter C. B. Phillips & Donggyu Sul, 2007.
"
**Transition Modeling and Econometric Convergence Tests**," Econometrica, Econometric Society, vol. 75(6), pages 1771-1855, November.- 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.

- Peter C.B. Phillips & Donggyu Sul, 2007.
"
- 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.- Hyungsik Roger Moon & Benoit Perron & Peter C.B. Phillips, 2005.
"
**Incidental Trends and the Power of Panel Unit Root Tests**," IEPR Working Papers 05.38, Institute of Economic Policy Research (IEPR). - Peter C.B. Phillips & Hyungsik Roger Moon & Benoit Perron, 2004.
"
**Incidental Trends and the Power of Panel Unit Root Tests**," Yale School of Management Working Papers ysm414, Yale School of Management. - 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.

- Hyungsik Roger Moon & Benoit Perron & Peter C.B. Phillips, 2005.
"
- 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.- 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.

- Peter C.B. Phillips & Sainan Jin & Ling Hu, 2005.
"
- 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.- 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.

- Peter C.B. Phillips & Chang Sik Kim, 2007.
"
- 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. - Phillips, Peter C.B., 2007.
"
**The Econometric Theory Awards 2007**," Econometric Theory, Cambridge University Press, vol. 23(02), pages 369-369, April. - Podivinsky, Jan M. & Stewart, Geoff, 2007.
"
**Why is labour-managed firm entry so rare?: An analysis of UK manufacturing data**," Journal of Economic Behavior & Organization, Elsevier, vol. 63(1), pages 177-192, May. - Chiara Binelli & Alessandro Maffioli, 2007.
"
**A Micro-econometric Analysis of Public Support to Private R&D in Argentina**," International Review of Applied Economics, Taylor & Francis Journals, vol. 21(3), pages 339-359. - Stephen Drinkwater & Paul Levine & Emanuela Lotti & Joseph Pearlman, 2007.
"
**The Immigration Surplus Revisited In A General Equilibrium Model With Endogenous Growth**," Journal of Regional Science, Wiley Blackwell, vol. 47(3), pages 569-601.- Paul Levine & Emanuela Lotti & Joseph Pearlman, 2003.
"
**The Immigration Surplus Revisited in a General Equilibrium Model with Endogenous Growth**," School of Economics Discussion Papers 0203, School of Economics, University of Surrey.

- Paul Levine & Emanuela Lotti & Joseph Pearlman, 2003.
"
- Cipriani, Giam Pietro & Makris, Miltiadis, 2007.
"
**Indeterminacy, intergenerational redistribution, endogenous longevity and human capital accumulation**," Journal of Economic Dynamics and Control, Elsevier, vol. 31(2), pages 613-633, February.- Giam Pietro Cipriani & Miltiadis Makris, 2004.
"
**Indeterminacy, intergenerational redistribution, endogenous longevity and human capital accumulation**," Discussion Papers 0401, Exeter University, Department of Economics.

- Giam Pietro Cipriani & Miltiadis Makris, 2004.
"

#### 2006

- Hillier, Grant, 2006.
"
**Yet More On The Exact Properties Of Iv Estimators**," Econometric Theory, Cambridge University Press, vol. 22(05), pages 913-931, October. - Hillier, Grant & Martellosio, Federico, 2006.
"
**Spatial design matrices and associated quadratic forms: structure and properties**," Journal of Multivariate Analysis, Elsevier, vol. 97(1), pages 1-18, January.- Grant Hillier & Federico Martellosio, 2004.
"
**Spatial design matrices and associated quadratic forms: structure and properties**," CeMMAP working papers CWP16/04, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. - Hillier, Grant & Martellosio, Federico, 2006.
"
**Spatial design matrices and associated quadratic forms: structure and properties**," MPRA Paper 15807, University Library of Munich, Germany.

- Grant Hillier & Federico Martellosio, 2004.
"
- 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.- L Giraitis & P C B Phillips, .
"
**Uniform limit theory for stationary autoregression**," Discussion Papers 05/23, Department of Economics, University of York. - 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.

- L Giraitis & P C B Phillips, .
"
- 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. - Chirok Han & Peter C. B. Phillips, 2006.
"
**GMM with Many Moment Conditions**," Econometrica, Econometric Society, vol. 74(1), pages 147-192, 01.- Peter C. B. Phillips & Chirok Han, 2004.
"
**GMM with Many Moment Conditions**," Econometric Society 2004 Far Eastern Meetings 525, Econometric Society. - Chirok Han & Peter C.B. Phillips, 2005.
"
**GMM with Many Moment Conditions**," Cowles Foundation Discussion Papers 1515, Cowles Foundation for Research in Economics, Yale University.

- Peter C. B. Phillips & Chirok Han, 2004.
"
- 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. - 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.- 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.

- Sainan Jin & Peter C.B. Phillips & Yixiao Sun, 2005.
"
- 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.- 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.

- Phillips, Peter C.B. & Sun, Yixiao & Jin, Sainan, 2004.
"
- Phillips, Peter C.B. & Yu, Jun, 2006.
"
**Comment**," Journal of Business & Economic Statistics, American Statistical Association, vol. 24, pages 202-208, April. - Phillips, Peter C.B., 2006.
"
**The Econometric Theory Awards 2006**," Econometric Theory, Cambridge University Press, vol. 22(02), pages 345-345, April. - 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.- 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.

- Peter C. B. Phillips, 2005.
"
- 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. - 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. - 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. - Jeff Dominitz & John Knowles, 2006.
"
**Crime minimisation and racial bias: what can we learn from police search data?**," Economic Journal, Royal Economic Society, vol. 116(515), pages F368-F384, November.- Jeff Dominitz & John Knowles, 2005.
"
**Crime Minimization and Racial Bias: What Can We Learn From Police Search Data?**," PIER Working Paper Archive 05-019, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.

- Jeff Dominitz & John Knowles, 2005.
"
- Carmine Ornaghi, 2006.
"
**Assessing the effects of measurement errors on the estimation of production functions**," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(6), pages 879-891. - Ornaghi, Carmine, 2006.
"
**Spillovers in product and process innovation: Evidence from manufacturing firms**," International Journal of Industrial Organization, Elsevier, vol. 24(2), pages 349-380, March.- Carmine Ornaghi, 2002.
"
**Spillovers In Product And Process Innovation: Evidence From Manufacturing Firms**," Economics Working Papers we023213, Universidad Carlos III, Departamento de Economía.

- Carmine Ornaghi, 2002.
"
- Jes�s Gonzalo & Jean-Yves Pitarakis, 2006.
"
**Threshold Effects in Cointegrating Relationships**," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 68(s1), pages 813-833, December.- Jesus Gonzalo & Jean-Yves Pitarakis, 2006.
"
**Threshold effects in cointegrating relationships**," Economics Working Papers we20060621, Universidad Carlos III, Departamento de Economía. - Gonzalo, J. & Pitarakis, J., 2005.
"
**Threshold effects in cointegrating relationships**," Discussion Paper Series In Economics And Econometrics 0506, Economics Division, School of Social Sciences, University of Southampton.

- Jesus Gonzalo & Jean-Yves Pitarakis, 2006.
"
- Pitarakis Jean-Yves, 2006.
"
**Model Selection Uncertainty and Detection of Threshold Effects**," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 10(1), pages 1-30, March.- Jean-Yves Pitarakis, 2004.
"
**Model Selection Uncertainty and Detection of Threshold Effecs**," Econometrics 0409013, EconWPA. - Pitarakis, J., 2004.
"
**Model selection uncertainty and detection of threshold effects**," Discussion Paper Series In Economics And Econometrics 0409, Economics Division, School of Social Sciences, University of Southampton.

- Jean-Yves Pitarakis, 2004.
"
- Thomas Gall & Patrick Legros & Andrew Newman, 2006.
"
**The Timing of Education**," Journal of the European Economic Association, MIT Press, vol. 4(2-3), pages 427-435, 04-05.- Thomas Gall & Patrick Legros & Andrew Newman, 2008.
"
**The timing of education**," ULB Institutional Repository 2013/101648, ULB -- Universite Libre de Bruxelles. - Thomas Gall & Patrick Legros & Andrew Newman, 2006.
"
**The timing of education**," ULB Institutional Repository 2013/7026, ULB -- Universite Libre de Bruxelles.

- Thomas Gall & Patrick Legros & Andrew Newman, 2008.
"
- Clare Leaver & Miltiadis Makris, 2006.
"
**Passive Industry Interests in a Large Polity**," Journal of Public Economic Theory, Association for Public Economic Theory, vol. 8(4), pages 571-602, October. - Lockwood, Ben & Makris, Miltiadis, 2006.
"
**Tax incidence, majority voting and capital market integration**," Journal of Public Economics, Elsevier, vol. 90(6-7), pages 1007-1025, August.- Lockwood, Ben & Makris, Miltiadis, 2004.
"
**Tax Incidence, Majority Voting And Capital Market Integration**," The Warwick Economics Research Paper Series (TWERPS) 712, University of Warwick, Department of Economics.

- Lockwood, Ben & Makris, Miltiadis, 2004.
"
- Makris, Miltiadis, 2006.
"
**Capital tax competition under a common currency**," Journal of Urban Economics, Elsevier, vol. 59(1), pages 54-74, January. - Miltiadis Makris, 2006.
"
**Political authority, expertise and government bureaucracies**," Public Choice, Springer, vol. 127(3), pages 267-284, June. - Cipriani, Giam Pietro & Makris, Miltiadis, 2006.
"
**A model with self-fulfilling prophecies of longevity**," Economics Letters, Elsevier, vol. 91(1), pages 122-126, April.

#### 2005

- 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. - Peter C. B. Phillips, 2005.
"
**Jackknifing Bond Option Prices**," Review of Financial Studies, Society for Financial Studies, vol. 18(2), pages 707-742.- Jun Yu & Peter Phillips, 2004.
"
**Jackknifing Bond Option Prices**," Econometric Society 2004 North American Winter Meetings 115, Econometric Society. - Peter C.B. Phillips & Jun Yu, 2003.
"
**Jackknifing Bond Option Prices**," Cowles Foundation Discussion Papers 1392, Cowles Foundation for Research in Economics, Yale University.

- Jun Yu & Peter Phillips, 2004.
"
- 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.- 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. - Peter C.B. Phillips & Chi-Young Choi & Donggyu Sul, 2004.
"
**Prewhitening Bias in HAC Estimation**," Yale School of Management Working Papers ysm426, Yale School of Management.

- Donggyu Sul & Peter C.B. Phillips & Choi, Chi-Young, 2003.
"
- 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.- 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.

- Offer Lieberman & Peter C.B. Phillips, 2004.
"
- Phillips, Peter C. B., 2005.
"
**The Econometric Theory Awards 2005**," Econometric Theory, Cambridge University Press, vol. 21(02), pages 489-489, April. - Phillips, Peter C.B., 2005.
"
**Hac Estimation By Automated Regression**," Econometric Theory, Cambridge University Press, vol. 21(01), pages 116-142, February.- Peter C.B. Phillips, 2004.
"
**HAC Estimation by Automated Regression**," Cowles Foundation Discussion Papers 1470, Cowles Foundation for Research in Economics, Yale University.

- Peter C.B. Phillips, 2004.
"
- Phillips, Peter C.B., 2005.
"
**Automated Discovery In Econometrics**," Econometric Theory, Cambridge University Press, vol. 21(01), pages 3-20, February.- Peter C.B. Phillips, 2004.
"
**Automated Discovery in Econometrics**," Cowles Foundation Discussion Papers 1469, Cowles Foundation for Research in Economics, Yale University.

- Peter C.B. Phillips, 2004.
"
- 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. - Peter Phillips, 2005.
"
**Albert Rex Bergstrom 1925-2005**," New Zealand Economic Papers, Taylor & Francis Journals, vol. 39(2), pages 129-152. - Phillips, Peter C.B., 2005.
"
**Challenges of trending time series econometrics**," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 68(5), pages 401-416.- Peter C.B. Phillips, 2004.
"
**Challenges of Trending Time Series Econometrics**," Cowles Foundation Discussion Papers 1472, Cowles Foundation for Research in Economics, Yale University.

- Peter C.B. Phillips, 2004.
"
- Raquel Fernández & Nezih Guner & John Knowles, 2005.
"
**Love and Money: A Theoretical and Empirical Analysis of Household Sorting and Inequality**," The Quarterly Journal of Economics, MIT Press, vol. 120(1), pages 273-344, January.- Raquel Ferndez & Nezih Guner & John Knowles, 2001.
"
**Love and Money: A Theoretical and Empirical Analysis of Household Sorting and Inequality**," Penn CARESS Working Papers d3d043317c8e26c4039c21aa0, Penn Economics Department. - Raquel Fernandez & Nezih Guner & John Knowles, 2001.
"
**Love and Money: A Theoretical and Empirical Analysis of Household Sorting and Inequality**," NBER Working Papers 8580, National Bureau of Economic Research, Inc. - Fernández, Raquel & Guner, Nezih & Knowles, John, 2001.
"
**Love and Money: A Theoretical and Empirical Analysis of Household Sorting and Inequality**," CEPR Discussion Papers 3040, C.E.P.R. Discussion Papers.

- Raquel Ferndez & Nezih Guner & John Knowles, 2001.
"
- Jian Tong, 2005.
"
**High-Tech And High Capability In A Growth Model**," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 46(1), pages 215-243, 02.

#### 2004

- Hyungsik Roger Moon & Peter C. B. Phillips, 2004.
"
**GMM Estimation of Autoregressive Roots Near Unity with Panel Data**," Econometrica, Econometric Society, vol. 72(2), pages 467-522, 03.- 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. - Hyungsik Roger Moon & Peter C.B. Phillips, 2003.
"
**GMM Estimation of Autoregressive Roots Near Unity with Panel Data**," Cowles Foundation Discussion Papers 1390, Cowles Foundation for Research in Economics, Yale University. - Hyungsik Roger Moon, 2000.
"
**GMM Estimation of Autoregressive Roots Near Unity with Panel Data**," Econometric Society World Congress 2000 Contributed Papers 0913, Econometric Society.

- Hyungsik Roger Moon & Peter C.B. Phillips, 2000.
"
- 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.- 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.

- Peter C.B. Phillips & Joon Y. Park & Yoosoon Chang, 2001.
"
- Hu, Ling & Phillips, Peter C. B., 2004.
"
**Nonstationary discrete choice**," Journal of Econometrics, Elsevier, vol. 120(1), pages 103-138, May.- Ling Hu & Peter C.B. Phillips, 2002.
"
**Nonstationary Discrete Choice**," Cowles Foundation Discussion Papers 1364, Cowles Foundation for Research in Economics, Yale University.

- Ling Hu & Peter C.B. Phillips, 2002.
"
- 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.- 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.

- Offer Lieberman & Peter C.B. Phillips, 2002.
"
- 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. - Phillips, Peter C. B., 2004.
"
**The Econometric Theory Awards 2004**," Econometric Theory, Cambridge University Press, vol. 20(03), pages 641-641, June. - 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. - Rubén Hernández-Murillo & John Knowles, 2004.
"
**Racial Profiling Or Racist Policing? Bounds Tests In Aggregate Data**," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 45(3), pages 959-989, 08.- Rubén Hernández-Murillo & John Knowles, 2004.
"
**Racial profiling or racist policing? bounds tests in aggregate data**," Working Papers 2004-012, Federal Reserve Bank of St. Louis.

- Rubén Hernández-Murillo & John Knowles, 2004.
"
- Jean-Yves Pitarakis, 2004.
"
**Least squares estimation and tests of breaks in mean and variance under misspecification**," Econometrics Journal, Royal Economic Society, vol. 7(1), pages 32-54, 06.- Jean-Yves Pitarakis, 2003.
"
**Least Squares Estimation and Tests of Breaks in Mean and Variance under Misspecification**," Econometrics 0312004, EconWPA.

- Jean-Yves Pitarakis, 2003.
"
- Corradi Valentina & Ianni Antonella, 2004.
"
**A Simple Locally Interactive Model of Ergodic and Nonergodic Growth**," The B.E. Journal of Macroeconomics, De Gruyter, vol. 4(1), pages 1-23, March.- Corradi, Valentina & Ianni, Antonella, 2000.
"
**A simple locally interactive model of ergodic and nonergodic growth**," Discussion Paper Series In Economics And Econometrics 0010, Economics Division, School of Social Sciences, University of Southampton.

- Corradi, Valentina & Ianni, Antonella, 2000.
"

#### 2003

- Forchini, Giovanni & Hillier, Grant, 2003.
"
**Conditional Inference For Possibly Unidentified Structural Equations**," Econometric Theory, Cambridge University Press, vol. 19(05), pages 707-743, October.- Forchini, G. & Hillier, G.H., 1999.
"
**Conditional inference for possibly unidentified structural equations**," Discussion Paper Series In Economics And Econometrics 9906, Economics Division, School of Social Sciences, University of Southampton.

- Forchini, G. & Hillier, G.H., 1999.
"
- Peter C. B. Phillips, 2003.
"
**Laws and Limits of Econometrics**," Economic Journal, Royal Economic Society, vol. 113(486), pages C26-C52, March.- Peter C.B. Phillips, 2003.
"
**Laws and Limits of Econometrics**," Cowles Foundation Discussion Papers 1397, Cowles Foundation for Research in Economics, Yale University.

- Peter C.B. Phillips, 2003.
"
- 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.- 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.

- Federico M. Bandi & Peter C.B. Phillips, 2001.
"
- Werner Ploberger & Peter C. B. Phillips, 2003.
"
**Empirical Limits for Time Series Econometric Models**," Econometrica, Econometric Society, vol. 71(2), pages 627-673, March.- 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.

- Peter C.B. Phillips & Werner Ploberger, 1999.
"
- 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. - 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. - 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.- 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.

- Yixiao Sun & Peter C.B. Phillips, 2002.
"
- 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. - 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. - 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.- 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.

- Peter C.B. Phillips, 2003.
"
- Phillips, Peter C.B., 2003.
"
**In Memory Of John Denis Sargan**," Econometric Theory, Cambridge University Press, vol. 19(03), pages 417-422, June. - 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. - 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. - Jeremy Greenwood & Nezih Guner & John A. Knowles, 2003.
"
**More on Marriage, Fertility, and the Distribution of Income**," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 44(3), pages 827-862, 08.- Greenwood, J. & Guner, N. & Knkwles, J., 1999.
"
**More on Marriage, Fertility, and the Distribution of Income**," Papers 9904, London School of Economics - Centre for Labour Economics. - Jeremy Greenwood & Nezih Guner & John Knowles, .
"
**More on Marriage, Fertility, and the Distribution of Inocome**," CARESS Working Papres 99-05, University of Pennsylvania Center for Analytic Research and Economics in the Social Sciences. - Jeremy Greenwood & Nezih Guner & John Knowles, 2002.
"
**More on Marriage, Fertility and the Distribution of Income**," RCER Working Papers 489, University of Rochester - Center for Economic Research (RCER). - Jeremy Greenwood & Nezih Guner & John Knowles, .
"
**More on Marriage, Fertility, and the Distribution of Inocome**," Penn CARESS Working Papers 65f9ffed93b3a872de23c94c2, Penn Economics Department. - Jeremy Greenwood & Nezih Guner & and John Knowles, 1999.
"
**More on marriage, fertility, and the distribution of income**," Working Paper 9904, Federal Reserve Bank of Cleveland.

- Greenwood, J. & Guner, N. & Knkwles, J., 1999.
"
- Jean-Yves Pitarakis & George Tridimas, 2003.
"
**Joint Dynamics of Legal and Economic Integration in the European Union**," European Journal of Law and Economics, Springer, vol. 16(3), pages 357-368, November. - Maozu Lu & Jan Podivinsky, 2003.
"
**The Robustness of Trend Stationarity: An Illustration with the Extended Nelson-Plosser Dataset**," Econometric Reviews, Taylor & Francis Journals, vol. 22(3), pages 261-267. - Miltiadis Makris, 2003.
"
**International Tax Competition: There is No Need for Cooperation in Information Sharing**," Review of International Economics, Wiley Blackwell, vol. 11(3), pages 555-567, 08.

#### 2002

- Dean Corbae & Sam Ouliaris & Peter C. B. Phillips, 2002.
"
**Band Spectral Regression with Trending Data**," Econometrica, Econometric Society, vol. 70(3), pages 1067-1109, May.- 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. - Corbae, D. & Ouliaris, S. & Phillips, P.C.B., 1997.
"
**Band Spectral Regression with Trending Data**," Working Papers 97-09, University of Iowa, Department of Economics.

- Dean Corbae & Sam Ouliaris & Peter C.B. Phillips, 1997.
"
- Phillips, Peter C. B. & Jin, Sainan, 2002.
"
**The KPSS test with seasonal dummies**," Economics Letters, Elsevier, vol. 77(2), pages 239-243, October.- 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.

- Sainan Jin & Peter C.B. Phillips, 2002.
"
- 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.- 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.

- Zhijie Xiao & Peter C.B. Phillips, 2001.
"
- 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. - 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.- 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.

- Peter C.B. Phillips, 1998.
"
- 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.- 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.

- John C. Chao & Peter C.B. Phillips, 1998.
"
- Phillips, Peter C. B., 2002.
"
**The 2002 Econometric Theory Awards**," Econometric Theory, Cambridge University Press, vol. 18(01), pages 195-195, February. - Elizabeth M. Caucutt & Nezih Guner & John Knowles, 2002.
"
**Why Do Women Wait? Matching, Wage Inequality, and the Incentives for Fertility Delay**," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 5(4), pages 815-855, October. - Gonzalo, Jesus & Pitarakis, Jean-Yves, 2002.
"
**Estimation and model selection based inference in single and multiple threshold models**," Journal of Econometrics, Elsevier, vol. 110(2), pages 319-352, October. - Kotsogiannis, Christos & Makris, Miltiadis, 2002.
"
**On production efficiency in federal systems**," Economics Letters, Elsevier, vol. 76(2), pages 281-287, July. - Massimiliano Marcellino & Grayham E. Mizon & Hans-Martin Krolzig, 2002.
"
**A Markov-switching vector equilibrium correction model of the UK labour market**," Empirical Economics, Springer, vol. 27(2), pages 233-254.- Krolzig, Hans-Martin & Marcellino, Massimiliano & Mizon, Grayham E., 2000.
"
**A Markov-switching vector equilibrium correction model of the UK labour market**," Discussion Paper Series In Economics And Econometrics 0105, Economics Division, School of Social Sciences, University of Southampton. - Hans-Martin Krolzig & Massimiliano Marcellino & Grayham E. Mizon, .
"
**A Markov-Switching Vector Equilibrium Correction Model of the UK Labour Market**," Working Papers 185, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.

- Krolzig, Hans-Martin & Marcellino, Massimiliano & Mizon, Grayham E., 2000.
"

#### 2001

- 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. - Park, Joon Y & Phillips, Peter C B, 2001.
"
**Nonlinear Regressions with Integrated Time Series**," Econometrica, Econometric Society, vol. 69(1), pages 117-61, January.- 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. - Joon Y. Park & Peter C. B. Phillips, 1999.
"
**Nonlinear Regressions with Integrated Time Series**," Working Paper Series no6, Institute of Economic Research, Seoul National University.

- Joon Y. Park & Peter C.B. Phillips, 1998.
"
- 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.- 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.

- Yoosoon Chang & Joon Y. Park & Peter C.B. Phillips, 1999.
"
- Jun Yu & Peter C. B. Phillips, 2001.
"
**A Gaussian approach for continuous time models of the short-term interest rate**," Econometrics Journal, Royal Economic Society, vol. 4(2), pages 3. - Peter C. B. Phillips, 2001.
"
**Descriptive econometrics for non-stationary time series with empirical illustrations**," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(3), pages 389-413.- 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.

- Peter C.B. Phillips, 1999.
"
- 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. - 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.- 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.

- Peter C.B. Phillips, 2000.
"
- 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. - 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.- 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. - Phillips, Peter C.B. & Moon, Hyungsik R., 1999.
"
**How to Estimate Autoregressive Roots Near Unity**," University of California at Santa Barbara, Economics Working Paper Series qt87p2z8zx, Department of Economics, UC Santa Barbara.

- Peter C.B. Phillips & Hyungsik R. Moon & Zhijie Xiao, 1998.
"
- John Knowles & Nicola Persico & Petra Todd, 2001.
"
**Racial Bias in Motor Vehicle Searches: Theory and Evidence**," Journal of Political Economy, University of Chicago Press, vol. 109(1), pages 203-232, February.- John Knowles & Nicola Persico & Petra Todd, .
"
**Racial Bias in Motor Vehicle Searches: Theory and Evidence**," Penn CARESS Working Papers 5940d5c4875c571776fb29700, Penn Economics Department. - John Knowles & Nicola Persico & Petra Todd, 1999.
"
**Racial Bias in Motor Vehicle Searches: Theory and Evidence**," NBER Working Papers 7449, National Bureau of Economic Research, Inc. - John Knowles & Nicola Persico & Petra Todd, .
"
**"Racial Bias in Motor Vehicle Searches: Theory and Evidence''**," CARESS Working Papres 99-06, University of Pennsylvania Center for Analytic Research and Economics in the Social Sciences.

- John Knowles & Nicola Persico & Petra Todd, .
"
- Ianni, Antonella, 2001.
"
**Learning correlated equilibria in population games**," Mathematical Social Sciences, Elsevier, vol. 42(3), pages 271-294, November. - Makris, Miltiadis, 2001.
"
**Necessary conditions for infinite-horizon discounted two-stage optimal control problems**," Journal of Economic Dynamics and Control, Elsevier, vol. 25(12), pages 1935-1950, December. - Massimiliano Marcellino & Grayham E. Mizon, 2001.
"
**Small-system modelling of real wages, inflation, unemployment and output per capita in Italy 1970-1994**," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(3), pages 359-370.- Marcellino, Massimiliano & Mizon, Grayham E., 2000.
"
**Small system modelling of real wages, inflation, unemployment and output per capita in Italy 1970-1994**," Discussion Paper Series In Economics And Econometrics 0106, Economics Division, School of Social Sciences, University of Southampton. - Massimiliano Marcellino & Grayham E. Mizon, .
"

- Marcellino, Massimiliano & Mizon, Grayham E., 2000.
"

#### 2000

- Joon Y. Park & Peter C. B. Phillips, 2000.
"
**Nonstationary Binary Choice**," Econometrica, Econometric Society, vol. 68(5), pages 1249-1280, September.- Joon Y. Park & Peter C. B. Phillips, 1999.
"
**Nonstationary Binary Choice**," Working Paper Series no5, Institute of Economic Research, Seoul National University. - Peter C.B. Phillips & Joon Y. Park, 1999.
"
**Nonstationary Binary Choice**," Cowles Foundation Discussion Papers 1223, Cowles Foundation for Research in Economics, Yale University.

- Joon Y. Park & Peter C. B. Phillips, 1999.
"
- 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.- 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.

- Peter C.B. Phillips & Hyungsik R. Moon, 1999.
"
- 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.- Moon, Hyungsik R. & Phillips, Peter C.B., 1999.
"
**Estimation of Autoregressive Roots near Unity using Panel Data**," University of California at Santa Barbara, Economics Working Paper Series qt7fd8x80m, Department of Economics, UC Santa Barbara. - 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.

- Moon, Hyungsik R. & Phillips, Peter C.B., 1999.
"
- 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. - Aaron Schiff & Peter Phillips, 2000.
"
**Forecasting New Zealand's real GDP**," New Zealand Economic Papers, Taylor & Francis Journals, vol. 34(2), pages 159-181.- 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.

- Aaron F. Schiff & Peter C.B. Phillips, 2000.
"
- Nezih Guner & Jeremy Greenwood & John A. Knowles, 2000.
"
**Women on Welfare: A Macroeconomic Analysis**," American Economic Review, American Economic Association, vol. 90(2), pages 383-388, May.- Jeremy Greenwood & Nezih Guner & John Knowles, 2000.
"
**Women on Welfare: A Macroeconomic Analysis**," RCER Working Papers 466, University of Rochester - Center for Economic Research (RCER).

- Jeremy Greenwood & Nezih Guner & John Knowles, 2000.
"
- Marcellino, Massimiliano & Mizon, Grayham E., 2000.
"
**Modelling shifts in the wage-price and unemployment-inflation relationships in Italy, Poland and the UK**," Economic Modelling, Elsevier, vol. 17(3), pages 387-413, August.- Massimiliano Marcellino & Grayham E. Mizon, .
"
**Modelling shifts in the wage-price and unemployment-inflation relationships in Italy, Poland, and the UK**," Working Papers 145, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University. - Marcellino, M. & Mizon, G.E., 1999.
"

- Massimiliano Marcellino & Grayham E. Mizon, .
"
- Hall, Stephen & Mizon, Grayham E. & Welfe, Aleksander, 2000.
"
**Modelling economies in transition: an introduction**," Economic Modelling, Elsevier, vol. 17(3), pages 339-357, August.- Hall, S. & Mizon, G.E. & Welfe, A., 1999.
"
**Modelling economies in transition: an introduction**," Discussion Paper Series In Economics And Econometrics 9919, Economics Division, School of Social Sciences, University of Southampton.

- Hall, S. & Mizon, G.E. & Welfe, A., 1999.
"
- Hendry, David F & Mizon, Grayham E, 2000.
"
**Reformulating Empirical Macroeconomic Modelling**," Oxford Review of Economic Policy, Oxford University Press, vol. 16(4), pages 138-59, Winter.

#### 1999

- Grant Hillier & Mark Armstrong, 1999.
"
**The Density of the Maximum Likelihood Estimator**," Econometrica, Econometric Society, vol. 67(6), pages 1459-1470, November. - 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.- 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. - Moon, Hyungsik & Phillips, Peter C.B., 1999.
"
**Maximum Likelihood Estimation in Panels with Incidental Trends**," University of California at Santa Barbara, Economics Working Paper Series qt3f55r5mj, Department of Economics, UC Santa Barbara.

- Hyungsik R. Moon & Peter C.B. Phillips, 1999.
"
- 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.- 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.

- Peter C.B. Phillips & Hyungsik R. Moon, 1999.
"
- 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.- 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.

- John C. Chao & Peter C.B. Phillips, 1997.
"
- Xiao, Zhijie & Phillips, Peter C.B., 1999.
"
**Efficient Detrending In Cointegrating Regression**," Econometric Theory, Cambridge University Press, vol. 15(04), pages 519-548, August. - 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.- 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.

- Peter C.B. Phillips & Joon Y. Park, 1998.
"
- 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.

- Hendry, David F. & Phillips, Peter C.B., 2009.
"
- Pitarakis, Jean-Yves & Tridimas, George, 1999.
"
**Total expenditure endogeneity in a system of demand for public consumption expenditures in the UK**," Economic Modelling, Elsevier, vol. 16(2), pages 279-291, April. - Podivinsky, Jan M, 1999.
"
**Ox 2.10: Beast of Burden or Object of Desire?**," Journal of Economic Surveys, Wiley Blackwell, vol. 13(4), pages 491-502, September.

#### 1998

- 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.- Peter C. B. Phillips & Zhijie Xiao, 1998.
"
**A Primer on Unit Root Testing**," Journal of Economic Surveys, Wiley Blackwell, vol. 12(5), pages 423-470, December.

- 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.

- Peter C. B. Phillips & Zhijie Xiao, 1998.
"
- Peter C. B. Phillips, 1998.
"
**New Tools for Understanding Spurious Regressions**," Econometrica, Econometric Society, vol. 66(6), pages 1299-1326, November. - Zhije Xiao & Peter C.B. Phillips, 1998.
"
**An ADF coefficient test for a unit root in ARMA models of unknown order with empirical applications to the US economy**," Econometrics Journal, Royal Economic Society, vol. 1(RegularPa), pages 27-43.- 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.

- Zhijie Xiao & Peter C.B. Phillips, 1997.
"
- 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. - 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.- 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.

- Peter C.B. Phillips, 1995.
"
- 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. - Phillips, Peter C.B., 1998.
"
**Editor'S Tribute**," Econometric Theory, Cambridge University Press, vol. 14(02), pages 293-294, April. - 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. - Gonzalo, Jesus & Pitarakis, Jean-Yves, 1998.
"
**On the Exact Moments of Asymptotic Distributions in an Unstable AR(1) with Dependent Errors**," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 39(1), pages 71-88, February. - Jean-Yves Pitarakis & George Tridimas, 1998.
"
**The allocation of public consumption expenditure in the UK**," Applied Economics Letters, Taylor & Francis Journals, vol. 5(3), pages 197-200. - Gonzalo, Jesus & Pitarakis, Jean-Yves, 1998.
"
**Specification via model selection in vector error correction models**," Economics Letters, Elsevier, vol. 60(3), pages 321-328, September. - Pitarakis, Jean-Yves, 1998.
"
**On the bias of the OLS estimator in a nonstationary dynamic panel data model**," Statistics & Probability Letters, Elsevier, vol. 38(2), pages 145-150, June. - Pitarakis, Jean-Yves, 1998.
"
**Moment Generating Functions And Further Exact Results For Seasonal Autoregressions**," Econometric Theory, Cambridge University Press, vol. 14(06), pages 770-782, December. - Podivinsky, Jan M., 1998.
"
**Testing misspecified cointegrating relationships**," Economics Letters, Elsevier, vol. 60(1), pages 1-9, July. - Ericsson, Neil R & Hendry, David F & Mizon, Grayham E, 1998.
"
**Exogeneity, Cointegration, and Economic Policy Analysis**," Journal of Business & Economic Statistics, American Statistical Association, vol. 16(4), pages 370-87, October.- Neil R. Ericsson & David F. Hendry & Grayham E. Mizon, 1998.
"
**Exogeneity, cointegration, and economic policy analysis**," International Finance Discussion Papers 616, Board of Governors of the Federal Reserve System (U.S.).

- Neil R. Ericsson & David F. Hendry & Grayham E. Mizon, 1998.
"
- Grayham E. Mizon & David F. Hendry, 1998.
"
**Exogeneity, causality, and co-breaking in economic policy analysis of a small econometric model of money in the UK**," Empirical Economics, Springer, vol. 23(3), pages 267-294. - Giampiero M. Gallo & Grayham E. Mizon, 1998.
"
**Simulation methods in econometrics: editors' introduction**," Econometrics Journal, Royal Economic Society, vol. 1(Conferenc), pages Ci-Cvii.

#### 1997

- Kitamura, Yuichi & Phillips, Peter C. B., 1997.
"
**Fully modified IV, GIVE and GMM estimation with possibly non-stationary regressors and instruments**," Journal of Econometrics, Elsevier, vol. 80(1), pages 85-123, September.- 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.

- Yuichi Kitamura & Peter C.B. Phillips, 1994.
"
- 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.- 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.

- Peter C.B. Phillips & James W. McFarland, 1993.
"
- Phillips, Peter C.B., 1997.
"
**New Heraldry for ET**," Econometric Theory, Cambridge University Press, vol. 13(06), pages 769-769, December. - Phillips, Peter C.B., 1997.
"
**The Econometric Theory Awards**," Econometric Theory, Cambridge University Press, vol. 13(02), pages 145-147, April. - 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. - Desai, Meghnad J & Hendry, David F & Mizon, Grayham E, 1997.
"
**John Denis Sargan**," Economic Journal, Royal Economic Society, vol. 107(443), pages 1121-25, July.

#### 1996

- James, A.T., 1996.
"
**Interviewed by Grant H. Hillier and Christopher L. Skeels**," Econometric Theory, Cambridge University Press, vol. 12(01), pages 155-185, March. - 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. - Phillips, Peter C B, 1996.
"
**Econometric Model Determination**," Econometrica, Econometric Society, vol. 64(4), pages 763-812, July. - 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..- 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.

- Peter C.B. Phillips & James W. McFarland & Patrick C. McMahon, 1994.
"
- Anderlini, Luca & Ianni, Antonella, 1996.
"
**Path Dependence and Learning from Neighbors**," Games and Economic Behavior, Elsevier, vol. 13(2), pages 141-177, April.- Aderlini, L. & Ianni, A., 1993.
"
**Path Dependence and Learning from Neighbours**," Papers 186, Cambridge - Risk, Information & Quantity Signals.

- Aderlini, L. & Ianni, A., 1993.
"
- Lu, Maozu & Mizon, Grayham E., 1996.
"
**The Encompassing Principle and Hypothesis Testing**," Econometric Theory, Cambridge University Press, vol. 12(05), pages 845-858, December. - Banerjee, Anindya & Hendry, David F & Mizon, Grayham E, 1996.
"
**The Econometric Analysis of Economic Policy**," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 58(4), pages 573-600, November.- Banerjee, A & Hendry, D-F & Mizon, G-E, 1996.
"
**The Econometric Analysis of Economic Policy**," Economics Working Papers eco96/34, European University Institute.

- Banerjee, A & Hendry, D-F & Mizon, G-E, 1996.
"

#### 1995

- Phillips, Peter C B, 1995.
"
**Fully Modified Least Squares and Vector Autoregression**," Econometrica, Econometric Society, vol. 63(5), pages 1023-78, September.- 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.

- Peter C.B. Phillips, 1993.
"
- Phillips, Peter C. B., 1995.
"
**Bayesian prediction a response**," Journal of Econometrics, Elsevier, vol. 69(1), pages 351-365, September. - Phillips, Peter C. B., 1995.
"
**Bayesian model selection and prediction with empirical applications**," Journal of Econometrics, Elsevier, vol. 69(1), pages 289-331, September.- 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.

- Peter C.B. Phillips, 1992.
"
- Phillips, Peter C.B., 1995.
"
**Spurious Regression in Forecast-Encompassing Tests**," Econometric Theory, Cambridge University Press, vol. 11(05), pages 1188-1190, October.- Phillips, Peter C.B., 1994.
"
**Spurious Regression in Forecast-Encompassing Tests**," Econometric Theory, Cambridge University Press, vol. 10(3-4), pages 818-819, August.

- Phillips, Peter C.B., 1994.
"
- Phillips, Peter C.B., 1995.
"
**Robust Nonstationary Regression**," Econometric Theory, Cambridge University Press, vol. 11(05), pages 912-951, October.- Peter C.B. Phillips, 1993.
"
**Robust Nonstationary Regression**," Cowles Foundation Discussion Papers 1064, Cowles Foundation for Research in Economics, Yale University.

- Peter C.B. Phillips, 1993.
"
- 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.- Phillips, Peter C.B., 1993.
"
**Nonlinear Testing and Forecasting Asympotics with Potential Rank Failure**," Econometric Theory, Cambridge University Press, vol. 9(04), pages 689-690, August.

- Phillips, Peter C.B., 1993.
"
- 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. - Phillips, Peter C.B., 1995.
"
**Trending Multiple Time Series: Editor's Introduction**," Econometric Theory, Cambridge University Press, vol. 11(05), pages 811-817, October. - 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. - 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. - Tim Turpin & Yanhua Lian & Jian Tong & Xin Fang, 1995.
"
**Technology and innovation networks in the people's republic of China**," Industry and Innovation, Taylor & Francis Journals, vol. 2(2), pages 63-74. - Mizon, Grayham E., 1995.
"
**A simple message for autocorrelation correctors: Don't**," Journal of Econometrics, Elsevier, vol. 69(1), pages 267-288, September.

#### 1994

- Phillips, Peter C B, 1994.
"
**Reflections on the Day**," Journal of Economic Surveys, Wiley Blackwell, vol. 8(3), pages 311-16, September. - Phillips, Peter C B, 1994.
"
**Some Exact Distribution Theory for Maximum Likelihood Estimators of Cointegrating Coefficients in Error Correction Models**," Econometrica, Econometric Society, vol. 62(1), pages 73-93, January.- Peter C.B. Phillips, 1992.
"

- Peter C.B. Phillips, 1992.
"
- 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.- 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. - 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.

- Corbae, D. & Ouliaris, S. & Phillips, P.C.B., 1991.
"
- 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.- 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.

- Loretan, M. & Phillips, P.C.B., 1992.
"
- 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. - 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.- 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.

- Peter C.B. Phillips & Werner Ploberger, 1992.
"
- Phillips, Peter C.B. & Hodgson, Douglas J., 1994.
"
**Some Exponential Martingales**," Econometric Theory, Cambridge University Press, vol. 10(3-4), pages 819-819, August. - 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. - Phillips, Peter C.B., 1994.
"
**Unit Root Testing with Intermittent Data**," Econometric Theory, Cambridge University Press, vol. 10(3-4), pages 817-818, August. - 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.

#### 1993

- Toda, Hiro Y & Phillips, Peter C B, 1993.
"
**Vector Autoregressions and Causality**," Econometrica, Econometric Society, vol. 61(6), pages 1367-93, November.- 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.

- Hiro Y. Toda & Peter C.B. Phillips, 1991.
"
- Quintos, Carmela E & Phillips, Peter C B, 1993.
"
**Parameter Constancy in Cointegrating Regressions**," Empirical Economics, Springer, vol. 18(4), pages 675-706. - Toda, Hiro Y. & Phillips, Peter C. B., 1993.
"
**The spurious effect of unit roots on vector autoregressions : An analytical study**," Journal of Econometrics, Elsevier, vol. 59(3), pages 229-255, October. - 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. - 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. - Phillips, Peter C.B. & Pötscher, Benedikt M., 1993.
"
**Efficiency of Maximum Likelihood**," Econometric Theory, Cambridge University Press, vol. 9(03), pages 534-536, June.- Phillips, Peter C.B., 1992.
"
**Efficiency of Maximum Likelihood**," Econometric Theory, Cambridge University Press, vol. 8(03), pages 427-427, September.

- Phillips, Peter C.B., 1992.
"
- Phillips, P.C.B., 1993.
"
**Simultaneous Equations Bias in Level VAR Estimation**," Econometric Theory, Cambridge University Press, vol. 9(02), pages 326-328, April.- Phillips, Peter C.B., 1992.
"
**Simultaneous Equations Bias in Level VAR Estimation**," Econometric Theory, Cambridge University Press, vol. 8(02), pages 307-307, June.

- Phillips, Peter C.B., 1992.
"

#### 1992

- Schmidt, Peter & Phillips, C B Peter, 1992.
"
**LM Tests for a Unit Root in the Presence of Deterministic Trends**," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 54(3), pages 257-87, August. - Kwiatkowski, Denis & Phillips, Peter C. B. & Schmidt, Peter & Shin, Yongcheol, 1992.
"
**Testing the null hypothesis of stationarity against the alternative of a unit root : How sure are we that economic time series have a unit root?**," Journal of Econometrics, Elsevier, vol. 54(1-3), pages 159-178.- Kwiatkowski, D. & Phillips, P.C.B. & Schmidt, P., 1990.
"
**Testing the Null Hypothesis of Stationarity Against the Alternative of Unit Root : How Sure are we that Economic Time Series have a Unit Root?**," Papers 8905, Michigan State - Econometrics and Economic Theory. - 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.

- Kwiatkowski, D. & Phillips, P.C.B. & Schmidt, P., 1990.
"
- 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.- 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.

- In Choi & Peter C.B. Phillips, 1989.
"
- 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. - Phillips, Peter C.B., 1992.
"
**Partitioned Regression with Rank-Deficient Regressions**," Econometric Theory, Cambridge University Press, vol. 8(02), pages 307-309, June. - Phillips, Peter C.B., 1992.
"
**Generalized Inverses of Partitioned Matrices**," Econometric Theory, Cambridge University Press, vol. 8(03), pages 426-427, September. - Podivinsky, Jan M., 1992.
"
**Small sample properties of tests of linear restrictions on cointegrating vectors and their weights**," Economics Letters, Elsevier, vol. 39(1), pages 13-18, May.

#### 1991

- Hillier, Grant H., 1991.
"
**On multiple diagnostic procedures for the linear model**," Journal of Econometrics, Elsevier, vol. 47(1), pages 47-66, January. - Hillier, Grant H. & King, Maxwell L., 1991.
"
**Editors' introduction: 40 years of diagnostic testing**," Journal of Econometrics, Elsevier, vol. 47(1), pages 1-4, January. - 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.- 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.

- Peter C.B. Phillips & Mico Loretan, 1989.
"
- Phillips, P C B, 1991.
"
**Optimal Inference in Cointegrated Systems**," Econometrica, Econometric Society, vol. 59(2), pages 283-306, March.- 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.

- Peter C.B. Phillips, 1988.
"
- Phillips, P C B, 1991.
"
**Error Correction and Long-Run Equilibrium in Continuous Time**," Econometrica, Econometric Society, vol. 59(4), pages 967-80, July.- Tom Doan, .
"
**PHILLIPSHANNAN: RATS procedure to compute Phillips-Hannan Efficient estimator for multivariate regressions**," Statistical Software Components RTS00158, Boston College Department of Economics. - 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.

- Tom Doan, .
"
- 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..- 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.

- Peter C.B. Phillips, 1990.
"
- 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..- 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.

- Peter C.B. Phillips, 1991.
"
- 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.- 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.

- Peter C.B. Phillips & Mico Loretan, 1989.
"
- 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.- Phillips, Peter C.B., 1989.
"
**Estimation and Testing in Linear Models with Singular Covariance Matrices**," Econometric Theory, Cambridge University Press, vol. 5(03), pages 455-455, December.

- Phillips, Peter C.B., 1989.
"
- 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.- Kwiatkowski, D. & Phillips, P.C.B. & Schmidt, P., 1992.
"
**Testing for Stationarity in the Components Representation of a Time Series**," Econometric Theory, Cambridge University Press, vol. 8(04), pages 586-591, December.

- Kwiatkowski, D. & Phillips, P.C.B. & Schmidt, P., 1992.
"
- Phillips, P.C.B., 1991.
"
**A Shortcut to LAD Estimator Asymptotics**," Econometric Theory, Cambridge University Press, vol. 7(04), pages 450-463, December.- Peter C.B. Phillips, 1990.
"
**A Shortcut to LAD Estimator Asymptotics**," Cowles Foundation Discussion Papers 949, Cowles Foundation for Research in Economics, Yale University.

- Peter C.B. Phillips, 1990.
"
- Mizon, Grayham E, 1991.
"
**Modelling Relative Price Variability and Aggregate Inflation in the United Kingdom**," Scandinavian Journal of Economics, Wiley Blackwell, vol. 93(2), pages 189-211. - Clements, Michael P. & Mizon, Grayham E., 1991.
"
**Empirical analysis of macroeconomic time series : VAR and structural models**," European Economic Review, Elsevier, vol. 35(4), pages 887-917, May.

#### 1990

- Hillier, Grant H, 1990.
"
**On the Normalization of Structural Equations: Properties of Direct Estimators**," Econometrica, Econometric Society, vol. 58(5), pages 1181-94, September. - 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.- Tom Doan, .
"
**FM: RATS procedure to estimate cointegrating vectors using Fully Modified Least Squares**," Statistical Software Components RTS00069, Boston College Department of Economics.

- Tom Doan, .
"
- 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.- Tom Doan, .
"
**POTEST: RATS procedure to perform Phillips-Ouliaris-Hansen test for Cointegration**," Statistical Software Components RTS00247, Boston College Department of Economics. - Tom Doan, .
"
**POTESTRESIDS: RATS procedure to perform Phillips-Ouliaris-Hansen test for Cointegration on 1st stage residuals**," Statistical Software Components RTS00248, Boston College Department of Economics. - 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.

- Tom Doan, .
"
- 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. - 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.- Phillips, Peter C.B. & Dolado, Juan J. & Boswijk, H. Peter, 1991.
"
**Optimal Structural Estimation of Triangular Systems: II. The Nonstationary Case**," Econometric Theory, Cambridge University Press, vol. 7(04), pages 549-558, December.

- Phillips, Peter C.B. & Dolado, Juan J. & Boswijk, H. Peter, 1991.
"
- 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. - 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. - 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. - Phillips, Peter C. B., 1990.
"
**The Tjalling C. Koopmans Econometric Theory Prize**," Econometric Theory, Cambridge University Press, vol. 6(02), pages i-i, June. - 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.- 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.

- Peter C.B. Phillips, 1989.
"
- Podivinsky, Jan M, 1990.
"
**Econometric Engineering: An Update for PC-GIVE**," Journal of Economic Surveys, Wiley Blackwell, vol. 4(1), pages 109-13. - Mizon, Grayham E & Safford, J Claire & Thomas, Stephen H, 1990.
"
**The Distribution of Consumer Price Changes in the United Kingdom**," Economica, London School of Economics and Political Science, vol. 57(226), pages 249-62, May.

#### 1989

- Phillips, P. C. B., 1989.
"
**Spherical matrix distributions and cauchy quotients**," Statistics & Probability Letters, Elsevier, vol. 8(1), pages 51-53, May.- Peter C.B. Phillips, 1987.
"
**Spherical Matrix Distributions and Cauchy Quotients**," Cowles Foundation Discussion Papers 823, Cowles Foundation for Research in Economics, Yale University.

- Peter C.B. Phillips, 1987.
"
- 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. - Phillips, Peter C.B., 1989.
"
**Structural Estimation under Partial Identification**," Econometric Theory, Cambridge University Press, vol. 5(02), pages 321-324, August.- Phillips, P.C.B., 1988.
"
**Structural Estimation Under Partial Identification**," Econometric Theory, Cambridge University Press, vol. 4(01), pages 172-173, April.

- Phillips, P.C.B., 1988.
"
- 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.- 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.

- Peter C.B. Phillips & Joon Y. Park, 1986.
"
- Phillips, P.C.B., 1989.
"
**Partially Identified Econometric Models**," Econometric Theory, Cambridge University Press, vol. 5(02), pages 181-240, August.- 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.

- Peter C.B. Phillips, 1987.
"
- Breusch, Trevor S & Mizon, Grayham E & Schmidt, Peter, 1989.
"
**Efficient Estimation Using Panel Data**," Econometrica, Econometric Society, vol. 57(3), pages 695-700, May. - Hylleberg, Svend & Mizon, Grayham E., 1989.
"
**A note on the distribution of the least squares estimator of a random walk with drift**," Economics Letters, Elsevier, vol. 29(3), pages 225-230. - Hylleberg, Svend & Mizon, Grayham E, 1989.
"
**Cointegration and Error Correction Mechanisms**," Economic Journal, Royal Economic Society, vol. 99(395), pages 113-25, Supplemen.

#### 1988

- Phillips, P C B, 1988.
"
**Reflections on Econometric Methodology**," The Economic Record, The Economic Society of Australia, vol. 64(187), pages 344-59, December.- Peter C.B. Phillips, 1988.
"
**Reflections on Econometric Methodology**," Cowles Foundation Discussion Papers 893, Cowles Foundation for Research in Economics, Yale University.

- Peter C.B. Phillips, 1988.
"
- Phillips, Peter C B, 1988.
"
**Regression Theory for Near-Integrated Time Series**," Econometrica, Econometric Society, vol. 56(5), pages 1021-43, September.- 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.

- Peter C.B. Phillips, 1986.
"
- 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.- 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.

- Peter C.B. Phillips & Joon Y. Park, 1986.
"
- 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.- 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.

- Steven N. Durlauf & Peter C.B. Phillips, 1986.
"
- Phillips, Peter C. B., 1988.
"
**Conditional and unconditional statistical independence**," Journal of Econometrics, Elsevier, vol. 38(3), pages 341-348, July.- 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.

- Peter C.B. Phillips, 1987.
"
- 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. - 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. - 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.- 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.

- Peter C.B. Phillips & Joon Y. Park, 1986.
"
- 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.- 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.

- Peter C.B. Phillips, 1987.
"
- Phillips, Peter C. B., 1988.
"
**The ET Interview: Professor James Durbin**," Econometric Theory, Cambridge University Press, vol. 4(01), pages 125-157, April. - Phillips, Peter C. B., 1988.
"
**The Et Interview: Professor Albert Rex Bergstrom**," Econometric Theory, Cambridge University Press, vol. 4(02), pages 301-327, August. - Phillips, P.C.B., 1988.
"
**Asymptotic Properties of OLS and GLS**," Econometric Theory, Cambridge University Press, vol. 4(01), pages 171-172, April. - 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.

#### 1987

- Hillier, Grant H., 1987.
"
**Classes of Similar Regions and Their Power Properties for Some Econometric Testing Problems**," Econometric Theory, Cambridge University Press, vol. 3(01), pages 1-44, February. - Phillips, P C B, 1987.
"
**Time Series Regression with a Unit Root**," Econometrica, Econometric Society, vol. 55(2), pages 277-301, March.- Tom Doan, .
"
**PPUNIT: RATS procedure to perform Phillips-Perron Unit Root test**," Statistical Software Components RTS00160, Boston College Department of Economics. - 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.

- Tom Doan, .
"
- 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.- 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.

- Perron, P. & Phillips, P.C.B., 1986.
"
- 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. - 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. - Phillips, Peter C. B., 1987.
"
**Editorial**," Econometric Theory, Cambridge University Press, vol. 3(02), pages 169-169, April. - Phillips, P. C. B., 1987.
"
**Asymptotic Expansions in Nonstationary Vector Autoregressions**," Econometric Theory, Cambridge University Press, vol. 3(01), pages 45-68, February.- Peter C.B. Phillips, 1985.
"
**Asymptotic Expansions in Nonstationary Vector Autoregressions**," Cowles Foundation Discussion Papers 765, Cowles Foundation for Research in Economics, Yale University.

- Peter C.B. Phillips, 1985.
"
- Turner, Paul & Podivinsky, Jan, 1987.
"
**PC GIVE $ David Hendry Version 4.1 July 1986**," Journal of Economic Surveys, Wiley Blackwell, vol. 1(1), pages 92-96.

#### 1986

- Hillier, G. H. & Satchell, S. E., 1986.
"
**Finite-Sample Properties of a Two-Stage Single Equation Estimator in the SUR Model**," Econometric Theory, Cambridge University Press, vol. 2(01), pages 66-74, April. - Hillier, Grant H., 1986.
"
**Limited Information Estimation Solution**," Econometric Theory, Cambridge University Press, vol. 2(02), pages 294-297, August. - 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.- 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.

- Peter C.B. Phillips & Steven N. Durlauf, 1985.
"
- Phillips, P C B, 1986.
"
**The Exact Distribution of the Wald Statistic**," Econometrica, Econometric Society, vol. 54(4), pages 881-95, July.- 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.

- Peter C.B. Phillips, 1984.
"
- 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.- 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.

- Peter C.B. Phillips, 1985.
"
- Phillips, P.C.B., 1986.
"
**Understanding spurious regressions in econometrics**," Journal of Econometrics, Elsevier, vol. 33(3), pages 311-340, December.- Peter C.B. Phillips, 1985.
"
**Understanding Spurious Regressions in Econometrics**," Cowles Foundation Discussion Papers 757, Cowles Foundation for Research in Economics, Yale University.

- Peter C.B. Phillips, 1985.
"
- Phillips, Peter C. B., 1986.
"
**Proffessor T.W. Anderson**," Econometric Theory, Cambridge University Press, vol. 2(02), pages 249-288, August. - Phillips, Peter C. B., 1986.
"
**An Integral Over a Matrix Space**," Econometric Theory, Cambridge University Press, vol. 2(03), pages 446-447, December. - Ullah, A. & Phillips, P.C.B., 1986.
"
**Distribution of F-Ratio**," Econometric Theory, Cambridge University Press, vol. 2(03), pages 449-452, December. - Mizon, Grayham E & Richard, Jean-Francois, 1986.
"
**The Encompassing Principle and Its Application to Testing Non-nested Hypotheses**," Econometrica, Econometric Society, vol. 54(3), pages 657-78, May.

#### 1985

- Hillier, Grant H., 1985.
"
**On the Joint and Marginal Densities of Instrumental Variable Estimators in a General Structural Equation**," Econometric Theory, Cambridge University Press, vol. 1(01), pages 53-72, April. - 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. - Phillips, Peter C B, 1985.
"
**The Exact Distribution of the SUR Estimator**," Econometrica, Econometric Society, vol. 53(4), pages 745-56, July. - Phillips, P. C. B., 1985.
"
**The distribution of matrix quotients**," Journal of Multivariate Analysis, Elsevier, vol. 16(1), pages 157-161, February.- Peter C.B. Phillips, 1982.
"
**The Distribution of Matrix Quotients**," Cowles Foundation Discussion Papers 637, Cowles Foundation for Research in Economics, Yale University.

- Peter C.B. Phillips, 1982.
"
- Phillips, Peter C.B., 1985.
"
**Professor J. D. Sargan**," Econometric Theory, Cambridge University Press, vol. 1(01), pages 119-139, April. - Phillips, Peter C.B., 1985.
"
**Editorial**," Econometric Theory, Cambridge University Press, vol. 1(01), pages 1-5, April. - Holly, Alberto & Phillips, Peter C.B., 1985.
"
**Editorial Note**," Econometric Theory, Cambridge University Press, vol. 1(01), pages 141-142, April.

#### 1984

- Hillier, Grant H & Giles, David E A, 1984.
"
**Estimation in Equilibrium Models Involving Discretionary Policy Instrument Choice**," Australian Economic Papers, Wiley Blackwell, vol. 23(43), pages 179-96, December. - Hillier, Grant H & Kinal, Terrence W & Srivastava, V K, 1984.
"
**On the Moments of Ordinary Least Squares and Instrumental Variables Estimators in a General Structural Equation**," Econometrica, Econometric Society, vol. 52(1), pages 185-202, January. - 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.- Phillips, Peter C B, 1985.
"
**The Exact Distribution of LIML: II**," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 26(1), pages 21-36, February.

- Peter C.B. Phillips, 1982.
"
**The Exact Distribution of LIML: I**," Cowles Foundation Discussion Papers 658, Cowles Foundation for Research in Economics, Yale University. - Peter C.B. Phillips, 1983.
"
**The Exact Distribution of LIML: II**," Cowles Foundation Discussion Papers 663, Cowles Foundation for Research in Economics, Yale University.

- Phillips, Peter C B, 1985.
"
- Phillips, P.C.B., 1984.
"
**The exact distribution of the Stein-rule estimator**," Journal of Econometrics, Elsevier, vol. 25(1-2), pages 123-131.- 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.

- Peter C.B. Phillips, 1983.
"
- Phillips, P. C. B., 1984.
"
**The exact distribution of exogenous variable coefficient estimators**," Journal of Econometrics, Elsevier, vol. 26(3), pages 387-398, December.- 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.

- Peter C.B. Phillips, 1983.
"

#### 1983

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

- Peter C.B. Phillips, 1982.
"
- Mizon, Grayham & Nickell, Stephen, 1983.
"
**Vintage Production Models of U.K. Manufacturing Industry**," Scandinavian Journal of Economics, Wiley Blackwell, vol. 85(2), pages 295-310.

#### 1982

- Phillips, P C B, 1982.
"
**On the Consistency of Nonlinear FIML**," Econometrica, Econometric Society, vol. 50(5), pages 1307-24, September.- 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.

- Phillips, Peter C.B., 1980.
"
- 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.- 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.

- Esfandier Maasoumi & Peter C.B. Phillips, 1980.
"
- Phillips, P. C. B., 1982.
"
**A simple proof of the latent root sensitivity formula**," Economics Letters, Elsevier, vol. 9(1), pages 57-59.

#### 1980

- Phillips, P C B, 1980.
"
**Finite Sample Theory and the Distributions of Alternative Estimators of the Marginal Propensity to Consume**," Review of Economic Studies, Wiley Blackwell, vol. 47(1), pages 183-224, January. - 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. - Mizon, Grayham E & Hendry, David F, 1980.
"
**An Empirical Application and Monte Carlo Analysis of Tests of Dynamic Specification**," Review of Economic Studies, Wiley Blackwell, vol. 47(1), pages 21-45, January.

#### 1979

- Holly, A & Phillips, P C B, 1979.
"
**A Saddlepoint Approximation to the Distribution of the k-Class Estimator of a Coefficient in a Simultaneous System**," Econometrica, Econometric Society, vol. 47(6), pages 1527-47, November. - 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. - Phillips, P. C. B., 1979.
"
**The concentration ellipsoid of a random vector**," Journal of Econometrics, Elsevier, vol. 11(2-3), pages 363-365.

#### 1978

- Hendry, David F & Mizon, Grayham E, 1978.
"
**Serial Correlation as a Convenient Simplification, not a Nuisance: A Comment on a Study of the Demand for Money by the Bank of England**," Economic Journal, Royal Economic Society, vol. 88(351), pages 549-63, September.

#### 1977

- Phillips, Peter C B, 1977.
"
**Approximations to Some Finite Sample Distributions Associated with a First-Order Stochastic Difference Equation**," Econometrica, Econometric Society, vol. 45(2), pages 463-85, March. - 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. - 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. - 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. - Mizon, Grayham E, 1977.
"
**Inferential Procedures in Nonlinear Models: An Application in a UK Industrial Cross Section Study of Factor Substitution and Returns to Scale**," Econometrica, Econometric Society, vol. 45(5), pages 1221-42, July.

#### 1976

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

#### 1974

- Phillips, P C B, 1974.
"
**The Estimation of Some Continuous Time Models**," Econometrica, Econometric Society, vol. 42(5), pages 803-23, September. - Mizon, Grayham E, 1974.
"
**The Estimation of Non-Linear Econometric Equations: An Application to the Specification and Estimation of an Aggregate Putty-Clay Relation for the United Kingdom**," Review of Economic Studies, Wiley Blackwell, vol. 41(3), pages 353-69, July.

#### 1973

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

#### 1972

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

### Chapters

#### 1990

- Driffill, John & Mizon, Grayham E. & Ulph, Alistair, 1990.
"
**Costs of inflation**," Handbook of Monetary Economics, in: B. M. Friedman & F. H. Hahn (ed.), Handbook of Monetary Economics, edition 1, volume 2, chapter 19, pages 1013-1066 Elsevier.- Driffill, John & Mizon, Grayham Ernest & Ulph, Alistair Mitchell, 1989.
"
**Costs of Inflation**," CEPR Discussion Papers 293, C.E.P.R. Discussion Papers.

- Driffill, John & Mizon, Grayham Ernest & Ulph, Alistair Mitchell, 1989.
"

#### 1983

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

- Peter C.B. Phillips, 1982.
"

### Software components

#### 2009

- Orazio Attanasio & Chiara Binelli, 2009.
"
**Code and data files for "Mexico in the 1990s: the Main Cross-Sectional Facts"**," Computer Codes 09-201, Review of Economic Dynamics.- Chiara Binelli & Orazio Attanasio, 2010.
"
**Mexico in the 1990s: the Main Cross-Sectional Facts**," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 13(1), pages 238-264, January.

- Chiara Binelli & Orazio Attanasio, 2010.
"