Publications

by members of

Department of Economics
Business School
University of Auckland
Auckland, New Zealand

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. Find also a compilation of publications from alumni here.

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

---

| Working papers | Journal articles | Chapters |

Working papers

Undated material is listed at the end

2023

1. Yiren Wang & Peter C B Phillips & Liangjun Su, 2023. "Panel Data Models with Time-Varying Latent Group Structures," Papers 2307.15863, arXiv.org.
   
   • Yiren Wang & Peter C. B. Phillips & Liangjun Su, 2023. "Panel Data Models with Time-Varying Latent Group Structures," Cowles Foundation Discussion Papers 2364, Cowles Foundation for Research in Economics, Yale University.
2. Liudas Giraitis & Yufei Li & Peter C.B. Phillips, 2023. "Robust Inference on Correlation under General Heterogeneity," Cowles Foundation Discussion Papers 2354, Cowles Foundation for Research in Economics, Yale University.
3. Qiying Wang & Peter C. B. Phillips & Ying Wang, 2023. "New asymptotics applied to functional coefficient regression and climate sensitivity analysis," Cowles Foundation Discussion Papers 2365, Cowles Foundation for Research in Economics, Yale University.
4. Jin Seo Cho & Peter C. B. Phillips & Juwon Seo, 2023. "Functional Data Inference in a Parametric Quantile Model applied to Lifetime Income Curves," Working papers 2023rwp-211, Yonsei University, Yonsei Economics Research Institute.
5. Li, Keyi & Lorgelly, Paula & Jasim, Sarah & Morris, Tiyi & Gomes, Manuel, 2023. "Does a working day keep the doctor away? A critical review of the impact of unemployment and job insecurity on health and social care utilisation," LSE Research Online Documents on Economics 115164, London School of Economics and Political Science, LSE Library.
   
   • Keyi Li & Paula Lorgelly & Sarah Jasim & Tiyi Morris & Manuel Gomes, 2023. "Does a working day keep the doctor away? A critical review of the impact of unemployment and job insecurity on health and social care utilisation," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), vol. 24(2), pages 179-186, March.
6. Wen, Le & Maani, Sholeh A. & Dong, Zhi, 2023. "Educational Job Mismatch, Job Satisfaction, On-the-Job Training, and Employee Quit Behavior: A Dynamic Analytical Approach," IZA Discussion Papers 15869, Institute of Labor Economics (IZA).

2022

1. Ziwei Mei & Peter C. B. Phillips & Zhentao Shi, 2022. "The boosted HP filter is more general than you might think," Papers 2209.09810, arXiv.org.
   
   • Ziwei Mei & Zhentao Shi & Peter C. B. Phillips, 2022. "The boosted HP filter is more general than you might think," Cowles Foundation Discussion Papers 2348, Cowles Foundation for Research in Economics, Yale University.
2. Yanbo Liu & Peter C. B. Phillips & Jun Yu, 2022. "A Panel Clustering Approach to Analyzing Bubble Behavior," Cowles Foundation Discussion Papers 2323, Cowles Foundation for Research in Economics, Yale University.
   
   • Yanbo Liu & Peter C. B. Phillips & Jun Yu, 2023. "A Panel Clustering Approach To Analyzing Bubble Behavior," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 64(4), pages 1347-1395, November.
   • Liu, Yanbo & Phillips, Peter C. B. & Yu, Jun, 2022. "A Panel Clustering Approach to Analyzing Bubble Behavior," Economics and Statistics Working Papers 1-2022, Singapore Management University, School of Economics.
3. Ryan Greenaway-McGrevy & Peter C. B. Phillips, 2022. "The Impact of Upzoning on Housing Construction in Auckland," Cowles Foundation Discussion Papers 2330, Cowles Foundation for Research in Economics, Yale University.
   
   • Greenaway-McGrevy, Ryan & Phillips, Peter C.B., 2023. "The impact of upzoning on housing construction in Auckland," Journal of Urban Economics, Elsevier, vol. 136(C).
4. Shuping Shi & Peter C. B. Phillips, 2022. "Econometric Analysis of Asset Price Bubbles," Cowles Foundation Discussion Papers 2331, Cowles Foundation for Research in Economics, Yale University.
5. Peter C. B. Phillips, 2022. "Asymptotics of Polynomial Time Trend Estimation and Hypothesis Testing under Rank Deficiency," Cowles Foundation Discussion Papers 2332, Cowles Foundation for Research in Economics, Yale University.
6. Peter C. B. Phillips, 2022. "An Econometrician amongst Statisticians: T. W. Anderson," Cowles Foundation Discussion Papers 2333, Cowles Foundation for Research in Economics, Yale University.
7. Jia Li & Peter C. B. Phillips & Shuping Shi & Jun Yu, 2022. "Weak Identification of Long Memory with Implications for Inference," Cowles Foundation Discussion Papers 2334, Cowles Foundation for Research in Economics, Yale University.
   
   • Li, Jia & Phillips, Peter C. B. & Shi, Shuping & Yu, Jun, 2022. "Weak Identification of Long Memory with Implications for Inference," Economics and Statistics Working Papers 8-2022, Singapore Management University, School of Economics.
8. Qiying Wang & Peter C. B. Phillips, 2022. "A General Limit Theory for Nonlinear Functionals of Nonstationary Time Series," Cowles Foundation Discussion Papers 2337, Cowles Foundation for Research in Economics, Yale University.
9. Eva Biswas & Farzad Sabzikar & Peter C. B. Phillips, 2022. "Boosting the HP Filter for Trending Time Series with Long Range Dependence," Cowles Foundation Discussion Papers 2347, Cowles Foundation for Research in Economics, Yale University.
10. Yiu Lim Lui & Jun Yu & Peter C. B. Phillips, 2022. "Robust Testing for Explosive Behavior with Strongly Dependent Errors," Cowles Foundation Discussion Papers 2350, Cowles Foundation for Research in Economics, Yale University.
    
    • Lui, Yiu Lim & Phillips, Peter C.B. & Yu, Jun, 2024. "Robust testing for explosive behavior with strongly dependent errors," Journal of Econometrics, Elsevier, vol. 238(2).
    • Lui, Yiu Lim & Phillips, Peter C.B. & Yu, Jun, 2022. "Robust Testing for Explosive Behavior with Strongly Dependent Errors," Economics and Statistics Working Papers 11-2022, Singapore Management University, School of Economics.
11. Shuyao Ke & Liangjun Su & Peter C. B. Phillips, 2022. "Unified Factor Model Estimation and Inference under Short and Long Memory," Cowles Foundation Discussion Papers 2351, Cowles Foundation for Research in Economics, Yale University.
12. Ping Yu & Shengjie Hong & Peter C. B. Phillips, 2022. "Panel Threshold Regression with Unobserved Individual-Specific Threshold Effects," Cowles Foundation Discussion Papers 2352, Cowles Foundation for Research in Economics, Yale University.
13. Francis Bloch & Simona Fabrizi & Steffen Lippert, 2022. "Hiding and herding in market entry," Post-Print halshs-03956373, HAL.
    
    • Bloch, Francis & Fabrizi, Simona & Lippert, Steffen, 2022. "Hiding and herding in market entry," Journal of Economic Theory, Elsevier, vol. 206(C).
    • Francis Bloch & Simona Fabrizi & Steffen Lippert, 2022. "Hiding and herding in market entry," PSE-Ecole d'économie de Paris (Postprint) halshs-03956373, HAL.

2021

1. Liang Jiang & Peter C. B. Phillips & Yubo Tao & Yichong Zhang, 2021. "Regression-Adjusted Estimation of Quantile Treatment Effects under Covariate-Adaptive Randomizations," Papers 2105.14752, arXiv.org, revised Sep 2022.
   
   • Jiang, Liang & Phillips, Peter C.B. & Tao, Yubo & Zhang, Yichong, 2023. "Regression-adjusted estimation of quantile treatment effects under covariate-adaptive randomizations," Journal of Econometrics, Elsevier, vol. 234(2), pages 758-776.
   • Liang Jiang & Xiaobin Liu & Peter C.B. Phillips & Yichong Zhang, 2021. "Regression-Adjusted Estimation of Quantile Treatment Effects under Covariate-Adaptive Randomizations," Cowles Foundation Discussion Papers 2288, Cowles Foundation for Research in Economics, Yale University.
2. Igor L. Kheifets & Peter C. B. Phillips, 2021. "Fully Modified Least Squares Cointegrating Parameter Estimation in Multicointegrated Systems," Papers 2108.03486, arXiv.org.
   
   • Kheifets, Igor L. & Phillips, Peter C.B., 2023. "Fully modified least squares cointegrating parameter estimation in multicointegrated systems," Journal of Econometrics, Elsevier, vol. 232(2), pages 300-319.
3. Peter C.B. Phillips, 2021. "Discrete Fourier Transforms of Fractional Processes with Econometric Applications," Cowles Foundation Discussion Papers 2303, Cowles Foundation for Research in Economics, Yale University.
   
   • Peter C. B. Phillips, 2023. "Discrete Fourier Transforms of Fractional Processes with Econometric Applications," Advances in Econometrics, in: Essays in Honor of Joon Y. Park: Econometric Theory, volume 45, pages 3-71, Emerald Group Publishing Limited.
4. Peter C.B. Phillips, 2021. "Estimation and Inference with Near Unit Roots," Cowles Foundation Discussion Papers 2304, Cowles Foundation for Research in Economics, Yale University.
   
   • Phillips, Peter C.B., 2023. "Estimation And Inference With Near Unit Roots," Econometric Theory, Cambridge University Press, vol. 39(2), pages 221-263, April.
5. Yanbo Liu & Peter C.B. Phillips, 2021. "Robust Inference with Stochastic Local Unit Root Regressors in Predictive Regressions," Cowles Foundation Discussion Papers 2305, Cowles Foundation for Research in Economics, Yale University.
   
   • Liu, Yanbo & Phillips, Peter C.B., 2023. "Robust inference with stochastic local unit root regressors in predictive regressions," Journal of Econometrics, Elsevier, vol. 235(2), pages 563-591.
6. Peter C.B. Phillips & Igor Kheifets, 2021. "On Multicointegration," Cowles Foundation Discussion Papers 2306, Cowles Foundation for Research in Economics, Yale University.
7. Peter C.B. Phillips & Ying Wang, 2021. "Limit Theory for Locally Flat Functional Coefficient Regression," Cowles Foundation Discussion Papers 2307, Cowles Foundation for Research in Economics, Yale University.
   
   • Phillips, Peter C. B. & Wang, Ying, 2023. "Limit Theory For Locally Flat Functional Coefficient Regression," Econometric Theory, Cambridge University Press, vol. 39(5), pages 900-949, October.
8. Rho, Yeirae & Fabrizi, Simona & Lippert, Steffen, 2021. "Employee characteristics, absorptive capacity and innovation," MPRA Paper 106407, University Library of Munich, Germany, revised 04 Mar 2021.
9. Simona Fabrizi & Steffen Lippert & Addison Pan & Matthew Ryan, 2021. "Unanimity under Ambiguity," Working Papers 2021-07, Auckland University of Technology, Department of Economics.
10. Florens, Jean-Pierre & Enache, Andreea & Sbaï, Erwann, 2021. "A Functional Estimation Approach to the First-Price Auction Models," TSE Working Papers 21-1264, Toulouse School of Economics (TSE).
    
    • Enache, Andreea & Florens, Jean-Pierre & Sbai, Erwann, 2023. "A functional estimation approach to the first-price auction models," Journal of Econometrics, Elsevier, vol. 235(2), pages 1564-1588.
11. Maani, Sholeh A. & Wen, Le, 2021. "Over-Education and Immigrant Earnings: A Penalized Quantile Panel Regression Analysis," IZA Discussion Papers 14088, Institute of Labor Economics (IZA).
    
    • Sholeh A. Maani & Le Wen, 2021. "Over-education and immigrant earnings: a penalized quantile panel regression analysis," Applied Economics, Taylor & Francis Journals, vol. 53(24), pages 2771-2790, May.
12. Wang, Xingang & Maani, Sholeh A., 2021. "Ethnic Regional Networks and Immigrants' Earnings: A Spatial Autoregressive Network Approach," IZA Discussion Papers 14862, Institute of Labor Economics (IZA).
    
    • Xingang Wang & Sholeh A. Maani, 2021. "Ethnic regional networks and immigrants' earnings: A spatial autoregressive network approach," Papers in Regional Science, Wiley Blackwell, vol. 100(1), pages 141-168, February.
13. Maani, Sholeh A., 2021. "COVID-19 Government Responses to Labour Market Disruptions and Economic Impacts: The New Zealand Model," IZA Discussion Papers 14929, Institute of Labor Economics (IZA).

2020

1. Liang Jiang & Xiaobin Liu & Peter C. B. Phillips & Yichong Zhang, 2020. "Bootstrap Inference for Quantile Treatment Effects in Randomized Experiments with Matched Pairs," Papers 2005.11967, arXiv.org, revised May 2021.
   
   • Liang Jiang & Xiaobin Liu & Peter C.B. Phillips & Yichong Zhang, 2020. "Bootstrap Inference for Quantile Treatment Effects in Randomized Experiments with Matched Pairs," Cowles Foundation Discussion Papers 2249, Cowles Foundation for Research in Economics, Yale University.
2. Shuping Shi & Peter C.B. Phillips, 2020. "Diagnosing Housing Fever with an Econometric Thermometer," Cowles Foundation Discussion Papers 2248, Cowles Foundation for Research in Economics, Yale University.
   
   • Shuping Shi & Peter C.B. Phillips, 2023. "Diagnosing housing fever with an econometric thermometer," Journal of Economic Surveys, Wiley Blackwell, vol. 37(1), pages 159-186, February.
   • Shuping Shi & Peter C B Phillips, 2020. "Diagnosing housing fever with an econometric thermometer," CAMA Working Papers 2020-43, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
3. Peter C.B. Phillips & Ying Wang, 2020. "When Bias Contributes to Variance: True Limit Theory in Functional Coefficient Cointegrating Regression," Cowles Foundation Discussion Papers 2250, Cowles Foundation for Research in Economics, Yale University.
   
   • Phillips, Peter C.B. & Wang, Ying, 2023. "When bias contributes to variance: True limit theory in functional coefficient cointegrating regression," Journal of Econometrics, Elsevier, vol. 232(2), pages 469-489.
4. Ye Chen & Peter C.B. Phillips & Shuping Shi, 2020. "Common Bubble Detection in Large Dimensional Financial Systems," Cowles Foundation Discussion Papers 2251, Cowles Foundation for Research in Economics, Yale University.
   
   • Ye ChenCapital & Peter C B Phillips & Shuping Shi, 2023. "Common Bubble Detection in Large Dimensional Financial Systems," Journal of Financial Econometrics, Oxford University Press, vol. 21(4), pages 989-1063.
5. Ke Miao & Peter C.B. Phillips & Liangjun Su, 2020. "High-Dimensional VARs with Common Factors," Cowles Foundation Discussion Papers 2252, Cowles Foundation for Research in Economics, Yale University.
   
   • Miao, Ke & Phillips, Peter C.B. & Su, Liangjun, 2023. "High-dimensional VARs with common factors," Journal of Econometrics, Elsevier, vol. 233(1), pages 155-183.
6. Jungyoon Lee & Peter C.B. Phillips & Francesca Rossi, 2020. "Consistent Misspecification Testing in Spatial Autoregressive Models," Cowles Foundation Discussion Papers 2256, Cowles Foundation for Research in Economics, Yale University.
7. Todd Henry & Peter C.B. Phillips, 2020. "Forecasting Economic Activity Using the Yield Curve: Quasi-Real-Time Applications for New Zealand, Australia and the US," Cowles Foundation Discussion Papers 2259, Cowles Foundation for Research in Economics, Yale University.
8. Huang, Wenxin & Jin, Sainan & Phillips, Peter C.B. & Su, Liangjun, 2020. "Nonstationary Panel Models with Latent Group Structures and Cross-Section Dependence," Economics and Statistics Working Papers 7-2020, Singapore Management University, School of Economics.
   
   • Huang, Wenxin & Jin, Sainan & Phillips, Peter C.B. & Su, Liangjun, 2021. "Nonstationary panel models with latent group structures and cross-section dependence," Journal of Econometrics, Elsevier, vol. 221(1), pages 198-222.
9. Ananish Chaudhuri & Vegard Iversen & Francesca R. Jensenius & Pushkar Maitra, 2020. "Time in Office and the Changing Gender Gap in Dishonesty: Evidence from Local Politics in India," CESifo Working Paper Series 8217, CESifo.
10. Ananish Chaudhuri & Vegard Iversen & Francesca R. Jensenius & Pushkar Maitra, 2020. "Selecting the Best of Us? Politician Quality in Village Councils in West Bengal, India," CESifo Working Paper Series 8597, CESifo.
11. Fariha Kamal & Asha Sundaram & Cristina J. Tello-Trillo, 2020. "Family-Leave Mandates and Female Labor at U.S. Firms: Evidence from a Trade Shock," Working Papers 20-25, Center for Economic Studies, U.S. Census Bureau.
12. Hannah Christensen & Hareth Al-Janabi & Pierre Lévy & Maarten J. Postma & David E. Bloom & Paolo Landa & David M. Salisbury & Javier Diez-Domingo & Adrian K. Towse & Paula K. Lorgelly & Koonal K. Shah, 2020. "Economic evaluation of meningococcal vaccines: considerations for the future," Post-Print hal-03120553, HAL.
    
    • Hannah Christensen & Hareth Al-Janabi & Pierre Levy & Maarten J. Postma & David E. Bloom & Paolo Landa & Oliver Damm & David M. Salisbury & Javier Diez-Domingo & Adrian K. Towse & Paula K. Lorgelly & , 2020. "Economic evaluation of meningococcal vaccines: considerations for the future," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), vol. 21(2), pages 297-309, March.

2019

1. Peter C. B. Phillips & Zhentao Shi, 2019. "Boosting: Why You Can Use the HP Filter," Papers 1905.00175, arXiv.org, revised Nov 2020.
   
   • Peter C. B. Phillips & Zhentao Shi, 2021. "Boosting: Why You Can Use The Hp Filter," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 62(2), pages 521-570, May.
   • Peter C.B. Phillips & Zhentao Shi, 2019. "Boosting: Why you Can Use the HP Filter," Cowles Foundation Discussion Papers 2212, Cowles Foundation for Research in Economics, Yale University.
2. Peter C.B. Phillips & Zhentao Shi, 2019. "Boosting the Hodrick-Prescott Filter," Cowles Foundation Discussion Papers 2192, Cowles Foundation for Research in Economics, Yale University.
3. Peter C.B. Phillips & Ying Wang, 2019. "Functional Coefficient Panel Modeling with Communal Smoothing Covariates," Cowles Foundation Discussion Papers 2193, Cowles Foundation for Research in Economics, Yale University.
   
   • Phillips, Peter C.B. & Wang, Ying, 2022. "Functional coefficient panel modeling with communal smoothing covariates," Journal of Econometrics, Elsevier, vol. 227(2), pages 371-407.
4. Violetta Dalla & Liudas Giraitis & Peter C.B. Phillips, 2019. "Robust Tests for White Noise and Cross-Correlation," Cowles Foundation Discussion Papers 2194, Cowles Foundation for Research in Economics, Yale University.
   
   • Dalla, Violetta & Giraitis, Liudas & Phillips, Peter C. B., 2022. "Robust Tests For White Noise And Cross-Correlation," Econometric Theory, Cambridge University Press, vol. 38(5), pages 913-941, October.
   • Violetta Dalla & Liudas Giraitis & Peter C. B. Phillips, 2020. "Robust Tests for White Noise and Cross-Correlation," Working Papers 906, Queen Mary University of London, School of Economics and Finance.
   • Violetta Dalla & Liudas Giraitis & Peter C.B. Phillips, 2019. "Robust Tests for White Noise and Cross-Correlation," Cowles Foundation Discussion Papers 2194, Cowles Foundation for Research in Economics, Yale University, revised Mar 2020.
5. Maria Kyriacou & Peter C.B. Phillips & Francesca Rossi, 2019. "Continuously Updated Indirect Inference in Heteroskedastic Spatial Models," Cowles Foundation Discussion Papers 2208, Cowles Foundation for Research in Economics, Yale University.
   
   • Kyriacou, Maria & Phillips, Peter C.B. & Rossi, Francesca, 2023. "Continuously Updated Indirect Inference In Heteroskedastic Spatial Models," Econometric Theory, Cambridge University Press, vol. 39(1), pages 107-145, February.
   • Maria Kyriacou & Peter C.B. Phillips & Francesca Rossi, 2019. "Continuously Updated Indirect Inference in Heteroskedastic Spatial Models," Working Papers 15/2019, University of Verona, Department of Economics.
6. Ping Yu & Qin Liao & Peter C.B. Phillips, 2019. "Inference and Specification Testing in Threshold Regression with Endogeneity," Cowles Foundation Discussion Papers 2209, Cowles Foundation for Research in Economics, Yale University.
7. Igor Kheifets & Peter C.B. Phillips, 2019. "Fully Modified Least Squares for Multicointegrated Systems," Cowles Foundation Discussion Papers 2210, Cowles Foundation for Research in Economics, Yale University.
8. Zhishui Hu & Peter C.B. Phillips & Qiying Wang, 2019. "Nonlinear Cointegrating Power Function Regression with Endogeneity," Cowles Foundation Discussion Papers 2211, Cowles Foundation for Research in Economics, Yale University.
   
   • Hu, Zhishui & Phillips, Peter C.B. & Wang, Qiying, 2021. "Nonlinear Cointegrating Power Function Regression With Endogeneity," Econometric Theory, Cambridge University Press, vol. 37(6), pages 1173-1213, December.
9. Jin Seo Cho & Peter C. B. Phillips & Juwon Seo, 2019. "Parametric Inference on the Mean of Functional Data Applied to Lifetime Income Curves," Working papers 2019rwp-153, Yonsei University, Yonsei Economics Research Institute.
10. Fariha Kamal & Asha Sundaram, 2019. "Do Institutions Determine Economic Geography? Evidence from the Concentration of Foreign Suppliers," Working Papers 19-05, Center for Economic Studies, U.S. Census Bureau.
    
    • Kamal, Fariha & Sundaram, Asha, 2019. "Do institutions determine economic Geography? Evidence from the concentration of foreign suppliers," Journal of Urban Economics, Elsevier, vol. 110(C), pages 89-101.
11. Suzi Kerr & Steffen Lippert & Edmund Lou, 2019. "Financial Transfers and Climate Cooperation," Working Papers 19_04, Motu Economic and Public Policy Research.

2018

1. Farzad Sabzikar & Qiying Wang & Peter C.B. Phillips, 2018. "Asymptotic Theory for Near Integrated Process Driven by Tempered Linear Process," Cowles Foundation Discussion Papers 2131, Cowles Foundation for Research in Economics, Yale University.
2. Peter C.B. Phillips, 2018. "Dynamic Panel Modeling of Climate Change," Cowles Foundation Discussion Papers 2150, Cowles Foundation for Research in Economics, Yale University.
   
   • Peter C. B. Phillips, 2020. "Dynamic Panel Modeling of Climate Change," Econometrics, MDPI, vol. 8(3), pages 1-28, July.
3. Offer Lieberman & Peter C.B. Phillips, 2018. "Understanding Temporal Aggregation Effects on Kurtosis in Financial Indices," Cowles Foundation Discussion Papers 2151, Cowles Foundation for Research in Economics, Yale University.
   
   • Lieberman, Offer & Phillips, Peter C.B., 2022. "Understanding temporal aggregation effects on kurtosis in financial indices," Journal of Econometrics, Elsevier, vol. 227(1), pages 25-46.
4. Peter C.B. Phillips & Shuping Shi, 2018. "Real Time Monitoring of Asset Markets: Bubbles and Crises," Cowles Foundation Discussion Papers 2152, Cowles Foundation for Research in Economics, Yale University.
5. Peter C.B. Phillips & Yonghui Zhang & Xiaohu Wang, 2018. "HAR Testing for Spurious Regression in Trend," Cowles Foundation Discussion Papers 2153, Cowles Foundation for Research in Economics, Yale University.
   
   • Peter C. B. Phillips & Xiaohu Wang & Yonghui Zhang, 2019. "HAR Testing for Spurious Regression in Trend," Econometrics, MDPI, vol. 7(4), pages 1-28, December.
6. Wang, Wuyi & Phillips, Peter C.B. & Su, Liangjun, 2018. "The Heterogeneous Effects of the Minimum Wage on Employment Across States," Economics and Statistics Working Papers 11-2018, Singapore Management University, School of Economics.
   
   • Wang, Wuyi & Phillips, Peter C.B. & Su, Liangjun, 2019. "The heterogeneous effects of the minimum wage on employment across states," Economics Letters, Elsevier, vol. 174(C), pages 179-185.
7. Haiping Zhang, 2018. "Trade-Driven Sectoral Upgrading and the Global Balances," Working Papers 2, New Zealand Centre of Macroeconomics.
8. Ryan Greenaway-McGrevy & Gail Pacheco & Kade Sorensen, 2018. "Land Use Regulation, the Redevelopment Premium and House Prices," Working Papers 2018-02 JEL Classificatio, Auckland University of Technology, Department of Economics.
9. Wen, Le & Maani, Sholeh A., 2018. "Job Mismatches and Career Mobility," IZA Discussion Papers 11844, Institute of Labor Economics (IZA).
   
   • Le Wen & Sholeh A. Maani, 2019. "Job mismatches and career mobility," Applied Economics, Taylor & Francis Journals, vol. 51(10), pages 1010-1024, February.

2017

1. John Chao & Peter C.B. Phillips, 2017. "Uniform Inference in Panel Autoregression," Cowles Foundation Discussion Papers 2071, Cowles Foundation for Research in Economics, Yale University.
   
   • John C. Chao & Peter C. B. Phillips, 2019. "Uniform Inference in Panel Autoregression," Econometrics, MDPI, vol. 7(4), pages 1-28, November.
2. Jianning Kong & Peter C.B. Phillips & Donggyu Sul, 2017. "Weak s- Convergence: Theory and Applications," Cowles Foundation Discussion Papers 2072, Cowles Foundation for Research in Economics, Yale University.
   
   • Kong, Jianning & Phillips, Peter C.B. & Sul, Donggyu, 2019. "Weak σ-convergence: Theory and applications," Journal of Econometrics, Elsevier, vol. 209(2), pages 185-207.
3. David F. Hendry & Peter C.B. Phillips, 2017. "John Denis Sargan at the London School of Economics," Cowles Foundation Discussion Papers 2082, Cowles Foundation for Research in Economics, Yale University.
4. Thomas Leirvik & Peter C.B. Phillips & Trude Storelvmo, 2017. "Econometric Measurement of Earth's Transient Climate Sensitivity," Cowles Foundation Discussion Papers 2083, Cowles Foundation for Research in Economics, Yale University.
   
   • Peter C.B. Phillips, 2017. "Econometric Measurement of Earth's Transient Climate Sensitivity," Cowles Foundation Discussion Papers 2094, Cowles Foundation for Research in Economics, Yale University.
5. Anna Bykhovskaya & Peter C. B. Phillips, 2017. "Point Optimal Testing with Roots That Are Functionally Local to Unity," Cowles Foundation Discussion Papers 2107, Cowles Foundation for Research in Economics, Yale University.
   
   • Bykhovskaya, Anna & Phillips, Peter C.B., 2020. "Point optimal testing with roots that are functionally local to unity," Journal of Econometrics, Elsevier, vol. 219(2), pages 231-259.
6. Anna Bykhovskaya & Peter C. B. Phillips, 2017. "Boundary Limit Theory for Functional Local to Unity Regression," Cowles Foundation Discussion Papers 2108, Cowles Foundation for Research in Economics, Yale University.
   
   • Anna Bykhovskaya & Peter C. B. Phillips, 2018. "Boundary Limit Theory for Functional Local to Unity Regression," Journal of Time Series Analysis, Wiley Blackwell, vol. 39(4), pages 523-562, July.
7. Degui Li & Peter C.B. Phillips & Jiti Gao, 2017. "Kernel-Based Inference In Time-Varying Coefficient Cointegrating Regression," Cowles Foundation Discussion Papers 2109, Cowles Foundation for Research in Economics, Yale University.
   
   • Li, Degui & Phillips, Peter C.B. & Gao, Jiti, 2020. "Kernel-based Inference in Time-Varying Coefficient Cointegrating Regression," Journal of Econometrics, Elsevier, vol. 215(2), pages 607-632.
8. Peter C. B. Phillips, 2017. "Detecting Financial Collapse and Ballooning Sovereign Risk," Cowles Foundation Discussion Papers 2110, Cowles Foundation for Research in Economics, Yale University.
   
   • Peter C. B. Phillips & Shuping Shi, 2019. "Detecting Financial Collapse and Ballooning Sovereign Risk," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 81(6), pages 1336-1361, December.
9. Qiying Wang & Peter C.B. Phillips & Ioannis Kasparis, 2017. "Latent Variable Nonparametric Cointegrating Regression," Cowles Foundation Discussion Papers 2111, Cowles Foundation for Research in Economics, Yale University.
   
   • Wang, Qiying & Phillips, Peter C.B. & Kasparis, Ioannis, 2021. "Latent Variable Nonparametric Cointegrating Regression," Econometric Theory, Cambridge University Press, vol. 37(1), pages 138-168, February.
10. Offer Lieberman & Peter C.B. Phillips, 2017. "Hybrid Stochastic Local Unit Roots," Cowles Foundation Discussion Papers 2113, Cowles Foundation for Research in Economics, Yale University.
    
    • Lieberman, Offer & Phillips, Peter C.B., 2020. "Hybrid stochastic local unit roots," Journal of Econometrics, Elsevier, vol. 215(1), pages 257-285.
11. Yubo Tao & Peter C.B. Phillips & Jun Yu, 2017. "Random Coefficient Continuous Systems: Testing for Extreme Sample Path Behaviour," Cowles Foundation Discussion Papers 2114, Cowles Foundation for Research in Economics, Yale University.
    
    • Tao, Yubo & Phillips, Peter C.B. & Yu, Jun, 2019. "Random coefficient continuous systems: Testing for extreme sample path behavior," Journal of Econometrics, Elsevier, vol. 209(2), pages 208-237.
    • Tao, Yubo & Phillips, Peter C.B. & Yu, Jun, 2017. "Random Coefficient Continuous Systems: Testing for Extreme Sample Path Behaviour," Economics and Statistics Working Papers 18-2017, Singapore Management University, School of Economics.
12. Degui Li & Peter CB Phillips & Jiti Gao, 2017. "Kernel-based inference in time-varying coefficient models with multiple integrated regressors," Monash Econometrics and Business Statistics Working Papers 11/17, Monash University, Department of Econometrics and Business Statistics.
13. Tingting Cheng & Jiti Gao & Peter CB Phillips, 2017. "Bayesian estimation based on summary statistics: Double asymptotics and practice," Monash Econometrics and Business Statistics Working Papers 4/17, Monash University, Department of Econometrics and Business Statistics.
14. Debasis Bandyopadhyay & Ian King & Xueli Tang, 2017. "Human Capital Misallocation, TFP, and Redistributive Policies," Discussion Papers Series 585, School of Economics, University of Queensland, Australia.
15. Dickinson, David L. & Chaudhuri, Ananish & Greenaway-McGrevy, Ryan, 2017. "Trading While Sleepy? Circadian Mismatch and Excess Volatility in a Global Experimental Asset Market," IZA Discussion Papers 10984, Institute of Labor Economics (IZA).
    
    • David L. Dickinson & Ananish Chaudhuri & Ryan Greenaway-McGrevy, 2017. "Trading while sleepy? Circadian mismatch and excess volatility in a global experimental asset market," Working Papers 17-06, Department of Economics, Appalachian State University.
16. Ryan Greenaway-McGrevy & Donggyu Sul & Nelson Mark & Jyh-Lin Wu, 2017. "Identifying Exchange Rate Common Factors," NBER Working Papers 23726, National Bureau of Economic Research, Inc.
    
    • Ryan Greenaway‐McGrevy & Nelson C. Mark & Donggyu Sul & Jyh‐Lin Wu, 2018. "Identifying Exchange Rate Common Factors," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 59(4), pages 2193-2218, November.
17. Wen, Le & Maani, Sholeh A., 2017. "A Panel Study of Immigrants' Overeducation and Earnings in Australia," IZA Discussion Papers 11216, Institute of Labor Economics (IZA).
18. Maani, Sholeh A., 2017. "Policy Experimentation and Impact Evaluation: The Case of a Student Voucher System in New Zealand," IZA Policy Papers 137, Institute of Labor Economics (IZA).

2016

1. Stan Hurn & Peter C. B. Phillips & Shu-Ping Shi, 2016. ""Change Detection and the Causal Impact of the Yield Curve," Cowles Foundation Discussion Papers 2058, Cowles Foundation for Research in Economics, Yale University.
   
   • Shuping Shi & Peter C. B. Phillips & Stan Hurn, 2018. "Change Detection and the Causal Impact of the Yield Curve," Journal of Time Series Analysis, Wiley Blackwell, vol. 39(6), pages 966-987, November.
   • Stan Hurn & Peter C B Phillips & Shuping Shi, 2015. "Change Detection and the Casual Impact of the Yield Curve," NCER Working Paper Series 107, National Centre for Econometric Research.
2. Shu-Ping Shi & Stan Hurn & Peter C. B. Phillips, 2016. "Causal Change Detection in Possibly Integrated Systems: Revisiting the Money-Income Relationship," Cowles Foundation Discussion Papers 2059, Cowles Foundation for Research in Economics, Yale University.
   
   • Shuping Shi & Stan Hurn & Peter C B Phillips, 2016. "Causal Change Detection in Possibly Integrated Systems: Revisiting the Money-Income Relationship," NCER Working Paper Series 113, National Centre for Econometric Research.
3. Jin Seo Cho & Myung-Ho Park & Peter C. B. Phillips, 2016. "Sequentially Testing Polynomial Model Hypotheses Using Power Transforms of Regressors," Cowles Foundation Discussion Papers 2060, Cowles Foundation for Research in Economics, Yale University.
   
   • Jin Seo Cho & Peter C. B. Phillips, 2018. "Sequentially testing polynomial model hypotheses using power transforms of regressors," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(1), pages 141-159, January.
   • Jin Seo Cho & Peter C.B. Phillips, 2016. "Sequentially Testing Polynomial Model Hypotheses using Power Transforms of Regressors," Working papers 2016rwp-90, Yonsei University, Yonsei Economics Research Institute.
4. Offer Lieberman & Peter C.B. Phillips, 2016. "IV and GMM Estimation and Testing of Multivariate Stochastic Unit Root Models," Cowles Foundation Discussion Papers 2061, Cowles Foundation for Research in Economics, Yale University.
5. Wayne Yuan Gao & Peter C.B. Phillips, 2016. "Structural Inference from Reduced Forms with Many Instruments," Cowles Foundation Discussion Papers 2062, Cowles Foundation for Research in Economics, Yale University.
   
   • Phillips, Peter C.B. & Gao, Wayne Yuan, 2017. "Structural inference from reduced forms with many instruments," Journal of Econometrics, Elsevier, vol. 199(2), pages 96-116.
6. Wuyi Wang & Peter C.B. Phillips & Liangjun Su, 2016. "Homogeneity Pursuit in Panel Data Models: Theory and Applications," Cowles Foundation Discussion Papers 2063, Cowles Foundation for Research in Economics, Yale University.
   
   • Wuyi Wang & Peter C. B. Phillips & Liangjun Su, 2018. "Homogeneity pursuit in panel data models: Theory and application," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(6), pages 797-815, September.
7. Peter C.B. Phillips, 2016. "Tribute to T. W. Anderson," Cowles Foundation Discussion Papers 2081, Cowles Foundation for Research in Economics, Yale University.
8. Tingting Cheng & Jiti Gao & Peter CB Phillips, 2016. "A Frequency Approach to Bayesian Asymptotics," Monash Econometrics and Business Statistics Working Papers 5/16, Monash University, Department of Econometrics and Business Statistics.
9. Jin Seo Cho & Myung-Ho Park & Peter C.B. Phillips, 2016. "Practical Kolmogorov-Smirnov Testing by Minimum Distance Applied to Measure Top Income Shares in Korea," Working papers 2016rwp-88, Yonsei University, Yonsei Economics Research Institute.
   
   • Jin Seo Cho & Myung-Ho Park & Peter C. B. Phillips, 2018. "Practical Kolmogorov–Smirnov Testing by Minimum Distance Applied to Measure Top Income Shares in Korea," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 36(3), pages 523-537, July.
10. Jin Seo Cho & Myung-Ho Park & Peter C.B. Phillips, 2016. "Supplement to ¡°Practical Kolmogorov-Smirnov Testing by Minimum Distance Applied to Measure Top Income Shares in Korea¡±," Working papers 2016rwp-88a, Yonsei University, Yonsei Economics Research Institute.
11. Jin Seo Cho & Peter C.B. Phillips, 2016. "Pythagorean Generalization of Testing the Equality of Two Symmetric Positive Definite Matrices," Working papers 2016rwp-89, Yonsei University, Yonsei Economics Research Institute.
    
    • Cho, Jin Seo & Phillips, Peter C.B., 2018. "Pythagorean generalization of testing the equality of two symmetric positive definite matrices," Journal of Econometrics, Elsevier, vol. 202(1), pages 45-56.
12. Jin Seo Cho & Peter C.B. Phillips, 2016. "Online Supplement to "Pythagorean Generalization of Testing the Equality of Two Symmetric Positive Definite Matrices"," Working papers 2016rwp-89a, Yonsei University, Yonsei Economics Research Institute.
13. Asha Sundaram & Godfrey Mahofa & Lawrence Edwards, 2016. "Impact of Crime on Firm Entry: Evidence from South Africa," Working Papers 652, Economic Research Southern Africa.
14. Lawrence Edwards & Marco Sanfilippo & Asha Sundaram, 2016. "Importing and firm performance: New evidence from South Africa," WIDER Working Paper Series wp-2016-39, World Institute for Development Economic Research (UNU-WIDER).
15. Sina Ahmadzadeh Mashinchi, 2016. "An Economic and Environmental Assessment of New Zealand's GHG Mitigation Policies: Modelling with E3ME," Proceedings of International Academic Conferences 3506060, International Institute of Social and Economic Sciences.
16. Knott, R. & Lorgelly, P. & Black, N. & Hollingsworth, B., 2016. "Differential item functioning in the EQ-5D: An exploratory analysis using anchoring vignettes," Health, Econometrics and Data Group (HEDG) Working Papers 16/14, HEDG, c/o Department of Economics, University of York.
17. Greenaway-McGrevy, Ryan & Bridgman, B, 2016. "The Decline of Labour Share in New Zealand," Working Papers 28406, Department of Economics, The University of Auckland.
18. Greenaway-McGrevy, Ryan & Hood, K, 2016. "Worker migration or job creation? Persistent shocks and regional recoveries," Working Papers 28513, Department of Economics, The University of Auckland.
    
    • Greenaway-McGrevy, Ryan & Hood, Kyle K., 2016. "Worker migration or job creation? Persistent shocks and regional recoveries," Journal of Urban Economics, Elsevier, vol. 96(C), pages 1-16.
19. Ryan Greenaway-McGrevy & Arthur Grimes & Mark Holmes, 2016. "Two Countries, Sixteen Cities, Five Thousand Kilometres: How Many Housing Markets?," Working Papers 16_04, Motu Economic and Public Policy Research.
    
    • Ryan Greenaway‐McGrevy & Arthur Grimes & Mark Holmes, 2019. "Two countries, sixteen cities, five thousand kilometres: How many housing markets?," Papers in Regional Science, Wiley Blackwell, vol. 98(1), pages 353-370, February.
    • Ryan Greenaway-McGrevy & Arthur Grimes & Mark Holmes, 2016. "Two countries, sixteen cities, five thousand kilometres: How many housing markets?," ERSA conference papers ersa16p49, European Regional Science Association.
20. Tse, Michael M. H. & Maani, Sholeh A., 2016. "The Labour Market Effect of Immigration: Accounting for Effective Immigrant Work Experience in New Zealand," IZA Discussion Papers 10422, Institute of Labor Economics (IZA).

2015

1. Greenaway-McGrevy, Ryan & Phillips, Peter, 2015. "Hot Property in New Zealand: Empirical Evidence of Housing Bubbles in the Metropolitan Centres," Working Papers 25259, Department of Economics, The University of Auckland.
   
   • Ryan Greenaway-McGrevy & Peter C.B. Phillips, 2016. "Hot property in New Zealand: Empirical evidence of housing bubbles in the metropolitan centres," New Zealand Economic Papers, Taylor & Francis Journals, vol. 50(1), pages 88-113, April.
   • Ryan Greenaway-McGrevy & Peter C. B. Phillips, 2015. "Hot Property in New Zealand: Empirical Evidence of Housing Bubbles in the Metropolitan Centres," Cowles Foundation Discussion Papers 2004, Cowles Foundation for Research in Economics, Yale University.
2. Peter C. B. Phillips, 2015. "Edmond Malinvaud: A Tribute to His Contributions in Econometrics," Cowles Foundation Discussion Papers 2002, Cowles Foundation for Research in Economics, Yale University.
   
   • Peter C. B. Phillips, 2015. "Edmond Malinvaud: a tribute to his contributions in econometrics," Econometrics Journal, Royal Economic Society, vol. 18(2), pages 1-13, June.
3. Peter C. B. Phillips, 2015. "Pitfalls and Possibilities in Predictive Regression," Cowles Foundation Discussion Papers 2003, Cowles Foundation for Research in Economics, Yale University.
4. Peter C. B. Phillips & Sainan Jin, 2015. "Business Cycles, Trend Elimination, and the HP Filter," Cowles Foundation Discussion Papers 2005, Cowles Foundation for Research in Economics, Yale University.
   
   • Peter C. B. Phillips & Sainan Jin, 2021. "Business Cycles, Trend Elimination, And The Hp Filter," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 62(2), pages 469-520, May.
5. Violetta Dalla & Liudas Giraitis & Peter C. B. Phillips, 2015. "Testing Mean Stability of Heteroskedastic Time Series," Cowles Foundation Discussion Papers 2006, Cowles Foundation for Research in Economics, Yale University.
   
   • Violetta Dalla & Liudas Giraitis & Peter C.B. Phillips, 2015. "Testing Mean Stability of Heteroskedastic Time Series," Working Papers 765, Queen Mary University of London, School of Economics and Finance.
6. Jin Seo Cho & Myung-Ho Park & Peter C. B. Phillips, 2015. "Minimum Distance Testing and Top Income Shares in Korea," Cowles Foundation Discussion Papers 2007, Cowles Foundation for Research in Economics, Yale University.
7. Peter C. B. Phillips, 2015. "Inference in Near Singular Regression," Cowles Foundation Discussion Papers 2009, Cowles Foundation for Research in Economics, Yale University.
   
   • Peter C. B. Phillips, 2016. "Inference in Near-Singular Regression," Advances in Econometrics, in: Essays in Honor of Aman Ullah, volume 36, pages 461-486, Emerald Group Publishing Limited.
8. Peter C. B. Phillips & Ye Chen & Jun Yu, 2015. "Limit Theory for Continuous Time Systems with Mildly Explosive Regressors," Working Papers 03-2015, Singapore Management University, School of Economics.
9. YAE IN BAEK & Jin Seo Cho & PETER C.B. PHILLIPS, 2015. "We provide mathematical proofs for the results in "Testing Linearity Using Power Transforms of Regressors"," Working papers 2015rwp-79a, Yonsei University, Yonsei Economics Research Institute.
10. Asha Sundaram & Lawrence Edwards, 2015. "Trade Liberalization, Rival Exporters and Reallocation of Production: An Analysis of Indian Manufacturing," Working Papers 526, Economic Research Southern Africa.
    
    • Lawrence Edwards & Asha Sundaram, 2017. "Trade Liberalization, Rival Exporters and Reallocation of Production: An Analysis of Indian Manufacturing," Review of International Economics, Wiley Blackwell, vol. 25(3), pages 677-693, August.
11. Asha Sundaram & Lawrence Edwards & Mamello A. Nchake, 2015. "Price-setting Behavior and Competition in Developing Countries: An Analysis of Retail Outlets in Lesotho," Working Papers 567, Economic Research Southern Africa.
    
    • Mamello A. Nchake & Lawrence Edwards & Asha Sundaram, 2018. "Price-setting Behavior and Competition in Developing Countries: an Analysis of Retail Outlets in Lesotho," Journal of Industry, Competition and Trade, Springer, vol. 18(4), pages 529-547, December.
12. Zhang Haiping, 2015. "Wealth Inequality and Financial Development:Revisiting the Symmetry Breaking Mechanism," Working Papers 05-2015, Singapore Management University, School of Economics.
13. Zhang Haiping, 2015. "Trade Integration, Income Divergence, and Global Imbalances," Working Papers 15-2015, Singapore Management University, School of Economics.
14. Maani, Sholeh A. & Wang, Xingang & Rogers, Alan, 2015. "Network Effects, Ethnic Capital and Immigrants' Earnings Assimilation: Evidence from a Spatial, Hausman-Taylor Estimation," IZA Discussion Papers 9308, Institute of Labor Economics (IZA).
15. Mark N. Harris & Rachel Knott & Paula Lorgelly & Nigel Rice, 2015. "Survey self-asessments, reporting behaviour and the use of externally collected vignettes," Bankwest Curtin Economics Centre Working Paper series WP1508, Bankwest Curtin Economics Centre (BCEC), Curtin Business School.
16. Maani, Sholeh A. & Dai, Mengyu & Inkson, Kerr, 2015. "Occupational Attainment and Earnings among Immigrant Groups: Evidence from New Zealand," IZA Discussion Papers 9352, Institute of Labor Economics (IZA).
    
    • Sholeh A. Maani & Mengyu Dai & Kerr Inkson, 2015. "Occupational Attainment and Earnings among Immigrant Groups: Evidence from New Zealand," Australian Journal of Labour Economics (AJLE), Bankwest Curtin Economics Centre (BCEC), Curtin Business School, vol. 18(1), pages 95-112.
17. Yeo, Jian Z. & Maani, Sholeh A., 2015. "Educational Mismatches and Earnings in the New Zealand Labor Market," IZA Discussion Papers 9475, Institute of Labor Economics (IZA).
    
    • Jian Z. Yeo & Sholeh A. Maani, 2017. "Educational mismatches and earnings in the New Zealand labour market," New Zealand Economic Papers, Taylor & Francis Journals, vol. 51(1), pages 28-48, January.

2014

1. Peter C.B. Phillips, 2014. "Dynamic Panel GMM with Near Unity," Cowles Foundation Discussion Papers 1962, Cowles Foundation for Research in Economics, Yale University.
2. Peter C.B. Phillips & Chirok Han, 2014. "True Limit Distributions of the Anderson-Hsiao IV Estimators in Panel Autoregression," Cowles Foundation Discussion Papers 1963, Cowles Foundation for Research in Economics, Yale University.
   
   • Phillips, Peter C.B. & Han, Chirok, 2015. "The true limit distributions of the Anderson–Hsiao IV estimators in panel autoregression," Economics Letters, Elsevier, vol. 127(C), pages 89-92.
3. Offer Lieberman & Peter C.B. Phillips, 2014. "A Multivariate Stochastic Unit Root Model with an Application to Derivative Pricing," Cowles Foundation Discussion Papers 1964, Cowles Foundation for Research in Economics, Yale University.
   
   • Lieberman, Offer & Phillips, Peter C.B., 2017. "A multivariate stochastic unit root model with an application to derivative pricing," Journal of Econometrics, Elsevier, vol. 196(1), pages 99-110.
4. Liangjun Su & Zhentao Shi & Peter C.B. Phillips, 2014. "Identifying Latent Structures in Panel Data," Cowles Foundation Discussion Papers 1965, Cowles Foundation for Research in Economics, Yale University.
   
   • Liangjun Su & Zhentao Shi & Peter C. B. Phillips, 2016. "Identifying Latent Structures in Panel Data," Econometrica, Econometric Society, vol. 84, pages 2215-2264, November.
   • Liangjun Su & Zhentao Shi & Peter C. B. Phillips, 2014. "Identifying Latent Structures in Panel Data," Working Papers 07-2014, Singapore Management University, School of Economics.
5. Ping Yu & Peter C.B. Phillips, 2014. "Threshold Regression with Endogeneity," Cowles Foundation Discussion Papers 1966, Cowles Foundation for Research in Economics, Yale University.
   
   • Yu, Ping & Phillips, Peter C.B., 2018. "Threshold regression with endogeneity," Journal of Econometrics, Elsevier, vol. 203(1), pages 50-68.
6. Peter C.B. Phillips & Shu-Ping Shi, 2014. "Financial Bubble Implosion," Cowles Foundation Discussion Papers 1967, Cowles Foundation for Research in Economics, Yale University.
7. Liang Jiang & Peter C.B. Phillips & Jun Yu, 2014. "A New Hedonic Regression for Real Estate Prices Applied to the Singapore Residential Market," Cowles Foundation Discussion Papers 1969, Cowles Foundation for Research in Economics, Yale University.
   
   • Liang Jiang & Peter C.B. Phillips & Jun Yu, 2014. "A New Hedonic Regression for Real Estate Prices Applied to the Singapore Residential Market," Working Papers 19-2014, Singapore Management University, School of Economics.
8. Hanying Liang & Peter C.B. Phillips & Hanchao Wang & Qiying Wang, 2014. "Weak Convergence to Stochastic Integrals for Econometric Applications," Cowles Foundation Discussion Papers 1971, Cowles Foundation for Research in Economics, Yale University.
   
   • Liang, Hanying & Phillips, Peter C.B. & Wang, Hanchao & Wang, Qiying, 2016. "Weak Convergence To Stochastic Integrals For Econometric Applications," Econometric Theory, Cambridge University Press, vol. 32(6), pages 1349-1375, December.
9. Asha Sundaram & Lawrence Edwards & Neil Balchin, 2014. "A Disaggregated Analysis of Product Price Integration in the Southern African Development Community," Working Papers 421, Economic Research Southern Africa.
   
   • Neil Balchin & Lawrence Edwards & Asha Sundaram, 2015. "A Disaggregated Analysis of Product Price Integration in the Southern African Development Community," Journal of African Economies, Centre for the Study of African Economies, vol. 24(3), pages 390-415.
10. Fariha Kamal & Asha Sundaram, 2014. "Buyer-Seller Relationships in International Trade: Do Your Neighbors Matter?," Working Papers 14-44, Center for Economic Studies, U.S. Census Bureau.
    
    • Kamal, Fariha & Sundaram, Asha, 2016. "Buyer–seller relationships in international trade: Do your neighbors matter?," Journal of International Economics, Elsevier, vol. 102(C), pages 128-140.
    • Asha Sundaram & Fariha Kamal, 2015. "Buyer-Seller Relationships in International Trade: Do Your Neighbors Matter?," Working Papers 501, Economic Research Southern Africa.
11. Amos C Peters & Asha Sundaram, 2014. "Country of origin and employment prospects among immigrants: An analysis of south-south and north-south migrants to South Africa," SALDRU Working Papers 136, Southern Africa Labour and Development Research Unit, University of Cape Town.
    
    • Peters & Asha Sundaram, 2015. "Country of origin and employment prospects among immigrants: an analysis of south-south and north-south migrants to South Africa," Applied Economics Letters, Taylor & Francis Journals, vol. 22(17), pages 1415-1418, November.
12. Alexandra Doyle & Amos C Peters & Asha Sundaram, 2014. "Skills mismatch and informal sector participation among educated immigrants: Evidence from South Africa," SALDRU Working Papers 137, Southern Africa Labour and Development Research Unit, University of Cape Town.

2013

1. Andreou, Elena & Kasparis, Ioannis & Phillips, Peter C. B., 2013. "Nonparametric Predictive Regression," CEPR Discussion Papers 9570, C.E.P.R. Discussion Papers.
   
   • Kasparis, Ioannis & Andreou, Elena & Phillips, Peter C.B., 2015. "Nonparametric predictive regression," Journal of Econometrics, Elsevier, vol. 185(2), pages 468-494.
   • Ioannis Kasparis & Elena Andreou & Peter C.B. Phillips, 2012. "Nonparametric Predictive Regression," Cowles Foundation Discussion Papers 1878, Cowles Foundation for Research in Economics, Yale University.
   • Ioannis Kasparis & Elena Andreou & Peter C. B. Phillips, 2012. "Nonparametric Predictive Regression," University of Cyprus Working Papers in Economics 14-2012, University of Cyprus Department of Economics.
2. Peter C.B. Phillips & Degui Li & Jiti Gao, 2013. "Estimating Smooth Structural Change in Cointegration Models," Cowles Foundation Discussion Papers 1910, Cowles Foundation for Research in Economics, Yale University.
   
   • Phillips, Peter C.B. & Li, Degui & Gao, Jiti, 2017. "Estimating smooth structural change in cointegration models," Journal of Econometrics, Elsevier, vol. 196(1), pages 180-195.
   • Peter C. B. Phillips & Degui Li & Jiti Gao, 2013. "Estimating Smooth Structural Change in Cointegration Models," Monash Econometrics and Business Statistics Working Papers 22/13, Monash University, Department of Econometrics and Business Statistics.
3. Jiti Gao & Peter C.B. Phillips, 2013. "Functional Coefficient Nonstationary Regression," Cowles Foundation Discussion Papers 1911, Cowles Foundation for Research in Economics, Yale University.
4. Peter C.B. Phillips & Sainan Jin, 2013. "Testing the Martingale Hypothesis," Cowles Foundation Discussion Papers 1912, Cowles Foundation for Research in Economics, Yale University.
   
   • Peter C. B. Phillips & Sainan Jin, 2014. "Testing the Martingale Hypothesis," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 32(4), pages 537-554, October.
5. Peter C.B. Phillips, 2013. "Unit Roots in Life -- A Graduate Student Story," Cowles Foundation Discussion Papers 1913, Cowles Foundation for Research in Economics, Yale University.
   
   • Phillips, Peter C. B., 2014. "Unit Roots In Life—A Graduate Student Story," Econometric Theory, Cambridge University Press, vol. 30(4), pages 719-736, August.
6. Peter C.B. Phillips & Shu-Ping Shi & Jun Yu, 2013. "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 & Shuping Shi & Jun Yu, 2015. "Testing For Multiple Bubbles: Historical Episodes Of Exuberance And Collapse In The S&P 500," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 56(4), pages 1043-1078, November.
   • Peter C. B. Phillips & Shu-Ping Shi & Jun Yu, 2013. "Testing for Multiple Bubbles 1: Historical Episodes of Exuberance and Collapse in the S&P 500," Working Papers 04-2013, Singapore Management University, School of Economics.
7. Peter C.B. Phillips & Shu-Ping Shi & Jun Yu, 2013. "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 & Shuping Shi & Jun Yu, 2015. "Testing For Multiple Bubbles: Limit Theory Of Real‐Time Detectors," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 56(4), pages 1079-1134, November.
   • Peter C. B. Phillips & Shu-Ping Shi & Jun Yu, 2013. "Testing for Multiple Bubbles 2: Limit Theory of Real Time Detectors," Working Papers 05-2013, Singapore Management University, School of Economics.
   • Peter C. B. Phillips & Shu-Ping Shi & Jun Yu, 2013. "Testing for Multiple Bubbles 2: Limit Theory of Real Time Detectors," Working Papers CoFie-04-2013, Singapore Management University, Sim Kee Boon Institute for Financial Economics.
8. Offer Lieberman & Peter C.B. Phillips, 2013. "Norming Rates and Limit Theory for Some Time-Varying Coefficient Autoregressions," Cowles Foundation Discussion Papers 1916, Cowles Foundation for Research in Economics, Yale University.
   
   • Offer Lieberman & Peter C. B. Phillips, 2014. "Norming Rates And Limit Theory For Some Time-Varying Coefficient Autoregressions," Journal of Time Series Analysis, Wiley Blackwell, vol. 35(6), pages 592-623, November.
9. Yae In Baek & Jin Seo Cho & Peter C.B. Phillips, 2013. "Testing Linearity Using Power Transforms of Regressors," Cowles Foundation Discussion Papers 1917, Cowles Foundation for Research in Economics, Yale University.
   
   • Baek, Yae In & Cho, Jin Seo & Phillips, Peter C.B., 2015. "Testing linearity using power transforms of regressors," Journal of Econometrics, Elsevier, vol. 187(1), pages 376-384.
   • YAE IN BAEK & Jin Seo Cho & PETER C.B. PHILLIPS, 2015. "Testing Linearity Using Power Transforms of Regressors," Working papers 2015rwp-79, Yonsei University, Yonsei Economics Research Institute.
10. Yoonseok Lee & Peter C.B. Phillips, 2013. "Model Selection in the Presence of Incidental Parameters," Cowles Foundation Discussion Papers 1919, Cowles Foundation for Research in Economics, Yale University.
    
    • Lee, Yoonseok & Phillips, Peter C.B., 2015. "Model selection in the presence of incidental parameters," Journal of Econometrics, Elsevier, vol. 188(2), pages 474-489.
    • Yoonseok Lee & Peter C.B. Phillips, 2013. "Model Selection in the Presence of Incidental Parameters," Center for Policy Research Working Papers 159, Center for Policy Research, Maxwell School, Syracuse University.
11. Degui Li & Peter C.B. Phillips & Jiti Gao, 2013. "Uniform Consistency of Nonstationary Kernel-Weighted Sample Covariances for Nonparametric Regression," Cowles Foundation Discussion Papers 1929, Cowles Foundation for Research in Economics, Yale University.
    
    • Li, Degui & Phillips, Peter C. B. & Gao, Jiti, 2016. "Uniform Consistency Of Nonstationary Kernel-Weighted Sample Covariances For Nonparametric Regression," Econometric Theory, Cambridge University Press, vol. 32(3), pages 655-685, June.
    • Degui Li & Peter C. B. Phillips & Jiti Gao, 2013. "Uniform Consistency of Nonstationary Kernel-Weighted Sample Covariances for Nonparametric Regression," Monash Econometrics and Business Statistics Working Papers 27/13, Monash University, Department of Econometrics and Business Statistics.
12. Jiti Gao & Peter C.B. Phillips, 2013. "Functional Coefficient Nonstationary Regression with Non- and Semi-Parametric Cointegration," Monash Econometrics and Business Statistics Working Papers 16/13, Monash University, Department of Econometrics and Business Statistics.
13. Yong Bao & Aman Ullah & Yun Wang & Jun Yu, 2013. "Bias in the Mean Reversion Estimator in Continuous-Time Gaussian and Levy Processes," Working Papers CoFie-01-2013, Singapore Management University, Sim Kee Boon Institute for Financial Economics.
    
    • Yong Bao & Aman Ullah & Yun Wang & Jun Yu, 2013. "Bias in the Mean Reversion Estimator in Continuous-Time Gaussian and Lévy Processes," Working Papers 02-2013, Singapore Management University, School of Economics.
14. Aoki, Reiko & Hamada, Koichi, 2013. "Nuclear Accident, Liability Rules and a Regulated Monopoly," CIS Discussion paper series 600, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
15. Aoki, Reiko & Uwasu, Michinori & Saijo, Tatsuyoshi, 2013. "Preferences of Voters and Young People for Political Parties, Policies, Demeny Voting System, and the Ministry of the Future: Preliminary Results of Survey of Voters and Young People Held Two Days Bef," CIS Discussion paper series 593, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
16. Aoki, Reiko & Arai, Yasuhiro, 2013. "Standards and Innovation: Technology vs. Installed Base," CIS Discussion paper series 601, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
17. Vaithianathan, Rhema & Aoki, Reiko & Sbai, Erwan, 2013. "Support for Franchise Extension for Children: Evidence on Japanese Attitude to Demeny Voting," CIS Discussion paper series 610, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
18. J. David Richardson & Asha Sundaram, 2013. "Sizing Up US Export Disincentives for a New Generation of National-Security Export Controls," Policy Briefs PB13-13, Peterson Institute for International Economics.
19. Asha Sundaram & J. David Richardson, 2013. "Peers and Tiers and US High-Tech Export Controls: A New Approach to Estimating Export Shortfalls," Working Paper Series WP13-5, Peterson Institute for International Economics.
20. Haiping Zhang, 2013. "Minimum Investment Requirement, Financial Integration and Economic (In)stability:A Refinement to Matsuyama (2004)," Working Papers 09-2013, Singapore Management University, School of Economics.
21. Alexandre Dmitriev & Ivan Roberts, 2013. "International Business Cycles with Complete Markets," RBA Research Discussion Papers rdp2013-08, Reserve Bank of Australia.
    
    • Dmitriev, Alexandre & Roberts, Ivan, 2012. "International business cycles with complete markets," Journal of Economic Dynamics and Control, Elsevier, vol. 36(6), pages 862-875.
22. Charlotte Davies & Paula Lorgelly, 2013. "Hospital Procurement with Concentrated Sellers: A Case Study of Hip Prostheses," Working Paper series, University of East Anglia, Centre for Competition Policy (CCP) 2013-13, Centre for Competition Policy, University of East Anglia, Norwich, UK..
23. Ryan Greenaway-McGrevy, 2013. "A Multivariate Approach to Seasonal Adjustment," BEA Working Papers 0100, Bureau of Economic Analysis.
24. James Zuccollo & Sholeh Maani & Bill Kaye-Blake & Lulu Zeng, 2013. "Private Returns to Tertiary Education - How Does New Zealand Compare to the OECD?," Treasury Working Paper Series 13/10, New Zealand Treasury.

2012

1. Peter C.B. Phillips & Shu-Ping Shi & Jun Yu, 2012. "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 & Shuping Shi & Jun Yu, 2014. "Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behaviour," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 76(3), pages 315-333, June.
   • Peter C. B. Phillips & Shu-Ping Shi & Jun Yu, 2012. "Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior," Working Papers 17-2012, Singapore Management University, School of Economics.
   • Peter C. B. Phillips & Shu-Ping Shi & Jun Yu, 2011. "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, 2011. "Speci cation Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior," Working Papers CoFie-09-2011, Singapore Management University, Sim Kee Boon Institute for Financial Economics.
2. Peter C.B. Phillips & Shu-Ping Shi & Jun Yu, 2012. "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, 2012. "Testing for Multiple Bubbles," Working Papers 13-2012, Singapore Management University, School of Economics.
   • Peter C.B. Phillips & Shu-Ping Shi & Jun Yu, 2011. "Testing for Multiple Bubbles," Working Papers 09-2011, Singapore Management University, School of Economics.
   • Peter C. B. Phillips & Shu-Ping Shi & Jun Yu, 2011. "Testing for Multiple Bubbles," Working Papers CoFie-03-2011, Singapore Management University, Sim Kee Boon Institute for Financial Economics.
3. Giuseppe Cavaliere & Peter C.B. Phillips & Stephan Smeekes & A.M. Robert Taylor, 2012. "Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility," Cowles Foundation Discussion Papers 1844, Cowles Foundation for Research in Economics, Yale University.
   
   • Giuseppe Cavaliere & Peter C. B. Phillips & Stephan Smeekes & A. M. Robert Taylor, 2015. "Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility," Econometric Reviews, Taylor & Francis Journals, vol. 34(4), pages 512-536, April.
   • Cavaliere, G. & Phillips, P.C.B. & Smeekes, S. & Taylor, A.M.R., 2011. "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).
4. Peter C.B. Phillips & Ji Hyung Lee, 2012. "VARs with Mixed Roots Near Unity," Cowles Foundation Discussion Papers 1845, Cowles Foundation for Research in Economics, Yale University.
5. Peter C.B. Phillips & Zhipeng Liao, 2012. "Series Estimation of Stochastic Processes: Recent Developments and Econometric Applications," Cowles Foundation Discussion Papers 1871, Cowles Foundation for Research in Economics, Yale University.
6. Ioannis Kasparis & Peter C.B. Phillips & Tassos Magdalinos, 2012. "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, 2014. "Nonlinearity Induced Weak Instrumentation," Econometric Reviews, Taylor & Francis Journals, vol. 33(5-6), pages 676-712, August.
   • Ioannis Kasparis & Peter C.B. Phillips & Tassos Magdalinos, 2012. "Non-linearity Induced Weak Instrumentation," University of Cyprus Working Papers in Economics 02-2012, University of Cyprus Department of Economics.
7. Zhipeng Liao & Peter C.B. Phillips, 2012. "Automated Estimation of Vector Error Correction Models," Cowles Foundation Discussion Papers 1873, Cowles Foundation for Research in Economics, Yale University.
   
   • Liao, Zhipeng & Phillips, Peter C. B., 2015. "Automated Estimation Of Vector Error Correction Models," Econometric Theory, Cambridge University Press, vol. 31(3), pages 581-646, June.
8. Peter C.B. Phillips, 2012. "On Confidence Intervals for Autoregressive Roots and Predictive Regression," Cowles Foundation Discussion Papers 1879, Cowles Foundation for Research in Economics, Yale University.
   
   • Peter C. B. Phillips, 2014. "On Confidence Intervals for Autoregressive Roots and Predictive Regression," Econometrica, Econometric Society, vol. 82(3), pages 1177-1195, May.
9. Aoki, Reiko, 2012. "The 4th Science and Technology Basic Plan: A National Innovation System for New Challenges - Role of East Asia and Small & Medium Businesses," CIS Discussion paper series 534, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
10. Aoki, Reiko & 青木, 玲子, 2012. "Japan’s Demographics and the Lost Decades," CIS Discussion paper series 561, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
11. Aoki, Reiko & Vaithianathan, Rhema, 2012. "Intergenerational Voter Preference Survey - Preliminary Results," CIS Discussion paper series 539, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
12. Aoki, Reiko & 青木, 玲子 & Kao, Tina, 2012. "Protection of basic research and R&D incentives in an international setting," CIS Discussion paper series 563, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
13. Aoki, Reiko & 青木, 玲子, 2012. "A Demographic Perspective on Japan’s “Lost Decades”," CIS Discussion paper series 576, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
    
    • Reiko Aoki, 2013. "A Demographic Perspective on Japan's “Lost Decades”," Population and Development Review, The Population Council, Inc., vol. 38, pages 103-112, February.
14. Fiona McAlister & Debasis Bandyopadhyay & Robert Barro & Jeremy Couchman & Norman Gemmell & Gordon Liao, 2012. "Average Marginal Income Tax Rates for New Zealand, 1907-2009," Treasury Working Paper Series 12/04, New Zealand Treasury.
15. Bandyopadhyay, Debasis & Barro, Robert & Couchman, Jeremy & Gemmell, Norman & Liao, Gordon & McAlister, Fiona, 2012. "Average Marginal Income Tax Rates in New Zealand, 1907-2009," Working Paper Series 18708, Victoria University of Wellington, Chair in Public Finance.
16. Simona Fabrizi & Steffen Lippert, 2012. "Corruption and the Public Display of Wealth," Working Papers 1202, University of Otago, Department of Economics, revised Jun 2012.
    
    • Simona Fabrizi & Steffen Lippert, 2017. "Corruption and the public display of wealth," Journal of Public Economic Theory, Association for Public Economic Theory, vol. 19(4), pages 827-840, August.
17. Asha Sundaram & Reshad Ahsan & Devashish Mitra, 2012. "Complementarity between Formal and Informal Manufacturing in India: The Role of Policies and Institutions," Working Papers 1116, School of International and Public Affairs, Columbia University, revised Apr 2012.
18. Lippert, Steffen & Fabrizi, Simona, 2012. "International Internet Roaming," Working Paper Series 19229, Victoria University of Wellington, The New Zealand Institute for the Study of Competition and Regulation.
19. Ryan Greenaway-McGrevy & Brent R. Moulton, 2012. "The Effect of the Business Cycle on the Methods Used for Seasonal Adjustment," BEA Papers 0102, Bureau of Economic Analysis.
20. Dennis Fixler & Ryan Greenaway-McGrevy, 2012. "Valuation of Near-Market Endogenous Assets," BEA Working Papers 0083, Bureau of Economic Analysis.
21. Ryan Greenaway-McGrevy & Nelson C. Mark & Donggyu Sul & Jyh-Lin Wu, 2012. "Exchange Rates as Exchange Rate Common Factors," Working Papers 212012, Hong Kong Institute for Monetary Research.
    
    • Nelson Mark, 2012. "Exchange Rates as Exchange Rate Common Factors," Working Papers 011, University of Notre Dame, Department of Economics, revised Mar 2012.

2011

1. 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.
   
   • Phillips, Peter C.B. & Magdalinos, Tassos, 2013. "Inconsistent Var Regression With Common Explosive Roots," Econometric Theory, Cambridge University Press, vol. 29(4), pages 808-837, August.
2. 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.
   
   • Wang, Xiaohu & Phillips, Peter C.B. & Yu, Jun, 2011. "Bias in estimating multivariate and univariate diffusions," Journal of Econometrics, Elsevier, vol. 161(2), pages 228-245, April.
3. Qiying Wang & Peter C.B. Phillips, 2011. "Specification Testing for Nonlinear Cointegrating Regression," Cowles Foundation Discussion Papers 1779, Cowles Foundation for Research in Economics, Yale University, revised Feb 2011.
4. Chirok Han & Peter C.B. Phillips, 2011. "First Difference MLE and Dynamic Panel Estimation," Cowles Foundation Discussion Papers 1780, Cowles Foundation for Research in Economics, Yale University.
5. Peter C.B. Phillips, 2011. "Folklore Theorems, Implicit Maps and New Unit Root Limit Theory," Cowles Foundation Discussion Papers 1781, Cowles Foundation for Research in Economics, Yale University.
6. 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, 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, February.
7. Peter C.B. Phillips, 2011. "Meritocracy Voting: Measuring the Unmeasurable," Cowles Foundation Discussion Papers 1833, Cowles Foundation for Research in Economics, Yale University.
   
   • Peter C. B. Phillips, 2016. "Meritocracy Voting: Measuring the Unmeasurable," Econometric Reviews, Taylor & Francis Journals, vol. 35(1), pages 2-40, January.
8. Shu-Ping Shi & Peter C. B. Phillips & Jun Yu, 2011. "Specification Sensitivities in Right-Tailed Unit Root Testing for Financial Bubbles," Working Papers 172011, Hong Kong Institute for Monetary Research.
   
   • Shu-Ping Shi & Peter C. B. Phillips & Jun Yu, 2011. "SpeciÖcation Sensitivities in Right-Tailed Unit Root Testing for Financial Bubbles," Working Papers CoFie-01-2011, Singapore Management University, Sim Kee Boon Institute for Financial Economics.
   • Shu-Ping Shi & Peter C.B. Phillips & Jun Yu, 2011. "Speci fication Sensitivities in Right-Tailed Unit Root Testing for Financial Bubbles," Working Papers 08-2011, Singapore Management University, School of Economics.
9. Jiti Gao & Peter C.B. Phillips, 2011. "Semiparametric Estimation in Multivariate Nonstationary Time Series Models," Monash Econometrics and Business Statistics Working Papers 17/11, Monash University, Department of Econometrics and Business Statistics.
10. Demeny, Paul & Aoki, Reiko & 青木, 玲子 & アオキ, レイコ & Makihara, Izuru & Ushio, Jiro & Yanagawa, Noriyuki, 2011. "Demeny Voting and Its Impact, NIRA Round-Table March 10, 2011," CIS Discussion paper series 520, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
11. Fabrizi, Simona & Lippert, Steffen, 2011. "Due diligence, research joint ventures, and incentives to innovate," MPRA Paper 33207, University Library of Munich, Germany.
    
    • Simona Fabrizi & Steffen Lippert, 2012. "Due Diligence, Research Joint Ventures, and Incentives to Innovate," Journal of Institutional and Theoretical Economics (JITE), Mohr Siebeck, Tübingen, vol. 168(4), pages 588-611, December.
    • Simona Fabrizi & Steffen Lippert, 2011. "Due diligence, research joint ventures, and incentives to innovate," Working Papers 1113, University of Otago, Department of Economics, revised Dec 2011.
12. Francis Bloch & Simona Fabrizi & Steffen Lippert, 2011. "Learning and Collusion in New Markets with Uncertain Entry Costs," Working Papers hal-00639049, HAL.
    
    • Francis Bloch & Simona Fabrizi & Steffen Lippert, 2015. "Learning and collusion in new markets with uncertain entry costs," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 58(2), pages 273-303, February.
    • Francis Bloch & Simona Fabrizi & Steffen Lippert, 2011. "Learning and Collusion in New Markets with Uncertain Entry Costs," Working Papers 1112, University of Otago, Department of Economics, revised Dec 2011.
    • Francis Bloch & Simona Fabrizi & Steffen Lippert, 2014. "Learning and collusion in new markets with uncertain entry costs," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01013188, HAL.
    • Francis Bloch & Simona Fabrizi & Steffen Lippert, 2014. "Learning and collusion in new markets with uncertain entry costs," PSE - Labex "OSE-Ouvrir la Science Economique" hal-01013188, HAL.
    • Francis Bloch & Simona Fabrizi & Steffen Lippert, 2014. "Learning and collusion in new markets with uncertain entry costs," Post-Print hal-01013188, HAL.
    • Francis Bloch & Simona Fabrizi & Steffen Lippert, 2014. "Learning and collusion in new markets with uncertain entry costs," PSE-Ecole d'économie de Paris (Postprint) hal-01013188, HAL.
13. Ruthira Naraidoo, 2011. "The Impact of Trade Liberalization on Micro Enterprises: Do Banks Matter? Evidence from Indian Manufacturing," Working Papers 225, Economic Research Southern Africa.
    
    • Asha Sundaram, 2015. "The Impact of Trade Liberalization on Micro Enterprises: Do Banks Matter? Evidence from Indian Manufacturing," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 77(6), pages 832-853, December.
14. Jurgen von Hagen & Haiping Zhang, 2011. "International Capital Flows with Limited Commitment and Incomplete Markets," Working Papers 17-2011, Singapore Management University, School of Economics.
    
    • Jurgen von Hagen & Haiping Zhang, 2012. "International Capital Flows with Limited Commitment and Incomplete Markets," Working Papers 10-2012, Singapore Management University, School of Economics.
    • von Hagen, Jurgen & Zhang, Haiping, 2012. "International Capital Flows with Limited Commitment and Incomplete Markets," CEPR Discussion Papers 8750, C.E.P.R. Discussion Papers.
15. Torshizian, Eilya & Mehrara, Mohsen, 2011. "The effects of Economy, Values and Health on Happiness In Iran: the case of the Kish Island," MPRA Paper 30085, University Library of Munich, Germany, revised 05 Apr 2011.
16. Yaghoubi, Esmaeil & Ahmadzadeh Mashinchi, Sina & Ebrahimi, Ahmad & Abdollahi, Hadi & Ebrahimi, Hamid, 2011. "An analysis of correlation between organizational justice and job satisfaction," MPRA Paper 38103, University Library of Munich, Germany.
17. Ana Aizcorbe & Ralph Bradley & Ryan Greenaway-McGrevy & Brad Herauf & Richard Kane & Eli Liebman & Sarah Pack & Lyubov Rozental, 2011. "Alternative Price Indexes for Medical Care: Evidence from the MEPS Survey," BEA Working Papers 0069, Bureau of Economic Analysis.
18. Ryan Greenaway-McGrevy, 2011. "Is GDP or GDI a better measure of output? A statistical approach," BEA Working Papers 0076, Bureau of Economic Analysis.

2010

1. Jiti Gao & Peter C. B. Phillips, 2010. "Semiparametric Estimation in Simultaneous Equations of Time Series Models," School of Economics and Public Policy Working Papers 2010-26, University of Adelaide, School of Economics and Public Policy.
2. 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(6), pages 1117-1151, December.
3. 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(1), pages 201-251, February.
4. Werner Ploberger & Peter C.B. Phillips, 2010. "Optimal Estimation under Nonstandard Conditions," Cowles Foundation Discussion Papers 1748, Cowles Foundation for Research in Economics, Yale University.
   
   • Ploberger, Werner & Phillips, Peter C.B., 2012. "Optimal estimation under nonstandard conditions," Journal of Econometrics, Elsevier, vol. 169(2), pages 258-265.
5. 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(6), pages 1320-1368, December.
6. 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.
7. Xiaoxia Shi & Peter C. B. Phillips, 2010. "Nonlinear Cointegrating Regression under Weak Identification," Cowles Foundation Discussion Papers 1768, Cowles Foundation for Research in Economics, Yale University.
   
   • Shi, Xiaoxia & Phillips, Peter C.B., 2012. "Nonlinear Cointegrating Regression Under Weak Identification," Econometric Theory, Cambridge University Press, vol. 28(3), pages 509-547, June.
8. Jiti Gao & Peter C. B. Phillips, 2010. "Semiparametric Estimation in Time Series of Simultaneous Equations," Cowles Foundation Discussion Papers 1769, Cowles Foundation for Research in Economics, Yale University.
9. Peter C. B. Phillips & 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, 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 18-2009, Singapore Management University, School of Economics.
   • Peter C.B.Phillips & Jun Yu, 2009. "Dating the Timeline of Financial Bubbles During the Subprime Crisis," Working Papers CoFie-07-2009, Singapore Management University, Sim Kee Boon Institute for Financial Economics.
10. Peter C. B. Phillips, 2010. "The Mysteries of Trend," Cowles Foundation Discussion Papers 1771, Cowles Foundation for Research in Economics, Yale University.
11. Peter C.B. Phillips & Jun Yu, 2010. "A Conversation with Eric Ghysels Co-President of the Society for Financial Econometrics," Working Papers 15-2010, Singapore Management University, School of Economics.
12. Peter C.B. Phillips & Jun Yu & Eric Ghysels, 2010. "Measurement and High Finance," Working Papers 17-2010, Singapore Management University, School of Economics.
13. 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.
14. Oguro, Kazumasa & 小黒, 一正 & Shimasawa, Manabu & Aoki, Reiko & 青木, 玲子 & Oshio, Takashi & 小塩, 隆士 & オシオ, タカシ, 2010. "Demographic Change, Intergenerational Altruism, and Fiscal Policy : A Political Economy Approach," PIE/CIS Discussion Paper 493, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
15. Aoki, Reiko & 青木, 玲子 & アオキ, レイコ & Small, John, 2010. "The Economics of Number Portability: Switching Costs and Two-Part Tariffs," PIE/CIS Discussion Paper 483, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
16. Simona Fabrizi & Steffen Lippert & Clemens Puppe & Stephanie Rosenkranz, 2010. "Suggested retail prices with downstream competition," Working Papers 1203, University of Otago, Department of Economics, revised Aug 2012.
    
    • S. Fabrizi & S. Lippert & C. Puppe & S. Rosenkranz, 2012. "Suggested retail prices with downstream competition," Working Papers 12-13, Utrecht School of Economics.
17. Pravin Krishna & Devashish Mitra & Asha Sundaram, 2010. "Trade, Poverty and the Lagging Regions of South Asia," NBER Working Papers 16322, National Bureau of Economic Research, Inc.
18. Kao, Tina & Vaithianathan, Rhema, 2010. "Optimality of no-fault medical liability systems," PIE/CIS Discussion Paper 480, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
19. Juergen von Hagen & Haiping zhang, 2010. "International Capital Flows and Aggregate Output," Working Papers 10-2010, Singapore Management University, School of Economics.
    
    • von Hagen, Jurgen & Zhang, Haiping, 2011. "International Capital Flows and Aggregate Output," CEPR Discussion Papers 8400, C.E.P.R. Discussion Papers.
    • Jurgen von Hagen & Haiping Zhang, 2011. "International Capital Flows and Aggregate Output," Working Papers 20-2011, Singapore Management University, School of Economics.
20. Juergen von Hagen & Haiping Zhang, 2010. "International Capital Flows and World Output Gains," Working Papers 01-2010, Singapore Management University, School of Economics.
    
    • Jürgen von Hagen, 2009. "International Capital Flows and World Output Gains," 2009 Meeting Papers 311, Society for Economic Dynamics.
21. Juergen von Hagen & Haiping Zhang, 2010. "Financial Development and the Patterns of International Capital Flows," Working Papers 02-2010, Singapore Management University, School of Economics.
    
    • von Hagen, Jurgen & Zhang, Haiping, 2010. "Financial Development and the Patterns of International Capital Flows," CEPR Discussion Papers 7690, C.E.P.R. Discussion Papers.
    • Jurgen von Hagen & Haiping Zhang, 2011. "Financial Development and the Patterns of International Capital Flows," Working Papers 21-2011, Singapore Management University, School of Economics.
22. Alexandre Dmitriev & Ivo Krznar, 2010. "Habit Persistence and International Comovements," Working Papers 23, The Croatian National Bank, Croatia.
    
    • Dmitriev, Alexandre & Krznar, Ivo, 2012. "Habit Persistence And International Comovements," Macroeconomic Dynamics, Cambridge University Press, vol. 16(S3), pages 312-330, November.
23. Yaghoubi, Esmaeil & Ahmadzadeh Mashinchi, Sina & Abdollahi, Hadi, 2010. "An analysis of correlation between organizational citizenship behavior (OCB) and emotional intelligence (EI)," MPRA Paper 38122, University Library of Munich, Germany.
24. Ahmadzadeh Mashinchi, Sina, 2010. "The impact of the global economic crisis on non-oil operations of ports in Iran," MPRA Paper 38100, University Library of Munich, Germany.

2009

1. Qiying Wang & Peter C. B. Phillips, 2009. "Asymptotic Theory for Zero Energy Density Estimation with Nonparametric Regression Applications," Cowles Foundation Discussion Papers 1687, Cowles Foundation for Research in Economics, Yale University.
2. 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.
3. 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.
4. 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.
5. 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, 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, February.
   • 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?," Working Papers CoFie-03-2008, Singapore Management University, Sim Kee Boon Institute for Financial Economics.
   • 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. 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.
6. 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.
   
   • 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, Singapore Management University, Sim Kee Boon Institute for Financial Economics.
   • 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.
7. 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, 2011. "Infinite Density at the Median and the Typical Shape of Stock Return Distributions," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 29(2), pages 282-294, April.
   • 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, Singapore Management University, Sim Kee Boon Institute for Financial Economics.
8. 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.
9. 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(3), 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, Singapore Management University, 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.
10. 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.
11. Peter C.B.Phillips & Tassos Magdalinos, 2009. "Econometric Inference in the Vicinity of Unity," Working Papers CoFie-06-2009, Singapore Management University, Sim Kee Boon Institute for Financial Economics.
12. Aoki, Reiko & 青木, 玲子 & アオキ, レイコ & Schiff, Aaron, 2009. "Collective Rights Organizations and Upstream R&D Investment," PIE/CIS Discussion Paper 457, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
13. Aoki, Reiko & 青木, 玲子 & アオキ, レイコ & Konishi, Yoko & 小西, 葉子 & コニシ, ヨウコ, 2009. "The Relationship between Consumption, Labor Supply and Fertility: Theory and Evidence from Japan," PIE/CIS Discussion Paper 420, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
14. Florens, Jean-Pierre & Sbaï, Erwann, 2009. "Local Identification in Empirical Games of Incomplete Information," IDEI Working Papers 612, Institut d'Économie Industrielle (IDEI), Toulouse.
    
    • Florens, Jean-Pierre & Sbaï, Erwann, 2010. "Local Identification In Empirical Games Of Incomplete Information," Econometric Theory, Cambridge University Press, vol. 26(6), pages 1638-1662, December.
    • Florens, Jean-Pierre & Sbaï, Erwann, 2009. "Local Identification in Empirical Games of Incomplete Information," TSE Working Papers 10-166, Toulouse School of Economics (TSE).
15. Rieko Aoki & Aaron Schiff, 2009. "Collective Rights Organizations and Investment in Upstream R&D," Global COE Hi-Stat Discussion Paper Series gd08-045, Institute of Economic Research, Hitotsubashi University.
16. Lippert, Steffen & Schumacher, Christoph, 2009. "Hopping on the Methadone Bus," MPRA Paper 13043, University Library of Munich, Germany.
    
    • Lippert, Steffen & Schumacher, Christoph, 2009. "Hopping on the methadone bus," Journal of Health Economics, Elsevier, vol. 28(3), pages 728-736, May.
17. Chung-Li & Wei Zhu & Alexandre Dmitriev, 2009. "Variable Capacity Utilization, Ambient Temperature Shocks and Generation Asset Valuation," Discussion Papers 2009-14, School of Economics, The University of New South Wales.
    
    • Tseng, Chung-Li & Zhu, Wei & Dmitriev, Alexandre, 2009. "Variable capacity utilization, ambient temperature shocks and generation asset valuation," Energy Economics, Elsevier, vol. 31(6), pages 888-896, November.

2008

1. Peter C.B. Phillips, 2008. "Unit Root Model Selection," Cowles Foundation Discussion Papers 1653, Cowles Foundation for Research in Economics, Yale University.
2. 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(6), pages 1466-1497, December.
3. 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(6), pages 1682-1715, December.
4. Peter C.B. Phillips, 2008. "Long Memory and Long Run Variation," Cowles Foundation Discussion Papers 1656, Cowles Foundation for Research in Economics, Yale University.
   
   • Phillips, Peter C.B., 2009. "Long memory and long run variation," Journal of Econometrics, Elsevier, vol. 151(2), pages 150-158, August.
5. 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.
6. 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 83-104, January.
7. 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.
8. 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.
9. Schiff, Aaron & Aoki, Reiko & 青木, 玲子 & アオキ, レイコ, 2008. "Differentiated Standards and Patent Pools," PIE/CIS Discussion Paper 360, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
   
   • Schiff, Aaron & Aoki, Reiko & 青木, 玲子 & アオキ, レイコ, 2007. "Differentiated Standards and Patent Pools," PIE/CIS Discussion Paper 336, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
10. Aoki, Reiko & 青木, 玲子 & アオキ, レイコ, 2008. "On the Persistence of Low Birthrate in Japan," PIE/CIS Discussion Paper 347, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
11. Aoki, Reiko & 青木, 玲子 & アオキ, レイコ & Schiff, Aaron, 2008. "Intellectual Property Clearinghouses and Investment in R&D," PIE/CIS Discussion Paper 361, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
12. Tang, Xueli & Bandyopadhyay, Debasis, 2008. "Redistributive policies and TFP differences across countries," Working Papers eco_2008_22, Deakin University, Department of Economics.
13. Yang, Ming Ming & Sharp, Basil M.H. & Sbai, Erwann, 2008. "A Portfolio Approach for the New Zealand Multi-Species Fisheries Management," 2008 Conference, August 28-29, 2008, Nelson, New Zealand 96660, New Zealand Agricultural and Resource Economics Society.
14. Alexandre Dmitriev, 2008. "Technological Transfers, Limited Commitment and Growth," 2008 Meeting Papers 568, Society for Economic Dynamics.
    
    • Alexandre Dmitriev, 2006. "Technological Transfers, Limited Commitment and Growth," Computing in Economics and Finance 2006 248, Society for Computational Economics.
    • Alexandre Dmitriev, 2008. "Technological Transfers, Limited Commitment and Growth," Discussion Papers 2008-05, School of Economics, The University of New South Wales.
15. Lotfi, Habib & Ahmadzadeh Mashinchi, Sina, 2008. "Investigating the effect of granted facilities by specialist banks to agriculture part on value added agriculture part of Iran," MPRA Paper 37979, University Library of Munich, Germany.

2007

1. Peter C.B. Phillips & Jun Yu, 2007. "Information Loss in Volatility Measurement with Flat Price Trading," Levine's Bibliography 321307000000000805, UCLA Department of Economics.
   
   • Peter C. B. Phillips & Jun Yu, 2023. "Information loss in volatility measurement with flat price trading," Empirical Economics, Springer, vol. 64(6), pages 2957-2999, June.
   • 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, 2008. "Information Loss in Volatility Measurement with Flat Price Trading," Working Papers CoFie-01-2008, Singapore Management University, Sim Kee Boon Institute for Financial Economics.
   • 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.
2. 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.
3. 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," The Review of Financial Studies, Society for Financial Studies, vol. 22(9), pages 3669-3705, September.
   • Peter C.B.Phillips & Jun Yu, "undated". "Simulation-based Estimation of Contingent Claims Prices," Working Papers CoFie-05-2008, Singapore Management University, 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.
4. 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, 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, "undated". "Maximum Likelihood and Gaussian Estimation of Continuous Time Models in Finance," Working Papers CoFie-08-2009, Singapore Management University, Sim Kee Boon Institute for Financial Economics.
5. 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(1), pages 119-151, February.
6. Peter C.B. Phillips & Chang Sik Kim, 2007. "Long Run Covariance Matrices for Fractionally Integrated Processes," Cowles Foundation Discussion Papers 1611, Cowles Foundation for Research in Economics, Yale University.
   
   • Phillips, Peter C.B. & Kim, Chang Sik, 2007. "Long-Run Covariance Matrices For Fractionally Integrated Processes," Econometric Theory, Cambridge University Press, vol. 23(6), pages 1233-1247, December.
7. 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.
8. 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(4), pages 958-984, August.
9. Peter C.B. Phillips & Tassos Magdalinos, 2007. "Limit Theory for Explosively Cointegrated Systems," Cowles Foundation Discussion Papers 1614, Cowles Foundation for Research in Economics, Yale University.
   
   • Phillips, Peter C.B. & Magdalinos, Tassos, 2008. "Limit Theory For Explosively Cointegrated Systems," Econometric Theory, Cambridge University Press, vol. 24(4), pages 865-887, August.
10. Aoki, Reiko & 青木, 玲子 & アオキ, レイコ, 2007. "Innovation and Incentives in Japan Focus on pre-Meiji," Discussion Paper Series a492, Institute of Economic Research, Hitotsubashi University.
    
    • Aoki, Reiko & 青木, 玲子 & アオキ, レイコ, 2007. "Innovation and Incentives in Japan Focus on pre-Meiji," Discussion Paper 327, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
11. Aoki, Reiko & 青木, 玲子 & アオキ, レイコ & Schiff, Aaron, 2007. "Intellectual Property Access Systems," Discussion Paper Series a491, Institute of Economic Research, Hitotsubashi University.
    
    • Aoki, Reiko & 青木, 玲子 & アオキ, レイコ & Schiff, Aaron, 2008. "Intellectual Property Access Systems," PIE/CIS Discussion Paper 362, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
12. Aoki, Reiko & 青木, 玲子 & アオキ, レイコ & Schiff, Aaron, 2007. "Intellectual Property Clear inghouses: The Effects of Reduced Transaction Costs in Licensing," Discussion Paper Series a495, Institute of Economic Research, Hitotsubashi University.
    
    • Aoki, Reiko & Schiff, Aaron, 2010. "Intellectual property clearinghouses: The effects of reduced transaction costs in licensing," Information Economics and Policy, Elsevier, vol. 22(3), pages 218-227, July.
    • Aoki, Reiko & 青木, 玲子 & アオキ, レイコ & Schiff, Aaron, 2007. "Intellectual Property Clearinghouses: The Effects of Reduced Transaction Costs in Licensing," PIE/CIS Discussion Paper 335, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
    • Aoki, Reiko & 青木, 玲子 & アオキ, レイコ & Schiff, Aaron, 2008. "Intellectual Property Clearinghouses: The Effects of Reduced Transaction Costs in Licensing," PIE/CIS Discussion Paper 359, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
13. Aoki, Reiko & 青木, 玲子 & アオキ, レイコ & Schiff, Aaron, 2007. "Promoting Access to Intellectual Property: Patent Pools, Copyright Collectives and Clearinghouses," PIE/CIS Discussion Paper 334, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
14. Aoki, Reiko & 青木, 玲子 & アオキ, レイコ, 2007. "Clearing Houses and Patent Pools: Access to Genetic Patents," Discussion Paper 325, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
15. Aoki, Reiko & 青木, 玲子 & アオキ, レイコ & Nagaoka, Sadao & 長岡, 貞男 & ナガオカ, サダオ, 2007. "Formation of a Pool with Essential Patents," Discussion Paper 326, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
16. Simona Fabrizi & Steffen Lippert, 2007. "On Moral Hazard and Joint R&D," Keele Economics Research Papers KERP 2007/03, Centre for Economic Research, Keele University.
17. Fabrizi, Simona & Lippert, Steffen & Norback, Pehr-Johan & Persson, Lars, 2007. "Venture Capitalists, Asymmetric Information and Ownership in the Innovation Process," MPRA Paper 6265, University Library of Munich, Germany.
    
    • Persson, Lars & Norbäck, Pehr-Johan & Lippert, Steffen & Fabrizi, Simona, 2011. "Venture Capital, Patenting, and Usefulness of Innovations," CEPR Discussion Papers 8392, C.E.P.R. Discussion Papers.
    • Fabrizi, Simona & Lippert, Steffen & Norbäck, Pehr-Johan & Persson, Lars, 2008. "Venture Capitalists, Asymmetric Information, and Ownership in the Innovation Process," Working Paper Series 776, Research Institute of Industrial Economics.
18. Gorgens, Tue & Meng, Xin & Vaithianathan, Rhema, 2007. "Stunting and Selection Effects of Famine: A Case Study of the Great Chinese Famine," IZA Discussion Papers 2543, Institute of Labor Economics (IZA).
    
    • Gørgens, Tue & Meng, Xin & Vaithianathan, Rhema, 2012. "Stunting and selection effects of famine: A case study of the Great Chinese Famine," Journal of Development Economics, Elsevier, vol. 97(1), pages 99-111.
    • Gørgens, Tue & Meng, Xin & Vaithianathan, Rhema, 2010. "Stunting and Selection Effects of Famine: A Case Study of the Great Chinese Famine," PRIMCED Discussion Paper Series 2, Institute of Economic Research, Hitotsubashi University.
    • Gørgens, Tue & Meng, Xin & Vaithianathan, Rhema, 2010. "Stunting and Selection Effects of Famine: A Case Study of the Great Chinese Famine," CEI Working Paper Series 2010-2, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University.
19. Haiping Zhang & Jurgen von Hagen, 2007. "Financial Development and International Capital Flows," Working Papers 16-2007, Singapore Management University, School of Economics.
    
    • Jurgen von Hagen & Haiping Zhang, 2007. "Financial Development and International Capital Flows," Macroeconomics Working Papers 22434, East Asian Bureau of Economic Research.
20. Haiping Zhang & Jurgen von Hagen, 2007. "A Welfare Analysis of Capital Account Liberalization," Working Papers 19-2007, Singapore Management University, School of Economics.
    
    • Jürgen Von Hagen & Haiping Zhang, 2008. "A Welfare Analysis of Capital Account Liberalization," Review of International Economics, Wiley Blackwell, vol. 16(3), pages 576-590, August.
    • von Hagen, Jürgen & Zhang, Haiping, 2006. "A welfare analysis of capital account liberalization," ZEI Working Papers B 01-2006, University of Bonn, ZEI - Center for European Integration Studies.
21. Jurgen von Hageny & Haiping Zhang, 2007. "A Welfare Analysis of Capital Liberalization," Macroeconomics Working Papers 22489, East Asian Bureau of Economic Research.
22. Guyonne Kalb & Sholeh A. Maani, 2007. "The Importance of Observing Early School Leaving and Usually Unobserved Background and Peer Characteristics in Analysing Academic Performance," Melbourne Institute Working Paper Series wp2007n05, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.

2006

1. 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, January.
2. 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(3), pages 631-650, June.
3. 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.
4. 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.
5. Offer Lieberman & Peter C. B. Phillips, 2006. "Refined Inference on Long Memory in Realized Volatility," Cowles Foundation Discussion Papers 1549, Cowles Foundation for Research in Economics, Yale University.
   
   • 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.
6. 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 Gouriéroux & Peter C. B. Phillips & Jun Yu, 2006. "Indirect Inference for Dynamic Panel Models," Development Economics Working Papers 22421, East Asian Bureau of Economic Research.
7. 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.
8. 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.
9. 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.
10. Qiying Wang & Peter C.B. Phillips, 2006. "Asymptotic Theory for Local Time Density Estimation and Nonparametric Cointegrating Regression," Cowles Foundation Discussion Papers 1594, Cowles Foundation for Research in Economics, Yale University.
    
    • 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(3), pages 710-738, June.
11. Peter C. B. Phillips & Jun Yu, 2006. "A Two-Stage Realized Volatility Approach to Estimation of Diffusion Processes with Discrete," Macroeconomics Working Papers 22472, East Asian Bureau of Economic Research.
12. Aoki, Reiko & Kubo, Kensuke & Yamane, Hiroko, 2006. "Indian Patent Policy and Publich Health : implications from the Japanese Experience," IDE Discussion Papers 57, Institute of Developing Economies, Japan External Trade Organization(JETRO).
    
    • Aoki, Reiko & Kubo, Kensuke & Yamane, Hiroko, 2006. "Indian Patent Policy and Public Health:Implications from the Japanese Experience," Working Papers 199, Department of Economics, The University of Auckland.
13. Nagaoka, Sadao & 長岡, 貞男 & Aoki, Reiko & 青木, 玲子, 2006. "Economics of Research Exemption," IIR Working Paper 06-04, Institute of Innovation Research, Hitotsubashi University.
    
    • Aoki, Reiko & Nagaoka, Sadao, 2006. "Economics of Research Exemption," Working Papers 202, Department of Economics, The University of Auckland.
14. Vivi Alatas & Lisa Cameron & Ananish Chaudhuri & Nisvan Erkal & Lata Gangadharan, 2006. "Subject Pool Effects in a Corruption Experiment: A Comparison of Indonesian Public Servants and Indonesian Students," Department of Economics - Working Papers Series 975, The University of Melbourne.
    
    • Vivi Alatas & Lisa Cameron & Ananish Chaudhuri & Nisvan Erkal & Lata Gangadharan, 2009. "Subject pool effects in a corruption experiment: A comparison of Indonesian public servants and Indonesian students," Experimental Economics, Springer;Economic Science Association, vol. 12(1), pages 113-132, March.
15. Vivi Alatas & Lisa Cameron & Ananish Chaudhuri & Nisvan Erkal & Lata Gangadharan, 2006. "Gender and Corruption: Insights from an Experimental Analysis," Department of Economics - Working Papers Series 974, The University of Melbourne.
    
    • Vivi Alatas & Lisa Cameron & Ananish Chaudhuri & Nisvan Erkal & Lata Gangadharan, 2009. "Gender, Culture, and Corruption: Insights from an Experimental Analysis," Southern Economic Journal, John Wiley & Sons, vol. 75(3), pages 663-680, January.
16. Ananish Chaudhuri & Pushkar Maitra & Susan Skeath, 2006. "Communication, Advice and Beliefs in an Experimental Public Goods Game," Monash Economics Working Papers 05/06, Monash University, Department of Economics.
17. John Kennes & Aaron Schiff, 2006. "Informational Intermediation and Competing Auctions," Discussion Papers 06-02, University of Copenhagen. Department of Economics.
18. Lippert, Steffen & Spagnolo, Giancarlo, 2006. "Internet Peering as a Network of Relations," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 191, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
    
    • Lippert, Steffen & Spagnolo, Giancarlo, 2008. "Internet peering as a network of relations," Telecommunications Policy, Elsevier, vol. 32(1), pages 33-49, February.
19. Sholeh A. Maani & Rhema Vaithianathan & Barbara Wolfe, 2006. "Inequality and Health: Is Housing Crowding the Link?," Working Papers 06_09, Motu Economic and Public Policy Research.
20. Jürgen von Hagen & Haiping Zhang, 2006. "Financial Liberalization in a Small Open Economy," CESifo Working Paper Series 1771, CESifo.
    
    • Jürgen Hagen & Haiping Zhang, 2006. "Financial Liberalization in a Small Open Economy," Open Economies Review, Springer, vol. 17(4), pages 373-398, December.
21. von Hagen, Jürgen & Zhang, Haiping, 2006. "Financial frictions, capital reallocation, and aggregate fluctuations," ZEI Working Papers B 03-2006, University of Bonn, ZEI - Center for European Integration Studies.
    
    • von Hagen, Jürgen & Zhang, Haiping, 2008. "Financial frictions, capital reallocation, and aggregate fluctuations," Journal of Economic Dynamics and Control, Elsevier, vol. 32(3), pages 978-999, March.
22. von Hagen, Jürgen & Zhang, Haiping, 2006. "Financial openness and macroeconomic volatility," ZEI Working Papers B 02-2006, University of Bonn, ZEI - Center for European Integration Studies.

2005

1. Sun, Yixiao X & Phillips, Peter C. B. & Jin, Sainan, 2005. "Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing∗," University of California at San Diego, Economics Working Paper Series qt16b3j2hd, Department of Economics, UC San Diego.
2. 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.
3. 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. "Economic transition and growth," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(7), pages 1153-1185, November.
4. 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. "GMM with Many Moment Conditions," Econometrica, Econometric Society, vol. 74(1), pages 147-192, January.
   • Peter C. B. Phillips & Chirok Han, 2004. "GMM with Many Moment Conditions," Econometric Society 2004 Far Eastern Meetings 525, Econometric Society.
5. 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.
6. 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.
7. 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.
8. 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.
9. 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.
10. 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(5), pages 947-960, October.
11. 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.
12. Peter C. B. Phillips & Jun Yu, 2005. "Comments on “A selective overview of nonparametric methods in financial econometricsâ€Â," Finance Working Papers 22469, East Asian Bureau of Economic Research.
13. Peter C. B. Phillips & Jun Yu, 2005. "Comment on “Realized Variance and Market Microstructure Noise†by Peter R. Hansen and Asger Lunde," Finance Working Papers 22470, East Asian Bureau of Economic Research.
14. 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.
15. 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.
16. Reiko Aoki & Tomoko Saiki, 2005. "Implications of Product Patents : Lessons from Japan," Hi-Stat Discussion Paper Series d05-85, Institute of Economic Research, Hitotsubashi University.
17. Aoki, Reiko & 青木, 玲子 & Nagaoka, Sadao & 長岡, 貞男, 2005. "Coalition Formation for a Consortium Standard Through a Standard Body and a Patent Pool: Theory and Evidence from MPEG2, DVD and 3G," IIR Working Paper 05-01, Institute of Innovation Research, Hitotsubashi University.
18. Lee Branstetter & Reiko Aoki, 2005. "Is Academic Science Raising Innovative Productivity? Theory and Evidence from Firm-Level Data," Hi-Stat Discussion Paper Series d05-86, Institute of Economic Research, Hitotsubashi University.
19. Yomogida, Morihiro & 蓬田, 守弘 & ヨモギダ, モリヒロ & Aoki, Reiko & 青木, 玲子 & アオキ, レイコ, 2005. "It Takes a Village: Network Effect of Child-rearing," Discussion Paper 275, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
20. A. Chaudhuri & L. Gangadharan & Pushkar Maitra, 2005. "An Experimental Analysis ofGroup Size and Risk Sharing," Department of Economics - Working Papers Series 955, The University of Melbourne.
    
    • Ananish Chaudhuri & Lata Gangadharan & Pushkar Maitra, 2006. "An Experimental Analysis of Group Size and Risk Sharing," Monash Economics Working Papers 02/06, Monash University, Department of Economics.
21. L. Cameron & A. Chaudhuri & N. Erkal & L. Gangadharan, 2005. "Do Attitudes Towards Corruption Differ Across Cultures? Experimental Evidence from Australia, India, Indonesia andSingapore," Department of Economics - Working Papers Series 943, The University of Melbourne.
22. Aaron Schiff & Martin Browning & John Kennes, 2005. "Lots of Heterogeneity in a Matching Model," 2005 Meeting Papers 799, Society for Economic Dynamics.
23. Spagnolo, Giancarlo & Lippert, Steffen, 2005. "Networks of Relations and Social Capital," CEPR Discussion Papers 5078, C.E.P.R. Discussion Papers.
    
    • Lippert, Steffen & Spagnolo, Giancarlo, 2011. "Networks of relations and Word-of-Mouth Communication," Games and Economic Behavior, Elsevier, vol. 72(1), pages 202-217, May.
    • Spagnolo, Giancarlo & Lippert, Steffen, 2004. "Networks of Relations," SSE/EFI Working Paper Series in Economics and Finance 570, Stockholm School of Economics, revised 04 Jun 2010.
24. Zhang, Haiping, 2005. "Limited Pledgeability, Asset Prices, and Macroeconomic Fluctuations," Bonn Econ Discussion Papers 11/2005, University of Bonn, Bonn Graduate School of Economics (BGSE).
25. Joanne Kathryn Lindley & Paula Lorgelly, 2005. "The relative income hypothesis: does it exist over time? Evidence from the BHPS," Working Papers 2005013, The University of Sheffield, Department of Economics, revised Jun 2005.
    
    • Lindley & Lorgelly, 2005. "The relative income hypothesis: does it exist over time? Evidence from the BHPS," Labor and Demography 0510007, University Library of Munich, Germany.
26. Maani, Sholeh, 2005. "Parental Income and the Choice of Participation in University, Polytechnic or," Working Papers 150, Department of Economics, The University of Auckland.
27. Maani, Sholeh & Kalb, Guyonne, 2005. "Academic Performance, Parental Income, and the Choice to Leave School at Age Sixteen," Working Papers 204, Department of Economics, The University of Auckland.

2004

1. 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.
   
   • 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.
   • 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. "Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation," Yale School of Management Working Papers ysm347, Yale School of Management.
2. 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, August.
3. 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(1), pages 3-20, February.
4. 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(1), pages 116-142, February.
5. 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.
6. 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.
7. 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(4), 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.
8. 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.
9. 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, January.
   • L Giraitis & P C B Phillips, "undated". "Uniform limit theory for stationary autoregression," Discussion Papers 05/23, Department of Economics, University of York.
10. Reiko Aoki & Sadao Nagaoka, 2004. "The Consortium Standard and Patent Pools," Hi-Stat Discussion Paper Series d04-32, Institute of Economic Research, Hitotsubashi University.
    
    • Aoki, Reiko & Nagaoka, Sadao, 2004. "The Consortium Standard and Patent Pools," Economic Review, Hitotsubashi University, vol. 55(4), pages 345-357, October.
    • Reiko Aoki; Sadao Nagaoka, 2004. "The Consortium Standard and Patent Pools," Econometric Society 2004 Far Eastern Meetings 788, Econometric Society.
    • Aoki, Reiko & 青木, 玲子 & アオキ, レイコ & Nagaoka, Sadao & 長岡, 貞男 & ナガオカ, サダオ, 2004. "The Consortium Standard and Patent Pools," Discussion Paper 222, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
11. Aoki, Reiko & 青木, 玲子 & アオキ, レイコ, 2004. "Microeconomics of Declining Birthrate: Review of Existing Literature," Discussion Paper 228, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
12. Bandyopadhyay, Debasis, 2004. "How Financial Development Caused Economic Growth in the APEC: Financial Integration with FDI OR Privatisation without FDI," Working Papers 221, Department of Economics, The University of Auckland.
13. Lata Gangadharan & Ananish Chaudhuri & Nisvan Erkal, 2004. "An Experimental Analysis of Third-Party Response to Corruption," Econometric Society 2004 Australasian Meetings 220, Econometric Society.
14. Sara Graziano & Ananish Chaudhuri & Pushkar Maitra, 2004. "A Dynamic Analysis of the Evolution of Conventions in a Public Goods Experiment with Intergenerational Advice," Econometric Society 2004 Australasian Meetings 38, Econometric Society.
    
    • Ananish Chaudhuri & Pushkar Maitra, 2004. "Dynamic Analysis of the Evolution of Conventions in a Public Goods Experiment with Intergenerational Advice," Econometric Society 2004 North American Summer Meetings 37, Econometric Society.
    • Chaudhuri, Ananish & Maitra, Pushkar & Graziano, Sara, 2003. "A Dynamic Analysis of the Evolution of Conventions in a Public Goods Experiment with Intergenerational Advice," Working Papers 152, Department of Economics, The University of Auckland.
15. Fabrizi, Simona & Lippert, Steffen, 2004. "Moral Hazard and the Internal Organization of Joint Research," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 18, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
    
    • Fabrizi, Simona & Lippert, Steffen, 2003. "Moral Hazard and the Internal Organization of Joint Research," DFAEII Working Papers 1988-088X, University of the Basque Country - Department of Foundations of Economic Analysis II.
16. Fabrizi, Simona & Lippert, Steffen, 2004. "How much efficiency gains and price reductions for an efficiency defense? 'Quanto Basta'," DFAEII Working Papers 1988-088X, University of the Basque Country - Department of Foundations of Economic Analysis II.
17. Aaron Schiff & John Kennes, 2004. "Guided Search: The Value of a Reputation System," 2004 Meeting Papers 345, Society for Economic Dynamics.
18. Giancarlo Spagnolo & Steffen Lippert, 2004. "Networks of Relations," Econometric Society 2004 North American Winter Meetings 496, Econometric Society.
    
    • Spagnolo, Giancarlo & Lippert, Steffen, 2004. "Networks of Relations," SSE/EFI Working Paper Series in Economics and Finance 570, Stockholm School of Economics, revised 04 Jun 2010.
    • Lippert, Steffen & Spagnolo, Giancarlo, 2004. "Networks of Relations," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 28, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.

2003

1. Sul, Donggyu & Phillips, Peter & Choi, Chi-Young, 2003. "Prewhitening Bias in HAC Estimation," Working Papers 141, Department of Economics, The University of Auckland.
   
   • 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, August.
   • 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.
2. Phillips, Peter & Sul, Donggyu, 2003. "Bias in Dynamic Panel Estimation with Fixed Effects, Incidental Trends and Cross Section Dependence," Working Papers 177, Department of Economics, The University of Auckland.
   
   • 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, 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. "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.
3. Phillips, Peter & Sul, Donggyu, 2003. "The Elusive Empirical Shadow of Growth Convergence," Working Papers 197, Department of Economics, The University of Auckland.
   
   • 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, 2003. "The Elusive Empirical Shadow of Growth Convergence," Cowles Foundation Discussion Papers 1398, Cowles Foundation for Research in Economics, Yale University.
4. 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.
5. 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(3), pages 495-511, June.
6. 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 26-52, March.
7. Hyungsik Roger Moon & Benoit Perron & Peter C.B. Phillips, 2003. "Incidental Trends and the Power of Panel Unit Root Tests," Cowles Foundation Discussion Papers 1435, Cowles Foundation for Research in Economics, Yale University.
   
   • 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.
8. 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.
9. Aoki, Reiko & 青木, 玲子 & アオキ, レイコ & Nagaoka, Sadao & 長岡, 貞男 & ナガオカ, サダオ, 2003. "The Utility Standard and the Patentability of Intermediate Technology," Discussion Paper Series a437, Institute of Economic Research, Hitotsubashi University.
   
   • Reiko Aoki & Sadao Nagaoka, 2005. "The Utility Standard and the Patentability of Intermediate Technology," Hi-Stat Discussion Paper Series d04-75, Institute of Economic Research, Hitotsubashi University.
10. Aoki, Reiko & 青木, 玲子 & アオキ, レイコ & Small, John, 2003. "Compulsory Licensing of Technology and the Essential Facilities Doctrine," Discussion Paper 167, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
    
    • Aoki, Reiko & Small, John, 2004. "Compulsory licensing of technology and the essential facilities doctrine," Information Economics and Policy, Elsevier, vol. 16(1), pages 13-29, March.
11. Ananish Chaudhuri & Lata Gangadharn, 2003. "Gender Differences in Trust and Reciprocity," Department of Economics - Working Papers Series 875, The University of Melbourne.
    
    • Chaudhuri, Ananish & Gangadharan, Lata, 2003. "Gender Differences in Trust and Reciprocity," Working Papers 136, Department of Economics, The University of Auckland.
12. Chaudhuri, Ananish & Khan, Sarah & Lakshmiratan, Aishwarya & Py, Anne-Laure & Shah, Lisa, 2003. "Trust and Trustworthiness in a Sequential Bargaining Game," Working Papers 160, Department of Economics, The University of Auckland.
13. Chaudhuri, Ananish & Graziano, Sara, 2003. "Evolution of Conventions in an Experimental Public Goods Game with Private and Public Knowledge of Advice," Working Papers 201, Department of Economics, The University of Auckland.
14. Fabrizi, Simona & Wertlen, Bruno, 2003. "Roaming in the Mobile Internet: when coverage sharing agreements call for regulation," DFAEII Working Papers 1988-088X, University of the Basque Country - Department of Foundations of Economic Analysis II.
15. Olivier Armantier & Erwann Sbai, 2003. "Estimation and Comparison of Treasury Auction Formats when Bidders are Asymmetric," Department of Economics Working Papers 03-02, Stony Brook University, Department of Economics.
    
    • Erwann SbaÏ & Olivier Armantier, 2006. "Estimation and comparison of treasury auction formats when bidders are asymmetric," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(6), pages 745-779.
    • Olivier Armantier & Erwann SbaÏ, 2006. "Estimation and comparison of treasury auction formats when bidders are asymmetric," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(6), pages 745-779, September.
16. John Kennes & Aaron Schiff, 2003. "The Value of a Reputation System," Industrial Organization 0301011, University Library of Munich, Germany.
17. Sholeh A. Maani & Guyonne Kalb, 2003. "Childhood Economic Resources, Academic Performance and the Choice to Leave School at Age Sixteen," Melbourne Institute Working Paper Series wp2003n01, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.

2002

1. Yu, Jun & Phillips, Peter, 2002. "Jacknifing Bond Option Prices," Working Papers 187, Department of Economics, The University of Auckland.
   
   • Peter C. B. Phillips, 2005. "Jackknifing Bond Option Prices," The Review of Financial Studies, Society for Financial Studies, vol. 18(2), pages 707-742.
   • 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. "Jackknifing Bond Option Prices," Econometric Society 2004 North American Winter Meetings 115, Econometric Society.
2. Phillips, Peter & Sul, Donggyu, 2002. "Dynamic Panel Estimation and Homogenity Testing Under Cross Section Dependence," Working Papers 194, Department of Economics, The University of Auckland.
   
   • 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.
3. 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.
4. 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.
5. 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.
6. 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.
7. 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.
   
   • Shimotsu, Katsumi & Phillips, Peter C B, 2002. "Exact Local Whittle Estimation of Fractional Integration," Economics Discussion Papers 8838, University of Essex, Department of Economics.
8. 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.
9. 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, September.
10. Reiko Aoki & Sadao Nagaoka, 2002. "The Utility Standard and the Patentability of Basic Research," CIRJE F-Series CIRJE-F-160, CIRJE, Faculty of Economics, University of Tokyo.
11. Bandyopadhyay, Debasis & Basu, Parantap, 2002. "What Drives the Cross-Country Growth and Inequality Correlation?," Working Papers 210, Department of Economics, The University of Auckland.
    
    • Debasis Bandyopadhyay & Parantap Basu, 2005. "What drives the cross‐country growth and inequality correlation?," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 38(4), pages 1272-1297, November.
    • Debasis Bandyopadhyay & Parantap Basu, 2005. "What drives the cross-country growth and inequality correlation?," Canadian Journal of Economics, Canadian Economics Association, vol. 38(4), pages 1272-1297, November.
12. Hurley, Jeremiah & Vaithianathan, Rhema & Crossley, Thomas F. & Cobb-Clark, Deborah A., 2002. "Parallel Private Health Insurance in Australia: A Cautionary Tale and Lessons for Canada," IZA Discussion Papers 515, Institute of Labor Economics (IZA).
    
    • Jeremiah Hurley & Rhema Vaithianathan & Thomas F. Crossley & Deborah Cobb-Clark, 2002. "Parallel Private Health Insurance in Australia: A Cautionary Tale and Lessons for Canada," CEPR Discussion Papers 448, Centre for Economic Policy Research, Research School of Economics, Australian National University.
    • Jeremiah Hurley & Rhema Vaithianathana & Thomas F. Crossley & Deborah Cobb-Clark, 2001. "Parallel Private Health Insurance in Australia: A Cautionary Tale and Lessons for Canada," Centre for Health Economics and Policy Analysis Working Paper Series 2001-12, Centre for Health Economics and Policy Analysis (CHEPA), McMaster University, Hamilton, Canada.
13. Maloney, Tim & Maani, Sholeh & Pacheco, Gael, 2002. "Intergenerational Welfare Participation in New Zealand," Working Papers 212, Department of Economics, The University of Auckland.
    
    • Tim Maloney & Sholeh Maani & Gail Pacheco, 2003. "Intergenerational Welfare Participation in New Zealand," Australian Economic Papers, Wiley Blackwell, vol. 42(3), pages 346-362, September.
14. Sholeh A Maani, 2002. "Education and Maori Relative Income Levels over Time: The Mediating Effect of Occupation, Industry, Hours of Work and Locality," Treasury Working Paper Series 02/17, New Zealand Treasury.

2001

1. Offer Lieberman & Peter C.B. Phillips, 2001. "Second Order Expansions for the Distribution of the Maximum Likelihood Estimator of the Fractional Difference Parameter," Cowles Foundation Discussion Papers 1308, Cowles Foundation for Research in Economics, Yale University.
2. Jun Yu & Peter C.B. Phillips, 2001. "Gaussian Estimation of Continuous Time Models of the Short Term Interest Rate," Cowles Foundation Discussion Papers 1309, Cowles Foundation for Research in Economics, Yale University.
3. Peter C.B. Phillips, 2001. "Regression with Slowly Varying Regressors," Cowles Foundation Discussion Papers 1310, Cowles Foundation for Research in Economics, Yale University.
4. Andrew Jeffrey & Linton, Oliver Linton & Thong Nguyen & Peter C.B. Phillips, 2001. "Nonparametric Estimation of a Multifactor Heath-Jarrow-Morton Model: An Integrated Approach," Cowles Foundation Discussion Papers 1311, Cowles Foundation for Research in Economics, Yale University.
5. Zhijie Xiao & Peter C.B. Phillips, 2001. "A CUSUM Test for Cointegration Using Regression Residuals," Cowles Foundation Discussion Papers 1329, Cowles Foundation for Research in Economics, Yale University.
   
   • 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.
6. Peter C.B. Phillips, 2001. "Bootstrapping Spurious Regression," Cowles Foundation Discussion Papers 1330, Cowles Foundation for Research in Economics, Yale University.
7. Peter C.B. Phillips & Joon Y. Park & Yoosoon Chang, 2001. "Nonlinear Instrumental Variable Estimation of an Autoregression," Cowles Foundation Discussion Papers 1331, Cowles Foundation for Research in Economics, Yale University.
   
   • 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.
8. Federico M. Bandi & Peter C.B. Phillips, 2001. "Fully Nonparametric Estimation of Scalar Diffusion Models," Cowles Foundation Discussion Papers 1332, Cowles Foundation for Research in Economics, Yale University.
   
   • 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.
9. Reiko Aoki, 2001. "Oligopolistic Business to Business E-Market and Welfare," Industrial Organization 0012004, University Library of Munich, Germany.
10. Luca Rigotti & Matthew Ryan & Rhema Vaithianathan, 2001. "Entrepreneurial Innovation," GE, Growth, Math methods 0103002, University Library of Munich, Germany.
    
    • Luca Rigotti, Matthew Ryan and Rhema Vaithianathan., 2001. "Entrepreneurial Innovation," Economics Working Papers E01-296Rev, University of California at Berkeley.
    • Rigotti, Luca & Ryan, Matthew & Vaithianathan, Rema, 2001. "Entrepreneurial Innovation," Department of Economics, Working Paper Series qt508109h4, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
    • Rigotti, L. & Ryan, M. & Vaithianathan, R., 2001. "Entrepreneurial Innovation," Other publications TiSEM 9f171dfa-28ed-41aa-9e52-f, Tilburg University, School of Economics and Management.
    • Rigotti, L. & Ryan, M. & Vaithianathan, R., 2001. "Entrepreneurial Innovation," Discussion Paper 2001-21, Tilburg University, Center for Economic Research.
11. Rhema Vaithianathan, 2001. "An Economic Analysis of the Private Health Insurance Incentive Act (1998)," CEPR Discussion Papers 427, Centre for Economic Policy Research, Research School of Economics, Australian National University.

2000

1. 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.
2. Phillips, Peter & Yu, Jun, 2000. "Exact Gaussian Estimation of Continuous Time Models of The Term Structure of Interest Rates Rankings of Economics Departments in New Zealand," Working Papers 161, Department of Economics, The University of Auckland.
3. Schiff, Aaron & Phillips, Peter, 2000. "Forecasting New Zealand's Real GDP," Working Papers 186, Department of Economics, The University of Auckland.
   
   • 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.
4. 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.
5. 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.
6. 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.
7. Katsumi Shimotsu & Peter C.B. Phillips, 2000. "Pooled Log Periodogram Regression," Cowles Foundation Discussion Papers 1267, Cowles Foundation for Research in Economics, Yale University.
   
   • Katsumi Shimotsu & Peter C. B. Phillips, 2002. "Pooled Log Periodogram Regression," Journal of Time Series Analysis, Wiley Blackwell, vol. 23(1), pages 57-93, January.
8. 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, March.
   • 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.
9. 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.
10. Federico Bandi & Peter C. B. Phillips, 2000. "Accelerated Asymptotics for Diffusion Model Estimation," Econometric Society World Congress 2000 Contributed Papers 1656, Econometric Society.
11. Reiko Aoki & Yossef Spiegel, 2000. "Public Disclosure of Patent Applications, R & D, and Welfare," Econometric Society World Congress 2000 Contributed Papers 1273, Econometric Society.
    
    • Aoki, R. & Spiegel, Y., 1998. "Public Disclosure of Patent Applications, R&D, and Welfare," Papers 30-98, Tel Aviv.
12. Erwann Sbai, 2000. "Identification in Empirical Games," Econometric Society World Congress 2000 Contributed Papers 1896, Econometric Society.
13. Sholeh A Maani, 2000. "Secondary and Tertiary Education Attainment and Income Levels for Maori and Non-Maori Over Time," Treasury Working Paper Series 00/18, New Zealand Treasury.
14. Sholeh A Maani, 2000. "School Leaving, Labour Supply and Tertiary Education Choices of Young Adults: An Economic Analysis Utilising the 1977-1995 Christchurch Health and Development Surveys," Treasury Working Paper Series 00/03, New Zealand Treasury.
15. Maani, Sholeh, 2000. "School Leaving, Labour Market and Tertiary Education Choices of Young Adults: An Economic Analysis Utilising The 1977-1995 Christchurch Health and Development Surveys," Working Papers 153, Department of Economics, The University of Auckland.
16. Maani, Sholeh, 2000. "Private and Public Returns to Investments in Secondary and Higher Education in NZ over time: 1981- 1996," Working Papers 170, Department of Economics, The University of Auckland.

1999

1. Phillips, Peter, 1999. "Discrete Fourier Transforms of Fractional Processes August," Working Papers 149, Department of Economics, The University of Auckland.
2. 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. "Maximum Likelihood Estimation in Panels with Incidental Trends," Cowles Foundation Discussion Papers 1246, Cowles Foundation for Research in Economics, Yale University.
3. 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. "Estimation Of Autoregressive Roots Near Unity Using Panel Data," Econometric Theory, Cambridge University Press, vol. 16(6), pages 927-997, December.
   • 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.
4. 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. "How To Estimate Autoregressive Roots Near Unity," Econometric Theory, Cambridge University Press, vol. 17(1), 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.
5. 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.
6. 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.
7. 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.
8. 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.
9. 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.
10. Peter C.B. Phillips, 1999. "Discrete Fourier Transforms of Fractional Processes," Cowles Foundation Discussion Papers 1243, Cowles Foundation for Research in Economics, Yale University.
11. 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.
12. 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.
13. Bandyopadhyay, Debasis, 1999. "Industry Premium: What we Know and What The New Zealand Data Say," Working Papers 151, Department of Economics, The University of Auckland.
    
    • Debasis Bandyopadhyay, 2001. "The industry premium: What we know and what the New Zealand data say," New Zealand Economic Papers, Taylor & Francis Journals, vol. 35(1), pages 53-75.
14. Bandyopadhyay, Debasis & Lahiri, P & Yu, Feng, 1999. "On A New Measure of Human Capital and Its Impact on Gross Domestic Product," Working Papers 164, Department of Economics, The University of Auckland.
15. Bandyopadhyay, Debasis, 1999. "Can The Distribution of Highest Educational Attainment Be Characterised By A Discrete Probability Distribution?," Working Papers 193, Department of Economics, The University of Auckland.
16. Bandyopadhyay, Debasis & Basu, Parantap, 1999. "Redistributive Tax and Growth in a Model with Discrete Occupation choice," Working Papers 207, Department of Economics, The University of Auckland.
    
    • Debasis Bandyopadhyay & Parantap Basu, 2001. "Redistributive Tax and Growth in a Model with Discrete Occupational Choice," Australian Economic Papers, Wiley Blackwell, vol. 40(2), pages 111-132, June.
17. Bandyopadhyay, Debasis & Basu, Parantap, 1999. "The Growth-Inequality Relationship in A Model with Discrete Occupational Choice and Redistributive Tax," Working Papers 213, Department of Economics, The University of Auckland.
    
    • Debasis Bandyopadhyay & Parantap Basu, 2000. "The Growth-Inequality Relationship in a Model with Discrete Occupational Choice and Redistributive Tax," Econometric Society World Congress 2000 Contributed Papers 0809, Econometric Society.
18. Bandyopadhyay, Debasis & Yu, Jun, 1999. "Do Topics Diffuse from Core to Periphery Journals?," Working Papers 222, Department of Economics, The University of Auckland.
19. Sholeh Maani, 1999. "Private and Public Returns to Investments in Secondary and Higher Education in New Zealand Over Time: 1981-1996," Treasury Working Paper Series 99/02, New Zealand Treasury.

1998

1. Phillips, Peter, 1998. "New Unit Root Asymptotics in the Presence of Deterministic Trends," Working Papers 196, Department of Economics, The University of Auckland.
   
   • 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.
2. 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, 2005. "Econometric Analysis of Fisher's Equation," American Journal of Economics and Sociology, Wiley Blackwell, vol. 64(1), pages 125-168, January.
3. 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.
4. 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(3), pages 269-298, June.
5. 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. "A Primer on Unit Root Testing," Journal of Economic Surveys, Wiley Blackwell, vol. 12(5), pages 423-470, December.
6. 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 117-161, January.
7. Zhijie Xiao & Peter C.B. Phillips, 1998. "Higher Order Approximations for Wald Statistics in Cointegrating Regressions," Cowles Foundation Discussion Papers 1192, Cowles Foundation for Research in Economics, Yale University.
8. 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.
9. 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.
10. Bandyopadhyay, Debasis & Cheung, Chung-Sze Joyce, 1998. "Financial Development and Growth: Can the APEC Experience Offer A Lesson for Asia," Working Papers 198, Department of Economics, The University of Auckland.

1997

1. John C. Chao & Peter C.B. Phillips, 1997. "Model Selection in Partially Nonstationary Vector Autoregressive Processes with Reduced Rank Structure," Cowles Foundation Discussion Papers 1155, Cowles Foundation for Research in Economics, Yale University.
   
   • 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.
2. Zhijie Xiao & Peter C.B. Phillips, 1997. "An ADF Coefficient Test for a Unit Root in ARMA Models of Unknown Order with Empirical Applications to the U.S. Economy," Cowles Foundation Discussion Papers 1161, Cowles Foundation for Research in Economics, Yale University.
   
   • 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.
3. In Choi & Peter C.B. Phillips, 1997. "Regressions for Partially Identified, Cointegrated Simultaneous Equations," Cowles Foundation Discussion Papers 1162, Cowles Foundation for Research in Economics, Yale University.
4. Dean Corbae & Sam Ouliaris & Peter C.B. Phillips, 1997. "Band Spectral Regression with Trending Data," Cowles Foundation Discussion Papers 1163, Cowles Foundation for Research in Economics, Yale University.
   
   • 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.
5. Thomas J. Prusa & Reiko Aoki, 1997. "Sequential vs. Simultaneous Choice With Endogenous Quality," Departmental Working Papers 199510, Rutgers University, Department of Economics.
6. Bandyopadhyay, Debasis, 1997. "Distribution of Human Capital and Economic Growth," Working Papers 157, Department of Economics, The University of Auckland.
7. Ananish Chaudhuri, 1997. "The Ratchet Principle in a Principal Agent Game with Unknown Costs: An Experimental Analysis," Departmental Working Papers 199608, Rutgers University, Department of Economics.
   
   • Chaudhuri, Ananish, 1998. "The ratchet principle in a principal agent game with unknown costs: an experimental analysis," Journal of Economic Behavior & Organization, Elsevier, vol. 37(3), pages 291-304, November.
8. Ananish Chaudhuri & Pushkar Maitra, 1997. "Determinants of Land Tenure Contracts; Theory and Evidence from Rural India," Departmental Working Papers 199710, Rutgers University, Department of Economics.
9. Ananish Chaudhuri, 1997. "A Dynamic Model of Contractual Choice in Tenancy," Departmental Working Papers 199711, Rutgers University, Department of Economics.

1996

1. Peter C.B. Phillips & Chin Chin Lee, 1996. "Efficiency Gains from Quasi-Differencing Under Nonstationarity," Cowles Foundation Discussion Papers 1134, Cowles Foundation for Research in Economics, Yale University.
2. Peter C.B. Phillips, 1996. "Spurious Regression Unmasked," Cowles Foundation Discussion Papers 1135, Cowles Foundation for Research in Economics, Yale University.
3. John C. Chao & Peter C.B. Phillips, 1996. "Bayesian Posterior Distributions in Limited Information Analysis of the Simultaneous Equations Model Using the Jeffreys Prior," Cowles Foundation Discussion Papers 1137, Cowles Foundation for Research in Economics, Yale University.
4. Reiko Aoki & Jin-Li Hu, 1996. "Licensing vs. Litigation: Effect of the Legal System on Incentives to Innovate," Industrial Organization 9612002, University Library of Munich, Germany.
   
   • Reiko Aoki & Jin‐Li Hu, 1999. "Licensing vs. Litigation: The Effect of the Legal System on Incentives to Innovate," Journal of Economics & Management Strategy, Wiley Blackwell, vol. 8(1), pages 133-160, March.
5. Reiko Aoki & Jin-Li Hu, 1996. "Allocation of Legal Costs and Patent Litigation: A Cooperative Game Approach," Industrial Organization 9612001, University Library of Munich, Germany.

1995

1. Peter C.B. Phillips, 1995. "Impulse Response and Forecast Error Variance Asymptotics in Nonstationary VAR's," Cowles Foundation Discussion Papers 1102, Cowles Foundation for Research in Economics, Yale University.
   
   • 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.
2. Peter C.B. Phillips, 1995. "Automated Forecasts of Asia-Pacific Economic Activity," Cowles Foundation Discussion Papers 1103, Cowles Foundation for Research in Economics, Yale University.
3. Peter C.B. Phillips, 1995. "Unit Root Tests," Cowles Foundation Discussion Papers 1104, Cowles Foundation for Research in Economics, Yale University.
4. Reiko Aoki & Thomas J. Prusa, 1995. "Product Development and the Timing of Information Disclosure under U.S.and Japanese Patent Systems," NBER Working Papers 5063, National Bureau of Economic Research, Inc.
   
   • Aoki, Reiko & Prusa, Thomas J., 1996. "Product Development and the Timing of Information Disclosure under U.S. and Japanese Patent Systems," Journal of the Japanese and International Economies, Elsevier, vol. 10(3), pages 233-249, September.
   • Thomas J. Prusa & Reiko Aoki, 1996. "Product Development and the Timing of Information Disclosure under U.S. and Japanese Patent Systems," Departmental Working Papers 199423, Rutgers University, Department of Economics.

1994

1. Peter C.B. Phillips & James W. McFarland & Patrick C. McMahon, 1994. "Robust Tests of Forward Exchange Market Efficiency with Empirical Evidence from the 1920's," Cowles Foundation Discussion Papers 1080, Cowles Foundation for Research in Economics, Yale University.
   
   • 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..
2. Peter C.B. Phillips, 1994. "Nonstationary Time Series and Cointegration: Recent Books and Themes for the Future," Cowles Foundation Discussion Papers 1081, Cowles Foundation for Research in Economics, Yale University.
3. Yuichi Kitamura & Peter C.B. Phillips, 1994. "Fully Modified IV, GIVE and GMM Estimation with Possibly Non-Stationary Regressions and Instruments," Cowles Foundation Discussion Papers 1082, Cowles Foundation for Research in Economics, Yale University.
   
   • 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.
4. Peter C.B. Phillips, 1994. "Model Determination and Macroeconomic Activity," Cowles Foundation Discussion Papers 1083, Cowles Foundation for Research in Economics, Yale University.

1993

1. Peter C.B. Phillips, 1993. "Fully Modified Least Squares and Vector Autoregression," Cowles Foundation Discussion Papers 1047, Cowles Foundation for Research in Economics, Yale University.
   
   • Phillips, Peter C B, 1995. "Fully Modified Least Squares and Vector Autoregression," Econometrica, Econometric Society, vol. 63(5), pages 1023-1078, September.
2. Peter C.B. Phillips & James W. McFarland, 1993. "Forward Exchange Market Unbiasedness: The Case of the Australian Dollar Since 1984," Cowles Foundation Discussion Papers 1055, Cowles Foundation for Research in Economics, Yale University, revised 1996.
   
   • Phillips, Peter C. B. & McFarland, James W., 1997. "Forward exchange market unbiasedness: the case of the Australian dollar since 1984," Journal of International Money and Finance, Elsevier, vol. 16(6), pages 885-907, December.
3. 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(5), pages 912-951, October.

1992

1. Loretan, M. & Phillips, P.C.B., 1992. "Testing the Covariance Stationarity of Heavy-Tailed Time Series: An Overview of the Theory with Applications to Several Financial Datasets," Working papers 9208, Wisconsin Madison - Social Systems.
   
   • 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.
2. Peter C.B. Phillips & Werner Ploberger, 1992. "Posterior Odds Testing for a Unit Root with Data-Based Model Selection," Cowles Foundation Discussion Papers 1017, Cowles Foundation for Research in Economics, Yale University.
   
   • 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.
3. Peter C.B. Phillips, 1992. "Bayesian Model Selection and Prediction with Empirical Applications," Cowles Foundation Discussion Papers 1023, Cowles Foundation for Research in Economics, Yale University.
   
   • Phillips, Peter C. B., 1995. "Bayesian model selection and prediction with empirical applications," Journal of Econometrics, Elsevier, vol. 69(1), pages 289-331, September.
4. Peter C.B. Phillips, 1992. "Bayes Models and Forecasts of Australian Macroeconomic Time Series," Cowles Foundation Discussion Papers 1024, Cowles Foundation for Research in Economics, Yale University.
5. Peter C.B. Phillips, 1992. "Bayes Methods for Trending Multiple Time Series with an Empirical Application to the US Economy," Cowles Foundation Discussion Papers 1025, Cowles Foundation for Research in Economics, Yale University.
6. Peter C.B. Phillips & Werner Ploberger, 1992. "Time Series Modeling with a Bayesian Frame of Reference: Concepts, Illustrations and Asymptotics," Cowles Foundation Discussion Papers 1038, Cowles Foundation for Research in Economics, Yale University.
7. Peter C.B. Phillips, 1992. "Some Exact Distribution Theory for Maximum Likelihood Estimators of Cointegrating Coefficients in Error Correction Models," Cowles Foundation Discussion Papers 1039, Cowles Foundation for Research in Economics, Yale University.
   
   • 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.
8. Peter C.B. Phillips, 1992. "Hyper-Consistent Estimation of a Unit Root in Time Series Regression," Cowles Foundation Discussion Papers 1040, Cowles Foundation for Research in Economics, Yale University.

1991

1. Peter C.B. Phillips, 1991. "The Long-Run Australian Consumption Function Reexamined: An Empirical Exercise in Bayesian Influence," Cowles Foundation Discussion Papers 1000, Cowles Foundation for Research in Economics, Yale University.
2. Hiro Y. Toda & Peter C.B. Phillips, 1991. "Vector Autoregression and Causality: A Theoretical Overview and Simulation Study," Cowles Foundation Discussion Papers 1001, Cowles Foundation for Research in Economics, Yale University.
3. Eric Zivot & Peter C.B. Phillips, 1991. "A Bayesian Analysis of Trend Determination in Economic Time Series," Cowles Foundation Discussion Papers 1002, Cowles Foundation for Research in Economics, Yale University.
4. Peter C.B. Phillips, 1991. "Unidentified Components in Reduced Rank Regression Estimation of ECM's," Cowles Foundation Discussion Papers 1003, Cowles Foundation for Research in Economics, Yale University.
5. Hiro Y. Toda & Peter C.B. Phillips, 1991. "Vector Autoregression and Causality," Cowles Foundation Discussion Papers 977, Cowles Foundation for Research in Economics, Yale University.
   
   • Toda, Hiro Y & Phillips, Peter C B, 1993. "Vector Autoregressions and Causality," Econometrica, Econometric Society, vol. 61(6), pages 1367-1393, November.
6. Hiro Y. Toda & Peter C.B. Phillips, 1991. "The Spurious Effect of Unit Roots on Exogeneity Tests in Vector Autoregressions: An Analytical Study," Cowles Foundation Discussion Papers 978, Cowles Foundation for Research in Economics, Yale University.
7. Denis Kwiatkowski & Peter C.B. Phillips & Peter Schmidt, 1991. "Testing the Null Hypothesis of Stationarity Against the Alternative of a Unit Root: How Sure Are We That Economic Time Series Have a Unit Root?," Cowles Foundation Discussion Papers 979, Cowles Foundation for Research in Economics, Yale University.
   
   • 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.
   • Tom Doan, "undated". "KPSS: RATS procedure to perform KPSS (Kwiatowski, Phillips, Schmidt, and Shin) stationarity test," Statistical Software Components RTS00100, Boston College Department of Economics.
   • 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.
8. Peter C.B. Phillips & Werner Ploberger, 1991. "Time Series Modelling with a Bayesian Frame of Reference: 1. Concepts and Illustrations," Cowles Foundation Discussion Papers 980, Cowles Foundation for Research in Economics, Yale University.
9. Peter C.B. Phillips, 1991. "Bayesian Routes and Unit Roots: de rebus prioribus semper est disputandum," Cowles Foundation Discussion Papers 986, Cowles Foundation for Research in Economics, Yale University.
   
   • 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 435-473, Oct.-Dec..
10. Dean Corbea & Sam Ouliaris & Peter C.B. Phillips, 1991. "A Reexamination of the Consumption Function Using Frequency Domain Regressors," Cowles Foundation Discussion Papers 997, Cowles Foundation for Research in Economics, Yale University.
    
    • 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.
11. Peter C.B. Phillips, 1991. "Unit Roots," Cowles Foundation Discussion Papers 998, Cowles Foundation for Research in Economics, Yale University.
12. Peter C.B. Phillips, 1991. "The Tail Behavior of Maximum Likelihood Estimates of Cointegrating Coefficients in Error Correction Models," Cowles Foundation Discussion Papers 999, Cowles Foundation for Research in Economics, Yale University.
13. Corbae, D. & Ouliaris, S. & Phillips, P.C.B., 1991. "A Rexamination of the Consumption Function Using Frequency Domain Regressions," Working Papers 91-25, University of Iowa, Department of Economics.
    
    • 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.

1990

1. Peter C.B. Phillips & Mico Loretan, 1990. "Testing Covariance Stationarity Under Moment Condition Failure with an Application to Common Stock Returns," Cowles Foundation Discussion Papers 947, Cowles Foundation for Research in Economics, Yale University.
2. Peter C.B. Phillips, 1990. "Operational Algebra and Regression t-Tests," Cowles Foundation Discussion Papers 948, Cowles Foundation for Research in Economics, Yale University.
3. Peter C.B. Phillips, 1990. "A Shortcut to LAD Estimator Asymptotics," Cowles Foundation Discussion Papers 949, Cowles Foundation for Research in Economics, Yale University.
   
   • Phillips, P.C.B., 1991. "A Shortcut to LAD Estimator Asymptotics," Econometric Theory, Cambridge University Press, vol. 7(4), pages 450-463, December.
4. Peter C.B. Phillips, 1990. "To Criticize the Critics: An Objective Bayesian Analysis of Stochastic Trends," Cowles Foundation Discussion Papers 950, Cowles Foundation for Research in Economics, Yale University.
   
   • 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 333-364, Oct.-Dec..

1989

1. 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.
2. 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.
3. 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(1), pages 44-62, March.
4. 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.
5. 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.
6. 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, 1991. "Estimating Long-run Economic Equilibria," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 58(3), pages 407-436.
7. 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.
8. Peter C.B. Phillips & Victor Solo, 1989. "Asymptotics for Linear Processes," Cowles Foundation Discussion Papers 932, Cowles Foundation for Research in Economics, Yale University.
9. 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.
   
   • Schmidt, P. & Phillips, P.C.B., 1990. "Testing forUnit Root in the Presence of Deterministic Trends," Papers 8904, Michigan State - Econometrics and Economic Theory.

1988

1. Peter C.B. Phillips, 1988. "The Characteristic Function of the Dirichlet and Multivariate F Distributions," Cowles Foundation Discussion Papers 865, Cowles Foundation for Research in Economics, Yale University.
2. Peter C.B. Phillips, 1988. "Optimal Inference in Cointegrated Systems," Cowles Foundation Discussion Papers 866R, Cowles Foundation for Research in Economics, Yale University, revised Aug 1989.
   
   • Phillips, P C B, 1991. "Optimal Inference in Cointegrated Systems," Econometrica, Econometric Society, vol. 59(2), pages 283-306, March.
3. Peter C.B. Phillips & Bruce E. Hansen, 1988. "Statistical Inference in Instrumental Variables," Cowles Foundation Discussion Papers 869R, Cowles Foundation for Research in Economics, Yale University, revised Apr 1989.
4. Peter C.B. Phillips, 1988. "Spectral Regression for Cointegrated Time Series," Cowles Foundation Discussion Papers 872, Cowles Foundation for Research in Economics, Yale University.
5. Peter C.B. Phillips & Sam Ouliaris & Joon Y. Park, 1988. "Testing for a Unit Root in the Presence of a Maintained Trend," Cowles Foundation Discussion Papers 880, Cowles Foundation for Research in Economics, Yale University.
6. Peter C.B. Phillips & Bruce E. Hansen, 1988. "Estimation and Inference in Models of Cointegration: A Simulation Study," Cowles Foundation Discussion Papers 881, Cowles Foundation for Research in Economics, Yale University.
7. Peter C.B. Phillips, 1988. "Error Correction and Long Run Equilibrium in Continuous Time," Cowles Foundation Discussion Papers 882R, Cowles Foundation for Research in Economics, Yale University, revised Jul 1989.
   
   • Phillips, P C B, 1991. "Error Correction and Long-Run Equilibrium in Continuous Time," Econometrica, Econometric Society, vol. 59(4), pages 967-980, July.
8. Peter C.B. Phillips, 1988. "Reflections on Econometric Methodology," Cowles Foundation Discussion Papers 893, Cowles Foundation for Research in Economics, Yale University.
   
   • P.C.B. Phillips, 1988. "Reflections on Econometric Methodology," The Economic Record, The Economic Society of Australia, vol. 64(4), pages 344-359, December.

1987

1. Peter C.B. Phillips, 1987. "Spherical Matrix Distributions and Cauchy Quotients," Cowles Foundation Discussion Papers 823, Cowles Foundation for Research in Economics, Yale University.
   
   • Phillips, P. C. B., 1989. "Spherical matrix distributions and cauchy quotients," Statistics & Probability Letters, Elsevier, vol. 8(1), pages 51-53, May.
2. Peter C.B. Phillips, 1987. "Conditional and Unconditional Statistical Independence," Cowles Foundation Discussion Papers 824R, Cowles Foundation for Research in Economics, Yale University, revised Dec 1987.
   
   • Phillips, Peter C. B., 1988. "Conditional and unconditional statistical independence," Journal of Econometrics, Elsevier, vol. 38(3), pages 341-348, July.
3. Peter C.B. Phillips & Vassilis A. Hajivassiliou, 1987. "Bimodal t-Ratios," Cowles Foundation Discussion Papers 842, Cowles Foundation for Research in Economics, Yale University.
4. Peter C.B. Phillips, 1987. "Partially Identified Econometric Models," Cowles Foundation Discussion Papers 845R, Cowles Foundation for Research in Economics, Yale University, revised Aug 1988.
   
   • Phillips, P.C.B., 1989. "Partially Identified Econometric Models," Econometric Theory, Cambridge University Press, vol. 5(2), pages 181-240, August.
5. Peter C.B. Phillips, 1987. "Weak Convergence of Sample Covariance Matrices to Stochastic Integrals via Martingale Approximations," Cowles Foundation Discussion Papers 846, Cowles Foundation for Research in Economics, Yale University.
   
   • Phillips, P.C.B., 1988. "Weak Convergence of Sample Covariance Matrices to Stochastic Integrals Via Martingale Approximations," Econometric Theory, Cambridge University Press, vol. 4(3), pages 528-533, December.
6. Peter C.B. Phillips & Sam Ouliaris, 1987. "Asymptotic Properties of Residual Based Tests for Cointegration," Cowles Foundation Discussion Papers 847R, Cowles Foundation for Research in Economics, Yale University, revised Jul 1988.
   
   • Phillips, Peter C B & Ouliaris, S, 1990. "Asymptotic Properties of Residual Based Tests for Cointegration," Econometrica, Econometric Society, vol. 58(1), pages 165-193, January.
7. Peter C.B. Phillips, 1987. "Multiple Regression with Integrated Time Series," Cowles Foundation Discussion Papers 852, Cowles Foundation for Research in Economics, Yale University.

1986

1. Peter C.B. Phillips, 1986. "Regression Theory for Near-Integrated Time Series," Cowles Foundation Discussion Papers 781R, Cowles Foundation for Research in Economics, Yale University, revised Jan 1987.
   
   • Phillips, Peter C B, 1988. "Regression Theory for Near-Integrated Time Series," Econometrica, Econometric Society, vol. 56(5), pages 1021-1043, September.
2. Peter C.B. Phillips, 1986. "Towards a Unified Asymptotic Theory for Autoregression," Cowles Foundation Discussion Papers 782R, Cowles Foundation for Research in Economics, Yale University, revised Aug 1986.
3. Donald W.K. Andrews & Peter C.B. Phillips, 1986. "Best Median Unbiased Estimation in Linear Regression with Bounded Asymmetric Loss Functions," Cowles Foundation Discussion Papers 786, Cowles Foundation for Research in Economics, Yale University.
4. Steven N. Durlauf & Peter C.B. Phillips, 1986. "Trends Versus Random Walks in Time Series Analysis," Cowles Foundation Discussion Papers 788, Cowles Foundation for Research in Economics, Yale University.
   
   • Durlauf, Steven N & Phillips, Peter C B, 1988. "Trends versus Random Walks in Time Series Analysis," Econometrica, Econometric Society, vol. 56(6), pages 1333-1354, November.
5. Peter C.B. Phillips & Pierre Perron, 1986. "Testing for a Unit Root in Time Series Regression," Cowles Foundation Discussion Papers 795R, Cowles Foundation for Research in Economics, Yale University, revised Sep 1987.
   
   • 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., 1986. "Testing for a Unit Root in Time Series Regression," Cahiers de recherche 8633, Universite de Montreal, Departement de sciences economiques.
   • Tom Doan, "undated". "PPUNIT: RATS procedure to perform Phillips-Perron Unit Root test," Statistical Software Components RTS00160, Boston College Department of Economics.
6. Peter C.B. Phillips, 1986. "Weak Convergence to the Matrix Stochastic Integral BdB," Cowles Foundation Discussion Papers 796, Cowles Foundation for Research in Economics, Yale University.
7. Peter C.B. Phillips & Joon Y. Park, 1986. "On the Formulation of Wald Tests of Nonlinear Restrictions," Cowles Foundation Discussion Papers 801, Cowles Foundation for Research in Economics, Yale University.
   
   • Phillips, Peter C B & Park, Joon Y, 1988. "On the Formulation of Wald Tests of Nonlinear Restrictions," Econometrica, Econometric Society, vol. 56(5), pages 1065-1083, September.
8. Peter C.B. Phillips & Joon Y. Park, 1986. "Asymptotic Equivalence of OLS and GLS in Regressions with Integrated Regressors," Cowles Foundation Discussion Papers 802, Cowles Foundation for Research in Economics, Yale University.
9. Peter C.B. Phillips & Sam Ouliaris, 1986. "Testing for Cointegration Using Principal Component Measures," Cowles Foundation Discussion Papers 809R, Cowles Foundation for Research in Economics, Yale University, revised Jul 1987.
10. Peter C.B. Phillips & Joon Y. Park, 1986. "Statistical Inference in Regressions with Integrated Processes: Part 1," Cowles Foundation Discussion Papers 811R, Cowles Foundation for Research in Economics, Yale University, revised Aug 1987.
    
    • Park, Joon Y. & Phillips, Peter C.B., 1988. "Statistical Inference in Regressions with Integrated Processes: Part 1," Econometric Theory, Cambridge University Press, vol. 4(3), pages 468-497, December.
11. Peter C.B. Phillips & Joon Y. Park, 1986. "Statistical Inference in Regressions with Integrated Processes: Part 2," Cowles Foundation Discussion Papers 819R, Cowles Foundation for Research in Economics, Yale University, revised Feb 1987.
    
    • Park, Joon Y. & Phillips, Peter C.B., 1989. "Statistical Inference in Regressions with Integrated Processes: Part 2," Econometric Theory, Cambridge University Press, vol. 5(1), pages 95-131, April.
12. Perron, P. & Phillips, P.C.B., 1986. "Does Gnp Have a Unit Root? a Reevaluation," Cahiers de recherche 8640, Universite de Montreal, Departement de sciences economiques.
    
    • 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.

1985

1. Peter C.B. Phillips, 1985. "The Distribution of FIML in the Leading Case," Cowles Foundation Discussion Papers 739, Cowles Foundation for Research in Economics, Yale University.
   
   • 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 239-243, February.
2. Peter C.B. Phillips, 1985. "Time Series Regression with a Unit Root," Cowles Foundation Discussion Papers 740R, Cowles Foundation for Research in Economics, Yale University, revised Feb 1986.
   
   • Phillips, P C B, 1987. "Time Series Regression with a Unit Root," Econometrica, Econometric Society, vol. 55(2), pages 277-301, March.
3. 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.
4. Peter C.B. Phillips, 1985. "Asymptotic Expansions in Nonstationary Vector Autoregressions," Cowles Foundation Discussion Papers 765, Cowles Foundation for Research in Economics, Yale University.
   
   • Phillips, P. C. B., 1987. "Asymptotic Expansions in Nonstationary Vector Autoregressions," Econometric Theory, Cambridge University Press, vol. 3(1), pages 45-68, February.
5. Peter C.B. Phillips, 1985. "Fractional Matrix Calculus and the Distribution of Multivariate Tests," Cowles Foundation Discussion Papers 767, Cowles Foundation for Research in Economics, Yale University.
6. Peter C.B. Phillips & Steven N. Durlauf, 1985. "Multiple Time Series Regression with Integrated Processes," Cowles Foundation Discussion Papers 768, Cowles Foundation for Research in Economics, Yale University.
   
   • P. C. B. Phillips & S. N. Durlauf, 1986. "Multiple Time Series Regression with Integrated Processes," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 53(4), pages 473-495.

1984

1. Peter C.B. Phillips & R.C. Reiss, 1984. "Testing for Serial Correlation and Unit Roots Using a Computer Function Routine Bases on ERA's," Cowles Foundation Discussion Papers 721, Cowles Foundation for Research in Economics, Yale University.
2. Peter C.B. Phillips, 1984. "The Exact Distribution of the Wald Statistic," Cowles Foundation Discussion Papers 722, Cowles Foundation for Research in Economics, Yale University.
   
   • Phillips, P C B, 1986. "The Exact Distribution of the Wald Statistic," Econometrica, Econometric Society, vol. 54(4), pages 881-895, July.
3. Sam Ouliaris & Peter C.B. Phillips, 1984. "The Exact Distribution of the Wald Statistic: The Non-Central Case," Cowles Foundation Discussion Papers 731, Cowles Foundation for Research in Economics, Yale University.

1983

1. Peter C.B. Phillips, 1983. "On University Education in Econometrics: Remarks on an Article by Eric R. Sowey," Cowles Foundation Discussion Papers 679, Cowles Foundation for Research in Economics, Yale University.
2. Peter C.B. Phillips, 1983. "The Exact Distribution of Zellner's SUR," Cowles Foundation Discussion Papers 680, Cowles Foundation for Research in Economics, Yale University.
3. Peter C.B. Phillips, 1983. "The Exact Distribution of Exogenous Variable Coefficient Estimators," Cowles Foundation Discussion Papers 681, Cowles Foundation for Research in Economics, Yale University.
   
   • Phillips, P. C. B., 1984. "The exact distribution of exogenous variable coefficient estimators," Journal of Econometrics, Elsevier, vol. 26(3), pages 387-398, December.
4. Peter C.B. Phillips, 1983. "The Exact Distribution of the Stein-Rule Estimator," Cowles Foundation Discussion Papers 682, Cowles Foundation for Research in Economics, Yale University.
   
   • Phillips, P.C.B., 1984. "The exact distribution of the Stein-rule estimator," Journal of Econometrics, Elsevier, vol. 25(1-2), pages 123-131.
5. Peter C.B. Phillips, 1983. "Finite Sample Econometrics Using ERA's," Cowles Foundation Discussion Papers 683, Cowles Foundation for Research in Economics, Yale University.
6. Peter C.B. Phillips, 1983. "An Everywhere Convergent Series Representation of the Distribution of Hotelling's Generalized T_{0}^{2}," Cowles Foundation Discussion Papers 723R, Cowles Foundation for Research in Economics, Yale University, revised Mar 1986.

1982

1. Peter C.B. Phillips, 1982. "Small Sample Distribution Theory in Econometric Models of Simultaneous Equations," Cowles Foundation Discussion Papers 617, Cowles Foundation for Research in Economics, Yale University.
2. Peter C.B. Phillips, 1982. "Exact Small Sample Theory in the Simultaneous Equations Model," Cowles Foundation Discussion Papers 621, Cowles Foundation for Research in Economics, Yale University.
   
   • 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.
3. Peter C.B. Phillips, 1982. "On the Exact Distribution of LIML (revised and extended, see CFDP 658)," Cowles Foundation Discussion Papers 626, Cowles Foundation for Research in Economics, Yale University.
4. Peter C.B. Phillips, 1982. "The Distribution of Matrix Quotients," Cowles Foundation Discussion Papers 637, Cowles Foundation for Research in Economics, Yale University.
   
   • Phillips, P. C. B., 1985. "The distribution of matrix quotients," Journal of Multivariate Analysis, Elsevier, vol. 16(1), pages 157-161, February.
5. Peter C.B. Phillips, 1982. "Failure of the Alternation Theorem in Rational Approximations Over C_0(-infinity,infinity)," Cowles Foundation Discussion Papers 638, Cowles Foundation for Research in Economics, Yale University.
6. Peter C.B. Phillips, 1982. "ERA's: A New Approach to Small Sample Theory," Cowles Foundation Discussion Papers 645, Cowles Foundation for Research in Economics, Yale University.
   
   • Phillips, Peter C B, 1983. "ERAs: A New Approach to Small Sample Theory," Econometrica, Econometric Society, vol. 51(5), pages 1505-1525, September.
7. Peter C.B. Phillips, 1982. "The Exact Distribution of LIML: I," Cowles Foundation Discussion Papers 658, Cowles Foundation for Research in Economics, Yale University.
   
   • 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 249-261, 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, 1983. "The Exact Distribution of LIML: II," Cowles Foundation Discussion Papers 663, Cowles Foundation for Research in Economics, Yale University.

1981

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

1980

1. R.W. Bailey & V.B. Hall & Peter C.B. Phillips, 1980. "A Model of Output, Employment, Capital Formation and Inflation," Cowles Foundation Discussion Papers 552, Cowles Foundation for Research in Economics, Yale University.
2. Peter C.B. Phillips, 1980. "On a Lemma of Amemiya," Cowles Foundation Discussion Papers 560, Cowles Foundation for Research in Economics, Yale University.
3. Peter C.B. Phillips, 1980. "The Characteristic Function of the F Distribution," Cowles Foundation Discussion Papers 561, Cowles Foundation for Research in Economics, Yale University.
4. Peter C.B. Phillips, 1980. "Best Uniform Approximation to Probability Densities in Econometrics," Cowles Foundation Discussion Papers 562, Cowles Foundation for Research in Economics, Yale University.
5. Peter C.B. Phillips, 1980. "Characteristic Functions and the Tail Behavior of Probability Distributions," Cowles Foundation Discussion Papers 567, Cowles Foundation for Research in Economics, Yale University.
6. Esfandier Maasoumi & Peter C.B. Phillips, 1980. "On the Behavior of Inconsistent Instrumental Variable Estimators," Cowles Foundation Discussion Papers 568, Cowles Foundation for Research in Economics, Yale University.
   
   • 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.
7. Phillips, Peter C.B., 1980. "On the Consistency of Non-Linear FIML," Cowles Foundation Discussion Papers 573, Cowles Foundation for Research in Economics, Yale University.
   
   • Phillips, P C B, 1982. "On the Consistency of Nonlinear FIML," Econometrica, Econometric Society, vol. 50(5), pages 1307-1324, September.

1979

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

1978

1. Peter C.B. Phillips, 1978. "A Note on the Saddlepoint Approximation in the First Order Non-Circular Autoregression," Cowles Foundation Discussion Papers 487, Cowles Foundation for Research in Economics, Yale University.

Undated

1. Peter C.B. Phillips & Ye Chen, "undated". "Restricted Likelihood Ratio Tests in Predictive Regression," Cowles Foundation Discussion Papers 1968, Cowles Foundation for Research in Economics, Yale University.
2. Jin Seo Cho & Peter C.B. Phillips, "undated". "Testing Equality of Covariance Matrices via Pythagorean Means," Cowles Foundation Discussion Papers 1970, Cowles Foundation for Research in Economics, Yale University.
3. Peter C.B.Phillips & Jun Yu, "undated". "Limit Theory for Dating the Origination and Collapse of Mildly Explosive Periods in Time Series Data," Working Papers CoFie-05-2009, Singapore Management University, Sim Kee Boon Institute for Financial Economics.
4. John Kennes & Aaron Schiff, "undated". "Simple Reputation Systems," Discussion Papers 05-21, University of Copenhagen. Department of Economics, revised Nov 2005.
   
   • John Kennes & Aaron Schiff, 2007. "Simple Reputation Systems," Scandinavian Journal of Economics, Wiley Blackwell, vol. 109(1), pages 71-91, March.

---

Journal articles

2024

1. Phillips, Peter C.B. & Kheifets, Igor L., 2024. "High-dimensional IV cointegration estimation and inference," Journal of Econometrics, Elsevier, vol. 238(2).
2. Lui, Yiu Lim & Phillips, Peter C.B. & Yu, Jun, 2024. "Robust testing for explosive behavior with strongly dependent errors," Journal of Econometrics, Elsevier, vol. 238(2).
   
   • Lui, Yiu Lim & Phillips, Peter C.B. & Yu, Jun, 2022. "Robust Testing for Explosive Behavior with Strongly Dependent Errors," Economics and Statistics Working Papers 11-2022, Singapore Management University, School of Economics.
   • Yiu Lim Lui & Jun Yu & Peter C. B. Phillips, 2022. "Robust Testing for Explosive Behavior with Strongly Dependent Errors," Cowles Foundation Discussion Papers 2350, Cowles Foundation for Research in Economics, Yale University.

2023

1. Shuping Shi & Peter C. B. Phillips, 2023. "Housing Fever in Australia 2020–23: Insights from an Econometric Thermometer," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 56(3), pages 357-362, September.
2. Shuping Shi & Peter C.B. Phillips, 2023. "Diagnosing housing fever with an econometric thermometer," Journal of Economic Surveys, Wiley Blackwell, vol. 37(1), pages 159-186, February.
   
   • Shuping Shi & Peter C.B. Phillips, 2020. "Diagnosing Housing Fever with an Econometric Thermometer," Cowles Foundation Discussion Papers 2248, Cowles Foundation for Research in Economics, Yale University.
   • Shuping Shi & Peter C B Phillips, 2020. "Diagnosing housing fever with an econometric thermometer," CAMA Working Papers 2020-43, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
3. Kyriacou, Maria & Phillips, Peter C.B. & Rossi, Francesca, 2023. "Continuously Updated Indirect Inference In Heteroskedastic Spatial Models," Econometric Theory, Cambridge University Press, vol. 39(1), pages 107-145, February.
   
   • Maria Kyriacou & Peter C.B. Phillips & Francesca Rossi, 2019. "Continuously Updated Indirect Inference in Heteroskedastic Spatial Models," Working Papers 15/2019, University of Verona, Department of Economics.
   • Maria Kyriacou & Peter C.B. Phillips & Francesca Rossi, 2019. "Continuously Updated Indirect Inference in Heteroskedastic Spatial Models," Cowles Foundation Discussion Papers 2208, Cowles Foundation for Research in Economics, Yale University.
4. Phillips, Peter C.B., 2023. "Estimation And Inference With Near Unit Roots," Econometric Theory, Cambridge University Press, vol. 39(2), pages 221-263, April.
   
   • Peter C.B. Phillips, 2021. "Estimation and Inference with Near Unit Roots," Cowles Foundation Discussion Papers 2304, Cowles Foundation for Research in Economics, Yale University.
5. Phillips, Peter C. B. & Wang, Ying, 2023. "Limit Theory For Locally Flat Functional Coefficient Regression," Econometric Theory, Cambridge University Press, vol. 39(5), pages 900-949, October.
   
   • Peter C.B. Phillips & Ying Wang, 2021. "Limit Theory for Locally Flat Functional Coefficient Regression," Cowles Foundation Discussion Papers 2307, Cowles Foundation for Research in Economics, Yale University.
6. Wang, Qiying & Phillips, Peter C. B., 2023. "Optimal Bandwidth Selection In Nonlinear Cointegrating Regression," Econometric Theory, Cambridge University Press, vol. 39(6), pages 1325-1337, December.
7. Kheifets, Igor L. & Phillips, Peter C.B., 2023. "Fully modified least squares cointegrating parameter estimation in multicointegrated systems," Journal of Econometrics, Elsevier, vol. 232(2), pages 300-319.
   
   • Igor L. Kheifets & Peter C. B. Phillips, 2021. "Fully Modified Least Squares Cointegrating Parameter Estimation in Multicointegrated Systems," Papers 2108.03486, arXiv.org.
8. Phillips, Peter C.B. & Wang, Ying, 2023. "When bias contributes to variance: True limit theory in functional coefficient cointegrating regression," Journal of Econometrics, Elsevier, vol. 232(2), pages 469-489.
   
   • Peter C.B. Phillips & Ying Wang, 2020. "When Bias Contributes to Variance: True Limit Theory in Functional Coefficient Cointegrating Regression," Cowles Foundation Discussion Papers 2250, Cowles Foundation for Research in Economics, Yale University.
9. Miao, Ke & Phillips, Peter C.B. & Su, Liangjun, 2023. "High-dimensional VARs with common factors," Journal of Econometrics, Elsevier, vol. 233(1), pages 155-183.
   
   • Ke Miao & Peter C.B. Phillips & Liangjun Su, 2020. "High-Dimensional VARs with Common Factors," Cowles Foundation Discussion Papers 2252, Cowles Foundation for Research in Economics, Yale University.
10. Jiang, Liang & Phillips, Peter C.B. & Tao, Yubo & Zhang, Yichong, 2023. "Regression-adjusted estimation of quantile treatment effects under covariate-adaptive randomizations," Journal of Econometrics, Elsevier, vol. 234(2), pages 758-776.
    
    • Liang Jiang & Peter C. B. Phillips & Yubo Tao & Yichong Zhang, 2021. "Regression-Adjusted Estimation of Quantile Treatment Effects under Covariate-Adaptive Randomizations," Papers 2105.14752, arXiv.org, revised Sep 2022.
    • Liang Jiang & Xiaobin Liu & Peter C.B. Phillips & Yichong Zhang, 2021. "Regression-Adjusted Estimation of Quantile Treatment Effects under Covariate-Adaptive Randomizations," Cowles Foundation Discussion Papers 2288, Cowles Foundation for Research in Economics, Yale University.
11. Liu, Yanbo & Phillips, Peter C.B., 2023. "Robust inference with stochastic local unit root regressors in predictive regressions," Journal of Econometrics, Elsevier, vol. 235(2), pages 563-591.
    
    • Yanbo Liu & Peter C.B. Phillips, 2021. "Robust Inference with Stochastic Local Unit Root Regressors in Predictive Regressions," Cowles Foundation Discussion Papers 2305, Cowles Foundation for Research in Economics, Yale University.
12. Greenaway-McGrevy, Ryan & Phillips, Peter C.B., 2023. "The impact of upzoning on housing construction in Auckland," Journal of Urban Economics, Elsevier, vol. 136(C).
    
    • Ryan Greenaway-McGrevy & Peter C. B. Phillips, 2022. "The Impact of Upzoning on Housing Construction in Auckland," Cowles Foundation Discussion Papers 2330, Cowles Foundation for Research in Economics, Yale University.
13. Peter C. B. Phillips & Jun Yu, 2023. "Information loss in volatility measurement with flat price trading," Empirical Economics, Springer, vol. 64(6), pages 2957-2999, June.
    
    • 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, 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, Singapore Management University, Sim Kee Boon Institute for Financial Economics.
    • 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.
14. Yanbo Liu & Peter C. B. Phillips & Jun Yu, 2023. "A Panel Clustering Approach To Analyzing Bubble Behavior," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 64(4), pages 1347-1395, November.
    
    • Liu, Yanbo & Phillips, Peter C. B. & Yu, Jun, 2022. "A Panel Clustering Approach to Analyzing Bubble Behavior," Economics and Statistics Working Papers 1-2022, Singapore Management University, School of Economics.
    • Yanbo Liu & Peter C. B. Phillips & Jun Yu, 2022. "A Panel Clustering Approach to Analyzing Bubble Behavior," Cowles Foundation Discussion Papers 2323, Cowles Foundation for Research in Economics, Yale University.
15. Enache, Andreea & Florens, Jean-Pierre & Sbai, Erwann, 2023. "A functional estimation approach to the first-price auction models," Journal of Econometrics, Elsevier, vol. 235(2), pages 1564-1588.
    
    • Florens, Jean-Pierre & Enache, Andreea & Sbaï, Erwann, 2021. "A Functional Estimation Approach to the First-Price Auction Models," TSE Working Papers 21-1264, Toulouse School of Economics (TSE).
16. Paula K. Lorgelly & Daniel J. Exeter, 2023. "Health Reform in Aotearoa New Zealand: Insights on Health Equity Challenges One Year On," Applied Health Economics and Health Policy, Springer, vol. 21(5), pages 683-687, September.
17. Keyi Li & Paula Lorgelly & Sarah Jasim & Tiyi Morris & Manuel Gomes, 2023. "Does a working day keep the doctor away? A critical review of the impact of unemployment and job insecurity on health and social care utilisation," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), vol. 24(2), pages 179-186, March.
    
    • Li, Keyi & Lorgelly, Paula & Jasim, Sarah & Morris, Tiyi & Gomes, Manuel, 2023. "Does a working day keep the doctor away? A critical review of the impact of unemployment and job insecurity on health and social care utilisation," LSE Research Online Documents on Economics 115164, London School of Economics and Political Science, LSE Library.
18. Tuba Saygın Avşar & Xiaozhe Yang & Paula Lorgelly, 2023. "How is the Societal Perspective Defined in Health Technology Assessment? Guidelines from Around the Globe," PharmacoEconomics, Springer, vol. 41(2), pages 123-138, February.
19. Richard Norman & Brendan Mulhern & Emily Lancsar & Paula Lorgelly & Julie Ratcliffe & Deborah Street & Rosalie Viney, 2023. "The Use of a Discrete Choice Experiment Including Both Duration and Dead for the Development of an EQ-5D-5L Value Set for Australia," PharmacoEconomics, Springer, vol. 41(4), pages 427-438, April.
20. Bridgman, Benjamin & Greenaway-McGrevy, Ryan, 2023. "The economic impact of social distancing: Evidence from state-collected data during the 1918 influenza pandemic," Explorations in Economic History, Elsevier, vol. 90(C).

2022

1. Dalla, Violetta & Giraitis, Liudas & Phillips, Peter C. B., 2022. "Robust Tests For White Noise And Cross-Correlation," Econometric Theory, Cambridge University Press, vol. 38(5), pages 913-941, October.
   
   • Violetta Dalla & Liudas Giraitis & Peter C.B. Phillips, 2019. "Robust Tests for White Noise and Cross-Correlation," Cowles Foundation Discussion Papers 2194, Cowles Foundation for Research in Economics, Yale University.
   • Violetta Dalla & Liudas Giraitis & Peter C. B. Phillips, 2020. "Robust Tests for White Noise and Cross-Correlation," Working Papers 906, Queen Mary University of London, School of Economics and Finance.
   • Violetta Dalla & Liudas Giraitis & Peter C.B. Phillips, 2019. "Robust Tests for White Noise and Cross-Correlation," Cowles Foundation Discussion Papers 2194, Cowles Foundation for Research in Economics, Yale University, revised Mar 2020.
2. Lieberman, Offer & Phillips, Peter C.B., 2022. "Understanding temporal aggregation effects on kurtosis in financial indices," Journal of Econometrics, Elsevier, vol. 227(1), pages 25-46.
   
   • Offer Lieberman & Peter C.B. Phillips, 2018. "Understanding Temporal Aggregation Effects on Kurtosis in Financial Indices," Cowles Foundation Discussion Papers 2151, Cowles Foundation for Research in Economics, Yale University.
3. Phillips, Peter C.B. & Wang, Ying, 2022. "Functional coefficient panel modeling with communal smoothing covariates," Journal of Econometrics, Elsevier, vol. 227(2), pages 371-407.
   
   • Peter C.B. Phillips & Ying Wang, 2019. "Functional Coefficient Panel Modeling with Communal Smoothing Covariates," Cowles Foundation Discussion Papers 2193, Cowles Foundation for Research in Economics, Yale University.
4. Jin Seo Cho & Peter C. B. Phillips & Juwon Seo, 2022. "Parametric Conditional Mean Inference With Functional Data Applied To Lifetime Income Curves," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 63(1), pages 391-456, February.
5. Bandyopadhyay, Debasis & Tang, Xueli, 2022. "Children’S Learning Environment And Growth-Promoting Income Redistribution," Macroeconomic Dynamics, Cambridge University Press, vol. 26(8), pages 2029-2085, December.
6. Simona Fabrizi & Steffen Lippert & Addison Pan & Matthew Ryan, 2022. "A theory of unanimous jury voting with an ambiguous likelihood," Theory and Decision, Springer, vol. 93(3), pages 399-425, October.
7. Bloch, Francis & Fabrizi, Simona & Lippert, Steffen, 2022. "Hiding and herding in market entry," Journal of Economic Theory, Elsevier, vol. 206(C).
   
   • Francis Bloch & Simona Fabrizi & Steffen Lippert, 2022. "Hiding and herding in market entry," Post-Print halshs-03956373, HAL.
   • Francis Bloch & Simona Fabrizi & Steffen Lippert, 2022. "Hiding and herding in market entry," PSE-Ecole d'économie de Paris (Postprint) halshs-03956373, HAL.
8. Jeremy Fabes & Tuba Saygın Avşar & Jonathan Spiro & Thomas Fernandez & Helge Eilers & ·Steve Evans & Amelia Hessheimer & Paula Lorgelly & Michael Spiro, 2022. "Information Asymmetry in Hospitals: Evidence of the Lack of Cost Awareness in Clinicians," Applied Health Economics and Health Policy, Springer, vol. 20(5), pages 693-706, September.
9. Benjamin Bridgman & Ryan Greenaway‐McGrevy, 2022. "Public enterprise and the rise and fall of labor share," Economic Inquiry, Western Economic Association International, vol. 60(1), pages 320-350, January.
10. Greenaway-McGrevy, Ryan, 2022. "Forecast combination for VARs in large N and T panels," International Journal of Forecasting, Elsevier, vol. 38(1), pages 142-164.
11. Jack Fosten & Ryan Greenaway-McGrevy, 2022. "Panel data nowcasting," Econometric Reviews, Taylor & Francis Journals, vol. 41(7), pages 675-696, August.
12. Ryan Greenaway-McGrevy & Kyle K. Hood, 2022. "Persistent shocks and incomplete regional adjustment: a model-averaging approach," Regional Studies, Taylor & Francis Journals, vol. 56(3), pages 371-380, March.
13. Le Wen & Sholeh A. Maani, 2022. "Earnings penalty of educational mismatch: a comparison of alternative methods of assessing over-education," New Zealand Economic Papers, Taylor & Francis Journals, vol. 56(2), pages 169-194, May.

2021

1. Wang, Qiying & Phillips, Peter C.B. & Kasparis, Ioannis, 2021. "Latent Variable Nonparametric Cointegrating Regression," Econometric Theory, Cambridge University Press, vol. 37(1), pages 138-168, February.
   
   • Qiying Wang & Peter C.B. Phillips & Ioannis Kasparis, 2017. "Latent Variable Nonparametric Cointegrating Regression," Cowles Foundation Discussion Papers 2111, Cowles Foundation for Research in Economics, Yale University.
2. Hu, Zhishui & Phillips, Peter C.B. & Wang, Qiying, 2021. "Nonlinear Cointegrating Power Function Regression With Endogeneity," Econometric Theory, Cambridge University Press, vol. 37(6), pages 1173-1213, December.
   
   • Zhishui Hu & Peter C.B. Phillips & Qiying Wang, 2019. "Nonlinear Cointegrating Power Function Regression with Endogeneity," Cowles Foundation Discussion Papers 2211, Cowles Foundation for Research in Economics, Yale University.
3. Huang, Wenxin & Jin, Sainan & Phillips, Peter C.B. & Su, Liangjun, 2021. "Nonstationary panel models with latent group structures and cross-section dependence," Journal of Econometrics, Elsevier, vol. 221(1), pages 198-222.
   
   • Huang, Wenxin & Jin, Sainan & Phillips, Peter C.B. & Su, Liangjun, 2020. "Nonstationary Panel Models with Latent Group Structures and Cross-Section Dependence," Economics and Statistics Working Papers 7-2020, Singapore Management University, School of Economics.
4. Peter C. B. Phillips, 2021. "Pitfalls in Bootstrapping Spurious Regression," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 19(1), pages 163-217, December.
5. Ryan Greenaway-McGrevy & Peter C. B. Phillips, 2021. "House prices and affordability," New Zealand Economic Papers, Taylor & Francis Journals, vol. 55(1), pages 1-6, January.
6. Peter C. B. Phillips & Sainan Jin, 2021. "Business Cycles, Trend Elimination, And The Hp Filter," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 62(2), pages 469-520, May.
   
   • Peter C. B. Phillips & Sainan Jin, 2015. "Business Cycles, Trend Elimination, and the HP Filter," Cowles Foundation Discussion Papers 2005, Cowles Foundation for Research in Economics, Yale University.
7. Peter C. B. Phillips & Zhentao Shi, 2021. "Boosting: Why You Can Use The Hp Filter," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 62(2), pages 521-570, May.
   
   • Peter C.B. Phillips & Zhentao Shi, 2019. "Boosting: Why you Can Use the HP Filter," Cowles Foundation Discussion Papers 2212, Cowles Foundation for Research in Economics, Yale University.
   • Peter C. B. Phillips & Zhentao Shi, 2019. "Boosting: Why You Can Use the HP Filter," Papers 1905.00175, arXiv.org, revised Nov 2020.
8. Li, Yaxiong & Sbai, Erwann & Chaudhuri, Ananish, 2021. "An experimental study of gender differences in agency relationships," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 90(C).
9. Peter Zámborský & Zheng Joseph Yan & Erwann Sbaï & Matthew Larsen, 2021. "Cross-Border M&A Motives and Home Country Institutions: Role of Regulatory Quality and Dynamics in the Asia-Pacific Region," JRFM, MDPI, vol. 14(10), pages 1-24, October.
10. Hasan, Rana & Mehta, Aashish & Sundaram, Asha, 2021. "The effects of labor regulation on firms and exports: Evidence from Indian apparel manufacturing," Journal of Comparative Economics, Elsevier, vol. 49(1), pages 183-200.
11. Lippert, Steffen & Tremewan, James, 2021. "Pledge-and-review in the laboratory," Games and Economic Behavior, Elsevier, vol. 130(C), pages 179-195.
12. Xingang Wang & Sholeh A. Maani, 2021. "Ethnic regional networks and immigrants' earnings: A spatial autoregressive network approach," Papers in Regional Science, Wiley Blackwell, vol. 100(1), pages 141-168, February.
    
    • Wang, Xingang & Maani, Sholeh A., 2021. "Ethnic Regional Networks and Immigrants' Earnings: A Spatial Autoregressive Network Approach," IZA Discussion Papers 14862, Institute of Labor Economics (IZA).
13. Xingang Wang & Sholeh A. Maani & Alan Rogers, 2021. "Economic Network Effects and Immigrant Earnings," The Economic Record, The Economic Society of Australia, vol. 97(316), pages 78-99, March.
14. Shi, Lina & Gong, Stephen & Wang, Xingang, 2021. "Social network, corporate governance, and rent extraction in CEO compensation: Evidence from spatial econometric models," The British Accounting Review, Elsevier, vol. 53(4).
15. Vageesh Jain & Lara Schwarz & Paula Lorgelly, 2021. "A Rapid Review of COVID-19 Vaccine Prioritization in the U.S.: Alignment between Federal Guidance and State Practice," IJERPH, MDPI, vol. 18(7), pages 1-10, March.
16. Paula K. Lorgelly, 2021. "Patient and Public Involvement in Health Economics and Outcomes Research," The Patient: Patient-Centered Outcomes Research, Springer;International Academy of Health Preference Research, vol. 14(4), pages 379-380, July.
17. Greenaway-McGrevy, Ryan & Sorensen, Kade, 2021. "A Time-Varying Hedonic Approach to quantifying the effects of loss aversion on house prices," Economic Modelling, Elsevier, vol. 99(C).
18. Ryan Greenaway-McGrevy & Gail Pacheco & Kade Sorensen, 2021. "The effect of upzoning on house prices and redevelopment premiums in Auckland, New Zealand," Urban Studies, Urban Studies Journal Limited, vol. 58(5), pages 959-976, April.
19. Ryan Greenaway-McGrevy & Kade Sorensen, 2021. "A spatial model averaging approach to measuring house prices," Journal of Spatial Econometrics, Springer, vol. 2(1), pages 1-32, December.
20. Sholeh A. Maani & Le Wen, 2021. "Over-education and immigrant earnings: a penalized quantile panel regression analysis," Applied Economics, Taylor & Francis Journals, vol. 53(24), pages 2771-2790, May.
    
    • Maani, Sholeh A. & Wen, Le, 2021. "Over-Education and Immigrant Earnings: A Penalized Quantile Panel Regression Analysis," IZA Discussion Papers 14088, Institute of Labor Economics (IZA).

2020

1. Phillips, Peter C.B. & Leirvik, Thomas & Storelvmo, Trude, 2020. "Econometric estimates of Earth’s transient climate sensitivity," Journal of Econometrics, Elsevier, vol. 214(1), pages 6-32.
2. Lieberman, Offer & Phillips, Peter C.B., 2020. "Hybrid stochastic local unit roots," Journal of Econometrics, Elsevier, vol. 215(1), pages 257-285.
   
   • Offer Lieberman & Peter C.B. Phillips, 2017. "Hybrid Stochastic Local Unit Roots," Cowles Foundation Discussion Papers 2113, Cowles Foundation for Research in Economics, Yale University.
3. Li, Degui & Phillips, Peter C.B. & Gao, Jiti, 2020. "Kernel-based Inference in Time-Varying Coefficient Cointegrating Regression," Journal of Econometrics, Elsevier, vol. 215(2), pages 607-632.
   
   • Degui Li & Peter C.B. Phillips & Jiti Gao, 2017. "Kernel-Based Inference In Time-Varying Coefficient Cointegrating Regression," Cowles Foundation Discussion Papers 2109, Cowles Foundation for Research in Economics, Yale University.
4. Sabzikar, Farzad & Wang, Qiying & Phillips, Peter C.B., 2020. "Asymptotic theory for near integrated processes driven by tempered linear processes," Journal of Econometrics, Elsevier, vol. 216(1), pages 192-202.
5. Bykhovskaya, Anna & Phillips, Peter C.B., 2020. "Point optimal testing with roots that are functionally local to unity," Journal of Econometrics, Elsevier, vol. 219(2), pages 231-259.
   
   • Anna Bykhovskaya & Peter C. B. Phillips, 2017. "Point Optimal Testing with Roots That Are Functionally Local to Unity," Cowles Foundation Discussion Papers 2107, Cowles Foundation for Research in Economics, Yale University.
6. Peter C. B. Phillips, 2020. "Dynamic Panel Modeling of Climate Change," Econometrics, MDPI, vol. 8(3), pages 1-28, July.
   
   • Peter C.B. Phillips, 2018. "Dynamic Panel Modeling of Climate Change," Cowles Foundation Discussion Papers 2150, Cowles Foundation for Research in Economics, Yale University.
7. Bandyopadhyay, Debasis & La Pere, Anatoly, 2020. "Raising productivity with pension premium," Economic Modelling, Elsevier, vol. 92(C), pages 295-308.
8. David L. Dickinson & Ananish Chaudhuri & Ryan Greenaway-McGrevy, 2020. "Trading while sleepy? Circadian mismatch and mispricing in a global experimental asset market," Experimental Economics, Springer;Economic Science Association, vol. 23(2), pages 526-553, June.
9. Le Wen, Basil Sharp, and Erwann Sbai, 2020. "Spatial Effects of Wind Generation and Its Implication for Wind Farm Investment Decisions in New Zealand," The Energy Journal, International Association for Energy Economics, vol. 0(Number 2), pages 47-72.
10. Lawrence Edwards & Marco Sanfilippo & Asha Sundaram, 2020. "Importing and Productivity: An Analysis of South African Manufacturing Firms," Review of Industrial Organization, Springer;The Industrial Organization Society, vol. 57(2), pages 411-432, September.
11. Harris, Mark N. & Knott, Rachel J. & Lorgelly, Paula K. & Rice, Nigel, 2020. "Using externally collected vignettes to account for reporting heterogeneity in survey self-assessment," Economics Letters, Elsevier, vol. 194(C).
12. Paula K. Lorgelly & Amanda Adler, 2020. "Impact of a Global Pandemic on Health Technology Assessment," Applied Health Economics and Health Policy, Springer, vol. 18(3), pages 339-343, June.
13. Hannah Christensen & Hareth Al-Janabi & Pierre Levy & Maarten J. Postma & David E. Bloom & Paolo Landa & Oliver Damm & David M. Salisbury & Javier Diez-Domingo & Adrian K. Towse & Paula K. Lorgelly & , 2020. "Economic evaluation of meningococcal vaccines: considerations for the future," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), vol. 21(2), pages 297-309, March.
    
    • Hannah Christensen & Hareth Al-Janabi & Pierre Lévy & Maarten J. Postma & David E. Bloom & Paolo Landa & David M. Salisbury & Javier Diez-Domingo & Adrian K. Towse & Paula K. Lorgelly & Koonal K. Shah, 2020. "Economic evaluation of meningococcal vaccines: considerations for the future," Post-Print hal-03120553, HAL.
14. Paula Lorgelly & Jack Pollard & Patricia Cubi-Molla & Amanda Cole & Duncan Sim & Jon Sussex, 2020. "Outcome-Based Payment Schemes: What Outcomes Do Patients with Cancer Value?," The Patient: Patient-Centered Outcomes Research, Springer;International Academy of Health Preference Research, vol. 13(5), pages 599-610, October.
15. Ryan Greenaway-McGrevy, 2020. "Multistep forecast selection for panel data," Econometric Reviews, Taylor & Francis Journals, vol. 39(4), pages 373-406, April.
16. Ryan Greenaway-McGrevy & Cameron Haworth, 2020. "Loss aversion in New Zealand housing," New Zealand Economic Papers, Taylor & Francis Journals, vol. 54(2), pages 138-160, May.

2019

1. Peter C. B. Phillips & Shuping Shi, 2019. "Detecting Financial Collapse and Ballooning Sovereign Risk," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 81(6), pages 1336-1361, December.
   
   • Peter C. B. Phillips, 2017. "Detecting Financial Collapse and Ballooning Sovereign Risk," Cowles Foundation Discussion Papers 2110, Cowles Foundation for Research in Economics, Yale University.
2. Wang, Wuyi & Phillips, Peter C.B. & Su, Liangjun, 2019. "The heterogeneous effects of the minimum wage on employment across states," Economics Letters, Elsevier, vol. 174(C), pages 179-185.
   
   • Wang, Wuyi & Phillips, Peter C.B. & Su, Liangjun, 2018. "The Heterogeneous Effects of the Minimum Wage on Employment Across States," Economics and Statistics Working Papers 11-2018, Singapore Management University, School of Economics.
3. Kong, Jianning & Phillips, Peter C.B. & Sul, Donggyu, 2019. "Weak σ-convergence: Theory and applications," Journal of Econometrics, Elsevier, vol. 209(2), pages 185-207.
   
   • Jianning Kong & Peter C.B. Phillips & Donggyu Sul, 2017. "Weak s- Convergence: Theory and Applications," Cowles Foundation Discussion Papers 2072, Cowles Foundation for Research in Economics, Yale University.
4. Tao, Yubo & Phillips, Peter C.B. & Yu, Jun, 2019. "Random coefficient continuous systems: Testing for extreme sample path behavior," Journal of Econometrics, Elsevier, vol. 209(2), pages 208-237.
   
   • Yubo Tao & Peter C.B. Phillips & Jun Yu, 2017. "Random Coefficient Continuous Systems: Testing for Extreme Sample Path Behaviour," Cowles Foundation Discussion Papers 2114, Cowles Foundation for Research in Economics, Yale University.
   • Tao, Yubo & Phillips, Peter C.B. & Yu, Jun, 2017. "Random Coefficient Continuous Systems: Testing for Extreme Sample Path Behaviour," Economics and Statistics Working Papers 18-2017, Singapore Management University, School of Economics.
5. John C. Chao & Peter C. B. Phillips, 2019. "Uniform Inference in Panel Autoregression," Econometrics, MDPI, vol. 7(4), pages 1-28, November.
   
   • John Chao & Peter C.B. Phillips, 2017. "Uniform Inference in Panel Autoregression," Cowles Foundation Discussion Papers 2071, Cowles Foundation for Research in Economics, Yale University.
6. Peter C. B. Phillips & Xiaohu Wang & Yonghui Zhang, 2019. "HAR Testing for Spurious Regression in Trend," Econometrics, MDPI, vol. 7(4), pages 1-28, December.
   
   • Peter C.B. Phillips & Yonghui Zhang & Xiaohu Wang, 2018. "HAR Testing for Spurious Regression in Trend," Cowles Foundation Discussion Papers 2153, Cowles Foundation for Research in Economics, Yale University.
7. Bandyopadhyay, Debasis & King, Ian & Tang, Xueli, 2019. "Human capital misallocation, redistributive policies, and TFP," Journal of Macroeconomics, Elsevier, vol. 60(C), pages 309-324.
8. Kamal, Fariha & Sundaram, Asha, 2019. "Do institutions determine economic Geography? Evidence from the concentration of foreign suppliers," Journal of Urban Economics, Elsevier, vol. 110(C), pages 89-101.
   
   • Fariha Kamal & Asha Sundaram, 2019. "Do Institutions Determine Economic Geography? Evidence from the Concentration of Foreign Suppliers," Working Papers 19-05, Center for Economic Studies, U.S. Census Bureau.
9. Asha Sundaram, 2019. "Trade liberalization and volatility: Evidence from Indian firms," Review of International Economics, Wiley Blackwell, vol. 27(5), pages 1409-1426, November.
10. Feng, Yan & Kristensen, Søren Rud & Lorgelly, Paula & Meacock, Rachel & Sanchez, Marina Rodes & Siciliani, Luigi & Sutton, Matt, 2019. "Pay for performance for specialised care in England: Strengths and weaknesses," Health Policy, Elsevier, vol. 123(11), pages 1036-1041.
11. Ryan Greenaway‐McGrevy & Arthur Grimes & Mark Holmes, 2019. "Two countries, sixteen cities, five thousand kilometres: How many housing markets?," Papers in Regional Science, Wiley Blackwell, vol. 98(1), pages 353-370, February.
    
    • Ryan Greenaway-McGrevy & Arthur Grimes & Mark Holmes, 2016. "Two countries, sixteen cities, five thousand kilometres: How many housing markets?," ERSA conference papers ersa16p49, European Regional Science Association.
    • Ryan Greenaway-McGrevy & Arthur Grimes & Mark Holmes, 2016. "Two Countries, Sixteen Cities, Five Thousand Kilometres: How Many Housing Markets?," Working Papers 16_04, Motu Economic and Public Policy Research.
12. Ryan Greenaway‐McGrevy & Kyle Hood, 2019. "Aggregate effects and measuring regional dynamics," Papers in Regional Science, Wiley Blackwell, vol. 98(5), pages 1955-1991, October.
13. Greenaway-McGrevy, Ryan, 2019. "Asymptotically Efficient Model Selection For Panel Data Forecasting," Econometric Theory, Cambridge University Press, vol. 35(4), pages 842-899, August.
14. Le Wen & Sholeh A. Maani, 2019. "Job mismatches and career mobility," Applied Economics, Taylor & Francis Journals, vol. 51(10), pages 1010-1024, February.
    
    • Wen, Le & Maani, Sholeh A., 2018. "Job Mismatches and Career Mobility," IZA Discussion Papers 11844, Institute of Labor Economics (IZA).
15. Sholeh Maani, 2019. "Conversations with an Eminent Labour Economist: Stephen Machin," Australian Journal of Labour Economics (AJLE), Bankwest Curtin Economics Centre (BCEC), Curtin Business School, vol. 22(1), pages 1-4.

2018

1. Anna Bykhovskaya & Peter C. B. Phillips, 2018. "Boundary Limit Theory for Functional Local to Unity Regression," Journal of Time Series Analysis, Wiley Blackwell, vol. 39(4), pages 523-562, July.
   
   • Anna Bykhovskaya & Peter C. B. Phillips, 2017. "Boundary Limit Theory for Functional Local to Unity Regression," Cowles Foundation Discussion Papers 2108, Cowles Foundation for Research in Economics, Yale University.
2. Shuping Shi & Peter C. B. Phillips & Stan Hurn, 2018. "Change Detection and the Causal Impact of the Yield Curve," Journal of Time Series Analysis, Wiley Blackwell, vol. 39(6), pages 966-987, November.
   
   • Stan Hurn & Peter C. B. Phillips & Shu-Ping Shi, 2016. ""Change Detection and the Causal Impact of the Yield Curve," Cowles Foundation Discussion Papers 2058, Cowles Foundation for Research in Economics, Yale University.
   • Stan Hurn & Peter C B Phillips & Shuping Shi, 2015. "Change Detection and the Casual Impact of the Yield Curve," NCER Working Paper Series 107, National Centre for Econometric Research.
3. Phillips, Peter C. B., 2018. "Dynamic Panel Anderson-Hsiao Estimation With Roots Near Unity," Econometric Theory, Cambridge University Press, vol. 34(2), pages 253-276, April.
4. Phillips, Peter C.B. & Shi, Shu-Ping, 2018. "Financial Bubble Implosion And Reverse Regression," Econometric Theory, Cambridge University Press, vol. 34(4), pages 705-753, August.
5. Lieberman, Offer & Phillips, Peter C.B., 2018. "Iv And Gmm Inference In Endogenous Stochastic Unit Root Models," Econometric Theory, Cambridge University Press, vol. 34(5), pages 1065-1100, October.
6. Yu, Ping & Phillips, Peter C.B., 2018. "Threshold regression asymptotics: From the compound Poisson process to two-sided Brownian motion," Economics Letters, Elsevier, vol. 172(C), pages 123-126.
7. Cho, Jin Seo & Phillips, Peter C.B., 2018. "Pythagorean generalization of testing the equality of two symmetric positive definite matrices," Journal of Econometrics, Elsevier, vol. 202(1), pages 45-56.
   
   • Jin Seo Cho & Peter C.B. Phillips, 2016. "Pythagorean Generalization of Testing the Equality of Two Symmetric Positive Definite Matrices," Working papers 2016rwp-89, Yonsei University, Yonsei Economics Research Institute.
8. Yu, Ping & Phillips, Peter C.B., 2018. "Threshold regression with endogeneity," Journal of Econometrics, Elsevier, vol. 203(1), pages 50-68.
   
   • Ping Yu & Peter C.B. Phillips, 2014. "Threshold Regression with Endogeneity," Cowles Foundation Discussion Papers 1966, Cowles Foundation for Research in Economics, Yale University.
9. Cheng, Tingting & Gao, Jiti & Phillips, Peter C.B., 2018. "A frequentist approach to Bayesian asymptotics," Journal of Econometrics, Elsevier, vol. 206(2), pages 359-378.
10. Jin Seo Cho & Myung-Ho Park & Peter C. B. Phillips, 2018. "Practical Kolmogorov–Smirnov Testing by Minimum Distance Applied to Measure Top Income Shares in Korea," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 36(3), pages 523-537, July.
    
    • Jin Seo Cho & Myung-Ho Park & Peter C.B. Phillips, 2016. "Practical Kolmogorov-Smirnov Testing by Minimum Distance Applied to Measure Top Income Shares in Korea," Working papers 2016rwp-88, Yonsei University, Yonsei Economics Research Institute.
11. Jin Seo Cho & Peter C. B. Phillips, 2018. "Sequentially testing polynomial model hypotheses using power transforms of regressors," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(1), pages 141-159, January.
    
    • Jin Seo Cho & Peter C.B. Phillips, 2016. "Sequentially Testing Polynomial Model Hypotheses using Power Transforms of Regressors," Working papers 2016rwp-90, Yonsei University, Yonsei Economics Research Institute.
    • Jin Seo Cho & Myung-Ho Park & Peter C. B. Phillips, 2016. "Sequentially Testing Polynomial Model Hypotheses Using Power Transforms of Regressors," Cowles Foundation Discussion Papers 2060, Cowles Foundation for Research in Economics, Yale University.
12. Wuyi Wang & Peter C. B. Phillips & Liangjun Su, 2018. "Homogeneity pursuit in panel data models: Theory and application," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(6), pages 797-815, September.
    
    • Wuyi Wang & Peter C.B. Phillips & Liangjun Su, 2016. "Homogeneity Pursuit in Panel Data Models: Theory and Applications," Cowles Foundation Discussion Papers 2063, Cowles Foundation for Research in Economics, Yale University.
13. A. Chernoukhov & A. Hussein & S. Nkurunziza & D. Bandyopadhyay, 2018. "Bayesian inference in time‐varying additive hazards models with applications to disease mapping," Environmetrics, John Wiley & Sons, Ltd., vol. 29(5-6), August.
14. Ananish Chaudhuri, 2018. "Belief Heterogeneity and the Restart Effect in a Public Goods Game," Games, MDPI, vol. 9(4), pages 1-20, November.
15. Pan Addison & Fabrizi Simona & Lippert Steffen, 2018. "Non-Congruent Views about Signal Precision in Collective Decisions," The B.E. Journal of Theoretical Economics, De Gruyter, vol. 18(2), pages 1-24, July.
16. Lawrence Edwards & Marco Sanfilippo & Asha Sundaram, 2018. "Importing and Firm Export Performance: New Evidence from South Africa," South African Journal of Economics, Economic Society of South Africa, vol. 86(S1), pages 79-95, January.
17. Mamello A. Nchake & Lawrence Edwards & Asha Sundaram, 2018. "Price-setting Behavior and Competition in Developing Countries: an Analysis of Retail Outlets in Lesotho," Journal of Industry, Competition and Trade, Springer, vol. 18(4), pages 529-547, December.
    
    • Asha Sundaram & Lawrence Edwards & Mamello A. Nchake, 2015. "Price-setting Behavior and Competition in Developing Countries: An Analysis of Retail Outlets in Lesotho," Working Papers 567, Economic Research Southern Africa.
18. Sundaram Asha, 2018. "Richard Baldwin: The Great Convergence: Information Technology and the New Globalization," New Global Studies, De Gruyter, vol. 12(2), pages 297-300, July.
19. Paula K Lorgelly, 2018. "The Impact of Brexit on Pharmaceuticals and HTA," PharmacoEconomics - Open, Springer, vol. 2(2), pages 87-91, June.
20. Benjamin Bridgman & Ryan Greenaway-McGrevy, 2018. "The fall (and rise) of labour share in New Zealand," New Zealand Economic Papers, Taylor & Francis Journals, vol. 52(2), pages 109-130, May.
21. Ryan Greenaway‐McGrevy & Nelson C. Mark & Donggyu Sul & Jyh‐Lin Wu, 2018. "Identifying Exchange Rate Common Factors," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 59(4), pages 2193-2218, November.
    
    • Ryan Greenaway-McGrevy & Donggyu Sul & Nelson Mark & Jyh-Lin Wu, 2017. "Identifying Exchange Rate Common Factors," NBER Working Papers 23726, National Bureau of Economic Research, Inc.
22. Qiaomin Li & Sholeh Maani, 2018. "Detecting positive effects of the ASEAN-China free trade agreement on foreign direct investment," International Economics and Economic Policy, Springer, vol. 15(1), pages 69-87, January.

2017

1. Peter C. B. Phillips, 2017. "Edmond Malinvaud - an Economist's Econometrician," Annals of Economics and Statistics, GENES, issue 125-126, pages 135-151.
2. Smyth Stuart & Kerr William & Phillips Peter, 2017. "Labeling Demands, Coexistence and the Challenges for Trade," Journal of Agricultural & Food Industrial Organization, De Gruyter, vol. 15(1), pages 1-10, January.
3. Phillips, Peter C.B. & Li, Degui & Gao, Jiti, 2017. "Estimating smooth structural change in cointegration models," Journal of Econometrics, Elsevier, vol. 196(1), pages 180-195.
   
   • Peter C.B. Phillips & Degui Li & Jiti Gao, 2013. "Estimating Smooth Structural Change in Cointegration Models," Cowles Foundation Discussion Papers 1910, Cowles Foundation for Research in Economics, Yale University.
   • Peter C. B. Phillips & Degui Li & Jiti Gao, 2013. "Estimating Smooth Structural Change in Cointegration Models," Monash Econometrics and Business Statistics Working Papers 22/13, Monash University, Department of Econometrics and Business Statistics.
4. Lieberman, Offer & Phillips, Peter C.B., 2017. "A multivariate stochastic unit root model with an application to derivative pricing," Journal of Econometrics, Elsevier, vol. 196(1), pages 99-110.
   
   • Offer Lieberman & Peter C.B. Phillips, 2014. "A Multivariate Stochastic Unit Root Model with an Application to Derivative Pricing," Cowles Foundation Discussion Papers 1964, Cowles Foundation for Research in Economics, Yale University.
5. Phillips, Peter C.B. & Gao, Wayne Yuan, 2017. "Structural inference from reduced forms with many instruments," Journal of Econometrics, Elsevier, vol. 199(2), pages 96-116.
   
   • Wayne Yuan Gao & Peter C.B. Phillips, 2016. "Structural Inference from Reduced Forms with Many Instruments," Cowles Foundation Discussion Papers 2062, Cowles Foundation for Research in Economics, Yale University.
6. Chen, Ye & Phillips, Peter C.B. & Yu, Jun, 2017. "Inference in continuous systems with mildly explosive regressors," Journal of Econometrics, Elsevier, vol. 201(2), pages 400-416.
7. Chirok Han & Peter C. B. Phillips & Donggyu Sul, 2017. "Lag length selection in panel autoregression," Econometric Reviews, Taylor & Francis Journals, vol. 36(1-3), pages 225-240, March.
8. Peter C. B. Phillips & Aman Ullah, 2017. "Econometric Reviews honors Esfandiar Maasoumi," Econometric Reviews, Taylor & Francis Journals, vol. 36(6-9), pages 563-567, October.
9. Peter C. B. Phillips, 2017. "Reduced forms and weak instrumentation," Econometric Reviews, Taylor & Francis Journals, vol. 36(6-9), pages 818-839, October.
10. Maria Kyriacou & Peter C. B. Phillips & Francesca Rossi, 2017. "Indirect inference in spatial autoregression," Econometrics Journal, Royal Economic Society, vol. 20(2), pages 168-189, June.
11. So, Tony & Brown, Paul & Chaudhuri, Ananish & Ryvkin, Dmitry & Cameron, Linda, 2017. "Piece-rates and tournaments: Implications for learning in a cognitively challenging task," Journal of Economic Behavior & Organization, Elsevier, vol. 142(C), pages 11-23.
12. Ananish Chaudhuri & Tony So & Erwann Sbai, 2017. "Pay cuts and layoffs in an experimental minimum effort coordination game," Economics Bulletin, AccessEcon, vol. 37(3), pages 2181-2197.
13. Chaudhuri, Ananish & Paichayontvijit, Tirnud & Smith, Alexander, 2017. "Belief heterogeneity and contributions decay among conditional cooperators in public goods games," Journal of Economic Psychology, Elsevier, vol. 58(C), pages 15-30.
14. Simona Fabrizi & Steffen Lippert & John Panzar, 2017. "Introduction to the Special Issue on Advances in Competition Policy and Regulation," New Zealand Economic Papers, Taylor & Francis Journals, vol. 51(2), pages 97-99, May.
15. Simona Fabrizi & Steffen Lippert, 2017. "Corruption and the public display of wealth," Journal of Public Economic Theory, Association for Public Economic Theory, vol. 19(4), pages 827-840, August.
    
    • Simona Fabrizi & Steffen Lippert, 2012. "Corruption and the Public Display of Wealth," Working Papers 1202, University of Otago, Department of Economics, revised Jun 2012.
16. Elena Jayne Jacobs & Peter Zámborský & Erwann Sbai, 2017. "Mutual Productivity Spillovers in Slovakia: Absorptive Capacity, the Technology Gap, and Nonlinear Effects," Eastern European Economics, Taylor & Francis Journals, vol. 55(4), pages 291-323, July.
17. Lawrence Edwards & Asha Sundaram, 2017. "Trade Liberalization, Rival Exporters and Reallocation of Production: An Analysis of Indian Manufacturing," Review of International Economics, Wiley Blackwell, vol. 25(3), pages 677-693, August.
    
    • Asha Sundaram & Lawrence Edwards, 2015. "Trade Liberalization, Rival Exporters and Reallocation of Production: An Analysis of Indian Manufacturing," Working Papers 526, Economic Research Southern Africa.
18. Rana Hasan & Nidhi Kapoor & Aashish Mehta & Asha Sundaram, 2017. "Labor Regulations, Employment and Wages: Evidence from India's Apparel Sector," Asian Economic Policy Review, Japan Center for Economic Research, vol. 12(1), pages 70-90, January.
19. Haiping Zhang, 2017. "Wealth inequality and financial development: revisiting the symmetry breaking mechanism," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 63(4), pages 997-1025, April.
20. Dmitriev, Alexandre, 2017. "Composite habits and international transmission of business cycles," Journal of Economic Dynamics and Control, Elsevier, vol. 76(C), pages 1-34.
21. Knott, Rachel J. & Lorgelly, Paula K. & Black, Nicole & Hollingsworth, Bruce, 2017. "Differential item functioning in quality of life measurement: An analysis using anchoring vignettes," Social Science & Medicine, Elsevier, vol. 190(C), pages 247-255.
22. Brendan Mulhern & Richard Norman & Paula Lorgelly & Emily Lancsar & Julie Ratcliffe & John Brazier & Rosalie Viney, 2017. "Is Dimension Order Important when Valuing Health States Using Discrete Choice Experiments Including Duration?," PharmacoEconomics, Springer, vol. 35(4), pages 439-451, April.
23. Rachel J. Knott & Nicole Black & Bruce Hollingsworth & Paula K. Lorgelly, 2017. "Response‐Scale Heterogeneity in the EQ‐5D," Health Economics, John Wiley & Sons, Ltd., vol. 26(3), pages 387-394, March.
24. Rachel J. Knott & Nicole Black & Bruce Hollingsworth & Paula K. Lorgelly, 2017. "Response to comment by robone: Practical advice for the implementation of anchoring vignettes," Health Economics, John Wiley & Sons, Ltd., vol. 26(3), pages 398-400, March.
25. Michael Tse & Sholeh Maani, 2017. "The Impacts of Immigration on Earnings and Employment: Accounting for Effective Immigrant Work Experience," Australian Journal of Labour Economics (AJLE), Bankwest Curtin Economics Centre (BCEC), Curtin Business School, vol. 20(1), pages 85-111.
26. Jian Z. Yeo & Sholeh A. Maani, 2017. "Educational mismatches and earnings in the New Zealand labour market," New Zealand Economic Papers, Taylor & Francis Journals, vol. 51(1), pages 28-48, January.
    
    • Yeo, Jian Z. & Maani, Sholeh A., 2015. "Educational Mismatches and Earnings in the New Zealand Labor Market," IZA Discussion Papers 9475, Institute of Labor Economics (IZA).

2016

1. Simona Lubieniechi & Hayley Hesseln & Peter Phillips & Stuart Smyth, 2016. "Expert and Lay Public Risk Preferences Regarding Plants with Novel Traits," Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, Canadian Agricultural Economics Society/Societe canadienne d'agroeconomie, vol. 64(4), pages 717-738, December.
2. Wang, Qiying & Phillips, Peter C. B., 2016. "Nonparametric Cointegrating Regression With Endogeneity And Long Memory," Econometric Theory, Cambridge University Press, vol. 32(2), pages 359-401, April.
3. Li, Degui & Phillips, Peter C. B. & Gao, Jiti, 2016. "Uniform Consistency Of Nonstationary Kernel-Weighted Sample Covariances For Nonparametric Regression," Econometric Theory, Cambridge University Press, vol. 32(3), pages 655-685, June.
   
   • Degui Li & Peter C.B. Phillips & Jiti Gao, 2013. "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. "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.
4. Liang, Hanying & Phillips, Peter C.B. & Wang, Hanchao & Wang, Qiying, 2016. "Weak Convergence To Stochastic Integrals For Econometric Applications," Econometric Theory, Cambridge University Press, vol. 32(6), pages 1349-1375, December.
   
   • Hanying Liang & Peter C.B. Phillips & Hanchao Wang & Qiying Wang, 2014. "Weak Convergence to Stochastic Integrals for Econometric Applications," Cowles Foundation Discussion Papers 1971, Cowles Foundation for Research in Economics, Yale University.
5. Phillips, Peter C.B. & Lee, Ji Hyung, 2016. "Robust econometric inference with mixed integrated and mildly explosive regressors," Journal of Econometrics, Elsevier, vol. 192(2), pages 433-450.
6. Lee, Ji Hyung & Phillips, Peter C.B., 2016. "Asset pricing with financial bubble risk," Journal of Empirical Finance, Elsevier, vol. 38(PB), pages 590-622.
7. Phillips, Peter C.B., 2016. "Modeling speculative bubbles with diverse investor expectations," Research in Economics, Elsevier, vol. 70(3), pages 375-387.
8. Peter C. B. Phillips, 2016. "Meritocracy Voting: Measuring the Unmeasurable," Econometric Reviews, Taylor & Francis Journals, vol. 35(1), pages 2-40, January.
   
   • Peter C.B. Phillips, 2011. "Meritocracy Voting: Measuring the Unmeasurable," Cowles Foundation Discussion Papers 1833, Cowles Foundation for Research in Economics, Yale University.
9. Ryan Greenaway-McGrevy & Peter C.B. Phillips, 2016. "Hot property in New Zealand: Empirical evidence of housing bubbles in the metropolitan centres," New Zealand Economic Papers, Taylor & Francis Journals, vol. 50(1), pages 88-113, April.
   
   • Ryan Greenaway-McGrevy & Peter C. B. Phillips, 2015. "Hot Property in New Zealand: Empirical Evidence of Housing Bubbles in the Metropolitan Centres," Cowles Foundation Discussion Papers 2004, Cowles Foundation for Research in Economics, Yale University.
   • Greenaway-McGrevy, Ryan & Phillips, Peter, 2015. "Hot Property in New Zealand: Empirical Evidence of Housing Bubbles in the Metropolitan Centres," Working Papers 25259, Department of Economics, The University of Auckland.
10. Liangjun Su & Zhentao Shi & Peter C. B. Phillips, 2016. "Identifying Latent Structures in Panel Data," Econometrica, Econometric Society, vol. 84, pages 2215-2264, November.
    
    • Liangjun Su & Zhentao Shi & Peter C.B. Phillips, 2014. "Identifying Latent Structures in Panel Data," Cowles Foundation Discussion Papers 1965, Cowles Foundation for Research in Economics, Yale University.
    • Liangjun Su & Zhentao Shi & Peter C. B. Phillips, 2014. "Identifying Latent Structures in Panel Data," Working Papers 07-2014, Singapore Management University, School of Economics.
11. Chaudhuri, Ananish & Li, Yaxiong & Paichayontvijit, Tirnud, 2016. "What’s in a frame? Goal framing, trust and reciprocity," Journal of Economic Psychology, Elsevier, vol. 57(C), pages 117-135.
12. Chaudhuri, Ananish, 2016. "Misbehaving: The Making of Behavioral Economics by Richard H. Thaler, W.W. Norton and Company, New York, 2015, xvi + 415 pp., Hardcover, USD 27.95, ISBN: 978-0-393-08094-0," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 60(C), pages 64-65.
13. Ananish Chaudhuri, 2016. "Recent Advances in Experimental Studies of Social Dilemma Games," Games, MDPI, vol. 7(1), pages 1-11, February.
14. Ananish Chaudhuri & Tirnud Paichayontvijit & Erwann Sbai, 2016. "The Role of Framing, Inequity and History in a Corruption Game: Some Experimental Evidence," Games, MDPI, vol. 7(2), pages 1-24, June.
15. Fabrizi, Simona & Lippert, Steffen & Puppe, Clemens & Rosenkranz, Stephanie, 2016. "Manufacturer suggested retail prices, loss aversion and competition," Journal of Economic Psychology, Elsevier, vol. 53(C), pages 141-153.
16. Kamal, Fariha & Sundaram, Asha, 2016. "Buyer–seller relationships in international trade: Do your neighbors matter?," Journal of International Economics, Elsevier, vol. 102(C), pages 128-140.
    
    • Asha Sundaram & Fariha Kamal, 2015. "Buyer-Seller Relationships in International Trade: Do Your Neighbors Matter?," Working Papers 501, Economic Research Southern Africa.
    • Fariha Kamal & Asha Sundaram, 2014. "Buyer-Seller Relationships in International Trade: Do Your Neighbors Matter?," Working Papers 14-44, Center for Economic Studies, U.S. Census Bureau.
17. Paula K. Lorgelly & Brett Doble & Rachel J. Knott, 2016. "Realising the Value of Linked Data to Health Economic Analyses of Cancer Care: A Case Study of Cancer 2015," PharmacoEconomics, Springer, vol. 34(2), pages 139-154, February.
    
    • Paula Lorgelly & Brett Doble & Rachel Knott, 2016. "Realising the Value of Linked Data to Health Economic Analyses of Cancer Care: A Case Study of Cancer 2015," PharmacoEconomics, Springer, vol. 34(2), pages 139-154, February.
18. Giulia Greco & Paula Lorgelly & Inthira Yamabhai, 2016. "Outcomes in Economic Evaluations of Public Health Interventions in Low‐ and Middle‐Income Countries: Health, Capabilities and Subjective Wellbeing," Health Economics, John Wiley & Sons, Ltd., vol. 25(S1), pages 83-94, February.
19. Greenaway-McGrevy, Ryan & Hood, Kyle K., 2016. "Worker migration or job creation? Persistent shocks and regional recoveries," Journal of Urban Economics, Elsevier, vol. 96(C), pages 1-16.
    
    • Greenaway-McGrevy, Ryan & Hood, K, 2016. "Worker migration or job creation? Persistent shocks and regional recoveries," Working Papers 28513, Department of Economics, The University of Auckland.
20. Sholeh A. Maani, 2016. "Ethnic networks and location choice of immigrants," IZA World of Labor, Institute of Labor Economics (IZA), pages 284-284, August.
21. Li, Qiaomin & Scollay, Robert & Maani, Sholeh, 2016. "Effects on China and ASEAN of the ASEAN-China FTA: The FDI perspective," Journal of Asian Economics, Elsevier, vol. 44(C), pages 1-19.

2015

1. Liao, Zhipeng & Phillips, Peter C. B., 2015. "Automated Estimation Of Vector Error Correction Models," Econometric Theory, Cambridge University Press, vol. 31(3), pages 581-646, June.
   
   • Zhipeng Liao & Peter C.B. Phillips, 2012. "Automated Estimation of Vector Error Correction Models," Cowles Foundation Discussion Papers 1873, Cowles Foundation for Research in Economics, Yale University.
2. Phillips, Peter C.B. & Han, Chirok, 2015. "The true limit distributions of the Anderson–Hsiao IV estimators in panel autoregression," Economics Letters, Elsevier, vol. 127(C), pages 89-92.
   
   • Peter C.B. Phillips & Chirok Han, 2014. "True Limit Distributions of the Anderson-Hsiao IV Estimators in Panel Autoregression," Cowles Foundation Discussion Papers 1963, Cowles Foundation for Research in Economics, Yale University.
3. Kasparis, Ioannis & Andreou, Elena & Phillips, Peter C.B., 2015. "Nonparametric predictive regression," Journal of Econometrics, Elsevier, vol. 185(2), pages 468-494.
   
   • Ioannis Kasparis & Elena Andreou & Peter C.B. Phillips, 2012. "Nonparametric Predictive Regression," Cowles Foundation Discussion Papers 1878, Cowles Foundation for Research in Economics, Yale University.
   • Ioannis Kasparis & Elena Andreou & Peter C. B. Phillips, 2012. "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. "Nonparametric Predictive Regression," CEPR Discussion Papers 9570, C.E.P.R. Discussion Papers.
4. Baek, Yae In & Cho, Jin Seo & Phillips, Peter C.B., 2015. "Testing linearity using power transforms of regressors," Journal of Econometrics, Elsevier, vol. 187(1), pages 376-384.
   
   • YAE IN BAEK & Jin Seo Cho & PETER C.B. PHILLIPS, 2015. "Testing Linearity Using Power Transforms of Regressors," Working papers 2015rwp-79, Yonsei University, Yonsei Economics Research Institute.
   • Yae In Baek & Jin Seo Cho & Peter C.B. Phillips, 2013. "Testing Linearity Using Power Transforms of Regressors," Cowles Foundation Discussion Papers 1917, Cowles Foundation for Research in Economics, Yale University.
5. Lee, Yoonseok & Phillips, Peter C.B., 2015. "Model selection in the presence of incidental parameters," Journal of Econometrics, Elsevier, vol. 188(2), pages 474-489.
   
   • Yoonseok Lee & Peter C.B. Phillips, 2013. "Model Selection in the Presence of Incidental Parameters," Center for Policy Research Working Papers 159, Center for Policy Research, Maxwell School, Syracuse University.
   • Yoonseok Lee & Peter C.B. Phillips, 2013. "Model Selection in the Presence of Incidental Parameters," Cowles Foundation Discussion Papers 1919, Cowles Foundation for Research in Economics, Yale University.
6. Jiang, Liang & Phillips, Peter C.B. & Yu, Jun, 2015. "New methodology for constructing real estate price indices applied to the Singapore residential market," Journal of Banking & Finance, Elsevier, vol. 61(S2), pages 121-131.
7. Peter C. B. Phillips, 2015. "Halbert White Jr. Memorial JFEC Lecture: Pitfalls and Possibilities in Predictive Regression†," Journal of Financial Econometrics, Oxford University Press, vol. 13(3), pages 521-555.
8. Giuseppe Cavaliere & Peter C. B. Phillips & Stephan Smeekes & A. M. Robert Taylor, 2015. "Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility," Econometric Reviews, Taylor & Francis Journals, vol. 34(4), pages 512-536, April.
   
   • Giuseppe Cavaliere & Peter C.B. Phillips & Stephan Smeekes & A.M. Robert Taylor, 2012. "Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility," Cowles Foundation Discussion Papers 1844, Cowles Foundation for Research in Economics, Yale University.
   • Cavaliere, G. & Phillips, P.C.B. & Smeekes, S. & Taylor, A.M.R., 2011. "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).
9. Peter C. B. Phillips & Ji Hyung Lee, 2015. "Limit Theory for VARs with Mixed Roots Near Unity," Econometric Reviews, Taylor & Francis Journals, vol. 34(6-10), pages 1035-1056, December.
10. Peter C. B. Phillips, 2015. "Edmond Malinvaud: a tribute to his contributions in econometrics," Econometrics Journal, Royal Economic Society, vol. 18(2), pages 1-13, June.
    
    • Peter C. B. Phillips, 2015. "Edmond Malinvaud: A Tribute to His Contributions in Econometrics," Cowles Foundation Discussion Papers 2002, Cowles Foundation for Research in Economics, Yale University.
11. Peter C. B. Phillips & Shuping Shi & Jun Yu, 2015. "Testing For Multiple Bubbles: Historical Episodes Of Exuberance And Collapse In The S&P 500," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 56(4), pages 1043-1078, November.
    
    • Peter C.B. Phillips & Shu-Ping Shi & Jun Yu, 2013. "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. "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.
12. Peter C. B. Phillips & Shuping Shi & Jun Yu, 2015. "Testing For Multiple Bubbles: Limit Theory Of Real‐Time Detectors," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 56(4), pages 1079-1134, November.
    
    • Peter C. B. Phillips & Shu-Ping Shi & Jun Yu, 2013. "Testing for Multiple Bubbles 2: Limit Theory of Real Time Detectors," Working Papers 05-2013, Singapore Management University, School of Economics.
    • Peter C.B. Phillips & Shu-Ping Shi & Jun Yu, 2013. "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. "Testing for Multiple Bubbles 2: Limit Theory of Real Time Detectors," Working Papers CoFie-04-2013, Singapore Management University, Sim Kee Boon Institute for Financial Economics.
13. Chaudhuri, Ananish & Paichayontvijit, Tirnud & So, Tony, 2015. "Team versus individual behavior in the minimum effort coordination game," Journal of Economic Psychology, Elsevier, vol. 47(C), pages 85-102.
14. Chaudhuri, Ananish & Cruickshank, Amy & Sbai, Erwann, 2015. "Gender differences in personnel management: Some experimental evidence," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 58(C), pages 20-32.
15. Francis Bloch & Simona Fabrizi & Steffen Lippert, 2015. "Learning and collusion in new markets with uncertain entry costs," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 58(2), pages 273-303, February.
    
    • Francis Bloch & Simona Fabrizi & Steffen Lippert, 2011. "Learning and Collusion in New Markets with Uncertain Entry Costs," Working Papers hal-00639049, HAL.
    • Francis Bloch & Simona Fabrizi & Steffen Lippert, 2011. "Learning and Collusion in New Markets with Uncertain Entry Costs," Working Papers 1112, University of Otago, Department of Economics, revised Dec 2011.
    • Francis Bloch & Simona Fabrizi & Steffen Lippert, 2014. "Learning and collusion in new markets with uncertain entry costs," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01013188, HAL.
    • Francis Bloch & Simona Fabrizi & Steffen Lippert, 2014. "Learning and collusion in new markets with uncertain entry costs," PSE - Labex "OSE-Ouvrir la Science Economique" hal-01013188, HAL.
    • Francis Bloch & Simona Fabrizi & Steffen Lippert, 2014. "Learning and collusion in new markets with uncertain entry costs," Post-Print hal-01013188, HAL.
    • Francis Bloch & Simona Fabrizi & Steffen Lippert, 2014. "Learning and collusion in new markets with uncertain entry costs," PSE-Ecole d'économie de Paris (Postprint) hal-01013188, HAL.
16. Neil Balchin & Lawrence Edwards & Asha Sundaram, 2015. "A Disaggregated Analysis of Product Price Integration in the Southern African Development Community," Journal of African Economies, Centre for the Study of African Economies, vol. 24(3), pages 390-415.
    
    • Asha Sundaram & Lawrence Edwards & Neil Balchin, 2014. "A Disaggregated Analysis of Product Price Integration in the Southern African Development Community," Working Papers 421, Economic Research Southern Africa.
17. Asha Sundaram, 2015. "The Impact of Trade Liberalization on Micro Enterprises: Do Banks Matter? Evidence from Indian Manufacturing," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 77(6), pages 832-853, December.
    
    • Ruthira Naraidoo, 2011. "The Impact of Trade Liberalization on Micro Enterprises: Do Banks Matter? Evidence from Indian Manufacturing," Working Papers 225, Economic Research Southern Africa.
18. Peters & Asha Sundaram, 2015. "Country of origin and employment prospects among immigrants: an analysis of south-south and north-south migrants to South Africa," Applied Economics Letters, Taylor & Francis Journals, vol. 22(17), pages 1415-1418, November.
    
    • Amos C Peters & Asha Sundaram, 2014. "Country of origin and employment prospects among immigrants: An analysis of south-south and north-south migrants to South Africa," SALDRU Working Papers 136, Southern Africa Labour and Development Research Unit, University of Cape Town.
19. Lorgelly, Paula K. & Lorimer, Karen & Fenwick, Elisabeth A.L. & Briggs, Andrew H. & Anand, Paul, 2015. "Operationalising the capability approach as an outcome measure in public health: The development of the OCAP-18," Social Science & Medicine, Elsevier, vol. 142(C), pages 68-81.
20. Claudia Geue & Paula Lorgelly & James Lewsey & Carole Hart & Andrew Briggs, 2015. "Hospital Expenditure at the End-of-Life: What Are the Impacts of Health Status and Health Risks?," PLOS ONE, Public Library of Science, vol. 10(3), pages 1-14, March.
21. Mutsa Mutowo & Usha Gowda & John Mangwiro & Paula Lorgelly & Alice Owen & Andre Renzaho, 2015. "Prevalence of diabetes in Zimbabwe: a systematic review with meta-analysis," International Journal of Public Health, Springer;Swiss School of Public Health (SSPH+), vol. 60(1), pages 1-11, January.
22. Paula Lorgelly, 2015. "Choice of Outcome Measure in an Economic Evaluation: A Potential Role for the Capability Approach," PharmacoEconomics, Springer, vol. 33(8), pages 849-855, August.
23. Greenaway-McGrevy, Ryan, 2015. "Evaluating panel data forecasts under independent realization," Journal of Multivariate Analysis, Elsevier, vol. 136(C), pages 108-125.
24. Sholeh A. Maani & Mengyu Dai & Kerr Inkson, 2015. "Occupational Attainment and Earnings among Immigrant Groups: Evidence from New Zealand," Australian Journal of Labour Economics (AJLE), Bankwest Curtin Economics Centre (BCEC), Curtin Business School, vol. 18(1), pages 95-112.
    
    • Maani, Sholeh A. & Dai, Mengyu & Inkson, Kerr, 2015. "Occupational Attainment and Earnings among Immigrant Groups: Evidence from New Zealand," IZA Discussion Papers 9352, Institute of Labor Economics (IZA).

2014

1. Offer Lieberman & Peter C. B. Phillips, 2014. "Norming Rates And Limit Theory For Some Time-Varying Coefficient Autoregressions," Journal of Time Series Analysis, Wiley Blackwell, vol. 35(6), pages 592-623, November.
   
   • Offer Lieberman & Peter C.B. Phillips, 2013. "Norming Rates and Limit Theory for Some Time-Varying Coefficient Autoregressions," Cowles Foundation Discussion Papers 1916, Cowles Foundation for Research in Economics, Yale University.
2. Peter C. B. Phillips & Shuping Shi & Jun Yu, 2014. "Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behaviour," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 76(3), pages 315-333, June.
   
   • Peter C. B. Phillips & Shu-Ping Shi & Jun Yu, 2012. "Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior," Working Papers 17-2012, Singapore Management University, School of Economics.
   • Peter C. B. Phillips & Shu-Ping Shi & Jun Yu, 2011. "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. "Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior," Cowles Foundation Discussion Papers 1842, Cowles Foundation for Research in Economics, Yale University.
3. Phillips, Peter C.B. & Yu, Jun, 2014. "Special Issue Of Econometric Theory On Seta 2010: Editors’ Introduction," Econometric Theory, Cambridge University Press, vol. 30(1), pages 1-2, February.
4. Han, Chirok & Phillips, Peter C. B. & Sul, Donggyu, 2014. "X-Differencing And Dynamic Panel Model Estimation," Econometric Theory, Cambridge University Press, vol. 30(1), 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.
5. Phillips, Peter C. B., 2014. "Unit Roots In Life—A Graduate Student Story," Econometric Theory, Cambridge University Press, vol. 30(4), pages 719-736, August.
   
   • Peter C.B. Phillips, 2013. "Unit Roots in Life -- A Graduate Student Story," Cowles Foundation Discussion Papers 1913, Cowles Foundation for Research in Economics, Yale University.
6. 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.
7. Peter C. B. Phillips, 2014. "Homage to Halbert White," Journal of Financial Econometrics, Oxford University Press, vol. 12(4), pages 618-619.
8. Ioannis Kasparis & Peter C. B. Phillips & Tassos Magdalinos, 2014. "Nonlinearity Induced Weak Instrumentation," Econometric Reviews, Taylor & Francis Journals, vol. 33(5-6), pages 676-712, August.
   
   • Ioannis Kasparis & Peter C.B. Phillips & Tassos Magdalinos, 2012. "Non-linearity Induced Weak Instrumentation," University of Cyprus Working Papers in Economics 02-2012, University of Cyprus Department of Economics.
   • Ioannis Kasparis & Peter C.B. Phillips & Tassos Magdalinos, 2012. "Non-linearity Induced Weak Instrumentation," Cowles Foundation Discussion Papers 1872, Cowles Foundation for Research in Economics, Yale University.
9. Peter C. B. Phillips & Sainan Jin, 2014. "Testing the Martingale Hypothesis," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 32(4), pages 537-554, October.
   
   • Peter C.B. Phillips & Sainan Jin, 2013. "Testing the Martingale Hypothesis," Cowles Foundation Discussion Papers 1912, Cowles Foundation for Research in Economics, Yale University.
10. Peter C. B. Phillips, 2014. "On Confidence Intervals for Autoregressive Roots and Predictive Regression," Econometrica, Econometric Society, vol. 82(3), pages 1177-1195, May.
    
    • Peter C.B. Phillips, 2012. "On Confidence Intervals for Autoregressive Roots and Predictive Regression," Cowles Foundation Discussion Papers 1879, Cowles Foundation for Research in Economics, Yale University.
11. Hyungsik Roger Moon & Benoit Perron & Peter C. B. Phillips, 2014. "Point‐optimal panel unit root tests with serially correlated errors," Econometrics Journal, Royal Economic Society, vol. 17(3), pages 338-372, October.
12. von Hagen, Jürgen & Zhang, Haiping, 2014. "Financial development, international capital flows, and aggregate output," Journal of Development Economics, Elsevier, vol. 106(C), pages 66-77.
13. Jürgen von Hagen & Haiping Zhang, 2014. "International Capital Flows in the Model with Limited Commitment and Incomplete Markets," Open Economies Review, Springer, vol. 25(1), pages 195-224, February.
14. Xingang Wang & Sholeh Maani, 2014. "Ethnic capital and self-employment: a spatially autoregressive network approach," IZA Journal of Migration and Development, Springer;Forschungsinstitut zur Zukunft der Arbeit GmbH (IZA), vol. 3(1), pages 1-24, December.
15. Claudia Geue & Andrew Briggs & James Lewsey & Paula Lorgelly, 2014. "Population ageing and healthcare expenditure projections: new evidence from a time to death approach," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), vol. 15(8), pages 885-896, November.

2013

1. Phillips, Peter C.B. & Magdalinos, Tassos, 2013. "Inconsistent Var Regression With Common Explosive Roots," Econometric Theory, Cambridge University Press, vol. 29(4), 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.
2. 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.
3. 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.
4. Phillips, Peter C.B. & Lee, Ji Hyung, 2013. "Predictive regression under various degrees of persistence and robust long-horizon regression," Journal of Econometrics, Elsevier, vol. 177(2), pages 250-264.
5. Reiko Aoki, 2013. "A Demographic Perspective on Japan's “Lost Decades”," Population and Development Review, The Population Council, Inc., vol. 38, pages 103-112, February.
   
   • Aoki, Reiko & 青木, 玲子, 2012. "A Demographic Perspective on Japan’s “Lost Decades”," CIS Discussion paper series 576, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
6. Chaudhuri, Ananish & Paichayontvijit, Tirnud & Shen, Lifeng, 2013. "Gender differences in trust and trustworthiness: Individuals, single sex and mixed sex groups," Journal of Economic Psychology, Elsevier, vol. 34(C), pages 181-194.
7. Simona Fabrizi & Steffen Lippert & Pehr-Johan Norbäck & Lars Persson, 2013. "Venture Capitalists and the Patenting of Innovations," Journal of Industrial Economics, Wiley Blackwell, vol. 61(3), pages 623-659, September.
8. Arvind Panagariya & Asha Sundaram, 2013. "External liberalization by India and China: recent experience and future challenges," Indian Growth and Development Review, Emerald Group Publishing Limited, vol. 6(1), pages 8-34, April.
9. Hasan, Rana & Mitra, Devashish & Sundaram, Asha, 2013. "The Determinants of Capital Intensity in Manufacturing: The Role of Factor Market Imperfections," World Development, Elsevier, vol. 51(C), pages 91-103.
10. Rana Hasan & Devashish Mitra & Asha Sundaram, 2013. "What explains the high capital intensity of Indian manufacturing?," Indian Growth and Development Review, Emerald Group Publishing Limited, vol. 6(2), pages 212-241, November.
11. Dmitriev, Alexandre & Roberts, Ivan, 2013. "The cost of adjustment: On comovement between the trade balance and the terms of trade," Economic Modelling, Elsevier, vol. 35(C), pages 689-700.
12. Alexandre Dmitriev, 2013. "Institutions and growth: evidence from estimation methods robust to weak instruments," Applied Economics, Taylor & Francis Journals, vol. 45(13), pages 1625-1635, May.
13. Charlotte Davies & Andrew Briggs & Paula Lorgelly & Göran Garellick & Henrik Malchau, 2013. "The “Hazards†of Extrapolating Survival Curves," Medical Decision Making, , vol. 33(3), pages 369-380, April.
14. Gang Chen & Brett Inder & Paula Lorgelly & Bruce Hollingsworth, 2013. "The Cyclical Behaviour Of Public And Private Health Expenditure In China," Health Economics, John Wiley & Sons, Ltd., vol. 22(9), pages 1071-1092, September.
15. Greenaway-McGrevy, Ryan, 2013. "Multistep Prediction Of Panel Vector Autoregressive Processes," Econometric Theory, Cambridge University Press, vol. 29(4), pages 699-734, August.

2012

1. Shi, Xiaoxia & Phillips, Peter C.B., 2012. "Nonlinear Cointegrating Regression Under Weak Identification," Econometric Theory, Cambridge University Press, vol. 28(3), 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.
2. Peter C. B. Phillips, 2012. "Folklore Theorems, Implicit Maps, and Indirect Inference," Econometrica, Econometric Society, vol. 80(1), pages 425-454, January.
3. 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, Singapore Management University, Sim Kee Boon Institute for Financial Economics.
   • 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.
   • 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.
4. 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.
5. 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.
6. 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.
7. 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, February.
   
   • 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.
8. Ananish Chaudhuri, 2012. "The Darwin economy," New Zealand Economic Papers, Taylor & Francis Journals, vol. 46(2), pages 185-188, August.
9. Simona Fabrizi & Steffen Lippert, 2012. "Due Diligence, Research Joint Ventures, and Incentives to Innovate," Journal of Institutional and Theoretical Economics (JITE), Mohr Siebeck, Tübingen, vol. 168(4), pages 588-611, December.
   
   • Simona Fabrizi & Steffen Lippert, 2011. "Due diligence, research joint ventures, and incentives to innovate," Working Papers 1113, University of Otago, Department of Economics, revised Dec 2011.
   • Fabrizi, Simona & Lippert, Steffen, 2011. "Due diligence, research joint ventures, and incentives to innovate," MPRA Paper 33207, University Library of Munich, Germany.
10. Dmitriev, Alexandre & Krznar, Ivo, 2012. "Habit Persistence And International Comovements," Macroeconomic Dynamics, Cambridge University Press, vol. 16(S3), pages 312-330, November.
    
    • Alexandre Dmitriev & Ivo Krznar, 2010. "Habit Persistence and International Comovements," Working Papers 23, The Croatian National Bank, Croatia.
11. Dmitriev, Alexandre & Roberts, Ivan, 2012. "International business cycles with complete markets," Journal of Economic Dynamics and Control, Elsevier, vol. 36(6), pages 862-875.
    
    • Alexandre Dmitriev & Ivan Roberts, 2013. "International Business Cycles with Complete Markets," RBA Research Discussion Papers rdp2013-08, Reserve Bank of Australia.
12. Claudia Geue & James Lewsey & Paula Lorgelly & Lindsay Govan & Carole Hart & Andrew Briggs, 2012. "Spoilt For Choice: Implications Of Using Alternative Methods Of Costing Hospital Episode Statistics," Health Economics, John Wiley & Sons, Ltd., vol. 21(10), pages 1201-1216, October.
13. Greenaway-McGrevy, Ryan & Han, Chirok & Sul, Donggyu, 2012. "Estimating the number of common factors in serially dependent approximate factor models," Economics Letters, Elsevier, vol. 116(3), pages 531-534.
14. Greenaway-McGrevy, Ryan & Han, Chirok & Sul, Donggyu, 2012. "Asymptotic distribution of factor augmented estimators for panel regression," Journal of Econometrics, Elsevier, vol. 169(1), pages 48-53.
15. Sholeh Maani & Y. Chen, 2012. "Effects of a High-skilled Immigration Policy and Immigrant Occupational Attainment on Domestic Wages Effects," Australian Journal of Labour Economics (AJLE), Bankwest Curtin Economics Centre (BCEC), Curtin Business School, vol. 15(2), pages 101-121.

2011

1. 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, 2011. "Infinite Density at the Median and the Typical Shape of Stock Return Distributions," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 29(2), pages 282-294, April.
   • 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.
   • 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.
   • 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, Singapore Management University, Sim Kee Boon Institute for Financial Economics.
2. 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.
   
   • Ke-Li Xu & Peter C. B. Phillips, 2011. "Tilted Nonparametric Estimation of Volatility Functions With Empirical Applications," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 29(4), pages 518-528, October.
3. Wang, Qiying & Phillips, Peter C.B., 2011. "Asymptotic Theory For Zero Energy Functionals With Nonparametric Regression Applications," Econometric Theory, Cambridge University Press, vol. 27(2), pages 235-259, April.
4. 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(6), 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.
5. 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(6), 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.
6. Peter C. B. Phillips & Jun Yu, 2011. "Dating the timeline of financial bubbles during the subprime crisis," Quantitative Economics, Econometric Society, vol. 2(3), pages 455-491, November.
   
   • 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 18-2009, Singapore Management University, School of Economics.
   • Peter C.B.Phillips & Jun Yu, 2009. "Dating the Timeline of Financial Bubbles During the Subprime Crisis," Working Papers CoFie-07-2009, Singapore Management University, 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.
7. 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.
8. 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.
9. 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, February.
   
   • 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?," Working Papers CoFie-03-2008, Singapore Management University, Sim Kee Boon Institute for Financial Economics.
   • 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. 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. 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.
10. Peter C. B. Phillips & Jun Yu, 2011. "Corrigendum to ‘A Gaussian approach for continuous time models of short‐term interest rates’ (Yu, J. and P. C. B. Phillips, Econometrics Journal, 4, 210–24)," Econometrics Journal, Royal Economic Society, vol. 14, pages 126-129, February.
11. Bandyopadhyay, Debasis & Tang, Xueli, 2011. "Understanding the economic dynamics behind growth-inequality relationships," Journal of Macroeconomics, Elsevier, vol. 33(1), pages 14-32, March.
12. Debasis Bandyopadhyay & Xueli Tang, 2011. "Parental nurturing and adverse effects of redistribution," Journal of Economic Growth, Springer, vol. 16(1), pages 71-98, March.
13. Ananish Chaudhuri, 2011. "Sustaining cooperation in laboratory public goods experiments: a selective survey of the literature," Experimental Economics, Springer;Economic Science Association, vol. 14(1), pages 47-83, March.
14. Ananish Chaudhuri & Erwann Sbai, 2011. "Gender differences in trust and reciprocity in repeated gift exchange games," New Zealand Economic Papers, Taylor & Francis Journals, vol. 45(1-2), pages 81-95.
15. Simona Fabrizi, 2011. "Asymmetric Upgrading of Mobile Services: A Demand-Side Explanation," International Journal of E-Business Research (IJEBR), IGI Global, vol. 7(3), pages 79-91, July.
16. Lippert, Steffen & Spagnolo, Giancarlo, 2011. "Networks of relations and Word-of-Mouth Communication," Games and Economic Behavior, Elsevier, vol. 72(1), pages 202-217, May.
    
    • Spagnolo, Giancarlo & Lippert, Steffen, 2005. "Networks of Relations and Social Capital," CEPR Discussion Papers 5078, C.E.P.R. Discussion Papers.
    • Spagnolo, Giancarlo & Lippert, Steffen, 2004. "Networks of Relations," SSE/EFI Working Paper Series in Economics and Finance 570, Stockholm School of Economics, revised 04 Jun 2010.
17. Luca Rigotti & Matthew Ryan & Rhema Vaithianathan, 2011. "Optimism and firm formation," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 46(1), pages 1-38, January.
18. Guyonne Kalb & Sholeh Maani, 2011. "How important are omitted variables, censored scores and self-selection in analysing high-school academic achievement?," Australian Journal of Labour Economics (AJLE), Bankwest Curtin Economics Centre (BCEC), Curtin Business School, vol. 14(3), pages 307-332.

2010

1. 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.
2. 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(1), 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.
3. 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(3), 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, Singapore Management University, 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.
4. 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, July.
5. Gouriéroux, Christian & Phillips, Peter C.B. & Yu, Jun, 2010. "Indirect inference for dynamic panel models," Journal of Econometrics, Elsevier, vol. 157(1), pages 68-77, July.
   
   • 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 Gouriéroux & Peter C. B. Phillips & Jun Yu, 2006. "Indirect Inference for Dynamic Panel Models," Development Economics Working Papers 22421, East Asian Bureau of Economic Research.
6. 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.
7. 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.
8. 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.
9. Aoki, Reiko & Schiff, Aaron, 2010. "Intellectual property clearinghouses: The effects of reduced transaction costs in licensing," Information Economics and Policy, Elsevier, vol. 22(3), pages 218-227, July.
   
   • Aoki, Reiko & 青木, 玲子 & アオキ, レイコ & Schiff, Aaron, 2007. "Intellectual Property Clearinghouses: The Effects of Reduced Transaction Costs in Licensing," PIE/CIS Discussion Paper 335, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
   • Aoki, Reiko & 青木, 玲子 & アオキ, レイコ & Schiff, Aaron, 2007. "Intellectual Property Clear inghouses: The Effects of Reduced Transaction Costs in Licensing," Discussion Paper Series a495, Institute of Economic Research, Hitotsubashi University.
   • Aoki, Reiko & 青木, 玲子 & アオキ, レイコ & Schiff, Aaron, 2008. "Intellectual Property Clearinghouses: The Effects of Reduced Transaction Costs in Licensing," PIE/CIS Discussion Paper 359, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
10. Ananish Chaudhuri & Tirnud Paichayontvijit, 2010. "Recommended play and performance bonuses in the minimum effort coordination game," Experimental Economics, Springer;Economic Science Association, vol. 13(3), pages 346-363, September.
11. Chaudhuri, Ananish, 2010. "Experimental Economics: Rethinking the Rules, Nicholas Bardsley, Robin Cubitt, Graham Loomes, Peter Moffatt, Chris Starmer, Robert Sugden. Princeton University Press, Princeton, NJ (2009). 384 pp., Ha," Journal of Economic Psychology, Elsevier, vol. 31(6), pages 1057-1060, December.
12. Ananish Chaudhuri, 2010. "Reflections of a journal editor," New Zealand Economic Papers, Taylor & Francis Journals, vol. 44(3), pages 211-215.
13. Florens, Jean-Pierre & Sbaï, Erwann, 2010. "Local Identification In Empirical Games Of Incomplete Information," Econometric Theory, Cambridge University Press, vol. 26(6), pages 1638-1662, December.
    
    • Florens, Jean-Pierre & Sbaï, Erwann, 2009. "Local Identification in Empirical Games of Incomplete Information," IDEI Working Papers 612, Institut d'Économie Industrielle (IDEI), Toulouse.
    • Florens, Jean-Pierre & Sbaï, Erwann, 2009. "Local Identification in Empirical Games of Incomplete Information," TSE Working Papers 10-166, Toulouse School of Economics (TSE).
14. Chesnokova Tatyana & Vaithianathan Rhema, 2010. "The Economics of Female Genital Cutting," The B.E. Journal of Economic Analysis & Policy, De Gruyter, vol. 10(1), pages 1-28, July.
15. Lorgelly, P.K. & Coast, J. & Smith, R.D., 2010. "Concepts of capability and overlooked applications," American Journal of Public Health, American Public Health Association, vol. 100(10), pages 1823-1824.
16. Paula K. Lorgelly & Kenny D. Lawson & Elisabeth A.L. Fenwick & Andrew H. Briggs, 2010. "Outcome Measurement in Economic Evaluations of Public Health Interventions: a Role for the Capability Approach?," IJERPH, MDPI, vol. 7(5), pages 1-16, May.
17. Sholeh A. Maani & Amy A. Cruickshank, 2010. "What Is The Effect Of Housework On The Market Wage, And Can It Explain The Gender Wage Gap?," Journal of Economic Surveys, Wiley Blackwell, vol. 24(3), pages 402-427, July.

2009

1. Magdalinos, Tassos & Phillips, Peter C.B., 2009. "Limit Theory For Cointegrated Systems With Moderately Integrated And Moderately Explosive Regressors," Econometric Theory, Cambridge University Press, vol. 25(2), pages 482-526, April.
2. 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(3), 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.
3. Phillips, Peter C.B., 2009. "Exact Distribution Theory In Structural Estimation With An Identity," Econometric Theory, Cambridge University Press, vol. 25(4), 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.
4. Phillips, Peter C.B., 2009. "Local Limit Theory And Spurious Nonparametric Regression," Econometric Theory, Cambridge University Press, vol. 25(6), 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.
5. 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(6), 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.
6. 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.
7. Xu Cheng & P eter C. B. Phillips, 2009. "Semiparametric cointegrating rank selection," Econometrics Journal, Royal Economic Society, vol. 12(s1), pages 83-104, January.
   
   • Xu Cheng & Peter C.B. Phillips, 2008. "Semiparametric Cointegrating Rank Selection," Cowles Foundation Discussion Papers 1658, Cowles Foundation for Research in Economics, Yale University.
8. 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.
9. 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.
10. 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. "Economic transition and growth," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(7), pages 1153-1185, November.
    • Peter C.B. Phillips & Donggyu Sul, 2005. "Economic Transition and Growth," Cowles Foundation Discussion Papers 1514, Cowles Foundation for Research in Economics, Yale University.
11. Peter C. B. Phillips & Jun Yu, 2009. "Simulation-Based Estimation of Contingent-Claims Prices," The Review of Financial Studies, Society for Financial Studies, vol. 22(9), pages 3669-3705, September.
    
    • 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, "undated". "Simulation-based Estimation of Contingent Claims Prices," Working Papers CoFie-05-2008, Singapore Management University, 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.
12. Aoki, Reiko & Spiegel, Yossi, 2009. "Pre-grant patent publication and cumulative innovation," International Journal of Industrial Organization, Elsevier, vol. 27(3), pages 333-345, May.
13. Cameron, Lisa & Chaudhuri, Ananish & Erkal, Nisvan & Gangadharan, Lata, 2009. "Propensities to engage in and punish corrupt behavior: Experimental evidence from Australia, India, Indonesia and Singapore," Journal of Public Economics, Elsevier, vol. 93(7-8), pages 843-851, August.
14. Vivi Alatas & Lisa Cameron & Ananish Chaudhuri & Nisvan Erkal & Lata Gangadharan, 2009. "Subject pool effects in a corruption experiment: A comparison of Indonesian public servants and Indonesian students," Experimental Economics, Springer;Economic Science Association, vol. 12(1), pages 113-132, March.
    
    • Vivi Alatas & Lisa Cameron & Ananish Chaudhuri & Nisvan Erkal & Lata Gangadharan, 2006. "Subject Pool Effects in a Corruption Experiment: A Comparison of Indonesian Public Servants and Indonesian Students," Department of Economics - Working Papers Series 975, The University of Melbourne.
15. Ananish Chaudhuri & Andrew Schotter & Barry Sopher, 2009. "Talking Ourselves to Efficiency: Coordination in Inter-Generational Minimum Effort Games with Private, Almost Common and Common Knowledge of Advice," Economic Journal, Royal Economic Society, vol. 119(534), pages 91-122, January.
    
    • Ananish Chaudhuri & Andrew Schotter & Barry Sopher, 2009. "Talking Ourselves to Efficiency: Coordination in Inter‐Generational Minimum Effort Games with Private, Almost Common and Common Knowledge of Advice," Economic Journal, Royal Economic Society, vol. 119(534), pages 91-122, January.
16. Olivier Armantier & Erwann Sbaï, 2009. "Comparison of Alternative Payment Mechanisms for French Treasury Auctions," Annals of Economics and Statistics, GENES, issue 93-94, pages 109-133.
17. Lippert, Steffen & Schumacher, Christoph, 2009. "Hopping on the methadone bus," Journal of Health Economics, Elsevier, vol. 28(3), pages 728-736, May.
    
    • Lippert, Steffen & Schumacher, Christoph, 2009. "Hopping on the Methadone Bus," MPRA Paper 13043, University Library of Munich, Germany.
18. Tseng, Chung-Li & Zhu, Wei & Dmitriev, Alexandre, 2009. "Variable capacity utilization, ambient temperature shocks and generation asset valuation," Energy Economics, Elsevier, vol. 31(6), pages 888-896, November.
    
    • Chung-Li & Wei Zhu & Alexandre Dmitriev, 2009. "Variable Capacity Utilization, Ambient Temperature Shocks and Generation Asset Valuation," Discussion Papers 2009-14, School of Economics, The University of New South Wales.

2008

1. 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(3), 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.
2. Phillips, Peter C.B. & Magdalinos, Tassos, 2008. "Limit Theory For Explosively Cointegrated Systems," Econometric Theory, Cambridge University Press, vol. 24(4), 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.
3. Ibragimov, Rustam & Phillips, Peter C.B., 2008. "Regression Asymptotics Using Martingale Convergence Methods," Econometric Theory, Cambridge University Press, vol. 24(4), 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.
4. 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, January.
   
   • Yixiao Sun & Peter C. B. Phillips & Sainan Jin, 2006. "Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing," Cowles Foundation Discussion Papers 1545, Cowles Foundation for Research in Economics, Yale University.
5. 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.
   • 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.
6. 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.
7. 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.
8. Chaudhuri, Ananish, 2008. "Herbert Gintis, Samuel Bowles, Robert Boyd and Ernst Fehr, Editors, Moral Sentiments and Material Interests, MIT Press, Cambridge, MA (2005) ISBN-10: 0-262-07252-1, ISBN-13: 978-0-262-07252-6 xii+404,," European Journal of Political Economy, Elsevier, vol. 24(1), pages 280-281, March.
9. Fabrizi, Simona & Wertlen, Bruno, 2008. "Roaming in the Mobile Internet," Telecommunications Policy, Elsevier, vol. 32(1), pages 50-61, February.
10. Kennes, John & Schiff, Aaron, 2008. "Quality infomediation in search markets," International Journal of Industrial Organization, Elsevier, vol. 26(5), pages 1191-1202, September.
11. Lippert, Steffen & Spagnolo, Giancarlo, 2008. "Internet peering as a network of relations," Telecommunications Policy, Elsevier, vol. 32(1), pages 33-49, February.
    
    • Lippert, Steffen & Spagnolo, Giancarlo, 2006. "Internet Peering as a Network of Relations," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 191, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
12. Chesnokova Tatyana & Vaithianathan Rhema, 2008. "Lucky Last? Intra-Sibling Allocation of Child Labor," The B.E. Journal of Economic Analysis & Policy, De Gruyter, vol. 8(1), pages 1-30, July.
13. von Hagen, Jürgen & Zhang, Haiping, 2008. "Financial frictions, capital reallocation, and aggregate fluctuations," Journal of Economic Dynamics and Control, Elsevier, vol. 32(3), pages 978-999, March.
    
    • von Hagen, Jürgen & Zhang, Haiping, 2006. "Financial frictions, capital reallocation, and aggregate fluctuations," ZEI Working Papers B 03-2006, University of Bonn, ZEI - Center for European Integration Studies.
14. Jürgen Von Hagen & Haiping Zhang, 2008. "A Welfare Analysis of Capital Account Liberalization," Review of International Economics, Wiley Blackwell, vol. 16(3), pages 576-590, August.
    
    • von Hagen, Jürgen & Zhang, Haiping, 2006. "A welfare analysis of capital account liberalization," ZEI Working Papers B 01-2006, University of Bonn, ZEI - Center for European Integration Studies.
    • Haiping Zhang & Jurgen von Hagen, 2007. "A Welfare Analysis of Capital Account Liberalization," Working Papers 19-2007, Singapore Management University, School of Economics.
15. Coast, Joanna & Smith, Richard D. & Lorgelly, Paula, 2008. "Welfarism, extra-welfarism and capability: The spread of ideas in health economics," Social Science & Medicine, Elsevier, vol. 67(7), pages 1190-1198, October.
16. Paula K. Lorgelly & Joanne Lindley, 2008. "What is the relationship between income inequality and health? Evidence from the BHPS," Health Economics, John Wiley & Sons, Ltd., vol. 17(2), pages 249-265, February.
17. Joanna Coast & Richard Smith & Paula Lorgelly, 2008. "Should the capability approach be applied in Health Economics?," Health Economics, John Wiley & Sons, Ltd., vol. 17(6), pages 667-670, June.

2007

1. Phillips, Peter C.B., 2007. "Regression With Slowly Varying Regressors And Nonlinear Trends," Econometric Theory, Cambridge University Press, vol. 23(4), pages 557-614, August.
2. Phillips, Peter C.B. & Kim, Chang Sik, 2007. "Long-Run Covariance Matrices For Fractionally Integrated Processes," Econometric Theory, Cambridge University Press, vol. 23(6), 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.
3. 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.
4. 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.
5. 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.
   
   • Phillips, Peter & Sul, Donggyu, 2003. "Bias in Dynamic Panel Estimation with Fixed Effects, Incidental Trends and Cross Section Dependence," Working Papers 177, Department of Economics, The University of Auckland.
   • 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. "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.
6. 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.
7. 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.
8. Phillips, Peter C.B. & Jin, Sainan & Hu, Ling, 2007. "Nonstationary discrete choice: A corrigendum and addendum," Journal of Econometrics, Elsevier, vol. 141(2), pages 1115-1130, December.
   
   • 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.
9. 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, 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. "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.
10. 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.
11. Chaudhuri, Ananish, 2007. "Vincent F. Hendricks and Pelle G. Hansen, Editors, Game theory: 5 questions, Automatic Press, New York (2007) ISBN 87-991013-4-3 v+233 pp., Soft-cover, US $26.00," Journal of Economic Psychology, Elsevier, vol. 28(5), pages 625-627, October.
12. Ananish Chaudhuri, 2007. "Editor's introduction," New Zealand Economic Papers, Taylor & Francis Journals, vol. 41(2), pages 1-2.
13. Ananish Chaudhuri, 2007. "Editor's introduction," New Zealand Economic Papers, Taylor & Francis Journals, vol. 41(1), pages 1-2.
14. John Kennes & Aaron Schiff, 2007. "Simple Reputation Systems," Scandinavian Journal of Economics, Wiley Blackwell, vol. 109(1), pages 71-91, March.
    
    • John Kennes & Aaron Schiff, "undated". "Simple Reputation Systems," Discussion Papers 05-21, University of Copenhagen. Department of Economics, revised Nov 2005.
15. Maani, Sholeh A. & Kalb, Guyonne, 2007. "Academic performance, childhood economic resources, and the choice to leave school at age 16," Economics of Education Review, Elsevier, vol. 26(3), pages 361-374, June.

2006

1. Phillips, Peter C.B. & Yu, Jun, 2006. "Comment," Journal of Business & Economic Statistics, American Statistical Association, vol. 24, pages 202-208, April.
2. 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, January.
   
   • L Giraitis & P C B Phillips, "undated". "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.
3. 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, March.
4. Phillips, Peter C.B., 2006. "A Remark On Bimodality And Weak Instrumentation In Structural Equation Estimation," Econometric Theory, Cambridge University Press, vol. 22(5), 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.
5. 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(6), pages 1179-1190, December.
6. Chirok Han & Peter C. B. Phillips, 2006. "GMM with Many Moment Conditions," Econometrica, Econometric Society, vol. 74(1), pages 147-192, January.
   
   • 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.
7. 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.
8. 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.
9. 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, August.
   
   • Phillips, Peter C.B. & Sun, Yixiao & Jin, Sainan, 2004. "Spectral Density Estimation and Robust Hypothesis Testing Using Steep Origin Kernels Without Truncation," University of California at San Diego, Economics Working Paper Series qt6mf9q2rt, Department of Economics, UC San Diego.
10. Debasis Bandyopadhyay, 2006. "How financial development caused economic growth in APEC countries: financial integration with FDI or privatization without FDI," Asia-Pacific Development Journal, United Nations Economic and Social Commission for Asia and the Pacific (ESCAP), vol. 13(1), pages 75-100, June.
11. Ananish Chaudhuri & Barry Sopher & Andrew Schotter, 2006. "Learning in Tournaments with Inter-Generational Advice," Economics Bulletin, AccessEcon, vol. 3(26), pages 1-16.
12. Ananish Chaudhuri & Tirnud Paichayontvijit, 2006. "Conditional cooperation and voluntary contributions to a public good," Economics Bulletin, AccessEcon, vol. 3(8), pages 1-14.
13. Ananish Chaudhuri & Chenan Zhou & Parapin Prak & Laura Bangun, 2006. "Common and almost common knowledge of credible assignments in a coordination game," Economics Bulletin, AccessEcon, vol. 3(1), pages 1-10.
14. Ananish Chaudhuri & Sara Graziano & Pushkar Maitra, 2006. "Social Learning and Norms in a Public Goods Experiment with Inter-Generational Advice -super-1," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 73(2), pages 357-380.
15. Erwann SbaÏ & Olivier Armantier, 2006. "Estimation and comparison of treasury auction formats when bidders are asymmetric," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(6), pages 745-779.
    
    • Olivier Armantier & Erwann SbaÏ, 2006. "Estimation and comparison of treasury auction formats when bidders are asymmetric," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(6), pages 745-779, September.
    • Olivier Armantier & Erwann Sbai, 2003. "Estimation and Comparison of Treasury Auction Formats when Bidders are Asymmetric," Department of Economics Working Papers 03-02, Stony Brook University, Department of Economics.
16. Vaithianathan, Rhema, 2006. "Health insurance and imperfect competition in the health care market," Journal of Health Economics, Elsevier, vol. 25(6), pages 1193-1202, November.
17. Jürgen Hagen & Haiping Zhang, 2006. "Financial Liberalization in a Small Open Economy," Open Economies Review, Springer, vol. 17(4), pages 373-398, December.
    
    • Jürgen von Hagen & Haiping Zhang, 2006. "Financial Liberalization in a Small Open Economy," CESifo Working Paper Series 1771, CESifo.

2005

1. Peter C. B. Phillips, 2005. "Econometric Analysis of Fisher's Equation," American Journal of Economics and Sociology, Wiley Blackwell, vol. 64(1), pages 125-168, January.
   
   • Peter C.B. Phillips, 1998. "Econometric Analysis of Fisher's Equation," Cowles Foundation Discussion Papers 1180, Cowles Foundation for Research in Economics, Yale University.
2. 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, August.
   
   • Sul, Donggyu & Phillips, Peter & Choi, Chi-Young, 2003. "Prewhitening Bias in HAC Estimation," Working Papers 141, Department of Economics, The University of Auckland.
   • 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.
3. Phillips, Peter C.B., 2005. "Hac Estimation By Automated Regression," Econometric Theory, Cambridge University Press, vol. 21(1), 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.
4. Phillips, Peter C.B., 2005. "Automated Discovery In Econometrics," Econometric Theory, Cambridge University Press, vol. 21(1), 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.
5. 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.
6. 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.
7. Peter C. B. Phillips, 2005. "Jackknifing Bond Option Prices," The Review of Financial Studies, Society for Financial Studies, vol. 18(2), pages 707-742.
   
   • 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. "Jackknifing Bond Option Prices," Econometric Society 2004 North American Winter Meetings 115, Econometric Society.
   • Yu, Jun & Phillips, Peter, 2002. "Jacknifing Bond Option Prices," Working Papers 187, Department of Economics, The University of Auckland.
8. Peter Phillips, 2005. "Albert Rex Bergstrom 1925-2005," New Zealand Economic Papers, Taylor & Francis Journals, vol. 39(2), pages 129-152.
9. Debasis Bandyopadhyay & Parantap Basu, 2005. "What drives the cross-country growth and inequality correlation?," Canadian Journal of Economics, Canadian Economics Association, vol. 38(4), pages 1272-1297, November.
   
   • Debasis Bandyopadhyay & Parantap Basu, 2005. "What drives the cross‐country growth and inequality correlation?," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 38(4), pages 1272-1297, November.
   • Bandyopadhyay, Debasis & Basu, Parantap, 2002. "What Drives the Cross-Country Growth and Inequality Correlation?," Working Papers 210, Department of Economics, The University of Auckland.
10. Debasis Bandyopadhyay, 2005. "Omitted productivity data: Why haven't economic reforms increased productivity growth in New Zealand?," New Zealand Economic Papers, Taylor & Francis Journals, vol. 39(1), pages 105-108.

2004

1. 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, September.
   
   • 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.
2. 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(3), pages 464-484, June.
3. 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, March.
   
   • 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. "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.
4. 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.
5. 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.
6. Aoki, Reiko & Small, John, 2004. "Compulsory licensing of technology and the essential facilities doctrine," Information Economics and Policy, Elsevier, vol. 16(1), pages 13-29, March.
   
   • Aoki, Reiko & 青木, 玲子 & アオキ, レイコ & Small, John, 2003. "Compulsory Licensing of Technology and the Essential Facilities Doctrine," Discussion Paper 167, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
7. Debasis Bandyopadhyay, 2004. "Why haven't economic reforms increased productivity growth in New Zealand?," New Zealand Economic Papers, Taylor & Francis Journals, vol. 38(2), pages 219-240.
8. Sholeh A. Maani, 2004. "Why Have Maori Relative Income Levels Deteriorated Over Time?," The Economic Record, The Economic Society of Australia, vol. 80(248), pages 101-124, March.

2003

1. 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.
2. Phillips, Peter C.B., 2003. "In Memory Of John Denis Sargan," Econometric Theory, Cambridge University Press, vol. 19(3), pages 417-422, June.
3. Phillips, Peter C.B., 2003. "Vision And Influence In Econometrics: John Denis Sargan," Econometric Theory, Cambridge University Press, vol. 19(3), 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.
4. Phillips, Peter C.B. & Sun, Yixiao, 2003. "02.3.1. Regression with an Evaporating Logarithmic Trend— Solution," Econometric Theory, Cambridge University Press, vol. 19(4), pages 692-701, August.
5. Phillips, Peter C.B., 2003. "The 2000–2002 Tjalling C. Koopmans Econometric Theory Prize," Econometric Theory, Cambridge University Press, vol. 19(6), pages 1201-1202, December.
6. Peter C. B. Phillips, 2003. "Laws and Limits of Econometrics," Economic Journal, Royal Economic Society, vol. 113(486), pages 26-52, March.
   
   • Peter C.B. Phillips, 2003. "Laws and Limits of Econometrics," Cowles Foundation Discussion Papers 1397, Cowles Foundation for Research in Economics, Yale University.
7. 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.
8. 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.
9. 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.
10. 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, June.
11. 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.
12. Reiko Aoki, 2003. "Effect of credible quality investment with Bertrand and Cournot competition," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 21(2), pages 653-672, March.
13. Reiko Aoki & Jin-Li Hu, 2003. "Time Factors of Patent Litigation and Licensing," Journal of Institutional and Theoretical Economics (JITE), Mohr Siebeck, Tübingen, vol. 159(2), pages 280-301, June.
14. Reiko Aoki & Jorge Achcar & Heleno Bolfarine & Julio Singer, 2003. "Bayesian analysis of null intercept errors-in-variables regression for pretest/post-test data," Journal of Applied Statistics, Taylor & Francis Journals, vol. 30(1), pages 3-12.
15. Schiff, Aaron, 2003. "Open and closed systems of two-sided networks," Information Economics and Policy, Elsevier, vol. 15(4), pages 425-442, December.
16. Vaithianathan, Rhema, 2003. "Supply-side cost sharing when patients and doctors collude," Journal of Health Economics, Elsevier, vol. 22(5), pages 763-780, September.
17. Matthew J. Ryan & Rhema Vaithianathan, 2003. "Medical insurance with rank-dependent utility," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 22(3), pages 689-698, October.
18. Ryan Matthew Joseph & Vaithianathan Rhema, 2003. "Adverse Selection and Insurance Contracting: A Rank-Dependent Utility Analysis," The B.E. Journal of Theoretical Economics, De Gruyter, vol. 3(1), pages 1-20, August.
19. Tim Maloney & Sholeh Maani & Gail Pacheco, 2003. "Intergenerational Welfare Participation in New Zealand," Australian Economic Papers, Wiley Blackwell, vol. 42(3), pages 346-362, September.
    
    • Maloney, Tim & Maani, Sholeh & Pacheco, Gael, 2002. "Intergenerational Welfare Participation in New Zealand," Working Papers 212, Department of Economics, The University of Auckland.

2002

1. Katsumi Shimotsu & Peter C. B. Phillips, 2002. "Pooled Log Periodogram Regression," Journal of Time Series Analysis, Wiley Blackwell, vol. 23(1), pages 57-93, January.
   
   • Katsumi Shimotsu & Peter C.B. Phillips, 2000. "Pooled Log Periodogram Regression," Cowles Foundation Discussion Papers 1267, Cowles Foundation for Research in Economics, Yale University.
2. 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, 1997. "Band Spectral Regression with Trending Data," Cowles Foundation Discussion Papers 1163, Cowles Foundation for Research in Economics, Yale University.
3. 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.
4. Xiao, Zhijie & Phillips, Peter C. B., 2002. "Higher order approximations for Wald statistics in time series regressions with integrated processes," Journal of Econometrics, Elsevier, vol. 108(1), pages 157-198, May.
5. 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.
6. Chao, John C. & Phillips, Peter C. B., 2002. "Jeffreys prior analysis of the simultaneous equations model in the case with n+1 endogenous variables," Journal of Econometrics, Elsevier, vol. 111(2), pages 251-283, December.
   
   • 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.
7. 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, 1998. "New Unit Root Asymptotics in the Presence of Deterministic Trends," Working Papers 196, Department of Economics, The University of Auckland.
   • 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.
8. Chaudhuri, Ananish & Sopher, Barry & Strand, Paul, 2002. "Cooperation in social dilemmas, trust and reciprocity," Journal of Economic Psychology, Elsevier, vol. 23(2), pages 231-249, April.
9. Chaudhuri, Ananish, 2002. "Experimental Business Research; Rami Zwick, Amnon Rapoport (Eds.), Kluwer Academic Publishers: Norwell, MA and Dordrecht, The Netherlands. Hardcover, 2002. xv + 410 pp. ISBN 0792374835, $140, [euro;]1," Journal of Economic Psychology, Elsevier, vol. 23(6), pages 793-796, December.
10. Debajyoti Chakrabarty & Ananish Chaudhuri & Chester Spell, 2002. "Information Structure and Contractual Choice in Franchising," Journal of Institutional and Theoretical Economics (JITE), Mohr Siebeck, Tübingen, vol. 158(4), pages 638-663, December.
11. Ananish Chaudhuri, 2002. "A Simple Algebraic Approach to Teaching Oligopoly Models," The American Economist, Sage Publications, vol. 46(1), pages 36-41, March.
12. Stephen Knowles & Paula K. Lorgelly, 2002. "Are educational gender gaps a brake on economic development? Some cross-country empirical evidence," Oxford Economic Papers, Oxford University Press, vol. 54(1), pages 118-149, January.

2001

1. Phillips, Peter C.B. & Moon, Hyungsik Roger & Xiao, Zhijie, 2001. "How To Estimate Autoregressive Roots Near Unity," Econometric Theory, Cambridge University Press, vol. 17(1), 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.
   • 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.
2. Park, Joon Y & Phillips, Peter C B, 2001. "Nonlinear Regressions with Integrated Time Series," Econometrica, Econometric Society, vol. 69(1), pages 117-161, 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.
3. Yoosoon Chang & Joon Y. Park & Peter C. B. Phillips, 2001. "Nonlinear econometric models with cointegrated and deterministically trending regressors," Econometrics Journal, Royal Economic Society, vol. 4(1), pages 1-36.
   
   • 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.
4. Jun Yu & Peter C. B. Phillips, 2001. "A Gaussian approach for continuous time models of the short-term interest rate," Econometrics Journal, Royal Economic Society, vol. 4(2), pages 1-3.
5. 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.
6. 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.
7. 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.
8. Carmela Quintos & Zhenhong Fan & Peter C. B. Phillips, 2001. "Structural Change Tests in Tail Behaviour and the Asian Crisis," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 68(3), pages 633-663.
9. Aoki, Reiko & Tauman, Yair, 2001. "Patent licensing with spillovers," Economics Letters, Elsevier, vol. 73(1), pages 125-130, October.
   
   • Aoki, Reiko & Tauman, Yair, 1998. "Patent Licensing with Spillovers," Working Papers 147, Department of Economics, The University of Auckland.
10. Debasis Bandyopadhyay & Parantap Basu, 2001. "Redistributive Tax and Growth in a Model with Discrete Occupational Choice," Australian Economic Papers, Wiley Blackwell, vol. 40(2), pages 111-132, June.
    
    • Bandyopadhyay, Debasis & Basu, Parantap, 1999. "Redistributive Tax and Growth in a Model with Discrete Occupation choice," Working Papers 207, Department of Economics, The University of Auckland.
11. Debasis Bandyopadhyay, 2001. "The industry premium: What we know and what the New Zealand data say," New Zealand Economic Papers, Taylor & Francis Journals, vol. 35(1), pages 53-75.
    
    • Bandyopadhyay, Debasis, 1999. "Industry Premium: What we Know and What The New Zealand Data Say," Working Papers 151, Department of Economics, The University of Auckland.
12. Chakrabarty, Debajyoti & Chaudhuri, Ananish, 2001. "Formal and informal sector credit institutions and interlinkage," Journal of Economic Behavior & Organization, Elsevier, vol. 46(3), pages 313-325, November.
13. Ananish Chaudhuri & Pushkar Maitra, 2001. "Tenant characteristics and the choice of tenurial contracts in rural India," Journal of International Development, John Wiley & Sons, Ltd., vol. 13(2), pages 169-181.
14. Paula Lorgelly & Stephen Knowles & P. Dorian Owen, 2001. "Barro's fertility equations: the robustness of the role of female education and income," Applied Economics, Taylor & Francis Journals, vol. 33(8), pages 1065-1075.

2000

1. Moon, Hyungsik R. & Phillips, Peter C.B., 2000. "Estimation Of Autoregressive Roots Near Unity Using Panel Data," Econometric Theory, Cambridge University Press, vol. 16(6), pages 927-997, December.
   
   • 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. "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.
2. Joon Y. Park & Peter C. B. Phillips, 2000. "Nonstationary Binary Choice," Econometrica, Econometric Society, vol. 68(5), pages 1249-1280, September.
   
   • Peter C.B. Phillips & Joon Y. Park, 1999. "Nonstationary Binary Choice," Cowles Foundation Discussion Papers 1223, Cowles Foundation for Research in Economics, Yale University.
3. A.R. Denman & E.P. Harris & M.R. Hermann & P. Phillips, 2000. "Auditing the cost effectiveness of radon mitigation in the workplace," Managerial Auditing Journal, Emerald Group Publishing Limited, vol. 15(4), pages 153-160, June.
   
   • A.R. Denman & E.P. Harris & M.R. Hermann & P. Phillips, 1999. "Auditing the cost‐effectiveness of radon mitigation in the workplace," Managerial Auditing Journal, Emerald Group Publishing Limited, vol. 14(9), pages 461-468, December.
4. 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.
5. Aaron Schiff & Peter Phillips, 2000. "Forecasting New Zealand's real GDP," New Zealand Economic Papers, Taylor & Francis Journals, vol. 34(2), pages 159-181.
   
   • Schiff, Aaron & Phillips, Peter, 2000. "Forecasting New Zealand's Real GDP," Working Papers 186, Department of Economics, The University of Auckland.
   • 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.

1999

1. Park, Joon Y. & Phillips, Peter C.B., 1999. "Asymptotics For Nonlinear Transformations Of Integrated Time Series," Econometric Theory, Cambridge University Press, vol. 15(3), 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.
2. Xiao, Zhijie & Phillips, Peter C.B., 1999. "Efficient Detrending In Cointegrating Regression," Econometric Theory, Cambridge University Press, vol. 15(4), pages 519-548, August.
3. 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.
4. 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.
5. Reiko Aoki & Jin‐Li Hu, 1999. "Licensing vs. Litigation: The Effect of the Legal System on Incentives to Innovate," Journal of Economics & Management Strategy, Wiley Blackwell, vol. 8(1), pages 133-160, March.
   
   • Reiko Aoki & Jin-Li Hu, 1996. "Licensing vs. Litigation: Effect of the Legal System on Incentives to Innovate," Industrial Organization 9612002, University Library of Munich, Germany.
6. Paula K. Lorgelly & P. Dorian Owen, 1999. "The effect of female and male schooling on economic growth in the Barro-Lee model," Empirical Economics, Springer, vol. 24(3), pages 537-557.

1998

1. 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.
2. Peter C. B. Phillips, 1998. "New Tools for Understanding Spurious Regressions," Econometrica, Econometric Society, vol. 66(6), pages 1299-1326, November.
3. Zhije Xiao & Peter C.B. Phillips, 1998. "An ADF coefficient test for a unit root in ARMA models of unknown order with empirical applications to the US economy," Econometrics Journal, Royal Economic Society, vol. 1(RegularPa), pages 27-43.
   
   • 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.
4. 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.
5. 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.
6. Chao, J. C. & Phillips, P. C. B., 1998. "Posterior distributions in limited information analysis of the simultaneous equations model using the Jeffreys prior," Journal of Econometrics, Elsevier, vol. 87(1), pages 49-86, August.
7. Chaudhuri, Ananish, 1998. "The ratchet principle in a principal agent game with unknown costs: an experimental analysis," Journal of Economic Behavior & Organization, Elsevier, vol. 37(3), pages 291-304, November.
   
   • Ananish Chaudhuri, 1997. "The Ratchet Principle in a Principal Agent Game with Unknown Costs: An Experimental Analysis," Departmental Working Papers 199608, Rutgers University, Department of Economics.

1997

1. Kitamura, Yuichi & Phillips, Peter C. B., 1997. "Fully modified IV, GIVE and GMM estimation with possibly non-stationary regressors and instruments," Journal of Econometrics, Elsevier, vol. 80(1), pages 85-123, September.
   
   • 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.
2. Phillips, Peter C. B. & McFarland, James W., 1997. "Forward exchange market unbiasedness: the case of the Australian dollar since 1984," Journal of International Money and Finance, Elsevier, vol. 16(6), pages 885-907, December.
   
   • Peter C.B. Phillips & James W. McFarland, 1993. "Forward Exchange Market Unbiasedness: The Case of the Australian Dollar Since 1984," Cowles Foundation Discussion Papers 1055, Cowles Foundation for Research in Economics, Yale University, revised 1996.
3. Aoki, Reiko & Prusa, Thomas J., 1997. "Sequential versus simultaneous choice with endogenous quality," International Journal of Industrial Organization, Elsevier, vol. 15(1), pages 103-121, February.

1996

1. Phillips, Peter C B & Ploberger, Werner, 1996. "An Asymptotic Theory of Bayesian Inference for Time Series," Econometrica, Econometric Society, vol. 64(2), pages 381-412, March.
2. Phillips, Peter C B, 1996. "Econometric Model Determination," Econometrica, Econometric Society, vol. 64(4), pages 763-812, July.
3. Phillips, Peter C B & McFarland, James W & McMahon, Patrick C, 1996. "Robust Tests of Forward Exchange Market Efficiency with Empirical Evidence from the 1920s," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 11(1), pages 1-22, Jan.-Feb..
   
   • 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.
4. Aoki, Reiko & Prusa, Thomas J., 1996. "Product Development and the Timing of Information Disclosure under U.S. and Japanese Patent Systems," Journal of the Japanese and International Economies, Elsevier, vol. 10(3), pages 233-249, September.
   
   • Reiko Aoki & Thomas J. Prusa, 1995. "Product Development and the Timing of Information Disclosure under U.S.and Japanese Patent Systems," NBER Working Papers 5063, National Bureau of Economic Research, Inc.
   • Thomas J. Prusa & Reiko Aoki, 1996. "Product Development and the Timing of Information Disclosure under U.S. and Japanese Patent Systems," Departmental Working Papers 199423, Rutgers University, Department of Economics.
5. Sholeh A. Maani, 1996. "Private and Social Rates of Return to Secondary and Higher Education in New Zealand: Evidence from the 1991 Census," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 29(1), pages 82-100, January.

1995

1. Chang, Yoosoon & Phillips, Peter C.B., 1995. "Time Series Regression with Mixtures of Integrated Processes," Econometric Theory, Cambridge University Press, vol. 11(5), pages 1033-1094, October.
2. Kitamura, Yuichi & Phillips, Peter C.B., 1995. "Efficient IV Estimation in Nonstationary Regression," Econometric Theory, Cambridge University Press, vol. 11(5), pages 1095-1130, October.
3. Phillips, Peter C.B., 1995. "Trending Multiple Time Series: Editor's Introduction," Econometric Theory, Cambridge University Press, vol. 11(5), pages 811-817, October.
4. Phillips, Peter C.B., 1995. "Robust Nonstationary Regression," Econometric Theory, Cambridge University Press, vol. 11(5), 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.
5. Phillips, Peter C B, 1995. "Fully Modified Least Squares and Vector Autoregression," Econometrica, Econometric Society, vol. 63(5), pages 1023-1078, 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.
6. 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.
7. Phillips, Peter C. B., 1995. "Bayesian prediction a response," Journal of Econometrics, Elsevier, vol. 69(1), pages 351-365, September.

1994

1. Phillips, Peter C B, 1994. "Reflections on the Day," Journal of Economic Surveys, Wiley Blackwell, vol. 8(3), pages 311-316, September.
2. 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.
3. 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.
4. 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. "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.
5. 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.
6. 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.

1993

1. Toda, Hiro Y & Phillips, Peter C B, 1993. "Vector Autoregressions and Causality," Econometrica, Econometric Society, vol. 61(6), pages 1367-1393, 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.
2. 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.
3. 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.
4. Quintos, Carmela E & Phillips, Peter C B, 1993. "Parameter Constancy in Cointegrating Regressions," Empirical Economics, Springer, vol. 18(4), pages 675-706.
5. Aoki, Reiko & Prusa, Thomas J., 1993. "International standards for intellectual property protection and R & D incentives," Journal of International Economics, Elsevier, vol. 35(3-4), pages 251-273, November.
6. S. A. Maani, 1993. "Immigrants and the Use of Government Transfer Payments," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 26(4), pages 65-76, October.

1992

1. Schmidt, Peter & Phillips, C B Peter, 1992. "LM Tests for a Unit Root in the Presence of Deterministic Trends," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 54(3), pages 257-287, August.
2. 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.
3. 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.
4. Aoki, Reiko & Reitman, David, 1992. "Simultaneous signaling through investment in an R& D game with private information," Games and Economic Behavior, Elsevier, vol. 4(3), pages 327-346, July.
5. S. B. Kask & S. A. Maani, 1992. "Uncertainty, Information, and Hedonic Pricing," Land Economics, University of Wisconsin Press, vol. 68(2), pages 170-184.

1991

1. Phillips, P.C.B., 1991. "A Shortcut to LAD Estimator Asymptotics," Econometric Theory, Cambridge University Press, vol. 7(4), 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.
2. 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.
3. Phillips, P C B, 1991. "Error Correction and Long-Run Equilibrium in Continuous Time," Econometrica, Econometric Society, vol. 59(4), pages 967-980, July.
   
   • Tom Doan, "undated". "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.
4. 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.
5. 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 333-364, 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.
6. 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 435-473, 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.
7. Peter C. B. Phillips & Mico Loretan, 1991. "Estimating Long-run Economic Equilibria," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 58(3), pages 407-436.
   
   • 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.
8. Aoki, Reiko, 1991. "R&D Competition for Product Innovation: An Endless Race," American Economic Review, American Economic Association, vol. 81(2), pages 252-256, May.
9. S. A. Maani & S. B. Kask, 1991. "Risk and Information: a Hedonic Price Study in the New Zealand Housing Market," The Economic Record, The Economic Society of Australia, vol. 67(3), pages 227-236, September.

1990

1. Phillips, P.C.B., 1990. "Time Series Regression With a Unit Root and Infinite-Variance Errors," Econometric Theory, Cambridge University Press, vol. 6(1), 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.
2. Phillips, Peter C B & Ouliaris, S, 1990. "Asymptotic Properties of Residual Based Tests for Cointegration," Econometrica, Econometric Society, vol. 58(1), pages 165-193, January.
   
   • Tom Doan, "undated". "POTESTRESIDS: RATS procedure to perform Phillips-Ouliaris-Hansen test for Cointegration on 1st stage residuals," Statistical Software Components RTS00248, Boston College Department of Economics.
   • Tom Doan, "undated". "POTEST: RATS procedure to perform Phillips-Ouliaris-Hansen test for Cointegration," Statistical Software Components RTS00247, 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.
3. Peter C. B. Phillips & Bruce E. Hansen, 1990. "Statistical Inference in Instrumental Variables Regression with I(1) Processes," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 57(1), pages 99-125.

1989

1. Park, Joon Y. & Phillips, Peter C.B., 1989. "Statistical Inference in Regressions with Integrated Processes: Part 2," Econometric Theory, Cambridge University Press, vol. 5(1), 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.
2. Phillips, P.C.B., 1989. "Partially Identified Econometric Models," Econometric Theory, Cambridge University Press, vol. 5(2), 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.
3. 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.

1988

1. P.C.B. Phillips, 1988. "Reflections on Econometric Methodology," The Economic Record, The Economic Society of Australia, vol. 64(4), pages 344-359, December.
   
   • Peter C.B. Phillips, 1988. "Reflections on Econometric Methodology," Cowles Foundation Discussion Papers 893, Cowles Foundation for Research in Economics, Yale University.
2. 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(1), pages 1-34, April.
3. Park, Joon Y. & Phillips, Peter C.B., 1988. "Statistical Inference in Regressions with Integrated Processes: Part 1," Econometric Theory, Cambridge University Press, vol. 4(3), 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.
4. Phillips, P.C.B., 1988. "Weak Convergence of Sample Covariance Matrices to Stochastic Integrals Via Martingale Approximations," Econometric Theory, Cambridge University Press, vol. 4(3), 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.
5. Phillips, Peter C B, 1988. "Regression Theory for Near-Integrated Time Series," Econometrica, Econometric Society, vol. 56(5), pages 1021-1043, 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.
6. Phillips, Peter C B & Park, Joon Y, 1988. "On the Formulation of Wald Tests of Nonlinear Restrictions," Econometrica, Econometric Society, vol. 56(5), pages 1065-1083, 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.
7. Durlauf, Steven N & Phillips, Peter C B, 1988. "Trends versus Random Walks in Time Series Analysis," Econometrica, Econometric Society, vol. 56(6), pages 1333-1354, 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.
8. 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.
9. 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.
10. 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.

1987

1. Phillips, P. C. B., 1987. "Asymptotic Expansions in Nonstationary Vector Autoregressions," Econometric Theory, Cambridge University Press, vol. 3(1), 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.
2. Phillips, P C B, 1987. "Time Series Regression with a Unit Root," Econometrica, Econometric Society, vol. 55(2), pages 277-301, March.
   
   • 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, "undated". "PPUNIT: RATS procedure to perform Phillips-Perron Unit Root test," Statistical Software Components RTS00160, Boston College Department of Economics.
   • 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.
3. 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.
4. 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.
5. Maani, Sholeh A., 1987. "Maximizing and satisficing job search behavior in the U.S. and Chile," Journal of Behavioral Economics, Elsevier, vol. 16(2), pages 17-31.

1986

1. Phillips, P C B, 1986. "The Exact Distribution of the Wald Statistic," Econometrica, Econometric Society, vol. 54(4), pages 881-895, 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.
2. 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.
3. Phillips, P C B, 1986. "The Distribution of FIML in the Leading Case," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 27(1), pages 239-243, 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.
4. P. C. B. Phillips & S. N. Durlauf, 1986. "Multiple Time Series Regression with Integrated Processes," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 53(4), pages 473-495.
   
   • 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.
5. Sholeh A. Maani & A. H. Studenmund, 1986. "The Critical Wage, Unemployment Duration, and Wage Expectations: The Case of Chile," ILR Review, Cornell University, ILR School, vol. 39(2), pages 264-276, January.

1985

1. P. C. B. Phillips, 1985. "A Theorem on the Tail Behaviour of Probability Distributions with an Application to the Stable Family," Canadian Journal of Economics, Canadian Economics Association, vol. 18(1), pages 58-65, February.
2. Phillips, Peter C B, 1985. "The Exact Distribution of the SUR Estimator," Econometrica, Econometric Society, vol. 53(4), pages 745-756, July.
3. 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.

1984

1. 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.
2. 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.
3. 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 249-261, 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, 1983. "The Exact Distribution of LIML: II," Cowles Foundation Discussion Papers 663, Cowles Foundation for Research in Economics, Yale University.
   • Peter C.B. Phillips, 1982. "The Exact Distribution of LIML: I," Cowles Foundation Discussion Papers 658, Cowles Foundation for Research in Economics, Yale University.

1983

1. Phillips, Peter C B, 1983. "ERAs: A New Approach to Small Sample Theory," Econometrica, Econometric Society, vol. 51(5), pages 1505-1525, 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.
2. Maani Sholeh, 1983. "La Duración del Desempleo y el Salario de Reserva de Varones Desempleados: El Caso Chileno," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 20(59), pages 101-112.
3. Maani Sholeh, 1983. "El Desempleo en Chile: Una Estimación de la Probabilidad de Empleo para Varones," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 20(60), pages 229-242.

1982

1. Phillips, P C B, 1982. "On the Consistency of Nonlinear FIML," Econometrica, Econometric Society, vol. 50(5), pages 1307-1324, 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.
2. Phillips, P. C. B., 1982. "A simple proof of the latent root sensitivity formula," Economics Letters, Elsevier, vol. 9(1), pages 57-59.
3. 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.

1980

1. 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 861-878, May.
2. P. C. B. Phillips, 1980. "Finite Sample Theory and the Distributions of Alternative Estimators of the Marginal Propensity to Consume," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 47(1), pages 183-224.

1979

1. Holly, A & Phillips, P C B, 1979. "A Saddlepoint Approximation to the Distribution of the k-Class Estimator of a Coefficient in a Simultaneous System," Econometrica, Econometric Society, vol. 47(6), pages 1527-1547, November.
2. Phillips, P. C. B., 1979. "The concentration ellipsoid of a random vector," Journal of Econometrics, Elsevier, vol. 11(2-3), pages 363-365.
3. 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.

1977

1. Phillips, Peter C B, 1977. "Approximations to Some Finite Sample Distributions Associated with a First-Order Stochastic Difference Equation," Econometrica, Econometric Society, vol. 45(2), pages 463-485, March.
2. Phillips, Peter C B, 1977. "A General Theorem in the Theory of Asymptotic Expansions as Approximations to the Finite Sample Distributions of Econometric Estimators," Econometrica, Econometric Society, vol. 45(6), pages 1517-1534, September.
3. Phillips, Peter C. B., 1977. "An approximation to the finite sample distribution of Zellner's seemingly unrelated regression estimator," Journal of Econometrics, Elsevier, vol. 6(2), pages 147-164, September.
4. Phillips, P. C. B., 1977. "A large deviation limit theorem for multivariate distributions," Journal of Multivariate Analysis, Elsevier, vol. 7(1), pages 50-62, March.

1976

1. Phillips, P C B, 1976. "The Iterated Minimum Distance Estimator and the Quasi-Maximum Likelihood Estimator," Econometrica, Econometric Society, vol. 44(3), pages 449-460, May.

1974

1. Phillips, P., 1974. "A Forecasting Model for the United Kingdom Invisible Account," National Institute Economic Review, National Institute of Economic and Social Research, vol. 69, pages 58-76, August.
2. Phillips, P C B, 1974. "The Estimation of Some Continuous Time Models," Econometrica, Econometric Society, vol. 42(5), pages 803-823, September.

1973

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

1972

1. Phillips, P C B, 1972. "The Structural Estimation of a Stochastic Differential Equation System," Econometrica, Econometric Society, vol. 40(6), pages 1021-1041, November.

---

Chapters

2023

1. Peter C. B. Phillips, 2023. "Discrete Fourier Transforms of Fractional Processes with Econometric Applications," Advances in Econometrics, in: Essays in Honor of Joon Y. Park: Econometric Theory, volume 45, pages 3-71, Emerald Group Publishing Limited.
   
   • Peter C.B. Phillips, 2021. "Discrete Fourier Transforms of Fractional Processes with Econometric Applications," Cowles Foundation Discussion Papers 2303, Cowles Foundation for Research in Economics, Yale University.

2020

1. Jianning Kong & Peter C. B. Phillips & Donggyu Sul, 2020. "Testing Convergence Using HAR Inference," Advances in Econometrics, in: Essays in Honor of Cheng Hsiao, volume 41, pages 25-72, Emerald Group Publishing Limited.

2019

1. David F. Hendry & Peter C. B. Phillips, 2019. "John Denis Sargan (1924–1996)," Palgrave Macmillan Books, in: Robert A. Cord (ed.), The Palgrave Companion to LSE Economics, chapter 0, pages 667-695, Palgrave Macmillan.

2016

1. Peter C. B. Phillips, 2016. "Inference in Near-Singular Regression," Advances in Econometrics, in: Essays in Honor of Aman Ullah, volume 36, pages 461-486, Emerald Group Publishing Limited.
   
   • Peter C. B. Phillips, 2015. "Inference in Near Singular Regression," Cowles Foundation Discussion Papers 2009, Cowles Foundation for Research in Economics, Yale University.

2014

1. Ryan Greenaway-McGrevy & Chirok Han & Donggyu Sul, 2014. "Efficient Estimation and Inference for Difference-In-Difference Regressions with Persistent Errors," Advances in Econometrics, in: Essays in Honor of Peter C. B. Phillips, volume 33, pages 281-302, Emerald Group Publishing Limited.

2012

1. Richard Smith & Paula Lorgelly & Hareth Al-Janabi & Sridhar Venkatapuram & Joanna Coast, 2012. "The Capability Approach: An Alternative Evaluation Paradigm for Health Economics?," Chapters, in: Andrew M. Jones (ed.), The Elgar Companion to Health Economics, Second Edition, chapter 39, Edward Elgar Publishing.

2011

1. Steffen Lippert, 2011. "Social Capital in Networks of Relations," Palgrave Macmillan Books, in: Lorenzo Sacconi & Giacomo Degli Antoni (ed.), Social Capital, Corporate Social Responsibility, Economic Behaviour and Performance, chapter 6, pages 149-160, Palgrave Macmillan.

1983

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

---