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Publications

by members of

University of Auckland → Business School → Department of Economics

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

2026

  1. Yoonseok Lee & Peter C. B. Phillips & Suyong Song & Donggyu Sul, 2026, "Identifying Common Trend Determinants in Panel Data," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2504, Mar.
  2. Jin Seo Cho & Peter C. B. Phillips, 2026, "Efficient Estimation in Infinite Dimensional GMM," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2525, May.
  3. Rerotlhe B. Basele & Peter C.B. Phillips & Shuping Shi, 2026, "From Innovation to Speculation: AI and the Magnificent Seven," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2537, Jun.

2025

  1. Alexandre Dmitriev & Qiaoxian He, 2025, "The Role of Composite Habits in Asset Prices and Business Cycles: A Bayesian Approach," Working Papers, University of Auckland, Economic Policy Center (EPC), number 024, Oct.
  2. Ryan Greenaway-McGrevy, 2025, "Can zoning reform increase housing construction? Evidence from Auckland," Working Papers, University of Auckland, Economic Policy Center (EPC), number 017, Sep.
  3. Degui Li & Yu-Ning Li & Peter C. B. Phillips, 2025, "Large-Scale Curve Time Series with Common Stochastic Trends," Papers, arXiv.org, number 2509.11060, Sep.
  4. Rerotlhe B. Basele & Peter C.B. Phillips & Shuping Shi, 2025, "Speculative Bubbles in the Recent AI Boom: Nasdaq and the Magnificent Seven," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2430, Mar.
  5. Nan Liu & Yanbo Liu & Peter C.B. Phillips & Yajie Zhang, 2025, "Robust Inference for Time Varying Predictability: A Sieve-IVX Approach," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2431, Mar.
  6. Peter C.B. Phillips, 2025, "Semiparametric Cointegrating Rank Selection for Curved Cross Section Time Series," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2432, Mar.
  7. Ye Chen & Peter C.B. Phillips & Shuping Shi, 2025, "Bubble Mitigation Policies: Counterfactual Analysis and Treatment Effect Inference," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2433, Mar.
  8. Peter C. B. Phillips & Liang Jiang, 2025, "Cross Section Curve Data Autoregression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2439, Apr.
  9. Peter C. B. Phillips & Liang Jiang, 2025, "Cross Section Curve Autoregression: The Unit Root Case," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2454, Aug.
  10. Igor L. Kheifets & Peter C. B. Phillips, 2025, "Optimal Estimation In A Multicointegrated System," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2463, Sep.
  11. Peter C. B. Phillips, 2025, "Edgeworth Expansions in Curved Cross Section Autoregression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2464, Oct.
  12. Chenghao Liu & Aniket Mahanti & Ranesh Naha & Guanghao Wang & Erwann Sbai, 2025, "Enhancing Cryptocurrency Sentiment Analysis with Multimodal Features," Papers, arXiv.org, number 2508.15825, Aug, revised Aug 2025.
  13. Miaomiao Tao & Jamel Saadaoui & Emilson Silva, 2025, "How Robust Is the Link Between Growth and Fiscal Consolidations Amid Uncertainties? A Reassessment for Sub-Saharan Africa," Working Papers, International Network for Economic Research - INFER, number 2025.7.
  14. Luccas Attilio & Joao Faria & Mauro Rodrigues & Emilson Silva, 2025, "Spillover Effects from Oil Markets on International Ethanol Markets and Chinese Electricity Production," Working Papers, Department of Economics, University of São Paulo (FEA-USP), number 2025_06, Jul.

2024

  1. Alexandre Dmitriev, 2024, "Have socioeconomic determinants of national suicide rates changed over 20 years? A model averaging approach," Working Papers, University of Auckland, Economic Policy Center (EPC), number 021, May.
  2. Ryan Greenaway-McGrevy & James Allan Jones, 2024, "The welfare effects of character protections on neighbourhoods," Working Papers, University of Auckland, Economic Policy Center (EPC), number 014, Dec.
  3. Ryan Greenaway-McGrevy & Yun So, 2024, "Can Zoning Reform Reduce Housing Costs? Evidence from Rents in Auckland," Working Papers, University of Auckland, Economic Policy Center (EPC), number 016, Mar.
  4. Matthew Maltman & Ryan Greenaway-McGrevy, 2024, "Going it Alone: The Impact of Upzoning on Housing Construction in Lower Hutt," Working Papers, University of Auckland, Economic Policy Center (EPC), number 018, Dec.
  5. Ryan Greenaway-McGrevy, 2024, "Zoning Reform and State-Developed Housing in Auckland," Working Papers, University of Auckland, Economic Policy Center (EPC), number 019, Feb.
  6. Ryan Greenaway-McGrevy & Yun So, 2024, "Temporal and Regional Variation in Intergenerational Income Mobility in New Zealand," Working Papers, University of Auckland, Economic Policy Center (EPC), number 022, Oct.
  7. Stan Hurn & Vance Martin & Peter C. B. Phillips & Jun Yu, 2024, "Teaching Financial Econometrics to Students Converting to Finance," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2397, May.
  8. Ying Wang & Peter C. B. Phillips, 2024, "Limit Theory of Local Polynomial Estimation in Functional Coefficient Regression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2398, Jun.
  9. Ying Wang & Peter C. B. Phillips & Yundong Tu, 2024, "Limit Theory and Inference in Non-cointegrated Functional Coefficient Regression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2399, Apr.
  10. Zhishui Hu & Nan Liu & Peter C. B. Phillips & Qiying Wang, 2024, "Self-weighted Estimation for Local Unit Root Regression with Applications," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2400, Apr.
  11. Liudas Giraitis & Fulvia Marotta & Peter C B Phillips, 2024, "Cyclical Time Series: An Empirical Analysis of Temperatures in Central England Over Three Centuries," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2409, Sep.
  12. Yixiao Sun & Peter C. B. Phillips & Igor L. Kheifets, 2024, "Estimation and Inference in a Possibly Multi-cointegrated System with a Fixed Number of Instruments," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2410, Oct.
  13. Jin Seo Cho & Peter C. B. Phillips, 2024, "GMM Estimation with Brownian Kernels Applied to Income Inequality Measurement," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2411, Oct.

2023

  1. Alexandre Dmitriev, 2023, "On determinants of national suicide rates: Evidence from Bayesian model averaging," Working Papers, University of Auckland, Economic Policy Center (EPC), number 020, Dec.
  2. Ryan Greenaway-McGrevy & James Allan Jones, 2023, "Can zoning reform change urban development patterns? Evidence from Auckland," Working Papers, University of Auckland, Economic Policy Center (EPC), number 012, Dec.
  3. Ryan Greenaway-McGrevy, 2023, "Evaluating the Long-Run Effects of Zoning Reform on Urban Development," Working Papers, University of Auckland, Economic Policy Center (EPC), number 013, Apr.
  4. Ryan Greenaway-McGrevy, 2023, "The Impact of Upzoning on Housing Construction in Auckland: Extensions and Updated Results," Working Papers, University of Auckland, Economic Policy Center (EPC), number 015, May.
  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, London School of Economics and Political Science, LSE Library, number 115164, Mar.
  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, IZA Network @ LISER, number 15869, Jan.
  7. Yiren Wang & Peter C B Phillips & Liangjun Su, 2023, "Panel Data Models with Time-Varying Latent Group Structures," Papers, arXiv.org, number 2307.15863, Jul.
  8. Liudas Giraitis & Yufei Li & Peter C.B. Phillips, 2023, "Robust Inference on Correlation under General Heterogeneity," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2354, Feb.
  9. Qiying Wang & Peter C. B. Phillips & Ying Wang, 2023, "New asymptotics applied to functional coefficient regression and climate sensitivity analysis," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2365, Jun.
  10. Lynn Bergeland Morgan & Peter C. B. Phillips & Donggyu Sul, 2023, "Policy Evaluation with Nonlinear Trended Outcomes: COVID-19 Vaccination Rates in the US," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2380, Jul.
  11. Shuping Shi & Peter C. B. Phillips, 2023, "Housing Fever in Australia 2020-2023: Insights from an Econometric Thermometer," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2381, Jul.
  12. 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, Yonsei University, Yonsei Economics Research Institute, number 2023rwp-211, Mar.
  13. Stuart Donovan & Thomas de Graaff & Henri L.F. de Groot & Aaron Schiff, 2023, "An urban overhead? Crime, agglomeration, and amenity," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 23-024/VIII, Apr.

2022

  1. Ryan Greenaway-McGrevy & Peter C. B. Phillips, 2022, "The Impact of Upzoning on Housing Construction in Auckland," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2330, May.
  2. Ryan Greenaway-McGrevy & James Allan Jones, 2022, "Agglomeration, Congestion, and the Effects of Rapid Transit Improvements on Cities," Working Papers, University of Auckland, Economic Policy Center (EPC), number 007, Feb.
  3. Ryan Greenaway-McGrevy & James Allan Jones, 2022, "Measuring Quality-Adjusted House Prices across Time and Space," Working Papers, University of Auckland, Economic Policy Center (EPC), number 009, Jul.
  4. Ryan Greenaway-McGrevy & James Jones, 2022, "Evaluating Limited Influence Estimators of Core Inflation in New Zealand," Working Papers, University of Auckland, Economic Policy Center (EPC), number 010, Jul.
  5. Ryan Greenaway-McGrevy & James Allan Jones, 2022, "Mode Choice and the Effects of Rapid Transit Improvements on Private Vehicle Use and Urban Development," Working Papers, University of Auckland, Economic Policy Center (EPC), number 011, Oct.
  6. Francis Bloch & Simona Fabrizi & Steffen Lippert, 2022, "Hiding and herding in market entry," Post-Print, HAL, number halshs-03956373, Dec, DOI: 10.1016/j.jet.2022.105568.
  7. Ziwei Mei & Peter C. B. Phillips & Zhentao Shi, 2022, "The boosted HP filter is more general than you might think," Papers, arXiv.org, number 2209.09810, Sep, revised Apr 2024.
  8. Yanbo Liu & Peter C. B. Phillips & Jun Yu, 2022, "A Panel Clustering Approach to Analyzing Bubble Behavior," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2323, Feb.
  9. Shuping Shi & Peter C. B. Phillips, 2022, "Econometric Analysis of Asset Price Bubbles," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2331, Jun.
  10. Peter C. B. Phillips, 2022, "Asymptotics of Polynomial Time Trend Estimation and Hypothesis Testing under Rank Deficiency," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2332, May.
  11. Peter C. B. Phillips, 2022, "An Econometrician amongst Statisticians: T. W. Anderson," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2333, Jun.
  12. Jia Li & Peter C. B. Phillips & Shuping Shi & Jun Yu, 2022, "Weak Identification of Long Memory with Implications for Inference," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2334, Jun.
  13. Qiying Wang & Peter C. B. Phillips, 2022, "A General Limit Theory for Nonlinear Functionals of Nonstationary Time Series," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2337, Jul.
  14. 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, Cowles Foundation for Research in Economics, Yale University, number 2347, Aug.
  15. Yiu Lim Lui & Jun Yu & Peter C. B. Phillips, 2022, "Robust Testing for Explosive Behavior with Strongly Dependent Errors," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2350, Oct.
  16. Shuyao Ke & Liangjun Su & Peter C. B. Phillips, 2022, "Unified Factor Model Estimation and Inference under Short and Long Memory," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2351, Oct.
  17. Ping Yu & Shengjie Hong & Peter C. B. Phillips, 2022, "Panel Threshold Regression with Unobserved Individual-Specific Threshold Effects," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2352, Oct.
  18. Jarod Coulter & Valerie Grossman & Enrique Martínez García & Peter C.B. Phillips & Shuping Shi, 2022, "Real-Time Market Monitoring Finds Signs of Brewing U.S. Housing Bubble," Dallas Fed Economics, Federal Reserve Bank of Dallas, number 93895, Mar.

2021

  1. Rho, Yeirae & Fabrizi, Simona & Lippert, Steffen, 2021, "Employee characteristics, absorptive capacity and innovation," MPRA Paper, University Library of Munich, Germany, number 106407, Jan, revised 04 Mar 2021.
  2. Simona Fabrizi & Steffen Lippert & Addison Pan & Matthew Ryan, 2021, "Unanimity under Ambiguity," Working Papers, Auckland University of Technology, Department of Economics, number 2021-07, Aug.
  3. Maani, Sholeh A. & Wen, Le, 2021, "Over-Education and Immigrant Earnings: A Penalized Quantile Panel Regression Analysis," IZA Discussion Papers, IZA Network @ LISER, number 14088, Jan.
  4. Wang, Xingang & Maani, Sholeh A., 2021, "Ethnic Regional Networks and Immigrants' Earnings: A Spatial Autoregressive Network Approach," IZA Discussion Papers, IZA Network @ LISER, number 14862, Nov.
  5. Maani, Sholeh A., 2021, "COVID-19 Government Responses to Labour Market Disruptions and Economic Impacts: The New Zealand Model," IZA Discussion Papers, IZA Network @ LISER, number 14929, Dec.
  6. Liang Jiang & Peter C. B. Phillips & Yubo Tao & Yichong Zhang, 2021, "Regression-Adjusted Estimation of Quantile Treatment Effects under Covariate-Adaptive Randomizations," Papers, arXiv.org, number 2105.14752, May, revised Sep 2022.
  7. Igor L. Kheifets & Peter C. B. Phillips, 2021, "Fully Modified Least Squares Cointegrating Parameter Estimation in Multicointegrated Systems," Papers, arXiv.org, number 2108.03486, Aug.
  8. Peter C.B. Phillips, 2021, "Discrete Fourier Transforms of Fractional Processes with Econometric Applications," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2303, Oct.
  9. Peter C.B. Phillips, 2021, "Estimation and Inference with Near Unit Roots," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2304, Oct.
  10. Yanbo Liu & Peter C.B. Phillips, 2021, "Robust Inference with Stochastic Local Unit Root Regressors in Predictive Regressions," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2305, Oct.
  11. Peter C.B. Phillips & Igor Kheifets, 2021, "On Multicointegration," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2306, Oct.
  12. Peter C.B. Phillips & Ying Wang, 2021, "Limit Theory for Locally Flat Functional Coefficient Regression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2307, Oct.
  13. Enache, Andreea & Florens, Jean-Pierre & Sbaï, Erwann, 2021, "A Functional Estimation Approach to the First-Price Auction Models," TSE Working Papers, Toulouse School of Economics (TSE), number 21-1264, Nov.

2020

  1. 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, CESifo, number 8217.
  2. 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, CESifo, number 8597.
  3. Ryan Greenaway-McGrevy & Kade Sorensen, 2020, "Satellite-based measures of buildout and the effect of constrained housing supply on regional labour markets," Working Papers, University of Auckland, Economic Policy Center (EPC), number 004, Aug.
  4. 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, number hal-03120553, DOI: 10.1007/s10198-019-01129-z.
  5. Liang Jiang & Xiaobin Liu & Peter C. B. Phillips & Yichong Zhang, 2020, "Bootstrap Inference for Quantile Treatment Effects in Randomized Experiments with Matched Pairs," Papers, arXiv.org, number 2005.11967, May, revised May 2021.
  6. Shuping Shi & Peter C.B. Phillips, 2020, "Diagnosing Housing Fever with an Econometric Thermometer," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2248, Aug.
  7. Peter C.B. Phillips & Ying Wang, 2020, "When Bias Contributes to Variance: True Limit Theory in Functional Coefficient Cointegrating Regression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2250, Aug.
  8. Ye Chen & Peter C.B. Phillips & Shuping Shi, 2020, "Common Bubble Detection in Large Dimensional Financial Systems," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2251, Aug.
  9. Ke Miao & Peter C.B. Phillips & Liangjun Su, 2020, "High-Dimensional VARs with Common Factors," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2252, Aug.
  10. Jungyoon Lee & Peter C.B. Phillips & Francesca Rossi, 2020, "Consistent Misspecification Testing in Spatial Autoregressive Models," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2256, Aug.
  11. 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, Cowles Foundation for Research in Economics, Yale University, number 2259, Oct.
  12. Wenxin Huang & Sainan Jin & Peter C.B. Phillips & Liangjun Su, 2020, "Nonstationary Panel Models with Latent Group Structures and Cross-Section Dependence," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 7-2020, Mar.

2019

  1. Kerr, Suzi & Lippert, Steffen & Lou, Edmund, 2019, "Financial Transfers and Climate Cooperation," Motu Working Papers, Motu Economic and Public Policy Research, number 290394, Mar, DOI: 10.22004/ag.econ.290394.
  2. Peter C. B. Phillips & Zhentao Shi, 2019, "Boosting: Why You Can Use the HP Filter," Papers, arXiv.org, number 1905.00175, May, revised Nov 2020.
  3. Peter C.B. Phillips & Zhentao Shi, 2019, "Boosting the Hodrick-Prescott Filter," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2192, May.
  4. Peter C.B. Phillips & Ying Wang, 2019, "Functional Coefficient Panel Modeling with Communal Smoothing Covariates," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2193, May.
  5. Violetta Dalla & Liudas Giraitis & Peter C.B. Phillips, 2019, "Robust Tests for White Noise and Cross-Correlation," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2194, Apr.
  6. Maria Kyriacou & Peter C.B. Phillips & Francesca Rossi, 2019, "Continuously Updated Indirect Inference in Heteroskedastic Spatial Models," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2208, Oct.
  7. Ping Yu & Qin Liao & Peter C.B. Phillips, 2019, "Inference and Specification Testing in Threshold Regression with Endogeneity," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2209, Nov.
  8. Igor Kheifets & Peter C.B. Phillips, 2019, "Fully Modified Least Squares for Multicointegrated Systems," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2210, Nov.
  9. Zhishui Hu & Peter C.B. Phillips & Qiying Wang, 2019, "Nonlinear Cointegrating Power Function Regression with Endogeneity," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2211, Dec.
  10. 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, Yonsei University, Yonsei Economics Research Institute, number 2019rwp-153, Nov.
  11. Arik Levinson & Emilson Silva, 2019, "The Electric Gini: Income Redistribution through Energy Prices," NBER Working Papers, National Bureau of Economic Research, Inc, number 26385, Oct.

2018

  1. Ryan Greenaway-McGrevy & Gail Pacheco & Kade Sorensen, 2018, "Land Use Regulation, the Redevelopment Premium and House Prices," Working Papers, Auckland University of Technology, Department of Economics, number 2018-02 JEL Classificatio, Mar.
  2. Tirthatanmoy Das & Kabir Dasgupta, 2018, "Evaluating the Impact of Mothers' Self-esteem on Early Childhood Home Environment: Evidence from NLSY," Working Papers, Auckland University of Technology, Department of Economics, number 2018-03 JEL Classificatio, Mar, revised Oct 2019.
  3. Wen, Le & Maani, Sholeh A., 2018, "Job Mismatches and Career Mobility," IZA Discussion Papers, IZA Network @ LISER, number 11844, Sep.
  4. Farzad Sabzikar & Qiying Wang & Peter C.B. Phillips, 2018, "Asymptotic Theory for Near Integrated Process Driven by Tempered Linear Process," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2131, May.
  5. Peter C.B. Phillips, 2018, "Dynamic Panel Modeling of Climate Change," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2150, Dec.
  6. Offer Lieberman & Peter C.B. Phillips, 2018, "Understanding Temporal Aggregation Effects on Kurtosis in Financial Indices," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2151, Jun.
  7. Peter C.B. Phillips & Shuping Shi, 2018, "Real Time Monitoring of Asset Markets: Bubbles and Crises," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2152, Nov.
  8. Peter C.B. Phillips & Yonghui Zhang & Xiaohu Wang, 2018, "HAR Testing for Spurious Regression in Trend," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2153, Dec.
  9. Wuyi Wang & Peter C.B. Phillips & Liangjun Su, 2018, "The Heterogeneous Effects of the Minimum Wage on Employment Across States," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 11-2018, Jun.
  10. Emilson C.D. Silva & Chikara Yamaguchi, 2018, "Overlapping Climate Clubs under Transaction Costs," CESifo Working Paper Series, CESifo, number 7319.
  11. Haiping Zhang, 2018, "Trade-Driven Sectoral Upgrading and the Global Balances," Working Papers, New Zealand Centre of Macroeconomics, number 2.

2017

  1. Debasis Bandyopadhyay & Ian King & Xueli Tang, 2017, "Human Capital Misallocation, TFP, and Redistributive Policies," Discussion Papers Series, School of Economics, University of Queensland, Australia, number 585, Nov.
  2. 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, IZA Network @ LISER, number 10984, Sep.
  3. Ryan Greenaway-McGrevy & Kade Sorensen, 2017, "How will we know if the Auckland Unitary Plan is working? Accounting for the redevelopment premium in house price measurement," Working Papers, University of Auckland, Economic Policy Center (EPC), number 001, Oct.
  4. Ryan Greenaway-McGrevy & Donggyu Sul & Nelson Mark & Jyh-Lin Wu, 2017, "Identifying Exchange Rate Common Factors," NBER Working Papers, National Bureau of Economic Research, Inc, number 23726, Aug.
    • 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, volume 59, issue 4, pages 2193-2218, November, DOI: 10.1111/iere.12334.
  5. Wen, Le & Maani, Sholeh A., 2017, "A Panel Study of Immigrants' Overeducation and Earnings in Australia," IZA Discussion Papers, IZA Network @ LISER, number 11216, Dec.
  6. Maani, Sholeh A., 2017, "Policy Experimentation and Impact Evaluation: The Case of a Student Voucher System in New Zealand," IZA Policy Papers, Institute of Labor Economics (IZA), number 137, Dec.
  7. John Chao & Peter C.B. Phillips, 2017, "Uniform Inference in Panel Autoregression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2071, Jan.
  8. Jianning Kong & Peter C.B. Phillips & Donggyu Sul, 2017, "Weak s- Convergence: Theory and Applications," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2072, Jan.
  9. David F. Hendry & Peter C.B. Phillips, 2017, "John Denis Sargan at the London School of Economics," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2082, Mar.
  10. Thomas Leirvik & Peter C.B. Phillips & Trude Storelvmo, 2017, "Econometric Measurement of Earth's Transient Climate Sensitivity," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2083, Feb.
  11. Anna Bykhovskaya & Peter C. B. Phillips, 2017, "Point Optimal Testing with Roots That Are Functionally Local to Unity," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2107, Sep.
  12. Anna Bykhovskaya & Peter C. B. Phillips, 2017, "Boundary Limit Theory for Functional Local to Unity Regression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2108, Sep.
  13. Degui Li & Peter C.B. Phillips & Jiti Gao, 2017, "Kernel-Based Inference In Time-Varying Coefficient Cointegrating Regression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2109, Sep.
  14. Peter C. B. Phillips, 2017, "Detecting Financial Collapse and Ballooning Sovereign Risk," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2110, Sep.
  15. Qiying Wang & Peter C.B. Phillips & Ioannis Kasparis, 2017, "Latent Variable Nonparametric Cointegrating Regression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2111, Sep.
  16. Offer Lieberman & Peter C.B. Phillips, 2017, "Hybrid Stochastic Local Unit Roots," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2113, Nov.
  17. Yubo Tao & Peter C.B. Phillips & Jun Yu, 2017, "Random Coefficient Continuous Systems: Testing for Extreme Sample Path Behaviour," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2114, Dec.
  18. 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, Monash University, Department of Econometrics and Business Statistics, number 11/17.
  19. 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, Monash University, Department of Econometrics and Business Statistics, number 4/17.
  20. João Ricardo Faria & Emilson C.D. Silva, 2017, "Optimal Timing in Rotten Kid Families," CESifo Working Paper Series, CESifo, number 6333.
  21. Naoto Aoyama & Emilson C.D. Silva, 2017, "Asymmetric Innovation Agreements under Environmental Regulation," CESifo Working Paper Series, CESifo, number 6782.

2016

  1. Sina Ahmadzadeh Mashinchi, 2016, "An Economic and Environmental Assessment of New Zealand's GHG Mitigation Policies: Modelling with E3ME," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 3506060, May.
  2. Greenaway-McGrevy, RT & Bridgman, B, 2016, "The Decline of Labour Share in New Zealand," Working Papers, Department of Economics, The University of Auckland, number 28406.
  3. Greenaway-McGrevy, R & Hood, K, 2016, "Worker migration or job creation? Persistent shocks and regional recoveries," Working Papers, Department of Economics, The University of Auckland, number 28513.
  4. Ryan Greenaway-McGrevy & Arthur Grimes & Mark Holmes, 2016, "Two Countries, Sixteen Cities, Five Thousand Kilometres: How Many Housing Markets?," Motu Working Papers, Motu Economic and Public Policy Research, number 16_04, Mar.
  5. 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, HEDG, c/o Department of Economics, University of York, number 16/14, Aug.
  6. 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, IZA Network @ LISER, number 10422, Dec.
  7. Stan Hurn & Peter C. B. Phillips & Shu-Ping Shi, 2016, ""Change Detection and the Causal Impact of the Yield Curve," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2058, Dec.
  8. 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, Cowles Foundation for Research in Economics, Yale University, number 2059, Dec.
  9. 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, Cowles Foundation for Research in Economics, Yale University, number 2060, Jul.
  10. Offer Lieberman & Peter C.B. Phillips, 2016, "IV and GMM Estimation and Testing of Multivariate Stochastic Unit Root Models," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2061, Jun.
  11. Wayne Yuan Gao & Peter C.B. Phillips, 2016, "Structural Inference from Reduced Forms with Many Instruments," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2062, Oct.
  12. Wuyi Wang & Peter C.B. Phillips & Liangjun Su, 2016, "Homogeneity Pursuit in Panel Data Models: Theory and Applications," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2063, Nov.
  13. Peter C.B. Phillips, 2016, "Tribute to T. W. Anderson," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2081, Dec.
  14. Tingting Cheng & Jiti Gao & Peter CB Phillips, 2016, "A Frequency Approach to Bayesian Asymptotics," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 5/16.
  15. 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, Yonsei University, Yonsei Economics Research Institute, number 2016rwp-88, Jun.
  16. 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, Yonsei University, Yonsei Economics Research Institute, number 2016rwp-88a, Jun.
  17. Jin Seo Cho & Peter C.B. Phillips, 2016, "Pythagorean Generalization of Testing the Equality of Two Symmetric Positive Definite Matrices," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2016rwp-89, Aug.
  18. 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, Yonsei University, Yonsei Economics Research Institute, number 2016rwp-89a, Aug.
  19. Vander Lucas & Emilson Silva, 2016, "Common Labor Market, Attachment And Spillovers In A Large Federation," Anais do XLIII Encontro Nacional de Economia [Proceedings of the 43rd Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 065.
  20. Emilson C.D. Silva, 2016, "Self-Enforcing Agreements under Unequal Nationally Determined Contributions," CESifo Working Paper Series, CESifo, number 5708.
  21. Emilson C.D. Silva, 2016, "Decentralized Leadership," CESifo Working Paper Series, CESifo, number 6064.
  22. Naoto Aoyama & Emilson C.D. Silva, 2016, "Abatement Innovation in a Cournot Oligopoly: Emission versus Output Tax Incentives," CESifo Working Paper Series, CESifo, number 6094.

2015

  1. Greenaway-McGrevy, RT & Phillips, PCB, 2015, "Hot Property in New Zealand: Empirical Evidence of Housing Bubbles in the Metropolitan Centres," Working Papers, Department of Economics, The University of Auckland, number 25259.
  2. 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, Bankwest Curtin Economics Centre (BCEC), Curtin Business School, number WP1508, Nov.
  3. 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, IZA Network @ LISER, number 9308, Aug.
  4. Maani, Sholeh A. & Dai, Mengyu & Inkson, Kerr, 2015, "Occupational Attainment and Earnings among Immigrant Groups: Evidence from New Zealand," IZA Discussion Papers, IZA Network @ LISER, number 9352, Sep.
  5. Yeo, Jian Z. & Maani, Sholeh A., 2015, "Educational Mismatches and Earnings in the New Zealand Labor Market," IZA Discussion Papers, IZA Network @ LISER, number 9475, Nov.
  6. Peter C. B. Phillips, 2015, "Edmond Malinvaud: A Tribute to His Contributions in Econometrics," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2002, Jun.
  7. Peter C. B. Phillips, 2015, "Pitfalls and Possibilities in Predictive Regression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2003, Jun.
  8. Peter C. B. Phillips & Sainan Jin, 2015, "Business Cycles, Trend Elimination, and the HP Filter," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2005, Jun.
  9. Violetta Dalla & Liudas Giraitis & Peter C. B. Phillips, 2015, "Testing Mean Stability of Heteroskedastic Time Series," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2006, Jun.
  10. Jin Seo Cho & Myung-Ho Park & Peter C. B. Phillips, 2015, "Minimum Distance Testing and Top Income Shares in Korea," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2007, Jun.
  11. Peter C. B. Phillips, 2015, "Inference in Near Singular Regression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2009, Jul.
  12. Peter C. B. Phillips & Ye Chen & Jun Yu, 2015, "Limit Theory for Continuous Time Systems with Mildly Explosive Regressors," Working Papers, Singapore Management University, School of Economics, number 03-2015, Mar.
  13. 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, Yonsei University, Yonsei Economics Research Institute, number 2015rwp-79a, Mar.
  14. Zhang Haiping, 2015, "Wealth Inequality and Financial Development:Revisiting the Symmetry Breaking Mechanism," Working Papers, Singapore Management University, School of Economics, number 05-2015, Sep.
  15. Zhang Haiping, 2015, "Trade Integration, Income Divergence, and Global Imbalances," Working Papers, Singapore Management University, School of Economics, number 15-2015, Dec.

2014

  1. Peter C.B. Phillips, 2014, "Dynamic Panel GMM with Near Unity," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1962, Dec.
  2. Peter C.B. Phillips & Chirok Han, 2014, "True Limit Distributions of the Anderson-Hsiao IV Estimators in Panel Autoregression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1963, Dec.
  3. Offer Lieberman & Peter C.B. Phillips, 2014, "A Multivariate Stochastic Unit Root Model with an Application to Derivative Pricing," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1964, Dec.
  4. Liangjun Su & Zhentao Shi & Peter C.B. Phillips, 2014, "Identifying Latent Structures in Panel Data," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1965, Dec.
  5. Ping Yu & Peter C.B. Phillips, 2014, "Threshold Regression with Endogeneity," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1966, Dec.
  6. Peter C.B. Phillips & Shu-Ping Shi, 2014, "Financial Bubble Implosion," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1967, Dec.
  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, Cowles Foundation for Research in Economics, Yale University, number 1969, Dec.
  8. Hanying Liang & Peter C.B. Phillips & Hanchao Wang & Qiying Wang, 2014, "Weak Convergence to Stochastic Integrals for Econometric Applications," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1971, Dec.
  9. Emilson Caputo Delfino Silva & Richard Corne, 2014, "Prestige Clubs," Anais do XLI Encontro Nacional de Economia [Proceedings of the 41st Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 131.

2013

  1. Aoki, Reiko & Hamada, Koichi, 2013, "Nuclear Accident, Liability Rules and a Regulated Monopoly," CIS Discussion paper series, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University, number 600, Mar.
  2. 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 Before the 46th General Election," CIS Discussion paper series, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University, number 593, Mar.
  3. Aoki, Reiko & Arai, Yasuhiro, 2013, "Standards and Innovation: Technology vs. Installed Base," CIS Discussion paper series, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University, number 601, Mar.
  4. Alexandre Dmitriev & Ivan Roberts, 2013, "International Business Cycles with Complete Markets," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2013-08, Jun.
  5. Ryan Greenaway-McGrevy, 2013, "A Multivariate Approach to Seasonal Adjustment," BEA Working Papers, Bureau of Economic Analysis, number 0100, Apr.
  6. 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), Centre for Competition Policy, University of East Anglia, Norwich, UK., number 2013-13, Jan.
  7. 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, New Zealand Treasury, number 13/10, Jul.
  8. Andreou, Elena & Kasparis, Ioannis & Phillips, Peter C. B., 2013, "Nonparametric Predictive Regression," CEPR Discussion Papers, Centre for Economic Policy Research, number 9570, Jul.
  9. Peter C.B. Phillips & Degui Li & Jiti Gao, 2013, "Estimating Smooth Structural Change in Cointegration Models," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1910, Sep.
  10. Jiti Gao & Peter C.B. Phillips, 2013, "Functional Coefficient Nonstationary Regression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1911, Sep.
  11. Peter C.B. Phillips & Sainan Jin, 2013, "Testing the Martingale Hypothesis," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1912, Sep.
  12. Peter C.B. Phillips, 2013, "Unit Roots in Life -- A Graduate Student Story," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1913, Sep.
  13. 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, Cowles Foundation for Research in Economics, Yale University, number 1914, Sep.
  14. Peter C.B. Phillips & Shu-Ping Shi & Jun Yu, 2013, "Testing for Multiple Bubbles: Limit Theory of Real Time Detectors," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1915, Sep.
  15. Offer Lieberman & Peter C.B. Phillips, 2013, "Norming Rates and Limit Theory for Some Time-Varying Coefficient Autoregressions," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1916, Sep.
  16. Yae In Baek & Jin Seo Cho & Peter C.B. Phillips, 2013, "Testing Linearity Using Power Transforms of Regressors," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1917, Sep.
  17. Yoonseok Lee & Peter C.B. Phillips, 2013, "Model Selection in the Presence of Incidental Parameters," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1919, Oct.
  18. Degui Li & Peter C.B. Phillips & Jiti Gao, 2013, "Uniform Consistency of Nonstationary Kernel-Weighted Sample Covariances for Nonparametric Regression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1929, Dec.
  19. Jiti Gao & Peter C.B. Phillips, 2013, "Functional Coefficient Nonstationary Regression with Non- and Semi-Parametric Cointegration," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 16/13.
  20. Yong Bao & Aman Ullah & Yun Wang & Jun Yu, 2013, "Bias in the Mean Reversion Estimator in Continuous-Time Gaussian and Levy Processes," Working Papers, Singapore Management University, Sim Kee Boon Institute for Financial Economics, number CoFie-01-2013, Feb.
  21. Vaithianathan, Rhema & Aoki, Reiko & Sbai, Erwan, 2013, "Support for Franchise Extension for Children: Evidence on Japanese Attitude to Demeny Voting," CIS Discussion paper series, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University, number 610, Apr.
  22. Haiping Zhang, 2013, "Minimum Investment Requirement, Financial Integration and Economic (In)stability:A Refinement to Matsuyama (2004)," Working Papers, Singapore Management University, School of Economics, number 09-2013, Dec.

2012

  1. 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, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University, number 534, Jan.
  2. Aoki, Reiko & 青木, 玲子, 2012, "Japan’s Demographics and the Lost Decades," CIS Discussion paper series, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University, number 561, Jul.
  3. Aoki, Reiko & Vaithianathan, Rhema, 2012, "Intergenerational Voter Preference Survey - Preliminary Results," CIS Discussion paper series, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University, number 539, Feb.
  4. 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, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University, number 563, Jul.
  5. Aoki, Reiko & 青木, 玲子, 2012, "A Demographic Perspective on Japan’s “Lost Decades”," CIS Discussion paper series, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University, number 576, Nov.
  6. 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, New Zealand Treasury, number 12/04, Sep.
  7. 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, Victoria University of Wellington, Chair in Public Finance, number 18708.
  8. Simona Fabrizi & Steffen Lippert, 2012, "Corruption and the Public Display of Wealth," Working Papers, University of Otago, Department of Economics, number 1202, Jun, revised Jun 2012.
  9. Ryan Greenaway-McGrevy & Brent R. Moulton, 2012, "The Effect of the Business Cycle on the Methods Used for Seasonal Adjustment," BEA Papers, Bureau of Economic Analysis, number 0102, Oct.
  10. Dennis Fixler & Ryan Greenaway-McGrevy, 2012, "Valuation of Near-Market Endogenous Assets," BEA Working Papers, Bureau of Economic Analysis, number 0083, Feb.
  11. Ryan Greenaway-McGrevy & Nelson C. Mark & Donggyu Sul & Jyh-Lin Wu, 2012, "Exchange Rates as Exchange Rate Common Factors," Working Papers, Hong Kong Institute for Monetary Research, number 212012, Aug.
  12. Lippert, Steffen & Fabrizi, Simona, 2012, "International Internet Roaming," Working Paper Series, Victoria University of Wellington, The New Zealand Institute for the Study of Competition and Regulation, number 19229.
  13. 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, Cowles Foundation for Research in Economics, Yale University, number 1842, Jan.
  14. Peter C.B. Phillips & Shu-Ping Shi & Jun Yu, 2012, "Testing for Multiple Bubbles," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1843, Jan.
  15. 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, Cowles Foundation for Research in Economics, Yale University, number 1844, Jan.
  16. Peter C.B. Phillips & Ji Hyung Lee, 2012, "VARs with Mixed Roots Near Unity," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1845, Jan.
  17. Peter C.B. Phillips & Zhipeng Liao, 2012, "Series Estimation of Stochastic Processes: Recent Developments and Econometric Applications," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1871, Sep.
  18. Ioannis Kasparis & Peter C.B. Phillips & Tassos Magdalinos, 2012, "Non-linearity Induced Weak Instrumentation," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1872, Sep.
  19. Zhipeng Liao & Peter C.B. Phillips, 2012, "Automated Estimation of Vector Error Correction Models," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1873, Sep.
  20. Peter C.B. Phillips, 2012, "On Confidence Intervals for Autoregressive Roots and Predictive Regression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1879, Sep.

2011

  1. Yaghoubi, Esmaeil & Ahmadzadeh Mashinchi, Sina & Ebrahimi, Ahmad & Abdollahi, Hadi & Ebrahimi, Hamid, 2011, "An analysis of correlation between organizational justice and job satisfaction," MPRA Paper, University Library of Munich, Germany, number 38103, Oct.
  2. 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, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University, number 520, Jun.
  3. Fabrizi, Simona & Lippert, Steffen, 2011, "Due diligence, research joint ventures, and incentives to innovate," MPRA Paper, University Library of Munich, Germany, number 33207, Sep.
  4. Francis Bloch & Simona Fabrizi & Steffen Lippert, 2011, "Learning and Collusion in New Markets with Uncertain Entry Costs," Working Papers, HAL, number hal-00639049, Nov.
  5. 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, Bureau of Economic Analysis, number 0069, Feb.
  6. Ryan Greenaway-McGrevy, 2011, "Is GDP or GDI a better measure of output? A statistical approach," BEA Working Papers, Bureau of Economic Analysis, number 0076, Feb.
  7. Peter C.B. Phillips & Tassos Magdalinos, 2011, "Inconsistent VAR Regression with Common Explosive Roots," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1777, Jan.
  8. Xiaohu Wang & Peter C.B. Phillips & Jun Yu, 2011, "Bias in Estimating Multivariate and Univariate Diffusions," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1778, Jan.
  9. Qiying Wang & Peter C.B. Phillips, 2011, "Specification Testing for Nonlinear Cointegrating Regression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1779, Jan, revised Feb 2011.
  10. Chirok Han & Peter C.B. Phillips, 2011, "First Difference MLE and Dynamic Panel Estimation," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1780, Jan.
  11. Peter C.B. Phillips, 2011, "Folklore Theorems, Implicit Maps and New Unit Root Limit Theory," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1781, Jan.
  12. 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, Cowles Foundation for Research in Economics, Yale University, number 1832, Oct.
  13. Peter C.B. Phillips, 2011, "Meritocracy Voting: Measuring the Unmeasurable," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1833, Oct.
  14. Shu-Ping Shi & Peter C. B. Phillips & Jun Yu, 2011, "Specification Sensitivities in Right-Tailed Unit Root Testing for Financial Bubbles," Working Papers, Hong Kong Institute for Monetary Research, number 172011, Jun.
  15. Jiti Gao & Peter C.B. Phillips, 2011, "Semiparametric Estimation in Multivariate Nonstationary Time Series Models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 17/11, Sep.
  16. Torshizian, Eilya & Mehrara, Mohsen, 2011, "The effects of Economy, Values and Health on Happiness In Iran: the case of the Kish Island," MPRA Paper, University Library of Munich, Germany, number 30085, Mar, revised 05 Apr 2011.
  17. Jurgen von Hagen & Haiping Zhang, 2011, "International Capital Flows with Limited Commitment and Incomplete Markets," Working Papers, Singapore Management University, School of Economics, number 17-2011, Dec.

2010

  1. Yaghoubi, Esmaeil & Ahmadzadeh Mashinchi, Sina & Abdollahi, Hadi, 2010, "An analysis of correlation between organizational citizenship behavior (OCB) and emotional intelligence (EI)," MPRA Paper, University Library of Munich, Germany, number 38122, Nov.
  2. Ahmadzadeh Mashinchi, Sina, 2010, "The impact of the global economic crisis on non-oil operations of ports in Iran," MPRA Paper, University Library of Munich, Germany, number 38100.
  3. 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, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University, number 493, Nov.
  4. 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, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University, number 483, Aug.
  5. Alexandre Dmitriev & Ivo Krznar, 2010, "Habit Persistence and International Comovements," Working Papers, The Croatian National Bank, Croatia, number 23, Apr.
  6. Simona Fabrizi & Steffen Lippert & Clemens Puppe & Stephanie Rosenkranz, 2010, "Suggested retail prices with downstream competition," Working Papers, University of Otago, Department of Economics, number 1203, Apr, revised Aug 2012.
  7. Jiti Gao & Peter C. B. Phillips, 2010, "Semiparametric Estimation in Simultaneous Equations of Time Series Models," Adelaide Economics Working Papers, Adelaide University, School of Economics, number 2010-26, Oct.
  8. Chirok Han & Peter C.B. Phillips & Donggyu Sul, 2010, "Uniform Asymptotic Normality in Stationary and Unit Root Autoregression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1746.
  9. Chirok Han & Peter C.B. Phillips & Donggyu Sul, 2010, "X-Differencing and Dynamic Panel Model Estimation," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1747, Jan.
  10. Werner Ploberger & Peter C.B. Phillips, 2010, "Optimal Estimation under Nonstandard Conditions," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1748, Jan.
  11. 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, Cowles Foundation for Research in Economics, Yale University, number 1749.
  12. Peter C.B. Phillips, 2010, "Two New Zealand Pioneer Econometricians," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1750, Jan.
  13. Xiaoxia Shi & Peter C. B. Phillips, 2010, "Nonlinear Cointegrating Regression under Weak Identification," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1768, Sep.
  14. Jiti Gao & Peter C. B. Phillips, 2010, "Semiparametric Estimation in Time Series of Simultaneous Equations," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1769, Sep.
  15. Peter C. B. Phillips & Jun Yu, 2010, "Dating the Timeline of Financial Bubbles during the Subprime Crisis," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1770, Sep.
  16. Peter C. B. Phillips, 2010, "The Mysteries of Trend," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1771, Sep.
  17. Peter C.B. Phillips & Jun Yu, 2010, "A Conversation with Eric Ghysels Co-President of the Society for Financial Econometrics," Working Papers, Singapore Management University, School of Economics, number 15-2010, Oct.
  18. Peter C.B. Phillips & Jun Yu & Eric Ghysels, 2010, "Measurement and High Finance," Working Papers, Singapore Management University, School of Economics, number 17-2010, Oct.
  19. Peter C.B. Phillips & Jun Yu, 2010, "Corrigendum to “A Gaussian Approach for Continuous Time Models of the Short Term Interest Rate"," Working Papers, Singapore Management University, School of Economics, number 18-2010, Oct.
  20. Kao, Tina & Vaithianathan, Rhema, 2010, "Optimality of no-fault medical liability systems," PIE/CIS Discussion Paper, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University, number 480, Jul.
  21. Juergen von Hagen & Haiping zhang, 2010, "International Capital Flows and Aggregate Output," Working Papers, Singapore Management University, School of Economics, number 10-2010, May.
  22. Juergen von Hagen & Haiping Zhang, 2010, "International Capital Flows and World Output Gains," Working Papers, Singapore Management University, School of Economics, number 01-2010, Apr.
  23. Juergen von Hagen & Haiping Zhang, 2010, "Financial Development and the Patterns of International Capital Flows," Working Papers, Singapore Management University, School of Economics, number 02-2010, Apr.

2009

  1. 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, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University, number 457, Oct.
  2. 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, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University, number 420, Mar.
  3. Chung-Li & Wei Zhu & Alexandre Dmitriev, 2009, "Variable Capacity Utilization, Ambient Temperature Shocks and Generation Asset Valuation," Discussion Papers, School of Economics, The University of New South Wales, number 2009-14, Nov.
  4. Lippert, Steffen & Schumacher, Christoph, 2009, "Hopping on the Methadone Bus," MPRA Paper, University Library of Munich, Germany, number 13043, Jan.
  5. Qiying Wang & Peter C. B. Phillips, 2009, "Asymptotic Theory for Zero Energy Density Estimation with Nonparametric Regression Applications," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1687, Jan.
  6. Xu Cheng & Peter C. B. Phillips, 2009, "Cointegrating Rank Selection in Models with Time-Varying Variance," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1688, Jan.
  7. Peter C. B. Phillips, 2009, "Bootstrapping I(1) Data," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1689, Jan.
  8. Liudas Giraitis & Peter C. B. Phillips, 2009, "Mean and Autocovariance Function Estimation Near the Boundary of Stationarity," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1690, Jan.
  9. 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, Cowles Foundation for Research in Economics, Yale University, number 1699, Jun.
  10. Ioannis Kasparis & Peter C.B. Phillips, 2009, "Dynamic Misspecification in Nonparametric Cointegrating Regression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1700, Jun.
  11. 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, Cowles Foundation for Research in Economics, Yale University, number 1701, Jun.
  12. Peter C.B. Phillips & Liangjun Su, 2009, "Nonparametric Structural Estimation via Continuous Location Shifts in an Endogenous Regressor," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1702, Jun.
  13. Jin Seo Cho & Chirok Han & Peter C.B. Phillips, 2009, "LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1703, Jun.
  14. Peter C.B. Phillips & Liangjun Su, 2009, "A Paradox of Inconsistent Parametric and Consistent Nonparametric Regression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1704, Jun.
  15. Peter C.B.Phillips & Tassos Magdalinos, 2009, "Econometric Inference in the Vicinity of Unity," Working Papers, Singapore Management University, Sim Kee Boon Institute for Financial Economics, number CoFie-06-2009, Apr.
  16. Florens, Jean-Pierre & Sbaï, Erwann, 2009, "Local Identification in Empirical Games of Incomplete Information," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse, number 612, Jul.
  17. Rieko Aoki & Aaron Schiff, 2009, "Collective Rights Organizations and Investment in Upstream R&D," Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number gd08-045, Mar.

2008

  1. 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, University Library of Munich, Germany, number 37979, Sep.
  2. Schiff, Aaron & Aoki, Reiko & 青木, 玲子 & アオキ, レイコ, 2008, "Differentiated Standards and Patent Pools," PIE/CIS Discussion Paper, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University, number 360, Mar.
  3. 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, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University, number 347, Feb.
  4. 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, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University, number 361, Mar.
  5. Tang, Xueli & Bandyopadhyay, Debasis, 2008, "Redistributive policies and TFP differences across countries," Working Papers, Deakin University, Department of Economics, number eco_2008_22, Jan.
  6. Alexandre Dmitriev, 2008, "Technological Transfers, Limited Commitment and Growth," 2008 Meeting Papers, Society for Economic Dynamics, number 568.
  7. Peter C.B. Phillips, 2008, "Unit Root Model Selection," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1653, May.
  8. Peter C.B. Phillips, 2008, "Local Limit Theory and Spurious Nonparametric Regression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1654, May.
  9. Peter C.B. Phillips & Tassos Magdalinos, 2008, "Unit Root and Cointegrating Limit Theory When Initialization Is in the Infinite Past," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1655, May.
  10. Peter C.B. Phillips, 2008, "Long Memory and Long Run Variation," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1656, May.
  11. Qiying Wang & Peter C.B. Phillips, 2008, "Structural Nonparametric Cointegrating Regression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1657, May.
  12. Xu Cheng & Peter C.B. Phillips, 2008, "Semiparametric Cointegrating Rank Selection," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1658, May.
  13. Peter C.B. Phillips & Tassos Magdalinos & Liudas Giraitis, 2008, "Smoothing Local-to-Moderate Unit Root Theory," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1659, May.
  14. Yixiao Sun & Peter C.B. Phillips, 2008, "Optimal Bandwidth Choice for Interval Estimation in GMM Regression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1661, May.
  15. 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, New Zealand Agricultural and Resource Economics Society, number 96660, Aug, DOI: 10.22004/ag.econ.96660.

2007

  1. 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, Institute of Economic Research, Hitotsubashi University, number a492, Mar.
  2. Aoki, Reiko & 青木, 玲子 & アオキ, レイコ & Schiff, Aaron, 2007, "Intellectual Property Access Systems," Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number a491, Mar.
  3. 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, Institute of Economic Research, Hitotsubashi University, number a495, Jun.
  4. 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, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University, number 334, Oct.
  5. Aoki, Reiko & 青木, 玲子 & アオキ, レイコ, 2007, "Clearing Houses and Patent Pools: Access to Genetic Patents," Discussion Paper, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University, number 325, Mar.
  6. 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, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University, number 326, Mar.
  7. Simona Fabrizi & Steffen Lippert, 2007, "On Moral Hazard and Joint R&D," Keele Economics Research Papers, Centre for Economic Research, Keele University, number KERP 2007/03, Jan.
  8. Fabrizi, Simona & Lippert, Steffen & Norback, Pehr-Johan & Persson, Lars, 2007, "Venture Capitalists, Asymmetric Information and Ownership in the Innovation Process," MPRA Paper, University Library of Munich, Germany, number 6265, Nov.
  9. 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, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2007n05, Feb.
  10. Peter C.B. Phillips & Jun Yu, 2007, "Information Loss in Volatility Measurement with Flat Price Trading," Levine's Bibliography, UCLA Department of Economics, number 321307000000000805, Jan.
  11. Peter C.B. Phillips & Donggyu Sul, 2007, "Transition Modeling and Econometric Convergence Tests," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1595, Jan.
  12. Peter C.B. Phillips & Jun Yu, 2007, "Simulation-based Estimation of Contingent-claims Prices," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1596, Jan.
  13. Peter C.B. Phillips & Jun Yu, 2007, "Maximum Likelihood and Gaussian Estimation of Continuous Time Models in Finance," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1597, Jan.
  14. Chirok Han & Peter C.B. Phillips, 2007, "GMM Estimation for Dynamic Panels with Fixed Effects and Strong Instruments at Unity," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1599, Jan.
  15. Peter C.B. Phillips & Chang Sik Kim, 2007, "Long Run Covariance Matrices for Fractionally Integrated Processes," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1611, Jun.
  16. Peter C.B. Phillips & Ke-Li Xu, 2007, "Tilted Nonparametric Estimation of Volatility Functions," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1612, Jun, revised Jul 2010.
  17. Peter C.B. Phillips, 2007, "Exact Distribution Theory in Structural Estimation with an Identity," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1613, Jun.
  18. Peter C.B. Phillips & Tassos Magdalinos, 2007, "Limit Theory for Explosively Cointegrated Systems," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1614, Jun.
  19. Gorgens, Tue & Meng, Xin & Vaithianathan, Rhema, 2007, "Stunting and Selection Effects of Famine: A Case Study of the Great Chinese Famine," IZA Discussion Papers, IZA Network @ LISER, number 2543, Jan.
  20. Haiping Zhang & Jurgen von Hagen, 2007, "Financial Development and International Capital Flows," Working Papers, Singapore Management University, School of Economics, number 16-2007, Sep.
  21. Haiping Zhang & Jurgen von Hagen, 2007, "A Welfare Analysis of Capital Account Liberalization," Working Papers, Singapore Management University, School of Economics, number 19-2007, Aug.
  22. Jurgen von Hageny & Haiping Zhang, 2007, "A Welfare Analysis of Capital Liberalization," Macroeconomics Working Papers, East Asian Bureau of Economic Research, number 22489, Jan.

2006

  1. Aoki, Reiko & Kubo, Kensuke & Yamane, Hiroko, 2006, "Indian Patent Policy and Publich Health : implications from the Japanese Experience," IDE Discussion Papers, Institute of Developing Economies, Japan External Trade Organization(JETRO), number 57, Mar.
  2. Nagaoka, Sadao & 長岡, 貞男 & Aoki, Reiko & 青木, 玲子, 2006, "Economics of Research Exemption," IIR Working Paper, Institute of Innovation Research, Hitotsubashi University, number 06-04, Apr.
  3. 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, The University of Melbourne, number 975.
  4. 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, The University of Melbourne, number 974.
  5. Ananish Chaudhuri & Pushkar Maitra & Susan Skeath, 2006, "Communication, Advice and Beliefs in an Experimental Public Goods Game," Monash Economics Working Papers, Monash University, Department of Economics, number 05/06, Apr.
  6. 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, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich, number 191, Nov.
  7. Sholeh A. Maani & Rhema Vaithianathan & Barbara Wolfe, 2006, "Inequality and Health: Is Housing Crowding the Link?," Motu Working Papers, Motu Economic and Public Policy Research, number 06_09, Dec.
  8. Yixiao Sun & Peter C. B. Phillips & Sainan Jin, 2006, "Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1545, Jan.
  9. Peter C. B. Phillips & Chirok Han, 2006, "Gaussian Inference in AR(1) Time Series with or without a Unit Root," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1546, Jan.
  10. Peter C. B. Phillips, 2006, "Optimal Estimation of Cointegrated Systems with Irrelevant Instruments," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1547, Jan.
  11. Nicholas Z. Muller & Peter C. B. Phillips, 2006, "Sinusoidal Modeling Applied to Spatially Variant Tropospheric Ozone Air Pollution," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1548, Jan.
  12. Offer Lieberman & Peter C. B. Phillips, 2006, "Refined Inference on Long Memory in Realized Volatility," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1549, Jan.
  13. Christian Gourieroux & Peter C. B. Phillips & Jun Yu, 2006, "Indirect Inference for Dynamic Panel Models," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1550, Jan.
  14. Ke-Li Xu & Peter C.B. Phillips, 2006, "Adaptive Estimation of Autoregressive Models with Time-Varying Variances," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1585, Oct.
  15. Offer Lieberman & Peter C.B. Phillips, 2006, "A Complete Asymptotic Series for the Autocovariance Function of a Long Memory Process," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1586, Oct.
  16. Chang Sik Kim & Peter C.B. Phillips, 2006, "Log Periodogram Regression: The Nonstationary Case," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1587, Oct.
  17. Qiying Wang & Peter C.B. Phillips, 2006, "Asymptotic Theory for Local Time Density Estimation and Nonparametric Cointegrating Regression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1594, Dec.
  18. Peter C. B. Phillips & Jun Yu, 2006, "A Two-Stage Realized Volatility Approach to Estimation of Diffusion Processes with Discrete," Macroeconomics Working Papers, East Asian Bureau of Economic Research, number 22472, Jan.
  19. John Kennes & Aaron Schiff, 2006, "Informational Intermediation and Competing Auctions," Discussion Papers, University of Copenhagen. Department of Economics, number 06-02, Feb.
  20. Jürgen von Hagen & Haiping Zhang, 2006, "Financial Liberalization in a Small Open Economy," CESifo Working Paper Series, CESifo, number 1771.
  21. von Hagen, Jürgen & Zhang, Haiping, 2006, "Financial frictions, capital reallocation, and aggregate fluctuations," ZEI Working Papers, University of Bonn, ZEI - Center for European Integration Studies, number B 03-2006.
  22. von Hagen, Jürgen & Zhang, Haiping, 2006, "Financial openness and macroeconomic volatility," ZEI Working Papers, University of Bonn, ZEI - Center for European Integration Studies, number B 02-2006.

2005

  1. Reiko Aoki & Tomoko Saiki, 2005, "Implications of Product Patents : Lessons from Japan," Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number d05-85, Apr.
  2. 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, Institute of Innovation Research, Hitotsubashi University, number 05-01, Feb.
  3. Lee Branstetter & Reiko Aoki, 2005, "Is Academic Science Raising Innovative Productivity? Theory and Evidence from Firm-Level Data," Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number d05-86, Apr.
  4. 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, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University, number 275, Jun.
  5. A. Chaudhuri & L. Gangadharan & Pushkar Maitra, 2005, "An Experimental Analysis ofGroup Size and Risk Sharing," Department of Economics - Working Papers Series, The University of Melbourne, number 955.
  6. 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, The University of Melbourne, number 943.
  7. Spagnolo, Giancarlo & Lippert, Steffen, 2005, "Networks of Relations and Social Capital," CEPR Discussion Papers, Centre for Economic Policy Research, number 5078, May.
  8. Joanne Kathryn Lindley & Paula Lorgelly, 2005, "The relative income hypothesis: does it exist over time? Evidence from the BHPS," Working Papers, The University of Sheffield, Department of Economics, number 2005013, Jun, revised Jun 2005.
  9. Maani, Sholeh, 2005, "Parental Income and the Choice of Participation in University, Polytechnic or," Working Papers, Department of Economics, The University of Auckland, number 150.
  10. 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, Department of Economics, UC San Diego, number qt16b3j2hd, Oct.
  11. Peter C.B. Phillips & Yixiao Sun & Sainan Jin, 2005, "Improved HAR Inference," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1513, Jun.
  12. Peter C.B. Phillips & Donggyu Sul, 2005, "Economic Transition and Growth," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1514, Jun.
  13. Chirok Han & Peter C.B. Phillips, 2005, "GMM with Many Moment Conditions," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1515, Jun.
  14. Peter C.B. Phillips & Tassos Magadalinos, 2005, "Limit Theory for Moderate Deviations from a Unit Root under Weak Dependence," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1517, Jun.
  15. Federico M. Bandi & Peter C.B. Phillips, 2005, "A Simple Approach to the Parametric Estimation of Potentially Nonstationary Diffusions," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1522, Jun.
  16. 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, Cowles Foundation for Research in Economics, Yale University, number 1523, Jun.
  17. Sainan Jin & Peter C.B. Phillips & Yixiao Sun, 2005, "A New Approach to Robust Inference in Cointegration," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1538, Oct.
  18. Peter C. B. Phillips, 2005, "A Remark on Bimodality and Weak Instrumentation in Structural Equation Estimation," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1540, Dec.
  19. Seung Hyun Hong & Peter C. B. Phillips, 2005, "Testing Linearity in Cointegrating Relations with an Application to Purchasing Power Parity," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1541, Dec.
  20. Peter C. B. Phillips & Jun Yu, 2005, "Comments on “A selective overview of nonparametric methods in financial econometricsâ€Â," Finance Working Papers, East Asian Bureau of Economic Research, number 22469, Jan.
  21. 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, East Asian Bureau of Economic Research, number 22470, Jan.
  22. Peter C. B. Phillips & Jun Yu, 2005, "Comments on “A Selective Overview of Nonparametric Methods in Financial Econometrics” by Jianqing Fan," Working Papers, Singapore Management University, School of Economics, number 08-2005, Apr.
  23. Peter C. B. Phillips & Jun Yu, 2005, "Comment on “Realized Variance and Market Microstructure Noise” by Peter R. Hansen and Asger Lunde," Working Papers, Singapore Management University, School of Economics, number 13-2005, Sep.
  24. Aaron Schiff & Martin Browning & John Kennes, 2005, "Lots of Heterogeneity in a Matching Model," 2005 Meeting Papers, Society for Economic Dynamics, number 799.
  25. Zhang, Haiping, 2005, "Limited Pledgeability, Asset Prices, and Macroeconomic Fluctuations," Bonn Econ Discussion Papers, University of Bonn, Bonn Graduate School of Economics (BGSE), number 11/2005.

2004

  1. Reiko Aoki & Sadao Nagaoka, 2004, "The Consortium Standard and Patent Pools," Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number d04-32, May.
  2. Aoki, Reiko & 青木, 玲子 & アオキ, レイコ, 2004, "Microeconomics of Declining Birthrate: Review of Existing Literature," Discussion Paper, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University, number 228, Oct.
  3. Bandyopadhyay, Debasis, 2004, "How Financial Development Caused Economic Growth in the APEC: Financial Integration with FDI OR Privatisation without FDI," Working Papers, Department of Economics, The University of Auckland, number 221.
  4. Lata Gangadharan & Ananish Chaudhuri & Nisvan Erkal, 2004, "An Experimental Analysis of Third-Party Response to Corruption," Econometric Society 2004 Australasian Meetings, Econometric Society, number 220, Aug.
  5. 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, Econometric Society, number 38, Aug.
  6. 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, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich, number 18, Jul.
  7. Giancarlo Spagnolo & Steffen Lippert, 2004, "Networks of Relations," Econometric Society 2004 North American Winter Meetings, Econometric Society, number 496, Aug.
  8. 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, Department of Economics, UC San Diego, number qt6d36x00z, Sep.
  9. Phillips, Peter C.B. & Sun, Yixiao & Jin, Sainan, 2004, "Spectral Density Estimation and Robust Hypothesis Testing Using Steep Origin Kernels Without Truncation," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt6mf9q2rt, Nov.
  10. Peter C.B. Phillips, 2004, "Automated Discovery in Econometrics," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1469, Jul.
  11. Peter C.B. Phillips, 2004, "HAC Estimation by Automated Regression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1470, Jul.
  12. Peter C.B. Phillips & Tassos Magdalinos, 2004, "Limit Theory for Moderate Deviations from a Unit Root," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1471, Jul.
  13. Peter C.B. Phillips, 2004, "Challenges of Trending Time Series Econometrics," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1472, Jul.
  14. Rustam Ibragimov & Peter C.B. Phillips, 2004, "Regression Asymptotics Using Martingale Convergence Methods," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1473, Jul.
  15. Offer Lieberman & Peter C.B. Phillips, 2004, "Expansions for Approximate Maximum Likelihood Estimators of the Fractional Difference Parameter," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1474, Jul.
  16. Liudas Giraitis & Peter C.B. Phillips, 2004, "Uniform Limit Theory for Stationary Autoregression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1475, Jul.
  17. Aaron Schiff & John Kennes, 2004, "Guided Search: The Value of a Reputation System," 2004 Meeting Papers, Society for Economic Dynamics, number 345.
  18. Mariana Rodrigues Pinto & Emilson Caputo Delfino Silva, 2004, "O Brilho Da Bandeira Branca: Concorrência No Mercado De Combustíveis No Brasil," Anais do XXXII Encontro Nacional de Economia [Proceedings of the 32nd Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 086.
  19. Arthur Capllan & Emilson Silva, 2004, "Impure Public Goods, Imperfect Labor Mobility, and Matching Grants in a Federation with Decentralized Leadership," Working Papers, Utah State University, Department of Economics, number 2004-11, May.

2003

  1. 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, Institute of Economic Research, Hitotsubashi University, number a437, Apr.
  2. 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, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University, number 167, Aug.
  3. Ananish Chaudhuri & Lata Gangadharn, 2003, "Gender Differences in Trust and Reciprocity," Department of Economics - Working Papers Series, The University of Melbourne, number 875.
  4. Chaudhuri, Ananish & Graziano, Sara, 2003, "Evolution of Conventions in an Experimental Public Goods Game with Private and Public Knowledge of Advice," Working Papers, Department of Economics, The University of Auckland, number 201.
  5. 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, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2003n01, Jan.
  6. Phillips, Peter & Sul, Donggyu, 2003, "Bias in Dynamic Panel Estimation with Fixed Effects, Incidental Trends and Cross Section Dependence," Working Papers, Department of Economics, The University of Auckland, number 177.
  7. Phillips, Peter & Sul, Donggyu, 2003, "The Elusive Empirical Shadow of Growth Convergence," Working Papers, Department of Economics, The University of Auckland, number 197.
  8. Victoria Zinde-Walsh & Peter C.B. Phillips, 2003, "Fractional Brownian Motion as a Differentiable Generalized Gaussian Process," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1391, Jan.
  9. Peter C.B. Phillips & Jun Yu, 2003, "Jackknifing Bond Option Prices," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1392, Jan.
  10. Peter C.B. Phillips, 2003, "Vision and Influence in Econometrics: John Denis Sargan," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1393, Jan.
  11. Peter C.B. Phillips, 2003, "Laws and Limits of Econometrics," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1397, Feb.
  12. Hyungsik Roger Moon & Benoit Perron & Peter C.B. Phillips, 2003, "Incidental Trends and the Power of Panel Unit Root Tests," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1435, Sep.
  13. Donggyu Sul & Peter C.B. Phillips & Choi, Chi-Young, 2003, "Prewhitening Bias in HAC Estimation," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1436, Sep.
  14. Peter C.B. Phillips & Yixiao Sun & Sainan Jin, 2003, "Long Run Variance Estimation Using Steep Origin Kernels without Truncation," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1437, Sep.
  15. Olivier Armantier & Erwann Sbai, 2003, "Estimation and Comparison of Treasury Auction Formats when Bidders are Asymmetric," Department of Economics Working Papers, Stony Brook University, Department of Economics, number 03-02.
  16. John Kennes & Aaron Schiff, 2003, "The Value of a Reputation System," Industrial Organization, University Library of Munich, Germany, number 0301011, Jan.
  17. Emilson Caputo Delfino Silva & Chikara Yamaguchi, 2003, "Interregional Competition, Spillovers and Attachment in a Federation," Anais do XXXI Encontro Nacional de Economia [Proceedings of the 31st Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number b53.

2002

  1. Reiko Aoki & Sadao Nagaoka, 2002, "The Utility Standard and the Patentability of Basic Research," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-160, Jul.
  2. 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, New Zealand Treasury, number 02/17, Sep.
  3. Phillips, Peter & Sul, Donggyu, 2002, "Dynamic Panel Estimation and Homogenity Testing Under Cross Section Dependence," Working Papers, Department of Economics, The University of Auckland, number 194.
  4. Peter C.B. Phillips & Binbin Guo & Zhijie Xiao, 2002, "Efficient Regression in Time Series Partial Linear Models," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1363, May.
  5. Ling Hu & Peter C.B. Phillips, 2002, "Nonstationary Discrete Choice," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1364, May.
  6. Ling Hu & Peter C.B. Phillips, 2002, "Dynamics of the Federal Funds Target Rate: A Nonstationary Discrete Choice Approach," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1365, May.
  7. Yixiao Sun & Peter C.B. Phillips, 2002, "Nonlinear Log-Periodogram Regression for Perturbed Fractional Processes," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1366, May.
  8. Katsumi Shimotsu & Peter C.B. Phillips, 2002, "Exact Local Whittle Estimation of Fractional Integration," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1367, Aug, revised Jul 2004.
  9. Sainan Jin & Peter C.B. Phillips, 2002, "The KPSS Test with Seasonal Dummies," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1373, May.
  10. Offer Lieberman & Peter C.B. Phillips, 2002, "Error Bounds and Asymptotic Expansions for Toeplitz Product Functionals of Unbounded Spectra," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1374, May.
  11. Arthur Caplan & Emilson Silva, 2002, "An Equitable, Efficient and Implementable Scheme to Control Global Carbon Dioxide Emissions," Working Papers, Utah State University, Department of Economics, number 2002-22, Dec.
  12. Arthur Caplan & Emilson Silva, 2002, "An Efficient Mechanism to Control Correlated Externalities: Redistributive Transfers and the Coexistence of Regional and Global Pollution Permit Markets," Working Papers, Utah State University, Department of Economics, number 2002-23, Dec.
  13. 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, IZA Network @ LISER, number 515, Jun.

2001

  1. Reiko Aoki, 2001, "Oligopolistic Business to Business E-Market and Welfare," Industrial Organization, University Library of Munich, Germany, number 0012004, Feb.
  2. 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, Cowles Foundation for Research in Economics, Yale University, number 1308, Jul.
  3. Jun Yu & Peter C.B. Phillips, 2001, "Gaussian Estimation of Continuous Time Models of the Short Term Interest Rate," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1309, Jul.
  4. Peter C.B. Phillips, 2001, "Regression with Slowly Varying Regressors," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1310, Jul.
  5. 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, Cowles Foundation for Research in Economics, Yale University, number 1311, Jul.
  6. Zhijie Xiao & Peter C.B. Phillips, 2001, "A CUSUM Test for Cointegration Using Regression Residuals," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1329, Sep.
  7. Peter C.B. Phillips, 2001, "Bootstrapping Spurious Regression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1330, Sep.
  8. Peter C.B. Phillips & Joon Y. Park & Yoosoon Chang, 2001, "Nonlinear Instrumental Variable Estimation of an Autoregression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1331, Sep.
  9. Federico M. Bandi & Peter C.B. Phillips, 2001, "Fully Nonparametric Estimation of Scalar Diffusion Models," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1332, Sep.
  10. Luca Rigotti & Matthew Ryan & Rhema Vaithianathan, 2001, "Entrepreneurial Innovation," GE, Growth, Math methods, University Library of Munich, Germany, number 0103002, Apr.
  11. Rhema Vaithianathan, 2001, "An Economic Analysis of the Private Health Insurance Incentive Act (1998)," CEPR Discussion Papers, Centre for Economic Policy Research, Research School of Economics, Australian National University, number 427, Feb.

2000

  1. Reiko Aoki & Yossef Spiegel, 2000, "Public Disclosure of Patent Applications, R & D, and Welfare," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 1273, Aug.
  2. 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, Econometric Society, number 0809, Aug.
  3. 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, New Zealand Treasury, number 00/03.
  4. Sholeh A Maani, 2000, "Secondary and Tertiary Education Attainment and Income Levels for Maori and Non-Maori Over Time," Treasury Working Paper Series, New Zealand Treasury, number 00/18.
  5. Kerr, William A. & Phillips, Peter W.B., 2000, "The Biosafety Protocol And International Trade In Genetically Modified Organisms," CATRN Papers, Canadian Agri-Food Trade Research Network, number 12893, DOI: 10.22004/ag.econ.12893.
  6. 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, Department of Economics, The University of Auckland, number 161.
  7. Schiff, Aaron & Phillips, Peter, 2000, "Forecasting New Zealand's Real GDP," Working Papers, Department of Economics, The University of Auckland, number 186.
  8. Peter C.B. Phillips, 2000, "Trending Time Series and Macroeconomic Activity: Some Present and Future Challenges," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1264, Jul.
  9. Katsumi Shimotsu & Peter C.B. Phillips, 2000, "Modified Local Whittle Estimation of the Memory Parameter in the Nonstationary Case," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1265, Jul.
  10. Katsumi Shimotsu & Peter C.B. Phillips, 2000, "Local Whittle Estimation in Nonstationary and Unit Root Cases," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1266, Jul, revised Sep 2003.
  11. Katsumi Shimotsu & Peter C.B. Phillips, 2000, "Pooled Log Periodogram Regression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1267, Jul.
  12. Hyungsik Roger Moon & Peter C.B. Phillips, 2000, "GMM Estimation of Autoregressive Roots Near Unity with Panel Data," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1274, Sep.
  13. Carmela E. Quintos & Zhenhong Fan & Peter C.B. Phillips, 2000, "Structural Change in Tail Behavior and the Asian Financial Crisis," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1283, Nov.
  14. Federico Bandi & Peter C. B. Phillips, 2000, "Accelerated Asymptotics for Diffusion Model Estimation," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 1656, Aug.
  15. Erwann Sbai, 2000, "Identification in Empirical Games," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 1896, Aug.

1999

  1. Bandyopadhyay, Debasis, 1999, "Industry Premium: What we Know and What The New Zealand Data Say," Working Papers, Department of Economics, The University of Auckland, number 151.
  2. Bandyopadhyay, Debasis & Lahiri, P & Yu, Feng, 1999, "On A New Measure of Human Capital and Its Impact on Gross Domestic Product," Working Papers, Department of Economics, The University of Auckland, number 164.
  3. Bandyopadhyay, Debasis, 1999, "Can The Distribution of Highest Educational Attainment Be Characterised By A Discrete Probability Distribution?," Working Papers, Department of Economics, The University of Auckland, number 193.
  4. Bandyopadhyay, Debasis & Basu, Parantap, 1999, "Redistributive Tax and Growth in a Model with Discrete Occupation choice," Working Papers, Department of Economics, The University of Auckland, number 207.
  5. Bandyopadhyay, Debasis & Yu, Jun, 1999, "Do Topics Diffuse from Core to Periphery Journals?," Working Papers, Department of Economics, The University of Auckland, number 222.
  6. Maani, S, 1999, "Private and public returns to investments in secondary and higher education in New Zealand over time: 1981-1996," Working Papers, Department of Economics, The University of Auckland, number 170.
  7. Phillips, Peter, 1999, "Discrete Fourier Transforms of Fractional Processes August," Working Papers, Department of Economics, The University of Auckland, number 149.
  8. 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, Department of Economics, UC Santa Barbara, number qt3f55r5mj, Jan.
  9. 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, Department of Economics, UC Santa Barbara, number qt7fd8x80m, Jul.
  10. 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, Department of Economics, UC Santa Barbara, number qt87p2z8zx, Aug.
  11. Peter C.B. Phillips, 1999, "Descriptive Econometrics for Nonstationary Time Series with Empirical Illustrations," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1219, Jun.
  12. Peter C.B. Phillips & Werner Ploberger, 1999, "Empirical Limits for Time Series Econometric Models," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1220, May.
  13. Peter C.B. Phillips & Hyungsik R. Moon, 1999, "Nonstationary Panel Data Analysis: An Overview of Some Recent Developments," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1221, Jun.
  14. Peter C.B. Phillips & Hyungsik R. Moon, 1999, "Linear Regression Limit Theory for Nonstationary Panel Data," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1222, Jun.
  15. Peter C.B. Phillips & Joon Y. Park, 1999, "Nonstationary Binary Choice," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1223, Jun.
  16. Peter C.B. Phillips, 1999, "Discrete Fourier Transforms of Fractional Processes," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1243, Dec.
  17. Peter C.B. Phillips, 1999, "Unit Root Log Periodogram Regression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1244, Dec.
  18. Yoosoon Chang & Joon Y. Park & Peter C.B. Phillips, 1999, "Nonlinear Econometric Models with Cointegrated and Deterministically Trending Regressors," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1245, Dec.

1998

  1. Bandyopadhyay, Debasis & Cheung, Chung-Sze Joyce, 1998, "Financial Development and Growth: Can the APEC Experience Offer A Lesson for Asia," Working Papers, Department of Economics, The University of Auckland, number 198.
  2. Peter C.B. Phillips, 1998, "Econometric Analysis of Fisher's Equation," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1180, Jun.
  3. Peter C.B. Phillips & Joon Y. Park, 1998, "Nonstationary Density Estimation and Kernel Autoregression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1181, Jun.
  4. Peter C.B. Phillips & Joon Y. Park, 1998, "Asymptotics for Nonlinear Transformations of Integrated Time Series," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1182, Jun.
  5. Peter C.B. Phillips & Zhijie Xiao, 1998, "A Primer on Unit Root Testing," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1189, Aug.
  6. Joon Y. Park & Peter C.B. Phillips, 1998, "Nonlinear Regressions with Integrated Time Series," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1190, Aug.
  7. Zhijie Xiao & Peter C.B. Phillips, 1998, "Higher Order Approximations for Wald Statistics in Cointegrating Regressions," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1192, Aug.
  8. Peter C.B. Phillips, 1998, "New Unit Root Asymptotics in the Presence of Deterministic Trends," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1196, Oct.
  9. Werner Ploberger & Peter C.B. Phillips, 1998, "Rissanen's Theorem and Econometric Time Series," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1197, Oct.
  10. John C. Chao & Peter C.B. Phillips, 1998, "Jeffreys Prior Analysis of the Simultaneous Equations Model in the Case with n+1 Endogenous Variables," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1198, Oct.

1997

  1. Thomas J. Prusa & Reiko Aoki, 1997, "Sequential vs. Simultaneous Choice With Endogenous Quality," Departmental Working Papers, Rutgers University, Department of Economics, number 199510, Mar.
  2. Bandyopadhyay, Debasis, 1997, "Distribution of human capital and economic growth," Working Papers, Department of Economics, The University of Auckland, number 157.
  3. Ananish Chaudhuri, 1997, "The Ratchet Principle in a Principal Agent Game with Unknown Costs: An Experimental Analysis," Departmental Working Papers, Rutgers University, Department of Economics, number 199608, Jul.
  4. Ananish Chaudhuri & Pushkar Maitra, 1997, "Determinants of Land Tenure Contracts; Theory and Evidence from Rural India," Departmental Working Papers, Rutgers University, Department of Economics, number 199710, Jul.
  5. Ananish Chaudhuri, 1997, "A Dynamic Model of Contractual Choice in Tenancy," Departmental Working Papers, Rutgers University, Department of Economics, number 199711, Jul.
  6. John C. Chao & Peter C.B. Phillips, 1997, "Model Selection in Partially Nonstationary Vector Autoregressive Processes with Reduced Rank Structure," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1155, Jul.
  7. 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, Cowles Foundation for Research in Economics, Yale University, number 1161, Sep.
  8. In Choi & Peter C.B. Phillips, 1997, "Regressions for Partially Identified, Cointegrated Simultaneous Equations," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1162, Sep.
  9. Dean Corbae & Sam Ouliaris & Peter C.B. Phillips, 1997, "Band Spectral Regression with Trending Data," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1163, Sep.
  10. Richard C. Cornes & Emilson C.D. Silva, 1997, "Rotten Kids, Purity and Perfection," Keele Department of Economics Discussion Papers (1995-2001), Department of Economics, Keele University, number 97/13.

1996

  1. Reiko Aoki & Jin-Li Hu, 1996, "Licensing vs. Litigation: Effect of the Legal System on Incentives to Innovate," Industrial Organization, University Library of Munich, Germany, number 9612002, Dec.
  2. Reiko Aoki & Jin-Li Hu, 1996, "Allocation of Legal Costs and Patent Litigation: A Cooperative Game Approach," Industrial Organization, University Library of Munich, Germany, number 9612001, Dec.
  3. Peter C.B. Phillips & Chin Chin Lee, 1996, "Efficiency Gains from Quasi-Differencing Under Nonstationarity," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1134, Sep.
  4. Peter C.B. Phillips, 1996, "Spurious Regression Unmasked," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1135, Oct.
  5. 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, Cowles Foundation for Research in Economics, Yale University, number 1137, Nov.
  6. Richard C. Cornes & Emilson C.D. Silva, 1996, "Local Public Goods, Inter-Regional Transfers and Private Information," Keele Department of Economics Discussion Papers (1995-2001), Department of Economics, Keele University, number 96/11.
  7. Richard C. Cornes & Emilson C.D. Silva, 1996, "Transfers Between Jurisdictions with Private Information: The Equity/Efficiency Tradeoff," Keele Department of Economics Discussion Papers (1995-2001), Department of Economics, Keele University, number 96/12.

1995

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

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, Cowles Foundation for Research in Economics, Yale University, number 1080, Sep.
  2. Peter C.B. Phillips, 1994, "Nonstationary Time Series and Cointegration: Recent Books and Themes for the Future," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1081, Sep.
  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, Cowles Foundation for Research in Economics, Yale University, number 1082, Sep.
  4. Peter C.B. Phillips, 1994, "Model Determination and Macroeconomic Activity," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1083, Sep.

1993

  1. Peter C.B. Phillips, 1993, "Fully Modified Least Squares and Vector Autoregression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1047, May.
  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, Cowles Foundation for Research in Economics, Yale University, number 1055, Aug, revised 1996.
  3. Peter C.B. Phillips, 1993, "Robust Nonstationary Regression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1064, Nov.

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, Wisconsin Madison - Social Systems, number 9208.
  2. Peter C.B. Phillips & Werner Ploberger, 1992, "Posterior Odds Testing for a Unit Root with Data-Based Model Selection," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1017, May.
  3. Peter C.B. Phillips, 1992, "Bayesian Model Selection and Prediction with Empirical Applications," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1023, Jul.
  4. Peter C.B. Phillips, 1992, "Bayes Models and Forecasts of Australian Macroeconomic Time Series," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1024, Aug.
  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, Cowles Foundation for Research in Economics, Yale University, number 1025, Aug.
  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, Cowles Foundation for Research in Economics, Yale University, number 1038, Oct.
  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, Cowles Foundation for Research in Economics, Yale University, number 1039, Nov.
  8. Peter C.B. Phillips, 1992, "Hyper-Consistent Estimation of a Unit Root in Time Series Regression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1040, Nov.

1991

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

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, Cowles Foundation for Research in Economics, Yale University, number 947, Jul.
  2. Peter C.B. Phillips, 1990, "Operational Algebra and Regression t-Tests," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 948, Jul.
  3. Peter C.B. Phillips, 1990, "A Shortcut to LAD Estimator Asymptotics," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 949, Jul.
  4. Peter C.B. Phillips, 1990, "To Criticize the Critics: An Objective Bayesian Analysis of Stochastic Trends," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 950, Jul.

1989

  1. Peter C.B. Phillips, 1989, "A Little Magic with the Cauchy Distribution," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 886.
  2. Peter C.B. Phillips, 1989, "A New Proof of Knight's Theorem on the Cauchy Distribution," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 887.
  3. Peter C.B. Phillips, 1989, "Time Series Regression with a Unit Root and Infinite Variance Errors," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 897R, revised Aug 1989.
  4. Peter C.B. Phillips & Mico Loretan, 1989, "The Durbin-Watson Ratio Under Infinite Variance Errors," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 898R, revised Aug 1989.
  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, Cowles Foundation for Research in Economics, Yale University, number CFP 899, Mar.
  6. Peter C.B. Phillips & Mico Loretan, 1989, "Estimating Long Run Economic Equilibria," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 928, Oct.
  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, Cowles Foundation for Research in Economics, Yale University, number 929, Oct.
  8. Peter C.B. Phillips & Victor Solo, 1989, "Asymptotics for Linear Processes," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 932, Oct.
  9. Peter C.B. Phillips & Peter Schmidt, 1989, "Testing for a Unit Root in the Presence of Deterministic Trends," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 933, Oct.

1988

  1. Peter C.B. Phillips, 1988, "The Characteristic Function of the Dirichlet and Multivariate F Distributions," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 865, Jan.
  2. Peter C.B. Phillips, 1988, "Optimal Inference in Cointegrated Systems," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 866R, revised Aug 1989.
  3. Peter C.B. Phillips & Bruce E. Hansen, 1988, "Statistical Inference in Instrumental Variables," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 869R, revised Apr 1989.
  4. Peter C.B. Phillips, 1988, "Spectral Regression for Cointegrated Time Series," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 872, Apr.
  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, Cowles Foundation for Research in Economics, Yale University, number 880, Jun.
  6. Peter C.B. Phillips & Bruce E. Hansen, 1988, "Estimation and Inference in Models of Cointegration: A Simulation Study," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 881, Jul.
  7. Peter C.B. Phillips, 1988, "Error Correction and Long Run Equilibrium in Continuous Time," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 882R, revised Jul 1989.
  8. Peter C.B. Phillips, 1988, "Reflections on Econometric Methodology," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 893, Dec.

1987

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

1986

  1. Peter C.B. Phillips, 1986, "Regression Theory for Near-Integrated Time Series," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 781R, Jan, revised Jan 1987.
  2. Peter C.B. Phillips, 1986, "Towards a Unified Asymptotic Theory for Autoregression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 782R, Feb, 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, Cowles Foundation for Research in Economics, Yale University, number 786, Mar.
  4. Steven N. Durlauf & Peter C.B. Phillips, 1986, "Trends Versus Random Walks in Time Series Analysis," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 788, Apr.
  5. Peter C.B. Phillips & Pierre Perron, 1986, "Testing for a Unit Root in Time Series Regression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 795R, revised Sep 1987.
  6. Peter C.B. Phillips, 1986, "Weak Convergence to the Matrix Stochastic Integral BdB," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 796, Jul.
  7. Peter C.B. Phillips & Joon Y. Park, 1986, "On the Formulation of Wald Tests of Nonlinear Restrictions," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 801, Sep.
  8. Peter C.B. Phillips & Joon Y. Park, 1986, "Asymptotic Equivalence of OLS and GLS in Regressions with Integrated Regressors," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 802.
  9. Peter C.B. Phillips & Sam Ouliaris, 1986, "Testing for Cointegration Using Principal Component Measures," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 809R, 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, Cowles Foundation for Research in Economics, Yale University, number 811R, revised Aug 1987.
  11. Peter C.B. Phillips & Joon Y. Park, 1986, "Statistical Inference in Regressions with Integrated Processes: Part 2," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 819R, revised Feb 1987.
  12. Perron, P. & Phillips, P.C.B., 1986, "Does Gnp Have a Unit Root? a Reevaluation," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 8640.

1985

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

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, Cowles Foundation for Research in Economics, Yale University, number 721, Sep.
  2. Peter C.B. Phillips, 1984, "The Exact Distribution of the Wald Statistic," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 722, Sep.
  3. Sam Ouliaris & Peter C.B. Phillips, 1984, "The Exact Distribution of the Wald Statistic: The Non-Central Case," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 731, Nov.

1983

  1. Peter C.B. Phillips, 1983, "On University Education in Econometrics: Remarks on an Article by Eric R. Sowey," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 679, Sep.
  2. Peter C.B. Phillips, 1983, "The Exact Distribution of Zellner's SUR," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 680, Aug.
  3. Peter C.B. Phillips, 1983, "The Exact Distribution of Exogenous Variable Coefficient Estimators," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 681, Jul.
  4. Peter C.B. Phillips, 1983, "The Exact Distribution of the Stein-Rule Estimator," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 682.
  5. Peter C.B. Phillips, 1983, "Finite Sample Econometrics Using ERA's," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 683, Nov.
  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, Cowles Foundation for Research in Economics, Yale University, number 723R, revised Mar 1986.

1982

  1. Peter C.B. Phillips, 1982, "Small Sample Distribution Theory in Econometric Models of Simultaneous Equations," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 617, Feb.
  2. Peter C.B. Phillips, 1982, "Exact Small Sample Theory in the Simultaneous Equations Model," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 621, Mar.
  3. Peter C.B. Phillips, 1982, "On the Exact Distribution of LIML (revised and extended, see CFDP 658)," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 626, Mar.
  4. Peter C.B. Phillips, 1982, "The Distribution of Matrix Quotients," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 637, Jul.
  5. Peter C.B. Phillips, 1982, "Failure of the Alternation Theorem in Rational Approximations Over C_0(-infinity,infinity)," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 638, Jul.
  6. Peter C.B. Phillips, 1982, "ERA's: A New Approach to Small Sample Theory," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 645, Aug.
  7. Peter C.B. Phillips, 1982, "The Exact Distribution of LIML: I," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 658, Dec.

1981

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

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, Cowles Foundation for Research in Economics, Yale University, number 552, May.
  2. Peter C.B. Phillips, 1980, "On a Lemma of Amemiya," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 560.
  3. Peter C.B. Phillips, 1980, "The Characteristic Function of the F Distribution," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 561, Sep.
  4. Peter C.B. Phillips, 1980, "Best Uniform Approximation to Probability Densities in Econometrics," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 562, Sep.
  5. Peter C.B. Phillips, 1980, "Characteristic Functions and the Tail Behavior of Probability Distributions," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 567.
  6. Esfandier Maasoumi & Peter C.B. Phillips, 1980, "On the Behavior of Inconsistent Instrumental Variable Estimators," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 568, Dec.
  7. Phillips, Peter C.B., 1980, "On the Consistency of Non-Linear FIML," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 573, Dec.

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, University of Sydney, School of Economics, number 32, May.

1978

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

Undated

  1. Peter C.B. Phillips & Ye Chen, undated, "Restricted Likelihood Ratio Tests in Predictive Regression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1968.
  2. Jin Seo Cho & Peter C.B. Phillips, undated, "Testing Equality of Covariance Matrices via Pythagorean Means," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1970.
  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, Singapore Management University, Sim Kee Boon Institute for Financial Economics, number CoFie-05-2009.
  4. John Kennes & Aaron Schiff, undated, "Simple Reputation Systems," Discussion Papers, University of Copenhagen. Department of Economics, number 05-21, revised Nov 2005.

Journal articles

2026

  1. Greenaway-McGrevy, Ryan, 2026, "Can zoning reform increase housing construction? Evidence from Auckland," Economic Modelling, Elsevier, volume 160, issue C, DOI: 10.1016/j.econmod.2026.107592.
  2. Geoff Cooper & Ryan Greenaway-McGrevy & James Allan Jones, 2026, "Measuring the cost of land inputs to housing construction," New Zealand Economic Papers, Taylor & Francis Journals, volume 60, issue 1, pages 1-23, January, DOI: 10.1080/00779954.2025.2536257.
  3. Ryan Greenaway-McGrevy & James Allan Jones, 2026, "Evaluating limited influence estimators of core inflation in New Zealand," New Zealand Economic Papers, Taylor & Francis Journals, volume 60, issue 2, pages 232-241, May, DOI: 10.1080/00779954.2025.2555351.
  4. Violetta Dalla & Liudas Giraitis & Peter C. B. Phillips, 2026, "Testing Mean Stability of Heteroskedastic Time Series," Journal of Time Series Analysis, Wiley Blackwell, volume 47, issue 1, pages 182-200, January, DOI: 10.1111/jtsa.12840.
  5. Peter C. B. Phillips, 2026, "Semiparametric Cointegrating Rank Selection for Curved Cross‐Section Time Series," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 88, issue 4, pages 623-642, August, DOI: 10.1111/obes.70061.
  6. Wang, Qiying & Phillips, Peter C. B., 2026, "A General Limit Theory For Nonlinear Functionals Of Nonstationary Time Series," Econometric Theory, Cambridge University Press, volume 42, issue 1, pages 5-62, February.
  7. Shi, Shuping & Phillips, Peter C.B., 2026, "Uncovering mild drift in asset prices with intraday high-frequency data," Journal of Econometrics, Elsevier, volume 253, issue C, DOI: 10.1016/j.jeconom.2025.106177.
  8. Wang, Guanghao & Do, Hung Xuan & Liu, Chenghao & Sbai, Erwann & Silva, Emilson, 2026, "Shifting roles of renewable and fossil energy in the ENTSO-E countries: Evidence from a novel war-induced energy intensity index," Energy Policy, Elsevier, volume 210, issue C, DOI: 10.1016/j.enpol.2026.115083.
  9. João Ricardo Faria & Emilson C. D. Silva, 2026, "Dynamics of Fiscal Habits and Soft Budgets in Federations," Journal of Public Economic Theory, Association for Public Economic Theory, volume 28, issue 2, April, DOI: 10.1111/jpet.70110.
  10. Attílio, Luccas Assis & Silva, Emilson C.D., 2026, "Renewable, fossil fuel, and nuclear energy responses to global shocks: Lessons from China and the United States," Energy Economics, Elsevier, volume 160, issue C, DOI: 10.1016/j.eneco.2026.109452.
  11. Zhang, Zeya & Wen, Le & Silva, Emilson, 2026, "Estimating residential electricity demand in New Zealand: Evidence from a Household Economic Survey," Energy Policy, Elsevier, volume 214, issue C, DOI: 10.1016/j.enpol.2026.115285.
  12. Luccas Assis Attílio & Joao Ricardo Faria & Mauro Rodrigues & Emilson Silva, 2026, "The Relationships Between Oil, Critical Minerals, and Military Expenditure: Evidence from the U.S. and China," Games, MDPI, volume 17, issue 3, pages 1-21, June.
  13. Miaomiao Tao & Stephen Poletti & David Roubaud & Emilson Silva, 2026, "Asymmetric interdependence between economic policy uncertainty and New Zealand carbon price," Applied Economics, Taylor & Francis Journals, volume 58, issue 9, pages 1796-1811, February, DOI: 10.1080/00036846.2025.2471041.

2025

  1. Bandyopadhyay, Debasis & Liang, Yan & Tang, Xueli, 2025, "Diffusing knowledge: Reoptimizing redistribution for growth and inequality," European Economic Review, Elsevier, volume 178, issue C, DOI: 10.1016/j.euroecorev.2025.105096.
  2. Alexandre Dmitriev, 2025, "Have socioeconomic determinants of national suicide rates changed over 20 years? A model averaging approach," Applied Economics, Taylor & Francis Journals, volume 57, issue 38, pages 5890-5909, August, DOI: 10.1080/00036846.2024.2372117.
  3. Maltman, Matthew & Greenaway-McGrevy, Ryan, 2025, "Going it alone: The impact of upzoning on housing construction in Lower Hutt," Journal of Housing Economics, Elsevier, volume 67, issue C, DOI: 10.1016/j.jhe.2024.102032.
  4. Greenaway-McGrevy, Ryan, 2025, "Evaluating the long-run effects of zoning reform on urban development," Regional Science and Urban Economics, Elsevier, volume 111, issue C, DOI: 10.1016/j.regsciurbeco.2024.104062.
  5. Ryan Greenaway-McGrevy & James Allan Jones, 2025, "Can zoning reform change urban development patterns? Evidence from Auckland," Urban Studies, Urban Studies Journal Limited, volume 62, issue 12, pages 2415-2435, September, DOI: 10.1177/00420980241311521.
  6. Ryan Greenaway-McGrevy, 2025, "Zoning reform and state-developed housing in Auckland," New Zealand Economic Papers, Taylor & Francis Journals, volume 59, issue 3, pages 178-204, September, DOI: 10.1080/00779954.2025.2468710.
  7. Ryan Greenaway-McGrevy & Yun So, 2025, "Temporal and regional variations in intergenerational income mobility in New Zealand," New Zealand Economic Papers, Taylor & Francis Journals, volume 59, issue 3, pages 213-237, September, DOI: 10.1080/00779954.2024.2423703.
  8. Yunjie Shi & Simona Fabrizi & Steffen Lippert, 2025, "Voluntary Contributions to a Public Good: When and How Much?," Journal of Public Economic Theory, Association for Public Economic Theory, volume 27, issue 3, June, DOI: 10.1111/jpet.70042.
  9. Doriani Lingga & Simona Fabrizi & Steffen Lippert, 2025, "Tax and Subsidy Policies in a Two‐Sided Market: An Application to the Digital Healthcare Industry," Journal of Public Economic Theory, Association for Public Economic Theory, volume 27, issue 6, December, DOI: 10.1111/jpet.70077.
  10. Feess, Eberhard & Lippert, Steffen & Martini-Tibbs, Jamie & Tremewan, James, 2025, "Leadership and cooperation in a sequential Prisoner’s Dilemma," European Economic Review, Elsevier, volume 180, issue C, DOI: 10.1016/j.euroecorev.2025.105160.
  11. Suzi Kerr & Steffen Lippert & Edmund Y. Lou, 2025, "Transfers in climate action teams," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 80, issue 2, pages 595-618, September, DOI: 10.1007/s00199-024-01600-w.
  12. Cullinan, John & Lorgelly, Paula, 2025, "Equity in health care and health: Contributions from health economics," Social Science & Medicine, Elsevier, volume 372, issue C, DOI: 10.1016/j.socscimed.2025.117997.
  13. Alice Minhinnick & Francisco Santos-Gonzalez & Michelle Wilson & Paula Lorgelly, 2025, "How is Value Defined in Molecular Testing in Cancer? A Scoping Review," Applied Health Economics and Health Policy, Springer, volume 23, issue 3, pages 409-424, May, DOI: 10.1007/s40258-024-00901-4.
  14. Rerotlhe B. Basele & Peter C. B. Phillips & Shuping Shi, 2025, "Speculative Bubbles in the Recent AI Boom: Nasdaq and the Magnificent Seven," Journal of Time Series Analysis, Wiley Blackwell, volume 46, issue 5, pages 814-828, September, DOI: 10.1111/jtsa.12835.
  15. Lee, Jungyoon & Phillips, Peter C. B. & Rossi, Francesca, 2025, "Heteroskedasticity Robust Specification Testing In Spatial Autoregression," Econometric Theory, Cambridge University Press, volume 41, issue 5, pages 995-1043, October.
  16. Sun, Yixiao & Phillips, Peter C.B. & Kheifets, Igor L., 2025, "Estimation and inference in a possibly multicointegrated system with a fixed number of instruments," Economics Letters, Elsevier, volume 250, issue C, DOI: 10.1016/j.econlet.2025.112297.
  17. Wang, Ying & Phillips, Peter C.B. & Tu, Yundong, 2025, "Limit theory and inference in non-cointegrated functional coefficient regression," Journal of Econometrics, Elsevier, volume 249, issue PB, DOI: 10.1016/j.jeconom.2025.105996.
  18. Wang, Ying & Phillips, Peter C.B., 2025, "Limit theory for local polynomial estimation of functional coefficient models with possibly integrated regressors," Journal of Econometrics, Elsevier, volume 249, issue PB, DOI: 10.1016/j.jeconom.2025.106007.
  19. Cho, Jin Seo & Phillips, Peter C.B., 2025, "GMM estimation with Brownian kernels applied to income inequality measurement," Journal of Econometrics, Elsevier, volume 252, issue PA, DOI: 10.1016/j.jeconom.2025.106110.
  20. Jia Li & Peter C B Phillips , & Shuping Shi & Jun Yu, 2025, "Weak Identification of Long Memory with Implications for Volatility Modeling," The Review of Financial Studies, Society for Financial Studies, volume 38, issue 10, pages 3117-3148.
  21. Lynn Bergeland Morgan & Peter C. B. Phillips & Donggyu Sul, 2025, "Policy Evaluation with Nonlinear Trended Outcomes: Covid‐19 Vaccination Rates in the United States," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 40, issue 6, pages 697-714, September, DOI: 10.1002/jae.3137.
  22. Wang, Guanghao & Sbai, Erwann & Sheng, Mingyue Selena & Tao, Miaomiao, 2025, "News sentiment, climate conditions, and New Zealand electricity market: A real-time bidding policy perspective," Energy, Elsevier, volume 318, issue C, DOI: 10.1016/j.energy.2025.134784.
  23. Wang, Guanghao & Wan, Hongtao & Sbai, Erwann, 2025, "Nonlinear impacts of distributed generation on extreme electricity prices under policy shocks: Evidence from New Zealand's oil and gas exploration ban," Energy, Elsevier, volume 335, issue C, DOI: 10.1016/j.energy.2025.137754.
  24. Tao, Miaomiao & Tiwari, Aviral Kumar & Poletti, Stephen & Roubaud, David & Silva, Emilson, 2025, "The credibility of environmental policy stringency: Implications for sustainability in OECD Countries," Energy Economics, Elsevier, volume 146, issue C, DOI: 10.1016/j.eneco.2025.108492.
  25. Attílio, Luccas Assis & Faria, João Ricardo & Rodrigues, Mauro & Silva, Emilson, 2025, "Spillover effects from oil markets on international ethanol markets and Chinese electricity production," Energy Policy, Elsevier, volume 207, issue C, DOI: 10.1016/j.enpol.2025.114868.
  26. Tao, Miaomiao & Roubaud, David & Tiwari, Aviral Kumar & Silva, Emilson, 2025, "How do systematic risk spillovers reshape investment outcomes?," Finance Research Letters, Elsevier, volume 75, issue C, DOI: 10.1016/j.frl.2025.106809.
  27. Tao, Miaomiao & Saadaoui, Jamel & Silva, Emilson, 2025, "How robust is the link between growth and fiscal consolidation under global uncertainties? A reassessment for Sub-Saharan Africa," Finance Research Letters, Elsevier, volume 84, issue C, DOI: 10.1016/j.frl.2025.107773.
  28. Attílio, Luccas Assis & Silva, Emilson C.D., 2025, "Impacts of the European energy transition: Spillover effects and transmission channels," Innovation and Green Development, Elsevier, volume 4, issue 3, DOI: 10.1016/j.igd.2025.100230.

2024

  1. Alexandre Dmitriev, 2024, "On determinants of national suicide rates: evidence from Bayesian model averaging," Applied Economics, Taylor & Francis Journals, volume 56, issue 59, pages 8838-8845, December, DOI: 10.1080/00036846.2023.2294272.
  2. Saygın Avşar, Tuba & Yang, Xiaozhe & Lorgelly, Paula, 2024, "Equity in national healthcare economic evaluation guidelines: Essential or extraneous?," Social Science & Medicine, Elsevier, volume 357, issue C, DOI: 10.1016/j.socscimed.2024.117220.
  3. Yan Feng & Søren Rud Kristensen & Paula Lorgelly & Rachel Meacock & Alberto Núñez-Elvira & Marina Rodés-Sánchez & Luigi Siciliani & Matt Sutton, 2024, "Pay-for-Performance incentives for specialised services in England: a mixed methods evaluation," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), volume 25, issue 5, pages 857-876, July, DOI: 10.1007/s10198-023-01630-6.
  4. Yu, Ping & Liao, Qin & Phillips, Peter C. B., 2024, "New Control Function Approaches In Threshold Regression With Endogeneity," Econometric Theory, Cambridge University Press, volume 40, issue 5, pages 1065-1119, October.
  5. Phillips, Peter C.B. & Kheifets, Igor L., 2024, "High-dimensional IV cointegration estimation and inference," Journal of Econometrics, Elsevier, volume 238, issue 2, DOI: 10.1016/j.jeconom.2023.105622.
  6. Lui, Yiu Lim & Phillips, Peter C.B. & Yu, Jun, 2024, "Robust testing for explosive behavior with strongly dependent errors," Journal of Econometrics, Elsevier, volume 238, issue 2, DOI: 10.1016/j.jeconom.2023.105626.
  7. Wang, Yiren & Phillips, Peter C.B. & Su, Liangjun, 2024, "Panel data models with time-varying latent group structures," Journal of Econometrics, Elsevier, volume 240, issue 1, DOI: 10.1016/j.jeconom.2024.105685.
  8. Giraitis, Liudas & Li, Yufei & Phillips, Peter C.B., 2024, "Robust inference on correlation under general heterogeneity," Journal of Econometrics, Elsevier, volume 240, issue 1, DOI: 10.1016/j.jeconom.2024.105691.
  9. Ke, Shuyao & Phillips, Peter C.B. & Su, Liangjun, 2024, "Robust inference of panel data models with interactive fixed effects under long memory: A frequency domain approach," Journal of Econometrics, Elsevier, volume 241, issue 2, DOI: 10.1016/j.jeconom.2024.105761.
  10. Giraitis, Liudas & Li, Yufei & Phillips, Peter C.B., 2024, "Reprint of: Robust inference on correlation under general heterogeneity," Journal of Econometrics, Elsevier, volume 244, issue 2, DOI: 10.1016/j.jeconom.2024.105744.
  11. Eva Biswas & Farzad Sabzikar & Peter C. B. Phillips, 2024, "Boosting the HP filter for trending time series with long-range dependence," Econometric Reviews, Taylor & Francis Journals, volume 44, issue 1, pages 41-79, August, DOI: 10.1080/07474938.2024.2380704.
  12. Liang Jiang & Xiaobin Liu & Peter C. B. Phillips & Yichong Zhang, 2024, "Bootstrap Inference for Quantile Treatment Effects in Randomized Experiments with Matched Pairs," The Review of Economics and Statistics, MIT Press, volume 106, issue 2, pages 542-556, March, DOI: 10.1162/rest_a_01089.
  13. Ziwei Mei & Peter C. B. Phillips & Zhentao Shi, 2024, "The boosted Hodrick‐Prescott filter is more general than you might think," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 39, issue 7, pages 1260-1281, November, DOI: 10.1002/jae.3086.
  14. Guanghao Wang & Chenghao Liu & Erwann Sbai & Mingyue Selena Sheng & Jinhong Hu & Miaomiao Tao, 2024, "Interrelations between bitcoin market sentiment, crude oil, gold, and the stock market with bitcoin prices: Vision from the hedging market," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 41, issue 5, pages 1166-1190, June, DOI: 10.1108/SEF-03-2024-0137.
  15. Donovan, Stuart & de Graaff, Thomas & de Groot, Henri L.F. & Schiff, Aaron, 2024, "An urban overhead? Crime, agglomeration, and amenity," Journal of Housing Economics, Elsevier, volume 64, issue C, DOI: 10.1016/j.jhe.2024.101994.
  16. Che, Shuai & Tao, Miaomiao & Silva, Emilson & Sheng, Mingyue Selena & Zhao, Congyu & Wang, Jun, 2024, "Financial misallocation and green innovation efficiency: China's firm-level evidence," Energy Economics, Elsevier, volume 136, issue C, DOI: 10.1016/j.eneco.2024.107697.
  17. Tao, Miaomiao & Lin, Boqiang & Silva, Emilson, 2024, "China's household's energy poverty mitigation: An inclusive finance perspective," Energy, Elsevier, volume 313, issue C, DOI: 10.1016/j.energy.2024.134114.
  18. Miaomiao Tao & Stephen Poletti & Mingyue Selena Sheng & Emilson Silva & Xuefeng Shao, 2024, "How Does Industrial Agglomeration Drive High-Quality Green Development in China? New Evidence from a Financial and Manufacturing Co-Clustering," American Business Review, Pompea College of Business, University of New Haven, volume 27, issue 2, pages 573-606.

2023

  1. 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, volume 90, issue C, DOI: 10.1016/j.eeh.2023.101531.
  2. Greenaway-McGrevy, Ryan & Phillips, Peter C.B., 2023, "The impact of upzoning on housing construction in Auckland," Journal of Urban Economics, Elsevier, volume 136, issue C, DOI: 10.1016/j.jue.2023.103555.
  3. 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, volume 21, issue 5, pages 683-687, September, DOI: 10.1007/s40258-023-00823-7.
  4. 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), volume 24, issue 2, pages 179-186, March, DOI: 10.1007/s10198-022-01468-4.
  5. 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, volume 41, issue 2, pages 123-138, February, DOI: 10.1007/s40273-022-01221-y.
  6. 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, volume 41, issue 4, pages 427-438, April, DOI: 10.1007/s40273-023-01243-0.
  7. 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, volume 56, issue 3, pages 357-362, September, DOI: 10.1111/1467-8462.12523.
  8. Shuping Shi & Peter C.B. Phillips, 2023, "Diagnosing housing fever with an econometric thermometer," Journal of Economic Surveys, Wiley Blackwell, volume 37, issue 1, pages 159-186, February, DOI: 10.1111/joes.12430.
  9. Kyriacou, Maria & Phillips, Peter C.B. & Rossi, Francesca, 2023, "Continuously Updated Indirect Inference In Heteroskedastic Spatial Models," Econometric Theory, Cambridge University Press, volume 39, issue 1, pages 107-145, February.
  10. Phillips, Peter C.B., 2023, "Estimation And Inference With Near Unit Roots," Econometric Theory, Cambridge University Press, volume 39, issue 2, pages 221-263, April.
  11. Phillips, Peter C. B. & Wang, Ying, 2023, "Limit Theory For Locally Flat Functional Coefficient Regression," Econometric Theory, Cambridge University Press, volume 39, issue 5, pages 900-949, October.
  12. Wang, Qiying & Phillips, Peter C. B., 2023, "Optimal Bandwidth Selection In Nonlinear Cointegrating Regression," Econometric Theory, Cambridge University Press, volume 39, issue 6, pages 1325-1337, December.
  13. Kheifets, Igor L. & Phillips, Peter C.B., 2023, "Fully modified least squares cointegrating parameter estimation in multicointegrated systems," Journal of Econometrics, Elsevier, volume 232, issue 2, pages 300-319, DOI: 10.1016/j.jeconom.2021.07.002.
  14. Phillips, Peter C.B. & Wang, Ying, 2023, "When bias contributes to variance: True limit theory in functional coefficient cointegrating regression," Journal of Econometrics, Elsevier, volume 232, issue 2, pages 469-489, DOI: 10.1016/j.jeconom.2021.09.007.
  15. Miao, Ke & Phillips, Peter C.B. & Su, Liangjun, 2023, "High-dimensional VARs with common factors," Journal of Econometrics, Elsevier, volume 233, issue 1, pages 155-183, DOI: 10.1016/j.jeconom.2022.02.002.
  16. 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, volume 234, issue 2, pages 758-776, DOI: 10.1016/j.jeconom.2022.08.010.
  17. Liu, Yanbo & Phillips, Peter C.B., 2023, "Robust inference with stochastic local unit root regressors in predictive regressions," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 563-591, DOI: 10.1016/j.jeconom.2022.06.002.
  18. Ye ChenCapital & Peter C B Phillips & Shuping Shi, 2023, "Common Bubble Detection in Large Dimensional Financial Systems," Journal of Financial Econometrics, Oxford University Press, volume 21, issue 4, pages 989-1063.
  19. Peter C. B. Phillips & Jun Yu, 2023, "Information loss in volatility measurement with flat price trading," Empirical Economics, Springer, volume 64, issue 6, pages 2957-2999, June, DOI: 10.1007/s00181-022-02353-y.
  20. 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, volume 64, issue 4, pages 1347-1395, November, DOI: 10.1111/iere.12647.
  21. Enache, Andreea & Florens, Jean-Pierre & Sbai, Erwann, 2023, "A functional estimation approach to the first-price auction models," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 1564-1588, DOI: 10.1016/j.jeconom.2022.12.007.
  22. Naoto Aoyama & Emilson Caputo Delfino Silva, 2023, "Efficient Decentralized Leadership under Hybrid Work and Attachment to Regions," Games, MDPI, volume 14, issue 2, pages 1-18, March.

2022

  1. Bandyopadhyay, Debasis & Tang, Xueli, 2022, "Children’S Learning Environment And Growth-Promoting Income Redistribution," Macroeconomic Dynamics, Cambridge University Press, volume 26, issue 8, pages 2029-2085, December.
  2. Simona Fabrizi & Steffen Lippert & Addison Pan & Matthew Ryan, 2022, "A theory of unanimous jury voting with an ambiguous likelihood," Theory and Decision, Springer, volume 93, issue 3, pages 399-425, October, DOI: 10.1007/s11238-021-09857-6.
  3. Benjamin Bridgman & Ryan Greenaway‐McGrevy, 2022, "Public enterprise and the rise and fall of labor share," Economic Inquiry, Western Economic Association International, volume 60, issue 1, pages 320-350, January, DOI: 10.1111/ecin.13032.
  4. Greenaway-McGrevy, Ryan, 2022, "Forecast combination for VARs in large N and T panels," International Journal of Forecasting, Elsevier, volume 38, issue 1, pages 142-164, DOI: 10.1016/j.ijforecast.2021.04.006.
  5. Jack Fosten & Ryan Greenaway-McGrevy, 2022, "Panel data nowcasting," Econometric Reviews, Taylor & Francis Journals, volume 41, issue 7, pages 675-696, August, DOI: 10.1080/07474938.2021.2017670.
  6. Ryan Greenaway-McGrevy & Kyle K. Hood, 2022, "Persistent shocks and incomplete regional adjustment: a model-averaging approach," Regional Studies, Taylor & Francis Journals, volume 56, issue 3, pages 371-380, March, DOI: 10.1080/00343404.2021.1948001.
  7. Bloch, Francis & Fabrizi, Simona & Lippert, Steffen, 2022, "Hiding and herding in market entry," Journal of Economic Theory, Elsevier, volume 206, issue C, DOI: 10.1016/j.jet.2022.105568.
  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, volume 20, issue 5, pages 693-706, September, DOI: 10.1007/s40258-022-00736-x.
  9. 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, volume 56, issue 2, pages 169-194, May, DOI: 10.1080/00779954.2022.2034175.
  10. Dalla, Violetta & Giraitis, Liudas & Phillips, Peter C. B., 2022, "Robust Tests For White Noise And Cross-Correlation," Econometric Theory, Cambridge University Press, volume 38, issue 5, pages 913-941, October.
  11. Lieberman, Offer & Phillips, Peter C.B., 2022, "Understanding temporal aggregation effects on kurtosis in financial indices," Journal of Econometrics, Elsevier, volume 227, issue 1, pages 25-46, DOI: 10.1016/j.jeconom.2020.07.035.
  12. Phillips, Peter C.B. & Wang, Ying, 2022, "Functional coefficient panel modeling with communal smoothing covariates," Journal of Econometrics, Elsevier, volume 227, issue 2, pages 371-407, DOI: 10.1016/j.jeconom.2021.03.004.
  13. 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, volume 63, issue 1, pages 391-456, February, DOI: 10.1111/iere.12548.
  14. Arik Levinson & Emilson Silva, 2022, "The Electric Gini: Income Redistribution through Energy Prices," American Economic Journal: Economic Policy, American Economic Association, volume 14, issue 2, pages 341-365, May, DOI: 10.1257/pol.20200543.
  15. Naoto Aoyama & Emilson Caputo Delfino Silva, 2022, "Endogenous Abatement Technology Agreements under Environmental Regulation," Games, MDPI, volume 13, issue 2, pages 1-30, April.
  16. Naoto Aoyama & Emilson C. D. Silva, 2022, "Abatement innovation in a Cournot oligopoly: emission versus output tax incentives," The Japanese Economic Review, Springer, volume 73, issue 2, pages 325-350, April, DOI: 10.1007/s42973-020-00047-7.

2021

  1. 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, volume 90, issue C, DOI: 10.1016/j.socec.2020.101650.
  2. Greenaway-McGrevy, Ryan & Sorensen, Kade, 2021, "A Time-Varying Hedonic Approach to quantifying the effects of loss aversion on house prices," Economic Modelling, Elsevier, volume 99, issue C, DOI: 10.1016/j.econmod.2021.03.010.
  3. 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, volume 58, issue 5, pages 959-976, April, DOI: 10.1177/0042098020940602.
  4. Ryan Greenaway-McGrevy & Kade Sorensen, 2021, "A spatial model averaging approach to measuring house prices," Journal of Spatial Econometrics, Springer, volume 2, issue 1, pages 1-32, December, DOI: 10.1007/s43071-021-00013-4.
  5. Ryan Greenaway-McGrevy & Peter C. B. Phillips, 2021, "House prices and affordability," New Zealand Economic Papers, Taylor & Francis Journals, volume 55, issue 1, pages 1-6, January, DOI: 10.1080/00779954.2021.1878328.
  6. Lippert, Steffen & Tremewan, James, 2021, "Pledge-and-review in the laboratory," Games and Economic Behavior, Elsevier, volume 130, issue C, pages 179-195, DOI: 10.1016/j.geb.2021.08.003.
  7. 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, volume 18, issue 7, pages 1-10, March.
  8. 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, volume 14, issue 4, pages 379-380, July, DOI: 10.1007/s40271-021-00505-3.
  9. Xingang Wang & Sholeh A. Maani & Alan Rogers, 2021, "Economic Network Effects and Immigrant Earnings," The Economic Record, The Economic Society of Australia, volume 97, issue 316, pages 78-99, March, DOI: 10.1111/1475-4932.12579.
  10. Xingang Wang & Sholeh A. Maani, 2021, "Ethnic regional networks and immigrants' earnings: A spatial autoregressive network approach," Papers in Regional Science, Wiley Blackwell, volume 100, issue 1, pages 141-168, February, DOI: 10.1111/pirs.12559.
  11. Sholeh A. Maani & Le Wen, 2021, "Over-education and immigrant earnings: a penalized quantile panel regression analysis," Applied Economics, Taylor & Francis Journals, volume 53, issue 24, pages 2771-2790, May, DOI: 10.1080/00036846.2020.1869169.
  12. Wang, Qiying & Phillips, Peter C.B. & Kasparis, Ioannis, 2021, "Latent Variable Nonparametric Cointegrating Regression," Econometric Theory, Cambridge University Press, volume 37, issue 1, pages 138-168, February.
  13. Hu, Zhishui & Phillips, Peter C.B. & Wang, Qiying, 2021, "Nonlinear Cointegrating Power Function Regression With Endogeneity," Econometric Theory, Cambridge University Press, volume 37, issue 6, pages 1173-1213, December.
  14. 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, volume 221, issue 1, pages 198-222, DOI: 10.1016/j.jeconom.2020.05.003.
  15. Peter C. B. Phillips, 2021, "Pitfalls in Bootstrapping Spurious Regression," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 19, issue 1, pages 163-217, December, DOI: 10.1007/s40953-021-00268-6.
  16. 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, volume 62, issue 2, pages 469-520, May, DOI: 10.1111/iere.12494.
  17. 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, volume 62, issue 2, pages 521-570, May, DOI: 10.1111/iere.12495.
  18. 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, volume 14, issue 10, pages 1-24, October.
  19. Andre Rossi de Oliveira & Emilson Caputo Delfino Silva, 2021, "Self-Enforcing Collective Counterterror Retaliation," Games, MDPI, volume 13, issue 1, pages 1-16, December.
  20. Emilson Caputo Delfino Silva & Chikara Yamaguchi, 2021, "Overlapping Climate Clubs: Self-Enforcing R&D Networks to Mitigate Global Warming," Games, MDPI, volume 13, issue 1, pages 1-24, December.
  21. Eilya Torshizian & Arthur Grimes, 2021, "Household Crowding Measures: A Comparison and External Test of Validity," Journal of Happiness Studies, Springer, volume 22, issue 4, pages 1925-1951, April, DOI: 10.1007/s10902-020-00302-z.
  22. 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, volume 53, issue 4, DOI: 10.1016/j.bar.2021.100987.

2020

  1. Bandyopadhyay, Debasis & La Pere, Anatoly, 2020, "Raising productivity with pension premium," Economic Modelling, Elsevier, volume 92, issue C, pages 295-308, DOI: 10.1016/j.econmod.2020.01.009.
  2. 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, volume 23, issue 2, pages 526-553, June, DOI: 10.1007/s10683-019-09623-0.
  3. Ryan Greenaway-McGrevy, 2020, "Multistep forecast selection for panel data," Econometric Reviews, Taylor & Francis Journals, volume 39, issue 4, pages 373-406, April, DOI: 10.1080/07474938.2019.1651490.
  4. Ryan Greenaway-McGrevy & Cameron Haworth, 2020, "Loss aversion in New Zealand housing," New Zealand Economic Papers, Taylor & Francis Journals, volume 54, issue 2, pages 138-160, May, DOI: 10.1080/00779954.2019.1631877.
  5. 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, volume 194, issue C, DOI: 10.1016/j.econlet.2020.109325.
  6. Paula K. Lorgelly & Amanda Adler, 2020, "Impact of a Global Pandemic on Health Technology Assessment," Applied Health Economics and Health Policy, Springer, volume 18, issue 3, pages 339-343, June, DOI: 10.1007/s40258-020-00590-9.
  7. 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), volume 21, issue 2, pages 297-309, March, DOI: 10.1007/s10198-019-01129-z.
  8. 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, volume 13, issue 5, pages 599-610, October, DOI: 10.1007/s40271-020-00430-x.
  9. Phillips, Peter C.B. & Leirvik, Thomas & Storelvmo, Trude, 2020, "Econometric estimates of Earth’s transient climate sensitivity," Journal of Econometrics, Elsevier, volume 214, issue 1, pages 6-32, DOI: 10.1016/j.jeconom.2019.05.002.
  10. Lieberman, Offer & Phillips, Peter C.B., 2020, "Hybrid stochastic local unit roots," Journal of Econometrics, Elsevier, volume 215, issue 1, pages 257-285, DOI: 10.1016/j.jeconom.2019.05.023.
  11. Li, Degui & Phillips, Peter C.B. & Gao, Jiti, 2020, "Kernel-based Inference in Time-Varying Coefficient Cointegrating Regression," Journal of Econometrics, Elsevier, volume 215, issue 2, pages 607-632, DOI: 10.1016/j.jeconom.2019.10.005.
  12. Sabzikar, Farzad & Wang, Qiying & Phillips, Peter C.B., 2020, "Asymptotic theory for near integrated processes driven by tempered linear processes," Journal of Econometrics, Elsevier, volume 216, issue 1, pages 192-202, DOI: 10.1016/j.jeconom.2020.01.013.
  13. Bykhovskaya, Anna & Phillips, Peter C.B., 2020, "Point optimal testing with roots that are functionally local to unity," Journal of Econometrics, Elsevier, volume 219, issue 2, pages 231-259, DOI: 10.1016/j.jeconom.2020.03.003.
  14. Peter C. B. Phillips, 2020, "Dynamic Panel Modeling of Climate Change," Econometrics, MDPI, volume 8, issue 3, pages 1-28, July.
  15. Le Wen & Basil Sharp & Erwann Sbai, 2020, "Spatial Effects of Wind Generation and Its Implication for Wind Farm Investment Decisions in New Zealand," The Energy Journal, , volume 41, issue 2, pages 47-72, March, DOI: 10.5547/01956574.41.2.lwen.
  16. João Ricardo Faria & Emilson Caputo Delfino Silva, 2020, "Leadership delegation in rotten kid families," Journal of Population Economics, Springer;European Society for Population Economics, volume 33, issue 2, pages 441-460, April, DOI: 10.1007/s00148-019-00755-4.

2019

  1. Bandyopadhyay, Debasis & King, Ian & Tang, Xueli, 2019, "Human capital misallocation, redistributive policies, and TFP," Journal of Macroeconomics, Elsevier, volume 60, issue C, pages 309-324, DOI: 10.1016/j.jmacro.2019.02.005.
  2. 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, volume 98, issue 1, pages 353-370, February, DOI: 10.1111/pirs.12353.
  3. Ryan Greenaway‐McGrevy & Kyle Hood, 2019, "Aggregate effects and measuring regional dynamics," Papers in Regional Science, Wiley Blackwell, volume 98, issue 5, pages 1955-1991, October, DOI: 10.1111/pirs.12441.
  4. Greenaway-McGrevy, Ryan, 2019, "Asymptotically Efficient Model Selection For Panel Data Forecasting," Econometric Theory, Cambridge University Press, volume 35, issue 4, pages 842-899, August.
  5. 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, volume 123, issue 11, pages 1036-1041, DOI: 10.1016/j.healthpol.2019.07.007.
  6. 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, volume 22, issue 1, pages 1-4.
  7. Le Wen & Sholeh A. Maani, 2019, "Job mismatches and career mobility," Applied Economics, Taylor & Francis Journals, volume 51, issue 10, pages 1010-1024, February, DOI: 10.1080/00036846.2018.1524569.
  8. 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, volume 81, issue 6, pages 1336-1361, December, DOI: 10.1111/obes.12307.
  9. Wang, Wuyi & Phillips, Peter C.B. & Su, Liangjun, 2019, "The heterogeneous effects of the minimum wage on employment across states," Economics Letters, Elsevier, volume 174, issue C, pages 179-185, DOI: 10.1016/j.econlet.2018.11.002.
  10. Kong, Jianning & Phillips, Peter C.B. & Sul, Donggyu, 2019, "Weak σ-convergence: Theory and applications," Journal of Econometrics, Elsevier, volume 209, issue 2, pages 185-207, DOI: 10.1016/j.jeconom.2018.12.022.
  11. Tao, Yubo & Phillips, Peter C.B. & Yu, Jun, 2019, "Random coefficient continuous systems: Testing for extreme sample path behavior," Journal of Econometrics, Elsevier, volume 209, issue 2, pages 208-237, DOI: 10.1016/j.jeconom.2019.01.002.
  12. John C. Chao & Peter C. B. Phillips, 2019, "Uniform Inference in Panel Autoregression," Econometrics, MDPI, volume 7, issue 4, pages 1-28, November.
  13. Peter C. B. Phillips & Xiaohu Wang & Yonghui Zhang, 2019, "HAR Testing for Spurious Regression in Trend," Econometrics, MDPI, volume 7, issue 4, pages 1-28, December.

2018

  1. Ananish Chaudhuri, 2018, "Belief Heterogeneity and the Restart Effect in a Public Goods Game," Games, MDPI, volume 9, issue 4, pages 1-20, November.
  2. 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, volume 18, issue 2, pages 1-24, July, DOI: 10.1515/bejte-2016-0185.
  3. Benjamin Bridgman & Ryan Greenaway-McGrevy, 2018, "The fall (and rise) of labour share in New Zealand," New Zealand Economic Papers, Taylor & Francis Journals, volume 52, issue 2, pages 109-130, May, DOI: 10.1080/00779954.2016.1219763.
  4. 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, volume 59, issue 4, pages 2193-2218, November, DOI: 10.1111/iere.12334.
  5. Paula K Lorgelly, 2018, "The Impact of Brexit on Pharmaceuticals and HTA," PharmacoEconomics - Open, Springer, volume 2, issue 2, pages 87-91, June, DOI: 10.1007/s41669-018-0072-5.
  6. 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, volume 15, issue 1, pages 69-87, January, DOI: 10.1007/s10368-016-0366-y.
  7. Anna Bykhovskaya & Peter C. B. Phillips, 2018, "Boundary Limit Theory for Functional Local to Unity Regression," Journal of Time Series Analysis, Wiley Blackwell, volume 39, issue 4, pages 523-562, July, DOI: 10.1111/jtsa.12285.
  8. 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, volume 39, issue 6, pages 966-987, November, DOI: 10.1111/jtsa.12427.
  9. Phillips, Peter C. B., 2018, "Dynamic Panel Anderson-Hsiao Estimation With Roots Near Unity," Econometric Theory, Cambridge University Press, volume 34, issue 2, pages 253-276, April.
  10. Phillips, Peter C.B. & Shi, Shu-Ping, 2018, "Financial Bubble Implosion And Reverse Regression," Econometric Theory, Cambridge University Press, volume 34, issue 4, pages 705-753, August.
  11. Lieberman, Offer & Phillips, Peter C.B., 2018, "Iv And Gmm Inference In Endogenous Stochastic Unit Root Models," Econometric Theory, Cambridge University Press, volume 34, issue 5, pages 1065-1100, October.
  12. Yu, Ping & Phillips, Peter C.B., 2018, "Threshold regression asymptotics: From the compound Poisson process to two-sided Brownian motion," Economics Letters, Elsevier, volume 172, issue C, pages 123-126, DOI: 10.1016/j.econlet.2018.08.039.
  13. Cho, Jin Seo & Phillips, Peter C.B., 2018, "Pythagorean generalization of testing the equality of two symmetric positive definite matrices," Journal of Econometrics, Elsevier, volume 202, issue 1, pages 45-56, DOI: 10.1016/j.jeconom.2017.05.020.
  14. Yu, Ping & Phillips, Peter C.B., 2018, "Threshold regression with endogeneity," Journal of Econometrics, Elsevier, volume 203, issue 1, pages 50-68, DOI: 10.1016/j.jeconom.2017.09.007.
  15. Cheng, Tingting & Gao, Jiti & Phillips, Peter C.B., 2018, "A frequentist approach to Bayesian asymptotics," Journal of Econometrics, Elsevier, volume 206, issue 2, pages 359-378, DOI: 10.1016/j.jeconom.2018.06.006.
  16. 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, volume 36, issue 3, pages 523-537, July, DOI: 10.1080/07350015.2016.1200983.
  17. 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., volume 33, issue 1, pages 141-159, January, DOI: 10.1002/jae.2589.
  18. 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., volume 33, issue 6, pages 797-815, September, DOI: 10.1002/jae.2632.
  19. Andre Rossi de Oliveira & João Ricardo Faria & Emilson C. D. Silva, 2018, "Transnational Terrorism," Journal of Conflict Resolution, Peace Science Society (International), volume 62, issue 3, pages 496-528, March, DOI: 10.1177/0022002716660586.

2017

  1. 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, volume 142, issue C, pages 11-23, DOI: 10.1016/j.jebo.2017.07.016.
  2. Ananish Chaudhuri & Tony So & Erwann Sbai, 2017, "Pay cuts and layoffs in an experimental minimum effort coordination game," Economics Bulletin, AccessEcon, volume 37, issue 3, pages 2181-2197.
  3. Chaudhuri, Ananish & Paichayontvijit, Tirnud & Smith, Alexander, 2017, "Belief heterogeneity and contributions decay among conditional cooperators in public goods games," Journal of Economic Psychology, Elsevier, volume 58, issue C, pages 15-30, DOI: 10.1016/j.joep.2016.11.004.
  4. Dmitriev, Alexandre, 2017, "Composite habits and international transmission of business cycles," Journal of Economic Dynamics and Control, Elsevier, volume 76, issue C, pages 1-34, DOI: 10.1016/j.jedc.2016.12.003.
  5. 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, volume 51, issue 2, pages 97-99, May, DOI: 10.1080/00779954.2017.1317655.
  6. Simona Fabrizi & Steffen Lippert, 2017, "Corruption and the public display of wealth," Journal of Public Economic Theory, Association for Public Economic Theory, volume 19, issue 4, pages 827-840, August.
  7. 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, volume 190, issue C, pages 247-255, DOI: 10.1016/j.socscimed.2017.08.033.
  8. 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, volume 35, issue 4, pages 439-451, April, DOI: 10.1007/s40273-016-0475-z.
  9. Rachel J. Knott & Nicole Black & Bruce Hollingsworth & Paula K. Lorgelly, 2017, "Response‐Scale Heterogeneity in the EQ‐5D," Health Economics, John Wiley & Sons, Ltd., volume 26, issue 3, pages 387-394, March, DOI: 10.1002/hec.3313.
  10. 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., volume 26, issue 3, pages 398-400, March, DOI: 10.1002/hec.3433.
  11. 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, volume 20, issue 1, pages 85-111.
  12. Jian Z. Yeo & Sholeh A. Maani, 2017, "Educational mismatches and earnings in the New Zealand labour market," New Zealand Economic Papers, Taylor & Francis Journals, volume 51, issue 1, pages 28-48, January, DOI: 10.1080/00779954.2015.1114959.
  13. Peter C. B. Phillips, 2017, "Edmond Malinvaud - an Economist's Econometrician," Annals of Economics and Statistics, GENES, issue 125-126, pages 135-151.
  14. Smyth Stuart & Kerr William & Phillips Peter, 2017, "Labeling Demands, Coexistence and the Challenges for Trade," Journal of Agricultural & Food Industrial Organization, De Gruyter, volume 15, issue 1, pages 1-10, January, DOI: 10.1515/jafio-2016-0015.
  15. Phillips, Peter C.B. & Li, Degui & Gao, Jiti, 2017, "Estimating smooth structural change in cointegration models," Journal of Econometrics, Elsevier, volume 196, issue 1, pages 180-195, DOI: 10.1016/j.jeconom.2016.09.013.
  16. Lieberman, Offer & Phillips, Peter C.B., 2017, "A multivariate stochastic unit root model with an application to derivative pricing," Journal of Econometrics, Elsevier, volume 196, issue 1, pages 99-110, DOI: 10.1016/j.jeconom.2016.05.019.
  17. Phillips, Peter C.B. & Gao, Wayne Yuan, 2017, "Structural inference from reduced forms with many instruments," Journal of Econometrics, Elsevier, volume 199, issue 2, pages 96-116, DOI: 10.1016/j.jeconom.2017.05.003.
  18. Chen, Ye & Phillips, Peter C.B. & Yu, Jun, 2017, "Inference in continuous systems with mildly explosive regressors," Journal of Econometrics, Elsevier, volume 201, issue 2, pages 400-416, DOI: 10.1016/j.jeconom.2017.08.016.
  19. Chirok Han & Peter C. B. Phillips & Donggyu Sul, 2017, "Lag length selection in panel autoregression," Econometric Reviews, Taylor & Francis Journals, volume 36, issue 1-3, pages 225-240, March, DOI: 10.1080/07474938.2015.1114313.
  20. Peter C. B. Phillips & Aman Ullah, 2017, "Econometric Reviews honors Esfandiar Maasoumi," Econometric Reviews, Taylor & Francis Journals, volume 36, issue 6-9, pages 563-567, October, DOI: 10.1080/07474938.2017.1312074.
  21. Peter C. B. Phillips, 2017, "Reduced forms and weak instrumentation," Econometric Reviews, Taylor & Francis Journals, volume 36, issue 6-9, pages 818-839, October, DOI: 10.1080/07474938.2017.1307578.
  22. Maria Kyriacou & Peter C. B. Phillips & Francesca Rossi, 2017, "Indirect inference in spatial autoregression," Econometrics Journal, Royal Economic Society, volume 20, issue 2, pages 168-189, June.
  23. 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, volume 55, issue 4, pages 291-323, July, DOI: 10.1080/00128775.2017.1291306.
  24. Emilson Caputo Delfino Silva, 2017, "Tax competition and federal equalization schemes with decentralized leadership," International Tax and Public Finance, Springer;International Institute of Public Finance, volume 24, issue 1, pages 164-178, February, DOI: 10.1007/s10797-016-9402-7.
  25. Emilson C. D. Silva, 2017, "Self-enforcing agreements under unequal nationally determined contributions," International Tax and Public Finance, Springer;International Institute of Public Finance, volume 24, issue 4, pages 705-729, August, DOI: 10.1007/s10797-017-9463-2.
  26. João Ricardo Faria & Emilson C. D. Silva & Daniel G. Arce, 2017, "Intertemporal Versus Spatial Externalities in Counterterror Policy Games," Dynamic Games and Applications, Springer, volume 7, issue 3, pages 402-421, September, DOI: 10.1007/s13235-016-0188-0.
  27. Haiping Zhang, 2017, "Wealth inequality and financial development: revisiting the symmetry breaking mechanism," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 63, issue 4, pages 997-1025, April, DOI: 10.1007/s00199-016-0977-0.

2016

  1. Chaudhuri, Ananish & Li, Yaxiong & Paichayontvijit, Tirnud, 2016, "What’s in a frame? Goal framing, trust and reciprocity," Journal of Economic Psychology, Elsevier, volume 57, issue C, pages 117-135, DOI: 10.1016/j.joep.2016.09.005.
  2. 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, volume 60, issue C, pages 64-65, DOI: 10.1016/j.socec.2015.11.002.
  3. Ananish Chaudhuri, 2016, "Recent Advances in Experimental Studies of Social Dilemma Games," Games, MDPI, volume 7, issue 1, pages 1-11, February.
  4. Ananish Chaudhuri & Tirnud Paichayontvijit & Erwann Sbai, 2016, "The Role of Framing, Inequity and History in a Corruption Game: Some Experimental Evidence," Games, MDPI, volume 7, issue 2, pages 1-24, June.
  5. Fabrizi, Simona & Lippert, Steffen & Puppe, Clemens & Rosenkranz, Stephanie, 2016, "Manufacturer suggested retail prices, loss aversion and competition," Journal of Economic Psychology, Elsevier, volume 53, issue C, pages 141-153, DOI: 10.1016/j.joep.2016.02.001.
  6. Greenaway-McGrevy, Ryan & Hood, Kyle K., 2016, "Worker migration or job creation? Persistent shocks and regional recoveries," Journal of Urban Economics, Elsevier, volume 96, issue C, pages 1-16, DOI: 10.1016/j.jue.2016.08.001.
  7. 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, volume 50, issue 1, pages 88-113, April, DOI: 10.1080/00779954.2015.1065903.
  8. 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, volume 34, issue 2, pages 139-154, February, DOI: 10.1007/s40273-015-0343-2.
  9. 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., volume 25, issue S1, pages 83-94, February, DOI: 10.1002/hec.3302.
  10. 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, volume 44, issue C, pages 1-19, DOI: 10.1016/j.asieco.2016.05.001.
  11. Sholeh A. Maani, 2016, "Ethnic networks and location choice of immigrants," World of Labour, LISER, pages 284-284, August.
  12. 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, volume 64, issue 4, pages 717-738, December.
  13. Wang, Qiying & Phillips, Peter C. B., 2016, "Nonparametric Cointegrating Regression With Endogeneity And Long Memory," Econometric Theory, Cambridge University Press, volume 32, issue 2, pages 359-401, April.
  14. 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, volume 32, issue 3, pages 655-685, June.
  15. Liang, Hanying & Phillips, Peter C.B. & Wang, Hanchao & Wang, Qiying, 2016, "Weak Convergence To Stochastic Integrals For Econometric Applications," Econometric Theory, Cambridge University Press, volume 32, issue 6, pages 1349-1375, December.
  16. Phillips, Peter C.B. & Lee, Ji Hyung, 2016, "Robust econometric inference with mixed integrated and mildly explosive regressors," Journal of Econometrics, Elsevier, volume 192, issue 2, pages 433-450, DOI: 10.1016/j.jeconom.2016.02.009.
  17. Lee, Ji Hyung & Phillips, Peter C.B., 2016, "Asset pricing with financial bubble risk," Journal of Empirical Finance, Elsevier, volume 38, issue PB, pages 590-622, DOI: 10.1016/j.jempfin.2015.11.004.
  18. Phillips, Peter C.B., 2016, "Modeling speculative bubbles with diverse investor expectations," Research in Economics, Elsevier, volume 70, issue 3, pages 375-387, DOI: 10.1016/j.rie.2016.01.002.
  19. Peter C. B. Phillips, 2016, "Meritocracy Voting: Measuring the Unmeasurable," Econometric Reviews, Taylor & Francis Journals, volume 35, issue 1, pages 2-40, January, DOI: 10.1080/07474938.2014.956633.
  20. Liangjun Su & Zhentao Shi & Peter C. B. Phillips, 2016, "Identifying Latent Structures in Panel Data," Econometrica, Econometric Society, volume 84, issue , pages 2215-2264, November.
  21. Emilson Caputo Delfino Silva & Vander Mendes Lucas, 2016, "Common labor market, attachment and spillovers in a large metropolis," International Tax and Public Finance, Springer;International Institute of Public Finance, volume 23, issue 4, pages 693-715, August, DOI: 10.1007/s10797-016-9401-8.

2015

  1. Chaudhuri, Ananish & Paichayontvijit, Tirnud & So, Tony, 2015, "Team versus individual behavior in the minimum effort coordination game," Journal of Economic Psychology, Elsevier, volume 47, issue C, pages 85-102, DOI: 10.1016/j.joep.2015.02.002.
  2. 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, volume 58, issue C, pages 20-32, DOI: 10.1016/j.socec.2015.06.003.
  3. 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), volume 58, issue 2, pages 273-303, February, DOI: 10.1007/s00199-014-0814-2.
  4. Greenaway-McGrevy, Ryan, 2015, "Evaluating panel data forecasts under independent realization," Journal of Multivariate Analysis, Elsevier, volume 136, issue C, pages 108-125, DOI: 10.1016/j.jmva.2015.01.004.
  5. 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, volume 142, issue C, pages 68-81, DOI: 10.1016/j.socscimed.2015.08.002.
  6. 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, volume 10, issue 3, pages 1-14, March, DOI: 10.1371/journal.pone.0119035.
  7. 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+), volume 60, issue 1, pages 1-11, January, DOI: 10.1007/s00038-014-0626-y.
  8. Paula Lorgelly, 2015, "Choice of Outcome Measure in an Economic Evaluation: A Potential Role for the Capability Approach," PharmacoEconomics, Springer, volume 33, issue 8, pages 849-855, August, DOI: 10.1007/s40273-015-0275-x.
  9. 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, volume 18, issue 1, pages 95-112.
  10. Liao, Zhipeng & Phillips, Peter C. B., 2015, "Automated Estimation Of Vector Error Correction Models," Econometric Theory, Cambridge University Press, volume 31, issue 3, pages 581-646, June.
  11. Phillips, Peter C.B. & Han, Chirok, 2015, "The true limit distributions of the Anderson–Hsiao IV estimators in panel autoregression," Economics Letters, Elsevier, volume 127, issue C, pages 89-92, DOI: 10.1016/j.econlet.2014.11.030.
  12. Kasparis, Ioannis & Andreou, Elena & Phillips, Peter C.B., 2015, "Nonparametric predictive regression," Journal of Econometrics, Elsevier, volume 185, issue 2, pages 468-494, DOI: 10.1016/j.jeconom.2014.05.015.
  13. Baek, Yae In & Cho, Jin Seo & Phillips, Peter C.B., 2015, "Testing linearity using power transforms of regressors," Journal of Econometrics, Elsevier, volume 187, issue 1, pages 376-384, DOI: 10.1016/j.jeconom.2015.03.041.
  14. Lee, Yoonseok & Phillips, Peter C.B., 2015, "Model selection in the presence of incidental parameters," Journal of Econometrics, Elsevier, volume 188, issue 2, pages 474-489, DOI: 10.1016/j.jeconom.2015.03.012.
  15. 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, volume 61, issue S2, pages 121-131, DOI: 10.1016/j.jbankfin.2015.08.026.
  16. Peter C. B. Phillips, 2015, "Halbert White Jr. Memorial JFEC Lecture: Pitfalls and Possibilities in Predictive Regression†," Journal of Financial Econometrics, Oxford University Press, volume 13, issue 3, pages 521-555.
  17. 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, volume 34, issue 4, pages 512-536, April, DOI: 10.1080/07474938.2013.808065.
  18. Peter C. B. Phillips & Ji Hyung Lee, 2015, "Limit Theory for VARs with Mixed Roots Near Unity," Econometric Reviews, Taylor & Francis Journals, volume 34, issue 6-10, pages 1035-1056, December, DOI: 10.1080/07474938.2014.956617.
  19. Peter C. B. Phillips, 2015, "Edmond Malinvaud: a tribute to his contributions in econometrics," Econometrics Journal, Royal Economic Society, volume 18, issue 2, pages 1-13, June.
  20. 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, volume 56, issue 4, pages 1043-1078, November, DOI: 10.1111/iere.12132.
  21. 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, volume 56, issue 4, pages 1079-1134, November, DOI: 10.1111/iere.12131.
  22. Emilson Silva, 2015, "Efficient earmarking under decentralized fiscal commitments," International Tax and Public Finance, Springer;International Institute of Public Finance, volume 22, issue 4, pages 683-701, August, DOI: 10.1007/s10797-015-9365-0.
  23. Silva, Emilson Caputo Delfino & Zhu, Xie, 2015, "Overlapping International Environmental Agreements," Strategic Behavior and the Environment, now publishers, volume 5, issue 3-4, pages 255-299, December, DOI: 10.1561/102.00000063.

2014

  1. 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), volume 15, issue 8, pages 885-896, November, DOI: 10.1007/s10198-013-0543-7.
  2. 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), volume 3, issue 1, pages 1-24, December, DOI: 10.1186/s40176-014-0018-3.
  3. 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, volume 35, issue 6, pages 592-623, November.
  4. 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, volume 76, issue 3, pages 315-333, June.
  5. Phillips, Peter C.B. & Yu, Jun, 2014, "Special Issue Of Econometric Theory On Seta 2010: Editors’ Introduction," Econometric Theory, Cambridge University Press, volume 30, issue 1, pages 1-2, February.
  6. Han, Chirok & Phillips, Peter C. B. & Sul, Donggyu, 2014, "X-Differencing And Dynamic Panel Model Estimation," Econometric Theory, Cambridge University Press, volume 30, issue 1, pages 201-251, February.
  7. Phillips, Peter C. B., 2014, "Unit Roots In Life—A Graduate Student Story," Econometric Theory, Cambridge University Press, volume 30, issue 4, pages 719-736, August.
  8. Phillips, Peter C.B., 2014, "Optimal estimation of cointegrated systems with irrelevant instruments," Journal of Econometrics, Elsevier, volume 178, issue P2, pages 210-224, DOI: 10.1016/j.jeconom.2013.08.022.
  9. Peter C. B. Phillips, 2014, "Homage to Halbert White," Journal of Financial Econometrics, Oxford University Press, volume 12, issue 4, pages 618-619.
  10. Ioannis Kasparis & Peter C. B. Phillips & Tassos Magdalinos, 2014, "Nonlinearity Induced Weak Instrumentation," Econometric Reviews, Taylor & Francis Journals, volume 33, issue 5-6, pages 676-712, August, DOI: 10.1080/07474938.2013.825181.
  11. Peter C. B. Phillips & Sainan Jin, 2014, "Testing the Martingale Hypothesis," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 32, issue 4, pages 537-554, October, DOI: 10.1080/07350015.2014.908780.
  12. Peter C. B. Phillips, 2014, "On Confidence Intervals for Autoregressive Roots and Predictive Regression," Econometrica, Econometric Society, volume 82, issue 3, pages 1177-1195, May, DOI: 10.3982/ECTA11094.
  13. 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, volume 17, issue 3, pages 338-372, October.
  14. Aaron Schiff & Reiko Aoki, 2014, "Differentiated Standards and Patent Pools," Journal of Industrial Economics, Wiley Blackwell, volume 62, issue 2, pages 376-376, June.
  15. Silva, Emilson Caputo Delfino, 2014, "Selective decentralized leadership," Journal of Urban Economics, Elsevier, volume 83, issue C, pages 1-5, DOI: 10.1016/j.jue.2014.06.004.
  16. Naoto Aoyama & Emilson C. D. Silva, 2014, "Regional Cohesion Maintenance, Spillovers, and Imperfect Labor Mobility," FinanzArchiv: Public Finance Analysis, Mohr Siebeck, Tübingen, volume 70, issue 1, pages 116-127, March, DOI: 10.1628/001522108X679174.
  17. von Hagen, Jürgen & Zhang, Haiping, 2014, "Financial development, international capital flows, and aggregate output," Journal of Development Economics, Elsevier, volume 106, issue C, pages 66-77, DOI: 10.1016/j.jdeveco.2013.08.010.
  18. Jürgen von Hagen & Haiping Zhang, 2014, "International Capital Flows in the Model with Limited Commitment and Incomplete Markets," Open Economies Review, Springer, volume 25, issue 1, pages 195-224, February, DOI: 10.1007/s11079-013-9303-7.

2013

  1. Reiko Aoki, 2013, "A Demographic Perspective on Japan's “Lost Decades”," Population and Development Review, The Population Council, Inc., volume 38, issue , pages 103-112, February, DOI: j.1728-4457.2013.00554.x.
  2. 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, volume 34, issue C, pages 181-194, DOI: 10.1016/j.joep.2012.09.013.
  3. Dmitriev, Alexandre & Roberts, Ivan, 2013, "The cost of adjustment: On comovement between the trade balance and the terms of trade," Economic Modelling, Elsevier, volume 35, issue C, pages 689-700, DOI: 10.1016/j.econmod.2013.08.027.
  4. Alexandre Dmitriev, 2013, "Institutions and growth: evidence from estimation methods robust to weak instruments," Applied Economics, Taylor & Francis Journals, volume 45, issue 13, pages 1625-1635, May, DOI: 10.1080/00036846.2011.633892.
  5. Simona Fabrizi & Steffen Lippert & Pehr-Johan Norbäck & Lars Persson, 2013, "Venture Capitalists and the Patenting of Innovations," Journal of Industrial Economics, Wiley Blackwell, volume 61, issue 3, pages 623-659, September.
  6. Greenaway-McGrevy, Ryan, 2013, "Multistep Prediction Of Panel Vector Autoregressive Processes," Econometric Theory, Cambridge University Press, volume 29, issue 4, pages 699-734, August.
  7. Charlotte Davies & Andrew Briggs & Paula Lorgelly & Göran Garellick & Henrik Malchau, 2013, "The “Hazards†of Extrapolating Survival Curves," Medical Decision Making, , volume 33, issue 3, pages 369-380, April, DOI: 10.1177/0272989X12475091.
  8. 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., volume 22, issue 9, pages 1071-1092, September, DOI: 10.1002/hec.2957.
  9. Phillips, Peter C.B. & Magdalinos, Tassos, 2013, "Inconsistent Var Regression With Common Explosive Roots," Econometric Theory, Cambridge University Press, volume 29, issue 4, pages 808-837, August.
  10. Han, Chirok & Phillips, Peter C.B., 2013, "First difference maximum likelihood and dynamic panel estimation," Journal of Econometrics, Elsevier, volume 175, issue 1, pages 35-45, DOI: 10.1016/j.jeconom.2013.03.003.
  11. Gao, Jiti & Phillips, Peter C.B., 2013, "Semiparametric estimation in triangular system equations with nonstationarity," Journal of Econometrics, Elsevier, volume 176, issue 1, pages 59-79, DOI: 10.1016/j.jeconom.2013.04.018.
  12. Phillips, Peter C.B. & Lee, Ji Hyung, 2013, "Predictive regression under various degrees of persistence and robust long-horizon regression," Journal of Econometrics, Elsevier, volume 177, issue 2, pages 250-264, DOI: 10.1016/j.jeconom.2013.04.011.

2012

  1. Ananish Chaudhuri, 2012, "The Darwin economy," New Zealand Economic Papers, Taylor & Francis Journals, volume 46, issue 2, pages 185-188, August, DOI: 10.1080/00779954.2012.678668.
  2. Dmitriev, Alexandre & Krznar, Ivo, 2012, "Habit Persistence And International Comovements," Macroeconomic Dynamics, Cambridge University Press, volume 16, issue S3, pages 312-330, November.
  3. Dmitriev, Alexandre & Roberts, Ivan, 2012, "International business cycles with complete markets," Journal of Economic Dynamics and Control, Elsevier, volume 36, issue 6, pages 862-875, DOI: 10.1016/j.jedc.2011.12.006.
  4. Simona Fabrizi & Steffen Lippert, 2012, "Due Diligence, Research Joint Ventures, and Incentives to Innovate," Journal of Institutional and Theoretical Economics (JITE), Mohr Siebeck, Tübingen, volume 168, issue 4, pages 588-611, December.
  5. Greenaway-McGrevy, Ryan & Han, Chirok & Sul, Donggyu, 2012, "Estimating the number of common factors in serially dependent approximate factor models," Economics Letters, Elsevier, volume 116, issue 3, pages 531-534, DOI: 10.1016/j.econlet.2012.03.031.
  6. Greenaway-McGrevy, Ryan & Han, Chirok & Sul, Donggyu, 2012, "Asymptotic distribution of factor augmented estimators for panel regression," Journal of Econometrics, Elsevier, volume 169, issue 1, pages 48-53, DOI: 10.1016/j.jeconom.2012.01.003.
  7. 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., volume 21, issue 10, pages 1201-1216, October, DOI: 10.1002/hec.1785.
  8. 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, volume 15, issue 2, pages 101-121.
  9. Shi, Xiaoxia & Phillips, Peter C.B., 2012, "Nonlinear Cointegrating Regression Under Weak Identification," Econometric Theory, Cambridge University Press, volume 28, issue 3, pages 509-547, June.
  10. Peter C. B. Phillips, 2012, "Folklore Theorems, Implicit Maps, and Indirect Inference," Econometrica, Econometric Society, volume 80, issue 1, pages 425-454, January, DOI: ECTA9350.
  11. Kasparis, Ioannis & Phillips, Peter C.B., 2012, "Dynamic misspecification in nonparametric cointegrating regression," Journal of Econometrics, Elsevier, volume 168, issue 2, pages 270-284, DOI: 10.1016/j.jeconom.2012.01.037.
  12. Cheng, Xu & Phillips, Peter C.B., 2012, "Cointegrating rank selection in models with time-varying variance," Journal of Econometrics, Elsevier, volume 169, issue 2, pages 155-165, DOI: 10.1016/j.jeconom.2012.01.022.
  13. Giraitis, Liudas & Phillips, Peter C.B., 2012, "Mean and autocovariance function estimation near the boundary of stationarity," Journal of Econometrics, Elsevier, volume 169, issue 2, pages 166-178, DOI: 10.1016/j.jeconom.2012.01.020.
  14. Ploberger, Werner & Phillips, Peter C.B., 2012, "Optimal estimation under nonstandard conditions," Journal of Econometrics, Elsevier, volume 169, issue 2, pages 258-265, DOI: 10.1016/j.jeconom.2012.01.025.
  15. 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, volume 15, issue 1, pages 56-100, February, DOI: j.1368-423X.2011.00361.x.
  16. Paulo Roberto Amorim Loureiro & Emilson C. D. Silva, 2012, "What Causes Intentional Homicide?," Journal of International Development, John Wiley & Sons, Ltd., volume 24, issue 3, pages 287-303, April.

2011

  1. Bandyopadhyay, Debasis & Tang, Xueli, 2011, "Understanding the economic dynamics behind growth-inequality relationships," Journal of Macroeconomics, Elsevier, volume 33, issue 1, pages 14-32, March.
  2. Debasis Bandyopadhyay & Xueli Tang, 2011, "Parental nurturing and adverse effects of redistribution," Journal of Economic Growth, Springer, volume 16, issue 1, pages 71-98, March, DOI: 10.1007/s10887-011-9062-5.
  3. Ananish Chaudhuri, 2011, "Sustaining cooperation in laboratory public goods experiments: a selective survey of the literature," Experimental Economics, Springer;Economic Science Association, volume 14, issue 1, pages 47-83, March, DOI: 10.1007/s10683-010-9257-1.
  4. Ananish Chaudhuri & Erwann Sbai, 2011, "Gender differences in trust and reciprocity in repeated gift exchange games," New Zealand Economic Papers, Taylor & Francis Journals, volume 45, issue 1-2, pages 81-95, DOI: 10.1080/00779954.2011.556072.
  5. Simona Fabrizi, 2011, "Asymmetric Upgrading of Mobile Services: A Demand-Side Explanation," International Journal of E-Business Research (IJEBR), IGI Global Scientific Publishing, volume 7, issue 3, pages 79-91, July.
  6. Lippert, Steffen & Spagnolo, Giancarlo, 2011, "Networks of relations and Word-of-Mouth Communication," Games and Economic Behavior, Elsevier, volume 72, issue 1, pages 202-217, May.
  7. 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, volume 14, issue 3, pages 307-332.
  8. 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, volume 29, issue 2, pages 282-294.
  9. 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, volume 29, issue 4, pages 518-528.
  10. Wang, Qiying & Phillips, Peter C.B., 2011, "Asymptotic Theory For Zero Energy Functionals With Nonparametric Regression Applications," Econometric Theory, Cambridge University Press, volume 27, issue 2, pages 235-259, April.
  11. Han, Chirok & Phillips, Peter C. B. & Sul, Donggyu, 2011, "Uniform Asymptotic Normality In Stationary And Unit Root Autoregression," Econometric Theory, Cambridge University Press, volume 27, issue 6, pages 1117-1151, December.
  12. 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, volume 27, issue 6, pages 1320-1368, December.
  13. Peter C. B. Phillips & Jun Yu, 2011, "Dating the timeline of financial bubbles during the subprime crisis," Quantitative Economics, Econometric Society, volume 2, issue 3, pages 455-491, November, DOI: QE82.
  14. Peter C. B. Phillips & Liangjun Su, 2011, "Non‐parametric regression under location shifts," Econometrics Journal, Royal Economic Society, volume 14, issue 3, pages 457-486, October, DOI: j.1368-423X.2011.00344.x.
  15. Wang, Xiaohu & Phillips, Peter C.B. & Yu, Jun, 2011, "Bias in estimating multivariate and univariate diffusions," Journal of Econometrics, Elsevier, volume 161, issue 2, pages 228-245, April.
  16. 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, volume 52, issue 1, pages 201-226, February.
  17. 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, volume 14, issue , pages 126-129, February.
  18. Duval, David Timothy & Schiff, Aaron, 2011, "Effect of air services availability on international visitors to New Zealand," Journal of Air Transport Management, Elsevier, volume 17, issue 3, pages 175-180, DOI: 10.1016/j.jairtraman.2010.12.006.
  19. Schiff, Aaron & Becken, Susanne, 2011, "Demand elasticity estimates for New Zealand tourism," Tourism Management, Elsevier, volume 32, issue 3, pages 564-575, DOI: 10.1016/j.tourman.2010.05.004.
  20. Arthur Caplan & Emilson Silva, 2011, "Impure public goods, matching grant rates and income redistribution in a federation with decentralized leadership and imperfect labor mobility," International Tax and Public Finance, Springer;International Institute of Public Finance, volume 18, issue 3, pages 322-336, June, DOI: 10.1007/s10797-010-9158-4.
  21. Silva, Emilson C. D. & Zhu, Xie, 2011, "Efficient International Environmental Agreements for Correlated Transnational Pollutants in the Presence of Free Trade of Goods and International Transfers," Strategic Behavior and the Environment, now publishers, volume 1, issue 2, pages 175-197, April, DOI: 10.1561/102.00000008.
  22. Luca Rigotti & Matthew Ryan & Rhema Vaithianathan, 2011, "Optimism and firm formation," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 46, issue 1, pages 1-38, January, DOI: 10.1007/s00199-009-0501-x.

2010

  1. Aoki, Reiko & Schiff, Aaron, 2010, "Intellectual property clearinghouses: The effects of reduced transaction costs in licensing," Information Economics and Policy, Elsevier, volume 22, issue 3, pages 218-227, July.
  2. Ananish Chaudhuri & Tirnud Paichayontvijit, 2010, "Recommended play and performance bonuses in the minimum effort coordination game," Experimental Economics, Springer;Economic Science Association, volume 13, issue 3, pages 346-363, September, DOI: 10.1007/s10683-010-9245-5.
  3. 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., Hardcover, US $55.00/£37.95, ISBN: 978-1-4008-3143-2," Journal of Economic Psychology, Elsevier, volume 31, issue 6, pages 1057-1060, December.
  4. Ananish Chaudhuri, 2010, "Reflections of a journal editor," New Zealand Economic Papers, Taylor & Francis Journals, volume 44, issue 3, pages 211-215, DOI: 10.1080/00779954.2010.522160.
  5. Lorgelly, P.K. & Coast, J. & Smith, R.D., 2010, "Concepts of capability and overlooked applications," American Journal of Public Health, American Public Health Association, volume 100, issue 10, pages 1823-1824, DOI: 10.2105/AJPH.2010.196170.
  6. 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, volume 7, issue 5, pages 1-16, May.
  7. 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, volume 24, issue 3, pages 402-427, July, DOI: 10.1111/j.1467-6419.2009.00586.x.
  8. 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, volume 28, issue 1, pages 96-114.
  9. 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, volume 26, issue 1, pages 119-151, February.
  10. 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, volume 26, issue 3, pages 953-962, June.
  11. 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, volume 13, issue 2, pages 271-289, July.
  12. Gouriéroux, Christian & Phillips, Peter C.B. & Yu, Jun, 2010, "Indirect inference for dynamic panel models," Journal of Econometrics, Elsevier, volume 157, issue 1, pages 68-77, July.
  13. Phillips, Peter C.B. & Magdalinos, Tassos & Giraitis, Liudas, 2010, "Smoothing local-to-moderate unit root theory," Journal of Econometrics, Elsevier, volume 158, issue 2, pages 274-279, October.
  14. Phillips, Peter C.B., 2010, "Bootstrapping I(1) data," Journal of Econometrics, Elsevier, volume 158, issue 2, pages 280-284, October.
  15. Peter Phillips, 2010, "Two New Zealand pioneer econometricians," New Zealand Economic Papers, Taylor & Francis Journals, volume 44, issue 1, pages 1-26, DOI: 10.1080/00779951003614057.
  16. Florens, Jean-Pierre & Sbaï, Erwann, 2010, "Local Identification In Empirical Games Of Incomplete Information," Econometric Theory, Cambridge University Press, volume 26, issue 6, pages 1638-1662, December.
  17. Naoto Aoyama & Emilson C. D. Silva, 2010, "Equitable and Efficient Federal Structures with Decentralized Leadership, Spillovers, and Attachment of Heterogeneous Labor," Journal of Public Economic Theory, Association for Public Economic Theory, volume 12, issue 2, pages 323-343, April, DOI: 10.1111/j.1467-9779.2010.01453.x.
  18. Silva, Emilson C.D. & Yamaguchi, Chikara, 2010, "Interregional competition, spillovers and attachment in a federation," Journal of Urban Economics, Elsevier, volume 67, issue 2, pages 219-225, March.
  19. Loureiro, Paulo R. A. & Silva, Emilson Caputo Delfino, 2010, "Does Violence Deter Investment, Hinder Economic Growth?," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, volume 30, issue 1, October.
  20. Chesnokova Tatyana & Vaithianathan Rhema, 2010, "The Economics of Female Genital Cutting," The B.E. Journal of Economic Analysis & Policy, De Gruyter, volume 10, issue 1, pages 1-28, July, DOI: 10.2202/1935-1682.2565.

2009

  1. Aoki, Reiko & Spiegel, Yossi, 2009, "Pre-grant patent publication and cumulative innovation," International Journal of Industrial Organization, Elsevier, volume 27, issue 3, pages 333-345, May.
  2. 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, volume 93, issue 7-8, pages 843-851, August.
  3. 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, volume 12, issue 1, pages 113-132, March, DOI: 10.1007/s10683-008-9207-3.
  4. 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, volume 119, issue 534, pages 91-122, January.
  5. Tseng, Chung-Li & Zhu, Wei & Dmitriev, Alexandre, 2009, "Variable capacity utilization, ambient temperature shocks and generation asset valuation," Energy Economics, Elsevier, volume 31, issue 6, pages 888-896, November.
  6. Lippert, Steffen & Schumacher, Christoph, 2009, "Hopping on the methadone bus," Journal of Health Economics, Elsevier, volume 28, issue 3, pages 728-736, May.
  7. Magdalinos, Tassos & Phillips, Peter C.B., 2009, "Limit Theory For Cointegrated Systems With Moderately Integrated And Moderately Explosive Regressors," Econometric Theory, Cambridge University Press, volume 25, issue 2, pages 482-526, April.
  8. Wang, Qiying & Phillips, Peter C.B., 2009, "Asymptotic Theory For Local Time Density Estimation And Nonparametric Cointegrating Regression," Econometric Theory, Cambridge University Press, volume 25, issue 3, pages 710-738, June.
  9. Phillips, Peter C.B., 2009, "Exact Distribution Theory In Structural Estimation With An Identity," Econometric Theory, Cambridge University Press, volume 25, issue 4, pages 958-984, August.
  10. Phillips, Peter C.B., 2009, "Local Limit Theory And Spurious Nonparametric Regression," Econometric Theory, Cambridge University Press, volume 25, issue 6, pages 1466-1497, December.
  11. 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, volume 25, issue 6, pages 1682-1715, December.
  12. Qiying Wang & Peter C. B. Phillips, 2009, "Structural Nonparametric Cointegrating Regression," Econometrica, Econometric Society, volume 77, issue 6, pages 1901-1948, November.
  13. Xu Cheng & P eter C. B. Phillips, 2009, "Semiparametric cointegrating rank selection," Econometrics Journal, Royal Economic Society, volume 12, issue s1, pages 83-104, January.
  14. 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, volume 150, issue 2, pages 139-150, June.
  15. Phillips, Peter C.B., 2009, "Long memory and long run variation," Journal of Econometrics, Elsevier, volume 151, issue 2, pages 150-158, August.
  16. Peter C. B. Phillips & Donggyu Sul, 2009, "Economic transition and growth," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 24, issue 7, pages 1153-1185, DOI: 10.1002/jae.1080.
  17. Peter C. B. Phillips & Jun Yu, 2009, "Simulation-Based Estimation of Contingent-Claims Prices," The Review of Financial Studies, Society for Financial Studies, volume 22, issue 9, pages 3669-3705, September.
  18. 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.
  19. Silva, Emilson C.D. & Zhu, Xie, 2009, "Emissions trading of global and local pollutants, pollution havens and free riding," Journal of Environmental Economics and Management, Elsevier, volume 58, issue 2, pages 169-182, September.
  20. Nobuo Akai & Emilson Silva, 2009, "Interregional redistribution as a cure to the soft budget syndrome in federations," International Tax and Public Finance, Springer;International Institute of Public Finance, volume 16, issue 1, pages 43-58, February, DOI: 10.1007/s10797-007-9049-5.

2008

  1. 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, pages, Hardcover, US$55/[lira]35.95," European Journal of Political Economy, Elsevier, volume 24, issue 1, pages 280-281, March.
  2. Fabrizi, Simona & Wertlen, Bruno, 2008, "Roaming in the Mobile Internet," Telecommunications Policy, Elsevier, volume 32, issue 1, pages 50-61, February.
  3. Lippert, Steffen & Spagnolo, Giancarlo, 2008, "Internet peering as a network of relations," Telecommunications Policy, Elsevier, volume 32, issue 1, pages 33-49, February.
  4. Coast, Joanna & Smith, Richard D. & Lorgelly, Paula, 2008, "Welfarism, extra-welfarism and capability: The spread of ideas in health economics," Social Science & Medicine, Elsevier, volume 67, issue 7, pages 1190-1198, October.
  5. 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., volume 17, issue 2, pages 249-265, February, DOI: 10.1002/hec.1254.
  6. Joanna Coast & Richard Smith & Paula Lorgelly, 2008, "Should the capability approach be applied in Health Economics?," Health Economics, John Wiley & Sons, Ltd., volume 17, issue 6, pages 667-670, June, DOI: 10.1002/hec.1359.
  7. 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, volume 24, issue 3, pages 631-650, June.
  8. Phillips, Peter C.B. & Magdalinos, Tassos, 2008, "Limit Theory For Explosively Cointegrated Systems," Econometric Theory, Cambridge University Press, volume 24, issue 4, pages 865-887, August.
  9. Ibragimov, Rustam & Phillips, Peter C.B., 2008, "Regression Asymptotics Using Martingale Convergence Methods," Econometric Theory, Cambridge University Press, volume 24, issue 4, pages 888-947, August.
  10. Yixiao Sun & Peter C. B. Phillips & Sainan Jin, 2008, "Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing," Econometrica, Econometric Society, volume 76, issue 1, pages 175-194, January.
  11. Xu, Ke-Li & Phillips, Peter C.B., 2008, "Adaptive estimation of autoregressive models with time-varying variances," Journal of Econometrics, Elsevier, volume 142, issue 1, pages 265-280, January.
  12. Lieberman, Offer & Phillips, Peter C.B., 2008, "A complete asymptotic series for the autocovariance function of a long memory process," Journal of Econometrics, Elsevier, volume 147, issue 1, pages 99-103, November.
  13. Offer Lieberman & Peter Phillips, 2008, "Refined Inference on Long Memory in Realized Volatility," Econometric Reviews, Taylor & Francis Journals, volume 27, issue 1-3, pages 254-267, DOI: 10.1080/07474930701873374.
  14. Schiff Aaron, 2008, "The "Waterbed" Effect and Price Regulation," Review of Network Economics, De Gruyter, volume 7, issue 3, pages 1-23, September, DOI: 10.2202/1446-9022.1155.
  15. Kennes, John & Schiff, Aaron, 2008, "Quality infomediation in search markets," International Journal of Industrial Organization, Elsevier, volume 26, issue 5, pages 1191-1202, September.
  16. Silva, Emilson C.D. & Zhu, Xie, 2008, "On the efficiency of a global market for carbon dioxide emission permits: Type of externality and timing of policymaking," Economics Letters, Elsevier, volume 100, issue 2, pages 213-216, August.
  17. Aoyama Naoto & Emilson Silva, 2008, "Correlated Pollutants, Interregional Redistribution and Labor Attachment in a Federation," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, volume 41, issue 1, pages 111-131, September, DOI: 10.1007/s10640-007-9183-7.
  18. Emilson Silva & Xie Zhu, 2008, "Global trading of carbon dioxide permits with noncompliant polluters," International Tax and Public Finance, Springer;International Institute of Public Finance, volume 15, issue 4, pages 430-459, August, DOI: 10.1007/s10797-008-9074-z.
  19. Chesnokova Tatyana & Vaithianathan Rhema, 2008, "Lucky Last? Intra-Sibling Allocation of Child Labor," The B.E. Journal of Economic Analysis & Policy, De Gruyter, volume 8, issue 1, pages 1-30, July, DOI: 10.2202/1935-1682.1908.
  20. von Hagen, Jürgen & Zhang, Haiping, 2008, "Financial frictions, capital reallocation, and aggregate fluctuations," Journal of Economic Dynamics and Control, Elsevier, volume 32, issue 3, pages 978-999, March.
  21. Jürgen Von Hagen & Haiping Zhang, 2008, "A Welfare Analysis of Capital Account Liberalization," Review of International Economics, Wiley Blackwell, volume 16, issue 3, pages 576-590, August, DOI: 10.1111/j.1467-9396.2008.00746.x.

2007

  1. 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, volume 28, issue 5, pages 625-627, October.
  2. Ananish Chaudhuri, 2007, "Editor's introduction," New Zealand Economic Papers, Taylor & Francis Journals, volume 41, issue 2, pages 1-2, DOI: 10.1080/00779950709558502.
  3. Ananish Chaudhuri, 2007, "Editor's introduction," New Zealand Economic Papers, Taylor & Francis Journals, volume 41, issue 1, pages 1-2, DOI: 10.1080/00779950709558495.
  4. 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, volume 26, issue 3, pages 361-374, June.
  5. Phillips, Peter C.B., 2007, "Regression With Slowly Varying Regressors And Nonlinear Trends," Econometric Theory, Cambridge University Press, volume 23, issue 4, pages 557-614, August.
  6. Phillips, Peter C.B. & Kim, Chang Sik, 2007, "Long-Run Covariance Matrices For Fractionally Integrated Processes," Econometric Theory, Cambridge University Press, volume 23, issue 6, pages 1233-1247, December.
  7. Peter C. B. Phillips & Donggyu Sul, 2007, "Transition Modeling and Econometric Convergence Tests," Econometrica, Econometric Society, volume 75, issue 6, pages 1771-1855, November.
  8. Phillips, Peter C.B. & Magdalinos, Tassos, 2007, "Limit theory for moderate deviations from a unit root," Journal of Econometrics, Elsevier, volume 136, issue 1, pages 115-130, January.
  9. 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, volume 137, issue 1, pages 162-188, March.
  10. Bandi, Federico M. & Phillips, Peter C.B., 2007, "A simple approach to the parametric estimation of potentially nonstationary diffusions," Journal of Econometrics, Elsevier, volume 137, issue 2, pages 354-395, April.
  11. Phillips, Peter C.B., 2007, "Unit root log periodogram regression," Journal of Econometrics, Elsevier, volume 138, issue 1, pages 104-124, May.
  12. Moon, Hyungsik Roger & Perron, Benoit & Phillips, Peter C.B., 2007, "Incidental trends and the power of panel unit root tests," Journal of Econometrics, Elsevier, volume 141, issue 2, pages 416-459, December.
  13. Phillips, Peter C.B. & Sul, Donggyu, 2007, "Some empirics on economic growth under heterogeneous technology," Journal of Macroeconomics, Elsevier, volume 29, issue 3, pages 455-469, September.
  14. John Kennes & Aaron Schiff, 2007, "Simple Reputation Systems," Scandinavian Journal of Economics, Wiley Blackwell, volume 109, issue 1, pages 71-91, March, DOI: 10.1111/j.1467-9442.2007.00481.x.
  15. Emilson C. D. Silva & Charles M. Kahn & Xie Zhu, 2007, "Crime and Punishment and Corruption: Who Needs “Untouchables?”," Journal of Public Economic Theory, Association for Public Economic Theory, volume 9, issue 1, pages 69-87, February, DOI: 10.1111/j.1467-9779.2007.00298.x.
  16. Nagase, Yoko & Silva, Emilson C.D., 2007, "Acid rain in China and Japan: A game-theoretic analysis," Regional Science and Urban Economics, Elsevier, volume 37, issue 1, pages 100-120, January.
  17. Arthur Caplan & Emilson Silva, 2007, "An equitable, efficient and implementable scheme to control global carbon dioxide emissions," International Tax and Public Finance, Springer;International Institute of Public Finance, volume 14, issue 3, pages 263-279, June, DOI: 10.1007/s10797-006-9002-z.

2006

  1. 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), volume 13, issue 1, pages 75-100, June.
  2. Ananish Chaudhuri & Barry Sopher & Andrew Schotter, 2006, "Learning in Tournaments with Inter-Generational Advice," Economics Bulletin, AccessEcon, volume 3, issue 26, pages 1-16.
  3. Ananish Chaudhuri & Tirnud Paichayontvijit, 2006, "Conditional cooperation and voluntary contributions to a public good," Economics Bulletin, AccessEcon, volume 3, issue 8, pages 1-14.
  4. Ananish Chaudhuri & Chenan Zhou & Parapin Prak & Laura Bangun, 2006, "Common and almost common knowledge of credible assignments in a coordination game," Economics Bulletin, AccessEcon, volume 3, issue 1, pages 1-10.
  5. 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, volume 73, issue 2, pages 357-380.
  6. Phillips, Peter C.B. & Yu, Jun, 2006, "Comment," Journal of Business & Economic Statistics, American Statistical Association, volume 24, pages 202-208, April.
  7. Liudas Giraitis & Peter C. B. Phillips, 2006, "Uniform Limit Theory for Stationary Autoregression," Journal of Time Series Analysis, Wiley Blackwell, volume 27, issue 1, pages 51-60, January, DOI: 10.1111/j.1467-9892.2005.00452.x.
  8. Peter C. B. Phillips & Ke‐Li Xu, 2006, "Inference in Autoregression under Heteroskedasticity," Journal of Time Series Analysis, Wiley Blackwell, volume 27, issue 2, pages 289-308, March, DOI: 10.1111/j.1467-9892.2005.00466.x.
  9. Phillips, Peter C.B., 2006, "A Remark On Bimodality And Weak Instrumentation In Structural Equation Estimation," Econometric Theory, Cambridge University Press, volume 22, issue 5, pages 947-960, October.
  10. 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, volume 22, issue 6, pages 1179-1190, December.
  11. Chirok Han & Peter C. B. Phillips, 2006, "GMM with Many Moment Conditions," Econometrica, Econometric Society, volume 74, issue 1, pages 147-192, January.
  12. Jin, Sainan & Phillips, Peter C.B. & Sun, Yixiao, 2006, "A new approach to robust inference in cointegration," Economics Letters, Elsevier, volume 91, issue 2, pages 300-306, May.
  13. Shimotsu, Katsumi & Phillips, Peter C.B., 2006, "Local Whittle estimation of fractional integration and some of its variants," Journal of Econometrics, Elsevier, volume 130, issue 2, pages 209-233, February.
  14. 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, volume 47, issue 3, pages 837-894, August.
  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., volume 21, issue 6, pages 745-779, DOI: 10.1002/jae.875.
  16. Vaithianathan, Rhema, 2006, "Health insurance and imperfect competition in the health care market," Journal of Health Economics, Elsevier, volume 25, issue 6, pages 1193-1202, November.
  17. Jürgen Hagen & Haiping Zhang, 2006, "Financial Liberalization in a Small Open Economy," Open Economies Review, Springer, volume 17, issue 4, pages 373-398, December, DOI: 10.1007/s11079-006-0355-9.

2005

  1. Debasis Bandyopadhyay & Parantap Basu, 2005, "What drives the cross-country growth and inequality correlation?," Canadian Journal of Economics, Canadian Economics Association, volume 38, issue 4, pages 1272-1297, November, DOI: 10.1111/j.0008-4085.2005.00325.x.
  2. Debasis Bandyopadhyay, 2005, "Omitted productivity data: Why haven't economic reforms increased productivity growth in New Zealand?," New Zealand Economic Papers, Taylor & Francis Journals, volume 39, issue 1, pages 105-108, DOI: 10.1080/00779950509558482.
  3. Peter C. B. Phillips, 2005, "Econometric Analysis of Fisher's Equation," American Journal of Economics and Sociology, Wiley Blackwell, volume 64, issue 1, pages 125-168, January, DOI: 10.1111/j.1536-7150.2005.00355.x.
  4. 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, volume 67, issue 4, pages 517-546, August, DOI: 10.1111/j.1468-0084.2005.00130.x.
  5. Phillips, Peter C.B., 2005, "Hac Estimation By Automated Regression," Econometric Theory, Cambridge University Press, volume 21, issue 1, pages 116-142, February.
  6. Phillips, Peter C.B., 2005, "Automated Discovery In Econometrics," Econometric Theory, Cambridge University Press, volume 21, issue 1, pages 3-20, February.
  7. Offer Lieberman & Peter C. B. Phillips, 2005, "Expansions for approximate maximum likelihood estimators of the fractional difference parameter," Econometrics Journal, Royal Economic Society, volume 8, issue 3, pages 367-379, December.
  8. Phillips, Peter C.B., 2005, "Challenges of trending time series econometrics," Mathematics and Computers in Simulation (MATCOM), Elsevier, volume 68, issue 5, pages 401-416, DOI: 10.1016/j.matcom.2005.02.010.
  9. Peter C. B. Phillips, 2005, "Jackknifing Bond Option Prices," The Review of Financial Studies, Society for Financial Studies, volume 18, issue 2, pages 707-742.
  10. Peter Phillips, 2005, "Albert Rex Bergstrom 1925-2005," New Zealand Economic Papers, Taylor & Francis Journals, volume 39, issue 2, pages 129-152, DOI: 10.1080/00779950509558490.
  11. Caplan, Arthur J. & Silva, Emilson C.D., 2005, "An efficient mechanism to control correlated externalities: redistributive transfers and the coexistence of regional and global pollution permit markets," Journal of Environmental Economics and Management, Elsevier, volume 49, issue 1, pages 68-82, January.

2004

  1. Aoki, Reiko & Small, John, 2004, "Compulsory licensing of technology and the essential facilities doctrine," Information Economics and Policy, Elsevier, volume 16, issue 1, pages 13-29, March.
  2. Debasis Bandyopadhyay, 2004, "Why haven't economic reforms increased productivity growth in New Zealand?," New Zealand Economic Papers, Taylor & Francis Journals, volume 38, issue 2, pages 219-240, DOI: 10.1080/00779950409544404.
  3. Sholeh A. Maani, 2004, "Why Have Maori Relative Income Levels Deteriorated Over Time?," The Economic Record, The Economic Society of Australia, volume 80, issue 248, pages 101-124, March, DOI: 10.1111/j.1475-4932.2004.00128.x.
  4. Offer Lieberman & Peter C. B. Phillips, 2004, "Error bounds and asymptotic expansions for toeplitz product functionals of unbounded spectra," Journal of Time Series Analysis, Wiley Blackwell, volume 25, issue 5, pages 733-753, September, DOI: 10.1111/j.1467-9892.2004.01904.x.
  5. Lieberman, Offer & Phillips, Peter C.B., 2004, "Expansions For The Distribution Of The Maximum Likelihood Estimator Of The Fractional Difference Parameter," Econometric Theory, Cambridge University Press, volume 20, issue 3, pages 464-484, June.
  6. Hyungsik Roger Moon & Peter C. B. Phillips, 2004, "GMM Estimation of Autoregressive Roots Near Unity with Panel Data," Econometrica, Econometric Society, volume 72, issue 2, pages 467-522, March.
  7. Phillips, Peter C. B. & Park, Joon Y. & Chang, Yoosoon, 2004, "Nonlinear instrumental variable estimation of an autoregression," Journal of Econometrics, Elsevier, volume 118, issue 1-2, pages 219-246.
  8. Hu, Ling & Phillips, Peter C. B., 2004, "Nonstationary discrete choice," Journal of Econometrics, Elsevier, volume 120, issue 1, pages 103-138, May.

2003

  1. Reiko Aoki, 2003, "Effect of credible quality investment with Bertrand and Cournot competition," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 21, issue 2, pages 653-672, March, DOI: 10.1007/s00199-002-0265-z.
  2. Reiko Aoki & Jin-Li Hu, 2003, "Time Factors of Patent Litigation and Licensing," Journal of Institutional and Theoretical Economics (JITE), Mohr Siebeck, Tübingen, volume 159, issue 2, pages 280-301, June.
  3. 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, volume 30, issue 1, pages 3-12, DOI: 10.1080/0266476022000018466.
  4. Tim Maloney & Sholeh Maani & Gail Pacheco, 2003, "Intergenerational Welfare Participation in New Zealand," Australian Economic Papers, Wiley Blackwell, volume 42, issue 3, pages 346-362, September, DOI: 10.1111/1467-8454.00203.
  5. 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, volume 65, issue s1, pages 877-890, December, DOI: 10.1046/j.0305-9049.2003.00089.x.
  6. Phillips, Peter C.B., 2003, "In Memory Of John Denis Sargan," Econometric Theory, Cambridge University Press, volume 19, issue 3, pages 417-422, June.
  7. Phillips, Peter C.B., 2003, "Vision And Influence In Econometrics: John Denis Sargan," Econometric Theory, Cambridge University Press, volume 19, issue 3, pages 495-511, June.
  8. Phillips, Peter C.B. & Sun, Yixiao, 2003, "02.3.1. Regression with an Evaporating Logarithmic Trend— Solution," Econometric Theory, Cambridge University Press, volume 19, issue 4, pages 692-701, August.
  9. Phillips, Peter C.B., 2003, "The 2000–2002 Tjalling C. Koopmans Econometric Theory Prize," Econometric Theory, Cambridge University Press, volume 19, issue 6, pages 1201-1202, December.
  10. Peter C. B. Phillips, 2003, "Laws and Limits of Econometrics," Economic Journal, Royal Economic Society, volume 113, issue 486, pages 26-52, March.
  11. Federico M. Bandi & Peter C. B. Phillips, 2003, "Fully Nonparametric Estimation of Scalar Diffusion Models," Econometrica, Econometric Society, volume 71, issue 1, pages 241-283, January.
  12. Peter Hall & Qiwei Yao, 2003, "Inference in Arch and Garch Models with Heavy--Tailed Errors," Econometrica, Econometric Society, volume 71, issue 1, pages 285-317, January.
  13. Werner Ploberger & Peter C. B. Phillips, 2003, "Empirical Limits for Time Series Econometric Models," Econometrica, Econometric Society, volume 71, issue 2, pages 627-673, March.
  14. Peter C. B. Phillips & Donggyu Sul, 2003, "Dynamic panel estimation and homogeneity testing under cross section dependence *," Econometrics Journal, Royal Economic Society, volume 6, issue 1, pages 217-259, June.
  15. Sun, Yixiao & Phillips, Peter C. B., 2003, "Nonlinear log-periodogram regression for perturbed fractional processes," Journal of Econometrics, Elsevier, volume 115, issue 2, pages 355-389, August.
  16. Schiff, Aaron, 2003, "Open and closed systems of two-sided networks," Information Economics and Policy, Elsevier, volume 15, issue 4, pages 425-442, December.
  17. Richard C. Cornes & Emilson C. D. Silva, 2003, "Public Good Mix in a Federation with Incomplete Information," Journal of Public Economic Theory, Association for Public Economic Theory, volume 5, issue 2, pages 381-397, April, DOI: 10.1111/1467-9779.00138.
  18. Arthur J. Caplan & Richard C. Cornes & Emilson C. D. Silva, 2003, "An ideal Kyoto protocol: emissions trading, redistributive transfers and global participation," Oxford Economic Papers, Oxford University Press, volume 55, issue 2, pages 216-234, April.
  19. Vaithianathan, Rhema, 2003, "Supply-side cost sharing when patients and doctors collude," Journal of Health Economics, Elsevier, volume 22, issue 5, pages 763-780, September.
  20. Matthew J. Ryan & Rhema Vaithianathan, 2003, "Medical insurance with rank-dependent utility," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 22, issue 3, pages 689-698, October, DOI: 10.1007/s00199-002-0336-1.
  21. Ryan Matthew Joseph & Vaithianathan Rhema, 2003, "Adverse Selection and Insurance Contracting: A Rank-Dependent Utility Analysis," The B.E. Journal of Theoretical Economics, De Gruyter, volume 3, issue 1, pages 1-20, August, DOI: 10.2202/1534-5971.1074.

2002

  1. Chaudhuri, Ananish & Sopher, Barry & Strand, Paul, 2002, "Cooperation in social dilemmas, trust and reciprocity," Journal of Economic Psychology, Elsevier, volume 23, issue 2, pages 231-249, April.
  2. 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;]154, [UK pound]98," Journal of Economic Psychology, Elsevier, volume 23, issue 6, pages 793-796, December.
  3. Debajyoti Chakrabarty & Ananish Chaudhuri & Chester Spell, 2002, "Information Structure and Contractual Choice in Franchising," Journal of Institutional and Theoretical Economics (JITE), Mohr Siebeck, Tübingen, volume 158, issue 4, pages 638-663, December.
  4. Ananish Chaudhuri, 2002, "A Simple Algebraic Approach to Teaching Oligopoly Models," The American Economist, Sage Publications, volume 46, issue 1, pages 36-41, March, DOI: 10.1177/056943450204600105.
  5. 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, volume 54, issue 1, pages 118-149, January.
  6. Katsumi Shimotsu & Peter C. B. Phillips, 2002, "Pooled Log Periodogram Regression," Journal of Time Series Analysis, Wiley Blackwell, volume 23, issue 1, pages 57-93, January, DOI: 10.1111/1467-9892.00575.
  7. Dean Corbae & Sam Ouliaris & Peter C. B. Phillips, 2002, "Band Spectral Regression with Trending Data," Econometrica, Econometric Society, volume 70, issue 3, pages 1067-1109, May.
  8. Phillips, Peter C. B. & Jin, Sainan, 2002, "The KPSS test with seasonal dummies," Economics Letters, Elsevier, volume 77, issue 2, pages 239-243, October.
  9. Xiao, Zhijie & Phillips, Peter C. B., 2002, "Higher order approximations for Wald statistics in time series regressions with integrated processes," Journal of Econometrics, Elsevier, volume 108, issue 1, pages 157-198, May.
  10. Xiao, Zhijie & Phillips, Peter C. B., 2002, "A CUSUM test for cointegration using regression residuals," Journal of Econometrics, Elsevier, volume 108, issue 1, pages 43-61, May.
  11. 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, volume 111, issue 2, pages 251-283, December.
  12. Phillips, Peter C. B., 2002, "New unit root asymptotics in the presence of deterministic trends," Journal of Econometrics, Elsevier, volume 111, issue 2, pages 323-353, December.
  13. Schiff Aaron, 2002, "The Economics of Open Source Software: A Survey of the Early Literature," Review of Network Economics, De Gruyter, volume 1, issue 1, pages 1-9, March, DOI: 10.2202/1446-9022.1004.
  14. Cornes, Richard C. & Silva, Emilson C. D., 2002, "Local public goods, inter-regional transfers and private information," European Economic Review, Elsevier, volume 46, issue 2, pages 329-356, February.

2001

  1. Aoki, Reiko & Tauman, Yair, 2001, "Patent licensing with spillovers," Economics Letters, Elsevier, volume 73, issue 1, pages 125-130, October.
  2. Debasis Bandyopadhyay & Parantap Basu, 2001, "Redistributive Tax and Growth in a Model with Discrete Occupational Choice," Australian Economic Papers, Wiley Blackwell, volume 40, issue 2, pages 111-132, June, DOI: 10.1111/1467-8454.00116.
  3. Debasis Bandyopadhyay, 2001, "The industry premium: What we know and what the New Zealand data say," New Zealand Economic Papers, Taylor & Francis Journals, volume 35, issue 1, pages 53-75, DOI: 10.1080/00779950109544332.
  4. Chakrabarty, Debajyoti & Chaudhuri, Ananish, 2001, "Formal and informal sector credit institutions and interlinkage," Journal of Economic Behavior & Organization, Elsevier, volume 46, issue 3, pages 313-325, November.
  5. Ananish Chaudhuri & Pushkar Maitra, 2001, "Tenant characteristics and the choice of tenurial contracts in rural India," Journal of International Development, John Wiley & Sons, Ltd., volume 13, issue 2, pages 169-181, DOI: 10.1002/jid.722.
  6. 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, volume 33, issue 8, pages 1065-1075, DOI: 10.1080/00036840122385.
  7. Phillips, Peter C.B. & Moon, Hyungsik Roger & Xiao, Zhijie, 2001, "How To Estimate Autoregressive Roots Near Unity," Econometric Theory, Cambridge University Press, volume 17, issue 1, pages 29-69, February.
  8. Park, Joon Y & Phillips, Peter C B, 2001, "Nonlinear Regressions with Integrated Time Series," Econometrica, Econometric Society, volume 69, issue 1, pages 117-161, January.
  9. Yoosoon Chang & Joon Y. Park & Peter C. B. Phillips, 2001, "Nonlinear econometric models with cointegrated and deterministically trending regressors," Econometrics Journal, Royal Economic Society, volume 4, issue 1, pages 1-36.
  10. 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, volume 4, issue 2, pages 1-3.
  11. Phillips, Peter C. B., 2001, "Trending time series and macroeconomic activity: Some present and future challenges," Journal of Econometrics, Elsevier, volume 100, issue 1, pages 21-27, January.
  12. Peter C. B. Phillips, 2001, "Descriptive econometrics for non-stationary time series with empirical illustrations," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 16, issue 3, pages 389-413.
  13. 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., volume 16, issue 6, pages 671-708.
  14. 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, volume 68, issue 3, pages 633-663.
  15. Kahn, Charles M & Silva, Emilson C D & Ziliak, James P, 2001, "Performance-Based Wages in Tax Collection: The Brazilian Tax Collection Reform and Its Effects," Economic Journal, Royal Economic Society, volume 111, issue 468, pages 188-205, January.

2000

  1. Moon, Hyungsik R. & Phillips, Peter C.B., 2000, "Estimation Of Autoregressive Roots Near Unity Using Panel Data," Econometric Theory, Cambridge University Press, volume 16, issue 6, pages 927-997, December.
  2. Joon Y. Park & Peter C. B. Phillips, 2000, "Nonstationary Binary Choice," Econometrica, Econometric Society, volume 68, issue 5, pages 1249-1280, September.
  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, volume 15, issue 4, pages 153-160, June, DOI: 10.1108/02686900010322344.
  4. Peter Phillips & Hyungsik Moon, 2000, "Nonstationary panel data analysis: an overview of some recent developments," Econometric Reviews, Taylor & Francis Journals, volume 19, issue 3, pages 263-286, DOI: 10.1080/07474930008800473.
  5. Aaron Schiff & Peter Phillips, 2000, "Forecasting New Zealand's real GDP," New Zealand Economic Papers, Taylor & Francis Journals, volume 34, issue 2, pages 159-181, DOI: 10.1080/00779950009544321.
  6. Nagase, Yoko & Silva, Emilson C. D., 2000, "Optimal Control of Acid Rain in a Federation with Decentralized Leadership and Information," Journal of Environmental Economics and Management, Elsevier, volume 40, issue 2, pages 164-180, September.
  7. Cornes, Richard C. & Silva, Emilson C. D., 2000, "Local Public Goods, Risk Sharing, and Private Information in Federal Systems," Journal of Urban Economics, Elsevier, volume 47, issue 1, pages 39-60, January.
  8. Caplan, Arthur J. & Cornes, Richard C. & Silva, Emilson C. D., 2000, "Pure public goods and income redistribution in a federation with decentralized leadership and imperfect labor mobility," Journal of Public Economics, Elsevier, volume 77, issue 2, pages 265-284, August.

1999

  1. 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, volume 8, issue 1, pages 133-160, March, DOI: 10.1111/j.1430-9134.1999.00133.x.
  2. 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, volume 24, issue 3, pages 537-557.
  3. Park, Joon Y. & Phillips, Peter C.B., 1999, "Asymptotics For Nonlinear Transformations Of Integrated Time Series," Econometric Theory, Cambridge University Press, volume 15, issue 3, pages 269-298, June.
  4. Xiao, Zhijie & Phillips, Peter C.B., 1999, "Efficient Detrending In Cointegrating Regression," Econometric Theory, Cambridge University Press, volume 15, issue 4, pages 519-548, August.
  5. Peter C. B. Phillips & Hyungsik R. Moon, 1999, "Linear Regression Limit Theory for Nonstationary Panel Data," Econometrica, Econometric Society, volume 67, issue 5, pages 1057-1112, September.
  6. Chao, John C. & Phillips, Peter C. B., 1999, "Model selection in partially nonstationary vector autoregressive processes with reduced rank structure," Journal of Econometrics, Elsevier, volume 91, issue 2, pages 227-271, August.
  7. Caplan, Arthur J. & Ellis, Christopher J. & Silva, Emilson C. D., 1999, "Winners and Losers in a World with Global Warming: Noncooperation, Altruism, and Social Welfare," Journal of Environmental Economics and Management, Elsevier, volume 37, issue 3, pages 256-271, May.
  8. Caplan, Arthur J. & Silva, Emilson C. D., 1999, "Federal Acid Rain Games," Journal of Urban Economics, Elsevier, volume 46, issue 1, pages 25-52, July.
  9. Menezes, Flavio M. & Silva, Emilson C. D., 1999, "Sustainable Clubs Under Variable Participation," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, volume 19, issue 2, November.
  10. Richard C. Cornes & Emilson C. D. Silva, 1999, "Rotten Kids, Purity, and Perfection," Journal of Political Economy, University of Chicago Press, volume 107, issue 5, pages 1034-1040, October, DOI: 10.1086/250089.

1998

  1. Chaudhuri, Ananish, 1998, "The ratchet principle in a principal agent game with unknown costs: an experimental analysis," Journal of Economic Behavior & Organization, Elsevier, volume 37, issue 3, pages 291-304, November.
  2. Peter C. B. Phillips & Zhijie Xiao, 1998, "A Primer on Unit Root Testing," Journal of Economic Surveys, Wiley Blackwell, volume 12, issue 5, pages 423-470, December, DOI: 10.1111/1467-6419.00064.
  3. Peter C. B. Phillips, 1998, "New Tools for Understanding Spurious Regressions," Econometrica, Econometric Society, volume 66, issue 6, pages 1299-1326, November.
  4. 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, volume 1, issue RegularPa, pages 27-43.
  5. Phillips, Peter C. B., 1998, "Impulse response and forecast error variance asymptotics in nonstationary VARs," Journal of Econometrics, Elsevier, volume 83, issue 1-2, pages 21-56.
  6. Xiao, Zhijie & Phillips, Peter C. B., 1998, "Higher-order approximations for frequency domain time series regression," Journal of Econometrics, Elsevier, volume 86, issue 2, pages 297-336, June.
  7. 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, volume 87, issue 1, pages 49-86, August.
  8. Ellis, Christopher J. & Silva, Emilson C. D., 1998, "British Bus Deregulation: Competition and Demand Coordination," Journal of Urban Economics, Elsevier, volume 43, issue 3, pages 336-361, May.

1997

  1. Aoki, Reiko & Prusa, Thomas J., 1997, "Sequential versus simultaneous choice with endogenous quality," International Journal of Industrial Organization, Elsevier, volume 15, issue 1, pages 103-121, February.
  2. 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, volume 80, issue 1, pages 85-123, September.
  3. 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, volume 16, issue 6, pages 885-907, December.
  4. Silva, Emilson C. D., 1997, "Decentralized and Efficient Control of Transboundary Pollution in Federal Systems," Journal of Environmental Economics and Management, Elsevier, volume 32, issue 1, pages 95-108, January.
  5. Silva, Emilson C. D. & Caplan, Arthur J., 1997, "Transboundary Pollution Control in Federal Systems," Journal of Environmental Economics and Management, Elsevier, volume 34, issue 2, pages 173-186, October.
  6. Silva, Emilson C. D., 1997, "A-la-Carte or Smorgasbord? Multiproduct Clubs with Costly Exclusion," Journal of Urban Economics, Elsevier, volume 41, issue 2, pages 264-280, March.

1996

  1. 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, volume 10, issue 3, pages 233-249, September.
  2. 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, volume 29, issue 1, pages 82-100, January, DOI: 10.1111/j.1467-8462.1996.tb00917.x.
  3. Phillips, Peter C B & Ploberger, Werner, 1996, "An Asymptotic Theory of Bayesian Inference for Time Series," Econometrica, Econometric Society, volume 64, issue 2, pages 381-412, March.
  4. Phillips, Peter C B, 1996, "Econometric Model Determination," Econometrica, Econometric Society, volume 64, issue 4, pages 763-812, July.
  5. 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., volume 11, issue 1, pages 1-22, Jan.-Feb..

1995

  1. Chang, Yoosoon & Phillips, Peter C.B., 1995, "Time Series Regression with Mixtures of Integrated Processes," Econometric Theory, Cambridge University Press, volume 11, issue 5, pages 1033-1094, October.
  2. Kitamura, Yuichi & Phillips, Peter C.B., 1995, "Efficient IV Estimation in Nonstationary Regression," Econometric Theory, Cambridge University Press, volume 11, issue 5, pages 1095-1130, October.
  3. Phillips, Peter C.B., 1995, "Trending Multiple Time Series: Editor's Introduction," Econometric Theory, Cambridge University Press, volume 11, issue 5, pages 811-817, October.
  4. Phillips, Peter C.B., 1995, "Robust Nonstationary Regression," Econometric Theory, Cambridge University Press, volume 11, issue 5, pages 912-951, October.
  5. Phillips, Peter C B, 1995, "Fully Modified Least Squares and Vector Autoregression," Econometrica, Econometric Society, volume 63, issue 5, pages 1023-1078, September.
  6. Phillips, Peter C. B., 1995, "Bayesian model selection and prediction with empirical applications," Journal of Econometrics, Elsevier, volume 69, issue 1, pages 289-331, September.
  7. Phillips, Peter C. B., 1995, "Bayesian prediction a response," Journal of Econometrics, Elsevier, volume 69, issue 1, pages 351-365, September.

1994

  1. Phillips, Peter C B, 1994, "Reflections on the Day," Journal of Economic Surveys, Wiley Blackwell, volume 8, issue 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, volume 10, issue 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, volume 10, issue 3-4, pages 774-808, August.
  4. Phillips, Peter C B, 1994, "Some Exact Distribution Theory for Maximum Likelihood Estimators of Cointegrating Coefficients in Error Correction Models," Econometrica, Econometric Society, volume 62, issue 1, pages 73-93, January.
  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, volume 1, issue 2, pages 211-248, January.
  6. Corbae, Dean & Ouliaris, Sam & Phillips, Peter C B, 1994, "A Reexamination of the Consumption Function Using Frequency Domain Regressions," Empirical Economics, Springer, volume 19, issue 4, pages 595-609.

1993

  1. Aoki, Reiko & Prusa, Thomas J., 1993, "International standards for intellectual property protection and R & D incentives," Journal of International Economics, Elsevier, volume 35, issue 3-4, pages 251-273, November.
  2. 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, volume 26, issue 4, pages 65-76, October, DOI: 10.1111/j.1467-8462.1993.tb00812.x.
  3. Toda, Hiro Y & Phillips, Peter C B, 1993, "Vector Autoregressions and Causality," Econometrica, Econometric Society, volume 61, issue 6, pages 1367-1393, November.
  4. Toda, Hiro Y. & Phillips, Peter C. B., 1993, "The spurious effect of unit roots on vector autoregressions : An analytical study," Journal of Econometrics, Elsevier, volume 59, issue 3, pages 229-255, October.
  5. Choi, In & Phillips, Peter C. B., 1993, "Testing for a unit root by frequency domain regression," Journal of Econometrics, Elsevier, volume 59, issue 3, pages 263-286, October.
  6. Quintos, Carmela E & Phillips, Peter C B, 1993, "Parameter Constancy in Cointegrating Regressions," Empirical Economics, Springer, volume 18, issue 4, pages 675-706.
  7. Silva, Emilson C. D. & Kahn, Charles M., 1993, "Exclusion and moral hazard : The case of identical demand," Journal of Public Economics, Elsevier, volume 52, issue 2, pages 217-235, September.

1992

  1. Aoki, Reiko & Reitman, David, 1992, "Simultaneous signaling through investment in an R& D game with private information," Games and Economic Behavior, Elsevier, volume 4, issue 3, pages 327-346, July.
  2. S. B. Kask & S. A. Maani, 1992, "Uncertainty, Information, and Hedonic Pricing," Land Economics, University of Wisconsin Press, volume 68, issue 2, pages 170-184.
  3. 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, volume 54, issue 3, pages 257-287, August.
  4. 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, volume 51, issue 1-2, pages 113-150.
  5. 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, volume 54, issue 1-3, pages 159-178.

1991

  1. Aoki, Reiko, 1991, "R&D Competition for Product Innovation: An Endless Race," American Economic Review, American Economic Association, volume 81, issue 2, pages 252-256, May.
  2. 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, volume 67, issue 3, pages 227-236, September, DOI: 10.1111/j.1475-4932.1991.tb02549.x.
  3. Phillips, P.C.B., 1991, "A Shortcut to LAD Estimator Asymptotics," Econometric Theory, Cambridge University Press, volume 7, issue 4, pages 450-463, December.
  4. Phillips, P C B, 1991, "Optimal Inference in Cointegrated Systems," Econometrica, Econometric Society, volume 59, issue 2, pages 283-306, March.
  5. Phillips, P C B, 1991, "Error Correction and Long-Run Equilibrium in Continuous Time," Econometrica, Econometric Society, volume 59, issue 4, pages 967-980, July.
  6. Phillips, Peter C. B. & Loretan, Mico, 1991, "The Durbin-Watson ratio under infinite-variance errors," Journal of Econometrics, Elsevier, volume 47, issue 1, pages 85-114, January.
  7. Phillips, P C B, 1991, "To Criticize the Critics: An Objective Bayesian Analysis of Stochastic Trends," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 6, issue 4, pages 333-364, Oct.-Dec..
  8. Phillips, P C B, 1991, "Bayesian Routes and Unit Roots: De Rebus Prioribus Semper Est Disputandum," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 6, issue 4, pages 435-473, Oct.-Dec..
  9. Peter C. B. Phillips & Mico Loretan, 1991, "Estimating Long-run Economic Equilibria," The Review of Economic Studies, Review of Economic Studies Ltd, volume 58, issue 3, pages 407-436.

1990

  1. Phillips, P.C.B., 1990, "Time Series Regression With a Unit Root and Infinite-Variance Errors," Econometric Theory, Cambridge University Press, volume 6, issue 1, pages 44-62, March.
  2. Phillips, Peter C B & Ouliaris, S, 1990, "Asymptotic Properties of Residual Based Tests for Cointegration," Econometrica, Econometric Society, volume 58, issue 1, pages 165-193, January.
  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, volume 57, issue 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, volume 5, issue 1, pages 95-131, April.
  2. Phillips, P.C.B., 1989, "Partially Identified Econometric Models," Econometric Theory, Cambridge University Press, volume 5, issue 2, pages 181-240, August.
  3. Phillips, P. C. B., 1989, "Spherical matrix distributions and cauchy quotients," Statistics & Probability Letters, Elsevier, volume 8, issue 1, pages 51-53, May.

1988

  1. P.C.B. Phillips, 1988, "Reflections on Econometric Methodology," The Economic Record, The Economic Society of Australia, volume 64, issue 4, pages 344-359, December, DOI: 10.1111/j.1475-4932.1988.tb02075.x.
  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, volume 4, issue 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, volume 4, issue 3, pages 468-497, December.
  4. Phillips, P.C.B., 1988, "Weak Convergence of Sample Covariance Matrices to Stochastic Integrals Via Martingale Approximations," Econometric Theory, Cambridge University Press, volume 4, issue 3, pages 528-533, December.
  5. Phillips, Peter C B, 1988, "Regression Theory for Near-Integrated Time Series," Econometrica, Econometric Society, volume 56, issue 5, pages 1021-1043, September.
  6. Phillips, Peter C B & Park, Joon Y, 1988, "On the Formulation of Wald Tests of Nonlinear Restrictions," Econometrica, Econometric Society, volume 56, issue 5, pages 1065-1083, September.
  7. Durlauf, Steven N & Phillips, Peter C B, 1988, "Trends versus Random Walks in Time Series Analysis," Econometrica, Econometric Society, volume 56, issue 6, pages 1333-1354, November.
  8. Phillips, P. C. B. & Ouliaris, S., 1988, "Testing for cointegration using principal components methods," Journal of Economic Dynamics and Control, Elsevier, volume 12, issue 2-3, pages 205-230.
  9. Phillips, Peter C. B., 1988, "Conditional and unconditional statistical independence," Journal of Econometrics, Elsevier, volume 38, issue 3, pages 341-348, July.
  10. Phillips, P. C. B., 1988, "Weak convergence to the matrix stochastic integral [integral operator]01 B dB'," Journal of Multivariate Analysis, Elsevier, volume 24, issue 2, pages 252-264, February.

1987

  1. Maani, Sholeh A., 1987, "Maximizing and satisficing job search behavior in the U.S. and Chile," Journal of Behavioral Economics, Elsevier, volume 16, issue 2, pages 17-31.
  2. Phillips, P. C. B., 1987, "Asymptotic Expansions in Nonstationary Vector Autoregressions," Econometric Theory, Cambridge University Press, volume 3, issue 1, pages 45-68, February.
  3. Phillips, P C B, 1987, "Time Series Regression with a Unit Root," Econometrica, Econometric Society, volume 55, issue 2, pages 277-301, March.
  4. Perron, Pierre & Phillips, Peter C. B., 1987, "Does GNP have a unit root? : A re-evaluation," Economics Letters, Elsevier, volume 23, issue 2, pages 139-145.
  5. Phillips, P. C. B., 1987, "An everywhere convergent series representation of the distribution of Hotelling's generalized T02," Journal of Multivariate Analysis, Elsevier, volume 21, issue 2, pages 238-249, April.

1986

  1. 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, volume 39, issue 2, pages 264-276, January.
  2. Phillips, P C B, 1986, "The Exact Distribution of the Wald Statistic," Econometrica, Econometric Society, volume 54, issue 4, pages 881-895, July.
  3. Phillips, P.C.B., 1986, "Understanding spurious regressions in econometrics," Journal of Econometrics, Elsevier, volume 33, issue 3, pages 311-340, December.
  4. 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, volume 27, issue 1, pages 239-243, February.
  5. 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, volume 53, issue 4, pages 473-495.

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, volume 18, issue 1, pages 58-65, February.
  2. Phillips, Peter C B, 1985, "The Exact Distribution of the SUR Estimator," Econometrica, Econometric Society, volume 53, issue 4, pages 745-756, July.
  3. Phillips, P. C. B., 1985, "The distribution of matrix quotients," Journal of Multivariate Analysis, Elsevier, volume 16, issue 1, pages 157-161, February.

1984

  1. Phillips, P.C.B., 1984, "The exact distribution of the Stein-rule estimator," Journal of Econometrics, Elsevier, volume 25, issue 1-2, pages 123-131.
  2. Phillips, P. C. B., 1984, "The exact distribution of exogenous variable coefficient estimators," Journal of Econometrics, Elsevier, volume 26, issue 3, pages 387-398, December.
  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, volume 25, issue 1, pages 249-261, February.

1983

  1. 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., volume 20, issue 59, pages 101-112.
  2. 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., volume 20, issue 60, pages 229-242.
  3. Phillips, Peter C B, 1983, "ERAs: A New Approach to Small Sample Theory," Econometrica, Econometric Society, volume 51, issue 5, pages 1505-1525, September.

1982

  1. Phillips, P C B, 1982, "On the Consistency of Nonlinear FIML," Econometrica, Econometric Society, volume 50, issue 5, pages 1307-1324, September.
  2. Phillips, P. C. B., 1982, "A simple proof of the latent root sensitivity formula," Economics Letters, Elsevier, volume 9, issue 1, pages 57-59.
  3. Maasoumi, Esfandiar & Phillips, Peter C. B., 1982, "On the behavior of inconsistent instrumental variable estimators," Journal of Econometrics, Elsevier, volume 19, issue 2-3, pages 183-201, August.

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, volume 48, issue 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, volume 47, issue 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, volume 47, issue 6, pages 1527-1547, November.
  2. Phillips, P. C. B., 1979, "The concentration ellipsoid of a random vector," Journal of Econometrics, Elsevier, volume 11, issue 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, volume 9, issue 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, volume 45, issue 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, volume 45, issue 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, volume 6, issue 2, pages 147-164, September.
  4. Phillips, P. C. B., 1977, "A large deviation limit theorem for multivariate distributions," Journal of Multivariate Analysis, Elsevier, volume 7, issue 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, volume 44, issue 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, volume 69, issue , pages 58-76, August.
  2. Phillips, P C B, 1974, "The Estimation of Some Continuous Time Models," Econometrica, Econometric Society, volume 42, issue 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, volume 1, issue 4, pages 351-362, December.

1972

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

Chapters

2026

  1. Stan Hurn & Vance Martin & Peter C. B. Phillips & Jun Yu, 2026, "Teaching Financial Econometrics to Students Converting to Finance," Advanced Studies in Theoretical and Applied Econometrics, Springer, in: Eric Hillebrand & William Griffiths, "Teaching Econometrics", DOI: 10.1007/978-3-031-97942-2_4.

2024

  1. Peter C. B. Phillips & Jun Yu, 2024, "Information loss in volatility measurement with flat price trading," Advanced Studies in Theoretical and Applied Econometrics, Springer, in: Subal C. Kumbhakar & Robin C. Sickles & Hung-Jen Wang, "Advances in Applied Econometrics", DOI: 10.1007/978-3-031-48385-1_19.

2023

  1. Peter C. B. Phillips, 2023, "Discrete Fourier Transforms of Fractional Processes with Econometric Applications," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Joon Y. Park: Econometric Theory", DOI: 10.1108/S0731-90532023000045A001.

2021

  1. Noha A. Razek & Emilson Silva & Nyakundi M. Michieka, 2021, "The Oil-Price Threshold Effect on External Balances in Saudi Arabia, Russia, and Canada: Accounting for Geopolitics and Environmental Sustainability," Springer Books, Springer, in: Fateh Belaïd & Anna Cretì, "Energy Transition, Climate Change, and COVID-19", DOI: 10.1007/978-3-030-79713-3_11.

2020

  1. Jianning Kong & Peter C. B. Phillips & Donggyu Sul, 2020, "Testing Convergence Using HAR Inference," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Cheng Hsiao", DOI: 10.1108/S0731-905320200000041002.

2019

  1. David F. Hendry & Peter C. B. Phillips, 2019, "John Denis Sargan (1924–1996)," Palgrave Macmillan Books, Palgrave Macmillan, chapter 0, in: Robert A. Cord, "The Palgrave Companion to LSE Economics", DOI: 10.1057/978-1-137-58274-4_27.

2016

  1. Peter C. B. Phillips, 2016, "Inference in Near-Singular Regression," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Aman Ullah", DOI: 10.1108/S0731-905320160000036022.

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, Emerald Group Publishing Limited, "Essays in Honor of Peter C. B. Phillips", DOI: 10.1108/S0731-905320140000033009.

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, Edward Elgar Publishing, chapter 39, in: Andrew M. Jones, "The Elgar Companion to Health Economics, Second Edition".

2011

  1. Steffen Lippert, 2011, "Social Capital in Networks of Relations," Palgrave Macmillan Books, Palgrave Macmillan, chapter 6, in: Lorenzo Sacconi & Giacomo Degli Antoni, "Social Capital, Corporate Social Responsibility, Economic Behaviour and Performance", DOI: 10.1057/9780230306189_7.
  2. Timothy C. Haab & Aaron Schiff & John C. Whitehead, 2011, "Economics Blogs and Economic Education," Chapters, Edward Elgar Publishing, chapter 15, in: Gail M. Hoyt & KimMarie McGoldrick, "International Handbook on Teaching and Learning Economics".

2009

  1. Peter C. B. Phillips & Jun Yu, 2009, "Maximum Likelihood and Gaussian Estimation of Continuous Time Models in Finance," Springer Books, Springer, chapter 22, in: Thomas Mikosch & Jens-Peter Kreiß & Richard A. Davis & Torben Gustav Andersen, "Handbook of Financial Time Series", DOI: 10.1007/978-3-540-71297-8_22.

2004

  1. Arthur J. Caplan & Emilson C. D. Silva, 2004, "Equitable and Efficient International Schemes to Control Carbon Dioxide Emissions," Contributions to Economic Analysis, Emerald Group Publishing Limited, "The Political Economy of Policy Reform: Essays in Honor of J. Michael Finger", DOI: 10.1016/S0573-8555(04)70003-6.

1996

  1. John C. Chao & Peter C. B. Phillips, 1996, "An Empirical Bayesian Approach to Cointegrating Rank Selection and Test of the Present Value Model for Stock Prices," Springer Books, Springer, in: Jack C. Lee & Wesley O. Johnson & Arnold Zellner, "Modelling and Prediction Honoring Seymour Geisser", DOI: 10.1007/978-1-4612-2414-3_21.

1983

  1. Phillips, P.C.B., 1983, "Exact small sample theory in the simultaneous equations model," Handbook of Econometrics, Elsevier, chapter 8, in: Z. Griliches† & M. D. Intriligator, "Handbook of Econometrics".

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