# Publications

## by members of

# Department of Economics

Business School

University of Auckland

Auckland, New Zealand

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

| Working papers | Journal articles | Chapters |

### Working papers

Undated material is listed at the end#### 2015

- Jin Seo Cho & Myung-Ho Park & Peter C. B. Phillips, 2015.
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**Minimum Distance Testing and Top Income Shares in Korea**," Cowles Foundation Discussion Papers 2007, Cowles Foundation for Research in Economics, Yale University. - Peter C. B. Phillips, 2015.
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**Pitfalls and Possibilities in Predictive Regression**," Cowles Foundation Discussion Papers 2003, Cowles Foundation for Research in Economics, Yale University. - Ryan Greenaway-McGrevy & Peter C. B. Phillips, 2015.
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**“Hot Property in New Zealand: Empirical Evidence of Housing Bubbles in the Metropolitan Centres”**," Cowles Foundation Discussion Papers 2004, Cowles Foundation for Research in Economics, Yale University.- Greenaway-McGrevy, RT & Phillips, PCB, 2015.
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**Hot Property in New Zealand: Empirical Evidence of Housing Bubbles in the Metropolitan Centres**," Working Papers 25259, Department of Economics, The University of Auckland.

- Greenaway-McGrevy, RT & Phillips, PCB, 2015.
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- Peter C. B. Phillips, 2015.
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**Inference in Near Singular Regression**," Cowles Foundation Discussion Papers 2009, Cowles Foundation for Research in Economics, Yale University. - Violetta Dalla & Liudas Giraitis & Peter C. B. Phillips, 2015.
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**Testing Mean Stability of Heteroskedastic Time Series**," Cowles Foundation Discussion Papers 2006, Cowles Foundation for Research in Economics, Yale University. - YAE IN BAEK & Jin Seo Cho & PETER C.B. PHILLIPS, 2015.
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**We provide mathematical proofs for the results in "Testing Linearity Using Power Transforms of Regressors"**," Working papers 2015rwp-79a, Yonsei University, Yonsei Economics Research Institute. - Peter C. B. Phillips & Sainan Jin, 2015.
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**Business Cycles, Trend Elimination, and the HP Filter**," Cowles Foundation Discussion Papers 2005, Cowles Foundation for Research in Economics, Yale University. - Peter C. B. Phillips, 2015.
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**Edmond Malinvaud: A Tribute to His Contributions in Econometrics**," Cowles Foundation Discussion Papers 2002, Cowles Foundation for Research in Economics, Yale University. - Maani, Sholeh A. & Wang, Xingang & Rogers, Alan, 2015.
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**Network Effects, Ethnic Capital and Immigrants' Earnings Assimilation: Evidence from a Spatial, Hausman-Taylor Estimation**," IZA Discussion Papers 9308, Institute for the Study of Labor (IZA).

#### 2014

- Liangjun Su & Zhentao Shi & Peter C.B. Phillips, 2014.
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**Identifying Latent Structures in Panel Data**," Cowles Foundation Discussion Papers 1965, Cowles Foundation for Research in Economics, Yale University.- Liangjun Su & Zhentao Shi & Peter C. B. Phillips, 2014.
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**Identifying Latent Structures in Panel Data**," Working Papers 07-2014, Singapore Management University, School of Economics.

- Liangjun Su & Zhentao Shi & Peter C. B. Phillips, 2014.
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- Kyriacou, Maria & Phillips, Peter C.B. & Rossi, Francesca, 2014.
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**Indirect inference in spatial autoregression**," Discussion Paper Series In Economics And Econometrics 1418, Economics Division, School of Social Sciences, University of Southampton. - Peter C.B. Phillips & Chirok Han, 2014.
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**True Limit Distributions of the Anderson-Hsiao IV Estimators in Panel Autoregression**," Cowles Foundation Discussion Papers 1963, Cowles Foundation for Research in Economics, Yale University. - Ping Yu & Peter C.B. Phillips, 2014.
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**Threshold Regression with Endogeneity**," Cowles Foundation Discussion Papers 1966, Cowles Foundation for Research in Economics, Yale University. - Hanying Liang & Peter C.B. Phillips & Hanchao Wang & Qiying Wang, 2014.
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**Weak Convergence to Stochastic Integrals for Econometric Applications**," Cowles Foundation Discussion Papers 1971, Cowles Foundation for Research in Economics, Yale University. - Liang Jiang & Peter C.B. Phillips & Jun Yu, 2014.
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**A New Hedonic Regression for Real Estate Prices Applied to the Singapore Residential Market**," Working Papers 19-2014, Singapore Management University, School of Economics.- Liang Jiang & Peter C.B. Phillips & Jun Yu, 2014.
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**A New Hedonic Regression for Real Estate Prices Applied to the Singapore Residential Market**," Cowles Foundation Discussion Papers 1969, Cowles Foundation for Research in Economics, Yale University.

- Liang Jiang & Peter C.B. Phillips & Jun Yu, 2014.
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- Offer Lieberman & Peter C.B. Phillips, 2014.
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**A Multivariate Stochastic Unit Root Model with an Application to Derivative Pricing**," Cowles Foundation Discussion Papers 1964, Cowles Foundation for Research in Economics, Yale University. - Peter C.B. Phillips & Shu-Ping Shi, 2014.
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**Financial Bubble Implosion**," Cowles Foundation Discussion Papers 1967, Cowles Foundation for Research in Economics, Yale University. - Peter C.B. Phillips, 2014.
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**Dynamic Panel GMM with Near Unity**," Cowles Foundation Discussion Papers 1962, Cowles Foundation for Research in Economics, Yale University. - Martin Berka & Michael B. Devereux & Charles Engel, 2014.
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**Real Exchange Rates and Sectoral Productivity in the Eurozone**," NBER Working Papers 20510, National Bureau of Economic Research, Inc.- Martin Berka & Michael B. Devereux & Charles Engel, 2014.
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**Real Exchange Rates and Sectoral Productivity in the Eurozone**," CAMA Working Papers 2014-66, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University. - Berka, M & Devereux, MB & Engel, C, 2015.
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**Real Exchange Rates and Sectoral Productivity in the Eurozone**," Working Papers 26970, Department of Economics, The University of Auckland. - Berka, Martin & Devereux, Michael B. & Engel, Charles, 2014.
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**Real exchange rates and sectoral productivity in the Eurozone**," Globalization and Monetary Policy Institute Working Paper 196, Federal Reserve Bank of Dallas. - Berka, Martin & Devereux, Michael B & Engel, Charles M, 2014.
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**Real Exchange Rates and Sectoral Productivity in the Eurozone**," CEPR Discussion Papers 10203, C.E.P.R. Discussion Papers.

- Martin Berka & Michael B. Devereux & Charles Engel, 2014.
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- Yang, Wei, 2014.
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**Spatial Analysis of Dairy Yield Response to Intensive Farming in New Zealand**," 2014 Conference (58th), February 4-7, 2014, Port Maquarie, Australia 165890, Australian Agricultural and Resource Economics Society.

#### 2013

- Peter C. B. Phillips & Shu-Ping Shi & Jun Yu, 2013.
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**Testing for Multiple Bubbles 2: Limit Theory of Real Time Detectors**," Working Papers 05-2013, Singapore Management University, School of Economics.- Peter C. B. Phillips & Shuping Shi & Jun Yu, 2015.
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**Testing For Multiple Bubbles: Limit Theory Of Real‐Time Detectors**," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 56, pages 1079-1134, November.

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

- Peter C. B. Phillips & Shuping Shi & Jun Yu, 2015.
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- Peter C. B. Phillips & Shu-Ping Shi & Jun Yu, 2013.
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**Testing for Multiple Bubbles 1: Historical Episodes of Exuberance and Collapse in the S&P 500**," Working Papers 04-2013, Singapore Management University, School of Economics.- Peter C. B. Phillips & Shuping Shi & Jun Yu, 2015.
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**Testing For Multiple Bubbles: Historical Episodes Of Exuberance And Collapse In The S&P 500**," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 56, pages 1043-1078, November.

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

- Peter C. B. Phillips & Shuping Shi & Jun Yu, 2015.
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- Jiti Gao & Peter C.B. Phillips, 2013.
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**Functional Coefficient Nonstationary Regression with Non- and Semi-Parametric Cointegration**," Monash Econometrics and Business Statistics Working Papers 16/13, Monash University, Department of Econometrics and Business Statistics. - Peter C.B. Phillips, 2013.
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**Unit Roots in Life -- A Graduate Student Story**," Cowles Foundation Discussion Papers 1913, Cowles Foundation for Research in Economics, Yale University.- Phillips, Peter C. B., 2014.
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**Unit Roots In Life—A Graduate Student Story**," Econometric Theory, Cambridge University Press, vol. 30(04), pages 719-736, August.

- Phillips, Peter C. B., 2014.
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- Yoonseok Lee & Peter C.B. Phillips, 2013.
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**Model Selection in the Presence of Incidental Parameters**," Center for Policy Research Working Papers 159, Center for Policy Research, Maxwell School, Syracuse University.- Lee, Yoonseok & Phillips, Peter C.B., 2015.
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**Model selection in the presence of incidental parameters**," Journal of Econometrics, Elsevier, vol. 188(2), pages 474-489.

- Yoonseok Lee & Peter C.B. Phillips, 2013.
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**Model Selection in the Presence of Incidental Parameters**," Cowles Foundation Discussion Papers 1919, Cowles Foundation for Research in Economics, Yale University.

- Lee, Yoonseok & Phillips, Peter C.B., 2015.
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- Peter C.B. Phillips & Sainan Jin, 2013.
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**Testing the Martingale Hypothesis**," Cowles Foundation Discussion Papers 1912, Cowles Foundation for Research in Economics, Yale University.- Peter C. B. Phillips & Sainan Jin, 2014.
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**Testing the Martingale Hypothesis**," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 32(4), pages 537-554, October.

- Peter C. B. Phillips & Sainan Jin, 2014.
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- Offer Lieberman & Peter C.B. Phillips, 2013.
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**Norming Rates and Limit Theory for Some Time-Varying Coefficient Autoregressions**," Cowles Foundation Discussion Papers 1916, Cowles Foundation for Research in Economics, Yale University.- Offer Lieberman & Peter C. B. Phillips, 2014.
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**Norming Rates And Limit Theory For Some Time-Varying Coefficient Autoregressions**," Journal of Time Series Analysis, Wiley Blackwell, vol. 35(6), pages 592-623, November.

- Offer Lieberman & Peter C. B. Phillips, 2014.
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- Jiti Gao & Peter C.B. Phillips, 2013.
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**Functional Coefficient Nonstationary Regression**," Cowles Foundation Discussion Papers 1911, Cowles Foundation for Research in Economics, Yale University. - Peter C.B. Phillips & Degui Li & Jiti Gao, 2013.
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**Estimating Smooth Structural Change in Cointegration Models**," Cowles Foundation Discussion Papers 1910, Cowles Foundation for Research in Economics, Yale University.- Peter C. B. Phillips & Degui Li & Jiti Gao, 2013.
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**Estimating Smooth Structural Change in Cointegration Models**," Monash Econometrics and Business Statistics Working Papers 22/13, Monash University, Department of Econometrics and Business Statistics.

- Peter C. B. Phillips & Degui Li & Jiti Gao, 2013.
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- Yae In Baek & Jin Seo Cho & Peter C.B. Phillips, 2013.
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**Testing Linearity Using Power Transforms of Regressors**," Cowles Foundation Discussion Papers 1917, Cowles Foundation for Research in Economics, Yale University.- Baek, Yae In & Cho, Jin Seo & Phillips, Peter C.B., 2015.
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**Testing linearity using power transforms of regressors**," Journal of Econometrics, Elsevier, vol. 187(1), pages 376-384.

- YAE IN BAEK & Jin Seo Cho & PETER C.B. PHILLIPS, 2015.
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**Testing Linearity Using Power Transforms of Regressors**," Working papers 2015rwp-79, Yonsei University, Yonsei Economics Research Institute.

- Baek, Yae In & Cho, Jin Seo & Phillips, Peter C.B., 2015.
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- Degui Li & Peter C. B. Phillips & Jiti Gao, 2013.
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**Uniform Consistency of Nonstationary Kernel-Weighted Sample Covariances for Nonparametric Regression**," Monash Econometrics and Business Statistics Working Papers 27/13, Monash University, Department of Econometrics and Business Statistics.- Degui Li & Peter C.B. Phillips & Jiti Gao, 2013.
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**Uniform Consistency of Nonstationary Kernel-Weighted Sample Covariances for Nonparametric Regression**," Cowles Foundation Discussion Papers 1929, Cowles Foundation for Research in Economics, Yale University.

- Degui Li & Peter C.B. Phillips & Jiti Gao, 2013.
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- Aoki, Reiko & Hamada, Koichi, 2013.
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**Nuclear Accident, Liability Rules and a Regulated Monopoly**," CIS Discussion paper series 600, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University. - Aoki, Reiko & Uwasu, Michinori & Saijo, Tatsuyoshi, 2013.
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**Preferences of Voters and Young People for Political Parties, Policies, Demeny Voting System, and the Ministry of the Future: Preliminary Results of Survey of Voters and Young People Held Two Days Bef**," CIS Discussion paper series 593, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University. - Aoki, Reiko & Arai, Yasuhiro, 2013.
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**Standards and Innovation: Technology vs. Installed Base**," CIS Discussion paper series 601, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University. - Vaithianathan, Rhema & Aoki, Reiko & Sbai, Erwan, 2013.
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**Support for Franchise Extension for Children: Evidence on Japanese Attitude to Demeny Voting**," CIS Discussion paper series 610, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University. - Alexandre Dmitriev & Ivan Roberts, 2013.
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**International Business Cycles with Complete Markets**," RBA Research Discussion Papers rdp2013-08, Reserve Bank of Australia.- Dmitriev, Alexandre & Roberts, Ivan, 2012.
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**International business cycles with complete markets**," Journal of Economic Dynamics and Control, Elsevier, vol. 36(6), pages 862-875.

- Dmitriev, Alexandre & Roberts, Ivan, 2012.
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- Ryan Greenaway-McGrevy, 2013.
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**A Multivariate Approach to Seasonal Adjustment**," BEA Working Papers 0100, Bureau of Economic Analysis.

#### 2012

- Giuseppe Cavaliere & Peter C.B. Phillips & Stephan Smeekes & A.M. Robert Taylor, 2012.
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**Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility**," Cowles Foundation Discussion Papers 1844, Cowles Foundation for Research in Economics, Yale University.- Giuseppe Cavaliere & Peter C. B. Phillips & Stephan Smeekes & A. M. Robert Taylor, 2015.
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**Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility**," Econometric Reviews, Taylor & Francis Journals, vol. 34(4), pages 512-536, April.

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

- Giuseppe Cavaliere & Peter C. B. Phillips & Stephan Smeekes & A. M. Robert Taylor, 2015.
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- Peter C. B. Phillips & Shu-Ping Shi & Jun Yu, 2012.
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**Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior**," Working Papers 17-2012, Singapore Management University, School of Economics.- Peter C. B. Phillips & Shuping Shi & Jun Yu, 2014.
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**Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behaviour**," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 76(3), pages 315-333, 06.

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

- Peter C. B. Phillips & Shuping Shi & Jun Yu, 2014.
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- Peter C.B. Phillips & Ji Hyung Lee, 2012.
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**VARs with Mixed Roots Near Unity**," Cowles Foundation Discussion Papers 1845, Cowles Foundation for Research in Economics, Yale University. - Ioannis Kasparis & Peter C.B. Phillips & Tassos Magdalinos, 2012.
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**Non-linearity Induced Weak Instrumentation**," University of Cyprus Working Papers in Economics 02-2012, University of Cyprus Department of Economics.- Ioannis Kasparis & Peter C. B. Phillips & Tassos Magdalinos, 2014.
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**Nonlinearity Induced Weak Instrumentation**," Econometric Reviews, Taylor & Francis Journals, vol. 33(5-6), pages 676-712, August.

- Ioannis Kasparis & Peter C.B. Phillips & Tassos Magdalinos, 2012.
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**Non-linearity Induced Weak Instrumentation**," Cowles Foundation Discussion Papers 1872, Cowles Foundation for Research in Economics, Yale University.

- Ioannis Kasparis & Peter C. B. Phillips & Tassos Magdalinos, 2014.
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- Zhipeng Liao & Peter C.B. Phillips, 2012.
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**Automated Estimation of Vector Error Correction Models**," Cowles Foundation Discussion Papers 1873, Cowles Foundation for Research in Economics, Yale University.- Liao, Zhipeng & Phillips, Peter C. B., 2015.
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**Automated Estimation Of Vector Error Correction Models**," Econometric Theory, Cambridge University Press, vol. 31(03), pages 581-646, June.

- Liao, Zhipeng & Phillips, Peter C. B., 2015.
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- Peter C.B. Phillips & Zhipeng Liao, 2012.
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**Series Estimation of Stochastic Processes: Recent Developments and Econometric Applications**," Cowles Foundation Discussion Papers 1871, Cowles Foundation for Research in Economics, Yale University. - Ioannis Kasparis & Elena Andreou & Peter C.B. Phillips, 2012.
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**Nonparametric Predictive Regression**," Cowles Foundation Discussion Papers 1878, Cowles Foundation for Research in Economics, Yale University.- Kasparis, Ioannis & Andreou, Elena & Phillips, Peter C.B., 2015.
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**Nonparametric predictive regression**," Journal of Econometrics, Elsevier, vol. 185(2), pages 468-494.

- Andreou, Elena & Kasparis, Ioannis & Phillips, Peter C. B., 2013.
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**Nonparametric Predictive Regression**," CEPR Discussion Papers 9570, C.E.P.R. Discussion Papers. - Ioannis Kasparis & Elena Andreou & Peter C. B. Phillips, 2012.
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**Nonparametric Predictive Regression**," University of Cyprus Working Papers in Economics 14-2012, University of Cyprus Department of Economics.

- Kasparis, Ioannis & Andreou, Elena & Phillips, Peter C.B., 2015.
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- Peter C.B. Phillips, 2012.
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**On Confidence Intervals for Autoregressive Roots and Predictive Regression**," Cowles Foundation Discussion Papers 1879, Cowles Foundation for Research in Economics, Yale University.- Peter C. B. Phillips, 2014.
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**On Confidence Intervals for Autoregressive Roots and Predictive Regression**," Econometrica, Econometric Society, vol. 82(3), pages 1177-1195, 05.

- Peter C. B. Phillips, 2014.
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- Aoki, Reiko, 2012.
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**The 4th Science and Technology Basic Plan: A National Innovation System for New Challenges - Role of East Asia and Small & Medium Businesses**," CIS Discussion paper series 534, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University. - Aoki, Reiko, 2012.
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**Japan’s Demographics and the Lost Decades**," CIS Discussion paper series 561, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University. - Aoki, Reiko & Vaithianathan, Rhema, 2012.
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**Intergenerational Voter Preference Survey - Preliminary Results**," CIS Discussion paper series 539, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University. - Aoki, Reiko & Kao, Tina, 2012.
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**Protection of basic research and R&D incentives in an international setting**," CIS Discussion paper series 563, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University. - Aoki, Reiko, 2012.
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**A Demographic Perspective on Japan’s “Lost Decades”**," CIS Discussion paper series 576, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.- Reiko Aoki, 2013.
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**A Demographic Perspective on Japan's “Lost Decades”**," Population and Development Review, The Population Council, Inc., vol. 38, pages 103-112, 02.

- Reiko Aoki, 2013.
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- Bandyopadhyay, Debasis & Barro, Robert & Couchman, Jeremy & Gemmell, Norman & Liao, Gordon & McAlister, Fiona, 2012.
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**Average Marginal Income Tax Rates in New Zealand, 1907-2009**," Working Paper Series 2423, Victoria University of Wellington, Chair in Public Finance. - Simona Fabrizi & Steffen Lippert, 2012.
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**Corruption and the Public Display of Wealth**," Working Papers 1202, University of Otago, Department of Economics, revised Jun 2012. - Lippert, Steffen & Fabrizi, Simona, 2012.
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**International Internet Roaming**," Working Paper Series 4120, Victoria University of Wellington, The New Zealand Institute for the Study of Competition and Regulation. - Dennis Fixler & Ryan Greenaway-McGrevy, 2012.
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**Valuation of Near-Market Endogenous Assets**," BEA Working Papers 0083, Bureau of Economic Analysis. - Ryan Greenaway-McGrevy & Brent R. Moulton, 2012.
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**The Effect of the Business Cycle on the Methods Used for Seasonal Adjustment**," BEA Papers 0102, Bureau of Economic Analysis. - Ryan Greenaway-McGrevy & Nelson C. Mark & Donggyu Sul & Jyh-Lin Wu, 2012.
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**Exchange Rates as Exchange Rate Common Factors**," Working Papers 212012, Hong Kong Institute for Monetary Research.- Nelson Mark, 2012.
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**Exchange Rates as Exchange Rate Common Factors**," Working Papers 011, University of Notre Dame, Department of Economics, revised Mar 2012.

- Nelson Mark, 2012.
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#### 2011

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

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

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

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

- Peter C. B. Phillips & Shu-Ping Shi & Jun Yu, 2012.
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- Jiti Gao & Peter C.B. Phillips, 2011.
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**Semiparametric Estimation in Multivariate Nonstationary Time Series Models**," Monash Econometrics and Business Statistics Working Papers 17/11, Monash University, Department of Econometrics and Business Statistics. - Yonghui Zhang & Liangjun Su & Peter C.B. Phillips, 2011.
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**Testing for Common Trends in Semiparametric Panel Data Models with Fixed Effects**," Cowles Foundation Discussion Papers 1832, Cowles Foundation for Research in Economics, Yale University.- Yonghui Zhang & Liangjun Su & Peter C. B. Phillips, 2012.
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**Testing for common trends in semi‐parametric panel data models with fixed effects**," Econometrics Journal, Royal Economic Society, vol. 15(1), pages 56-100, 02.

- Yonghui Zhang & Liangjun Su & Peter C. B. Phillips, 2012.
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- Peter C.B. Phillips, 2011.
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**Meritocracy Voting: Measuring the Unmeasurable**," Cowles Foundation Discussion Papers 1833, Cowles Foundation for Research in Economics, Yale University. - Demeny, Paul & Aoki, Reiko & Makihara, Izuru & Ushio, Jiro & Yanagawa, Noriyuki, 2011.
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**Demeny Voting and Its Impact, NIRA Round-Table March 10, 2011**," CIS Discussion paper series 520, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University. - Martin Berka & Michael B. Devereux & Thomas Rudolph, 2011.
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**Price Setting in a Leading Swiss Online Supermarket**," NBER Working Papers 17126, National Bureau of Economic Research, Inc.- Martin Berka & Michael B. Devereux & Thomas Rudolph, 2011.
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**Price setting in a leading Swiss online supermarket**," Globalization and Monetary Policy Institute Working Paper 83, Federal Reserve Bank of Dallas. - Martin Berka & Michael B. Devereux & Thomas Rudolph, 2011.
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**Price setting in a leading Swiss online supermarket**," CAMA Working Papers 2011-19, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University. - Berka, Martin & Devereux, Michael B. & Rudolph, Thomas, 2011.
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**Price setting in a leading Swiss online supermarket**," Working Paper Series 1685, Victoria University of Wellington, School of Economics and Finance.

- Martin Berka & Michael B. Devereux & Thomas Rudolph, 2011.
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- Martin Berka & Christian Zimmermann, 2011.
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**Basel Accord and financial intermediation: the impact of policy**," Working Papers 2011-042, Federal Reserve Bank of St. Louis.- Martin Berka & Christian Zimmermann, 2012.
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**Basel Accord and Financial Intermediation: The Impact of Policy**," CESifo Working Paper Series 3724, CESifo Group Munich. - Martin Berka & Christian Zimmermann, 2012.
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**Basel Accord and Financial Intermediation: The Impact of Policy**," Working Paper Series 04_12, The Rimini Centre for Economic Analysis.

- Martin Berka & Christian Zimmermann, 2012.
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- Martin Berka & Mario J Crucini & Chih-Wei Wang, 2011.
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**International risk sharing and commodity prices**," CAMA Working Papers 2011-34, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.- Martin Berka & Mario J. Crucini & Chih-Wei Wang, 2012.
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**International risk sharing and commodity prices**," Canadian Journal of Economics, Canadian Economics Association, vol. 45(2), pages 417-447, May.

- Martin Berka & Mario J. Crucini & Chih-Wei Wang, 2011.
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**International Risk-Sharing and Commodity Prices**," Vanderbilt University Department of Economics Working Papers 1121, Vanderbilt University Department of Economics.

- Martin Berka & Mario J. Crucini & Chih-Wei Wang, 2012.
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- Fabrizi, Simona & Lippert, Steffen, 2011.
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**Due diligence, research joint ventures, and incentives to innovate**," MPRA Paper 33207, University Library of Munich, Germany.- Simona Fabrizi & Steffen Lippert, 2012.
"
**Due Diligence, Research Joint Ventures, and Incentives to Innovate**," Journal of Institutional and Theoretical Economics (JITE), Mohr Siebeck, Tübingen, vol. 168(4), pages 588-611, December.

- Simona Fabrizi & Steffen Lippert, 2011.
"
**Due diligence, research joint ventures, and incentives to innovate**," Working Papers 1113, University of Otago, Department of Economics, revised Dec 2011.

- Simona Fabrizi & Steffen Lippert, 2012.
"
- Francis Bloch & Simona Fabrizi & Steffen Lippert, 2011.
"
**Learning and Collusion in New Markets with Uncertain Entry Costs**," Working Papers hal-00639049, HAL.- Francis Bloch & Simona Fabrizi & Steffen Lippert, 2015.
"
**Learning and collusion in new markets with uncertain entry costs**," Economic Theory, Springer, vol. 58(2), pages 273-303, February.

- Francis Bloch & Simona Fabrizi & Steffen Lippert, 2014.
"
**Learning and collusion in new markets with uncertain entry costs**," PSE - Labex "OSE-Ouvrir la Science Economique" hal-01013188, HAL. - Francis Bloch & Simona Fabrizi & Steffen Lippert, 2011.
"
**Learning and Collusion in New Markets with Uncertain Entry Costs**," Working Papers 1112, University of Otago, Department of Economics, revised Dec 2011.

- Francis Bloch & Simona Fabrizi & Steffen Lippert, 2015.
"
- Torshizian, Eilya & Mehrara, Mohsen, 2011.
"
**The effects of Economy, Values and Health on Happiness In Iran: the case of the Kish Island**," MPRA Paper 30085, University Library of Munich, Germany, revised 05 Apr 2011. - Yaghoubi, Esmaeil & Ahmadzadeh Mashinchi, Sina & Ebrahimi, Ahmad & Abdollahi, Hadi & Ebrahimi, Hamid, 2011.
"
**An analysis of correlation between organizational justice and job satisfaction**," MPRA Paper 38103, University Library of Munich, Germany. - Ryan Greenaway-McGrevy, 2011.
"
**Is GDP or GDI a better measure of output? A statistical approach**," BEA Working Papers 0076, Bureau of Economic Analysis. - Ana Aizcorbe & Ralph Bradley & Ryan Greenaway-McGrevy & Brad Herauf & Richard Kane & Eli Liebman & Sarah Pack & Lyubov Rozental, 2011.
"
**Alternative Price Indexes for Medical Care: Evidence from the MEPS Survey**," BEA Working Papers 0069, Bureau of Economic Analysis.

#### 2010

- Chirok Han & Peter C.B. Phillips & Donggyu Sul, 2010.
"
**X-Differencing and Dynamic Panel Model Estimation**," Cowles Foundation Discussion Papers 1747, Cowles Foundation for Research in Economics, Yale University.- Han, Chirok & Phillips, Peter C. B. & Sul, Donggyu, 2014.
"
**X-Differencing And Dynamic Panel Model Estimation**," Econometric Theory, Cambridge University Press, vol. 30(01), pages 201-251, February.

- Han, Chirok & Phillips, Peter C. B. & Sul, Donggyu, 2014.
"
- Yixiao Sun & Peter C.B. Phillips & Sainan Jin, 2010.
"
**Power Maximization and Size Control in Heteroskedasticity and Autocorrelation Robust Tests with Exponentiated Kernels**," Cowles Foundation Discussion Papers 1749, Cowles Foundation for Research in Economics, Yale University.- Sun, Yixiao & Phillips, Peter C.B. & Jin, Sainan, 2011.
"
**Power Maximization And Size Control In Heteroskedasticity And Autocorrelation Robust Tests With Exponentiated Kernels**," Econometric Theory, Cambridge University Press, vol. 27(06), pages 1320-1368, December.

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

- Peter Phillips, 2010.
"
- Werner Ploberger & Peter C.B. Phillips, 2010.
"
**Optimal Estimation under Nonstandard Conditions**," Cowles Foundation Discussion Papers 1748, Cowles Foundation for Research in Economics, Yale University.- Ploberger, Werner & Phillips, Peter C.B., 2012.
"
**Optimal estimation under nonstandard conditions**," Journal of Econometrics, Elsevier, vol. 169(2), pages 258-265.

- Ploberger, Werner & Phillips, Peter C.B., 2012.
"
- Chirok Han & Peter C.B. Phillips & Donggyu Sul, 2010.
"
**Uniform Asymptotic Normality in Stationary and Unit Root Autoregression**," Cowles Foundation Discussion Papers 1746, Cowles Foundation for Research in Economics, Yale University.- Han, Chirok & Phillips, Peter C. B. & Sul, Donggyu, 2011.
"
**Uniform Asymptotic Normality In Stationary And Unit Root Autoregression**," Econometric Theory, Cambridge University Press, vol. 27(06), pages 1117-1151, December.

- Han, Chirok & Phillips, Peter C. B. & Sul, Donggyu, 2011.
"
- Jiti Gao & Peter C. B. Phillips, 2010.
"
**Semiparametric Estimation in Simultaneous Equations of Time Series Models**," School of Economics Working Papers 2010-26, University of Adelaide, School of Economics. - Xiaoxia Shi & Peter C. B. Phillips, 2010.
"
**Nonlinear Cointegrating Regression under Weak Identification**," Cowles Foundation Discussion Papers 1768, Cowles Foundation for Research in Economics, Yale University.- Shi, Xiaoxia & Phillips, Peter C.B., 2012.
"
**Nonlinear Cointegrating Regression Under Weak Identification**," Econometric Theory, Cambridge University Press, vol. 28(03), pages 509-547, June.

- Shi, Xiaoxia & Phillips, Peter C.B., 2012.
"
- Jiti Gao & Peter C. B. Phillips, 2010.
"
**Semiparametric Estimation in Time Series of Simultaneous Equations**," Cowles Foundation Discussion Papers 1769, Cowles Foundation for Research in Economics, Yale University. - Peter C. B. Phillips, 2010.
"
**The Mysteries of Trend**," Cowles Foundation Discussion Papers 1771, Cowles Foundation for Research in Economics, Yale University. - Peter C.B. Phillips & Jun Yu, 2010.
"
**Corrigendum to “A Gaussian Approach for Continuous Time Models of the Short Term Interest Rate"**," Working Papers 18-2010, Singapore Management University, School of Economics. - Peter C.B. Phillips & Jun Yu, 2010.
"
**A Conversation with Eric Ghysels Co-President of the Society for Financial Econometrics**," Working Papers 15-2010, Singapore Management University, School of Economics. - Peter C.B. Phillips & Jun Yu & Eric Ghysels, 2010.
"
**Measurement and High Finance**," Working Papers 17-2010, Singapore Management University, School of Economics. - Oguro, Kazumasa & Shimasawa, Manabu & Aoki, Reiko & Oshio, Takashi, 2010.
"
**Demographic Change, Intergenerational Altruism, and Fiscal Policy : A Political Economy Approach**," PIE/CIS Discussion Paper 493, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University. - Aoki, Reiko & Small, John, 2010.
"
**The Economics of Number Portability: Switching Costs and Two-Part Tariffs**," PIE/CIS Discussion Paper 483, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University. - Martin Berka & Michael B. Devereux, 2010.
"
**What Determines European Real Exchange Rates?**," NBER Working Papers 15753, National Bureau of Economic Research, Inc.- Martin Berka & Michael B. Devereux, 2010.
"
**What determines European real exchange rates?**," CAMA Working Papers 2010-17, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University. - Berka, Martin & Devereux, Michael B., 2011.
"
**What determines European real exchange rates?**," Working Paper Series 1687, Victoria University of Wellington, School of Economics and Finance. - Martin Berka & Michael B. Devereux, 2010.
"
**What determines European real exchange rates?**," Globalization and Monetary Policy Institute Working Paper 46, Federal Reserve Bank of Dallas.

- Martin Berka & Michael B. Devereux, 2010.
"
- Simona Fabrizi & Steffen Lippert & Clemens Puppe & Stephanie Rosenkranz, 2010.
"
**Suggested retail prices with downstream competition**," Working Papers 1203, University of Otago, Department of Economics, revised Aug 2012.- S. Fabrizi & S. Lippert & C. Puppe & S. Rosenkranz, 2012.
"
**Suggested retail prices with downstream competition**," Working Papers 12-13, Utrecht School of Economics.

- S. Fabrizi & S. Lippert & C. Puppe & S. Rosenkranz, 2012.
"
- Kao, Tina & Vaithianathan, Rhema, 2010.
"
**Optimality of no-fault medical liability systems**," PIE/CIS Discussion Paper 480, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University. - Ahmadzadeh Mashinchi, Sina, 2010.
"
**The impact of the global economic crisis on non-oil operations of ports in Iran**," MPRA Paper 38100, University Library of Munich, Germany. - Yaghoubi, Esmaeil & Ahmadzadeh Mashinchi, Sina & Abdollahi, Hadi, 2010.
"
**An analysis of correlation between organizational citizenship behavior (OCB) and emotional intelligence (EI)**," MPRA Paper 38122, University Library of Munich, Germany.

#### 2009

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

- Phillips, Peter C.B., 2010.
"
- Liudas Giraitis & Peter C. B. Phillips, 2009.
"
**Mean and Autocovariance Function Estimation Near the Boundary of Stationarity**," Cowles Foundation Discussion Papers 1690, Cowles Foundation for Research in Economics, Yale University.- Giraitis, Liudas & Phillips, Peter C.B., 2012.
"
**Mean and autocovariance function estimation near the boundary of stationarity**," Journal of Econometrics, Elsevier, vol. 169(2), pages 166-178.

- Giraitis, Liudas & Phillips, Peter C.B., 2012.
"
- Xu Cheng & Peter C. B. Phillips, 2009.
"
**Cointegrating Rank Selection in Models with Time-Varying Variance**," Cowles Foundation Discussion Papers 1688, Cowles Foundation for Research in Economics, Yale University.- Cheng, Xu & Phillips, Peter C.B., 2012.
"
**Cointegrating rank selection in models with time-varying variance**," Journal of Econometrics, Elsevier, vol. 169(2), pages 155-165.

- Cheng, Xu & Phillips, Peter C.B., 2012.
"
- Ioannis Kasparis & Peter C. B. Phillips, 2009.
"
**Dynamic Misspecification in Nonparametric Cointegrating Regression**," University of Cyprus Working Papers in Economics 2-2009, University of Cyprus Department of Economics.- Kasparis, Ioannis & Phillips, Peter C.B., 2012.
"
**Dynamic misspecification in nonparametric cointegrating regression**," Journal of Econometrics, Elsevier, vol. 168(2), pages 270-284.

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

- Kasparis, Ioannis & Phillips, Peter C.B., 2012.
"
- Chirok Han & Jin Seo Cho & Peter C.B. Phillips, 2009.
"
**Infinite Density at the Median and the Typical Shape of Stock Return Distributions**," Cowles Foundation Discussion Papers 1701, Cowles Foundation for Research in Economics, Yale University.- Han, Chirok & Cho, Jin Seo & Phillips, Peter C. B., 2011.
"
**Infinite Density at the Median and the Typical Shape of Stock Return Distributions**," Journal of Business & Economic Statistics, American Statistical Association, vol. 29(2), pages 282-294. - Chirok Han & Jin Seo Cho & Peter C. B. Phillips, 2011.
"
**Infinite Density at the Median and the Typical Shape of Stock Return Distributions**," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 29(2), pages 282-294, April.

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

- Han, Chirok & Cho, Jin Seo & Phillips, Peter C. B., 2011.
"
- Peter C.B. Phillips & Liangjun Su, 2009.
"
**Nonparametric Structural Estimation via Continuous Location Shifts in an Endogenous Regressor**," Cowles Foundation Discussion Papers 1702, Cowles Foundation for Research in Economics, Yale University. - Jin Seo Cho & Chirok Han & Peter C.B. Phillips, 2009.
"
**LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities**," Cowles Foundation Discussion Papers 1703, Cowles Foundation for Research in Economics, Yale University.- Cho, Jin Seo & Han, Chirok & Phillips, Peter C.B., 2010.
"
**Lad Asymptotics Under Conditional Heteroskedasticity With Possibly Infinite Error Densities**," Econometric Theory, Cambridge University Press, vol. 26(03), pages 953-962, June.

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

- Cho, Jin Seo & Han, Chirok & Phillips, Peter C.B., 2010.
"
- Peter C.B. Phillips & Liangjun Su, 2009.
"
**A Paradox of Inconsistent Parametric and Consistent Nonparametric Regression**," Cowles Foundation Discussion Papers 1704, Cowles Foundation for Research in Economics, Yale University. - Peter C. B. Phillips & Jun Yu, 2009.
"
**Dating the Timeline of Financial Bubbles During the Subprime Crisis**," Working Papers 18-2009, Singapore Management University, School of Economics.- Peter C. B. Phillips & Jun Yu, 2011.
"
**Dating the timeline of financial bubbles during the subprime crisis**," Quantitative Economics, Econometric Society, vol. 2(3), pages 455-491, November.

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

- Peter C. B. Phillips & Jun Yu, 2011.
"
- Peter C.B.Phillips & Tassos Magdalinos, 2009.
"
**Econometric Inference in the Vicinity of Unity**," Working Papers CoFie-06-2009, Sim Kee Boon Institute for Financial Economics. - Aoki, Reiko & Schiff, Aaron, 2009.
"
**Collective Rights Organizations and Upstream R&D Investment**," PIE/CIS Discussion Paper 457, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University. - Aoki, Reiko & Konishi, Yoko, 2009.
"
**The Relationship between Consumption, Labor Supply and Fertility: Theory and Evidence from Japan**," PIE/CIS Discussion Paper 420, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University. - Florens, Jean-Pierre & Sbaï, Erwann, 2009.
"
**Local Identification in Empirical Games of Incomplete Information**," IDEI Working Papers 612, Institut d'Économie Industrielle (IDEI), Toulouse.- Florens, Jean-Pierre & Sbaï, Erwann, 2010.
"
**Local Identification In Empirical Games Of Incomplete Information**," Econometric Theory, Cambridge University Press, vol. 26(06), pages 1638-1662, December.

- Florens, Jean-Pierre & Sbaï, Erwann, 2009.
"
**Local Identification in Empirical Games of Incomplete Information**," TSE Working Papers 10-166, Toulouse School of Economics (TSE).

- Florens, Jean-Pierre & Sbaï, Erwann, 2010.
"
- Martin Berka & Mario J. Crucini, 2009.
"
**The Consumption Terms of Trade and Commodity Prices**," NBER Working Papers 15580, National Bureau of Economic Research, Inc.- Martin Berka & Mario J. Crucini, 2011.
"
**The Consumption Terms of Trade and Commodity Prices**," NBER Chapters, in: Commodity Prices and Markets, East Asia Seminar on Economics, Volume 20, pages 119-145 National Bureau of Economic Research, Inc.

- Martin Berka & Mario J. Crucini, 2010.
"
**The Consumption Terms of Trade and Commodity Prices**," CAMA Working Papers 2010-27, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.

- Martin Berka & Mario J. Crucini, 2011.
"
- Rieko Aoki & Aaron Schiff, 2009.
"
**Collective Rights Organizations and Investment in Upstream R&D**," Global COE Hi-Stat Discussion Paper Series gd08-045, Institute of Economic Research, Hitotsubashi University. - Lippert, Steffen & Schumacher, Christoph, 2009.
"
**Hopping on the Methadone Bus**," MPRA Paper 13043, University Library of Munich, Germany.- Lippert, Steffen & Schumacher, Christoph, 2009.
"
**Hopping on the methadone bus**," Journal of Health Economics, Elsevier, vol. 28(3), pages 728-736, May.

- Lippert, Steffen & Schumacher, Christoph, 2009.
"
- Chung-Li & Wei Zhu & Alexandre Dmitriev, 2009.
"
**Variable Capacity Utilization, Ambient Temperature Shocks and Generation Asset Valuation**," Discussion Papers 2009-14, School of Economics, The University of New South Wales.- Tseng, Chung-Li & Zhu, Wei & Dmitriev, Alexandre, 2009.
"
**Variable capacity utilization, ambient temperature shocks and generation asset valuation**," Energy Economics, Elsevier, vol. 31(6), pages 888-896, November.

- Tseng, Chung-Li & Zhu, Wei & Dmitriev, Alexandre, 2009.
"

#### 2008

- Peter C.B. Phillips & Tassos Magdalinos & Liudas Giraitis, 2008.
"
**Smoothing Local-to-Moderate Unit Root Theory**," Cowles Foundation Discussion Papers 1659, Cowles Foundation for Research in Economics, Yale University.- Phillips, Peter C.B. & Magdalinos, Tassos & Giraitis, Liudas, 2010.
"
**Smoothing local-to-moderate unit root theory**," Journal of Econometrics, Elsevier, vol. 158(2), pages 274-279, October.

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

- Xu Cheng & P eter C. B. Phillips, 2009.
"
- Yixiao Sun & Peter C.B. Phillips, 2008.
"
**Optimal Bandwidth Choice for Interval Estimation in GMM Regression**," Cowles Foundation Discussion Papers 1661, Cowles Foundation for Research in Economics, Yale University. - Peter C.B. Phillips, 2008.
"
**Long Memory and Long Run Variation**," Cowles Foundation Discussion Papers 1656, Cowles Foundation for Research in Economics, Yale University.- Phillips, Peter C.B., 2009.
"
**Long memory and long run variation**," Journal of Econometrics, Elsevier, vol. 151(2), pages 150-158, August.

- Phillips, Peter C.B., 2009.
"
- Peter C.B. Phillips, 2008.
"
**Unit Root Model Selection**," Cowles Foundation Discussion Papers 1653, Cowles Foundation for Research in Economics, Yale University. - Peter C.B. Phillips & Tassos Magdalinos, 2008.
"
**Unit Root and Cointegrating Limit Theory When Initialization Is in the Infinite Past**," Cowles Foundation Discussion Papers 1655, Cowles Foundation for Research in Economics, Yale University.- Phillips, Peter C.B. & Magdalinos, Tassos, 2009.
"
**Unit Root And Cointegrating Limit Theory When Initialization Is In The Infinite Past**," Econometric Theory, Cambridge University Press, vol. 25(06), pages 1682-1715, December.

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

- Qiying Wang & Peter C. B. Phillips, 2009.
"
- Peter C.B. Phillips, 2008.
"
**Local Limit Theory and Spurious Nonparametric Regression**," Cowles Foundation Discussion Papers 1654, Cowles Foundation for Research in Economics, Yale University.- Phillips, Peter C.B., 2009.
"
**Local Limit Theory And Spurious Nonparametric Regression**," Econometric Theory, Cambridge University Press, vol. 25(06), pages 1466-1497, December.

- Phillips, Peter C.B., 2009.
"
- Schiff, Aaron & Aoki, Reiko, 2008.
"
**Differentiated Standards and Patent Pools**," PIE/CIS Discussion Paper 360, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.- Schiff, Aaron & Aoki, Reiko, 2007.
"
**Differentiated Standards and Patent Pools**," PIE/CIS Discussion Paper 336, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.

- Schiff, Aaron & Aoki, Reiko, 2007.
"
- Aoki, Reiko, 2008.
"
**On the Persistence of Low Birthrate in Japan**," PIE/CIS Discussion Paper 347, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University. - Aoki, Reiko & Schiff, Aaron, 2008.
"
**Intellectual Property Clearinghouses and Investment in R&D**," PIE/CIS Discussion Paper 361, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University. - Yang, Ming Ming & Sharp, Basil M.H. & Sbai, Erwann, 2008.
"
**A Portfolio Approach for the New Zealand Multi-Species Fisheries Management**," 2008 Conference, August 28-29, 2008, Nelson, New Zealand 96660, New Zealand Agricultural and Resource Economics Society. - Lotfi, Habib & Ahmadzadeh Mashinchi, Sina, 2008.
"
**Investigating the effect of granted facilities by specialist banks to agriculture part on value added agriculture part of Iran**," MPRA Paper 37979, University Library of Munich, Germany.

#### 2007

- Peter C.B. Phillips & Jun Yu, 2007.
"
**Information Loss in Volatility Measurement with Flat Price Trading**," Cowles Foundation Discussion Papers 1598, Cowles Foundation for Research in Economics, Yale University.- Peter C.B.Phillips & Jun Yu, 2008.
"
**Information Loss in Volatility Measurement with Flat Price Trading**," Working Papers CoFie-01-2008, Sim Kee Boon Institute for Financial Economics. - Peter C. B. Phillips & Jun Yu, 2009.
"
**Information Loss in Volatility Measurement with Flat Price Trading**," Global COE Hi-Stat Discussion Paper Series gd08-039, Institute of Economic Research, Hitotsubashi University. - Peter C.B. Phillips & Jun Yu, 2007.
"
**Information Loss in Volatility Measurement with Flat Price Trading**," Levine's Bibliography 321307000000000805, UCLA Department of Economics.

- Peter C.B.Phillips & Jun Yu, 2008.
"
- Peter C.B. Phillips & Jun Yu, 2007.
"
**Maximum Likelihood and Gaussian Estimation of Continuous Time Models in Finance**," Cowles Foundation Discussion Papers 1597, Cowles Foundation for Research in Economics, Yale University.- Peter C. B. Phillips & Jun Yu, 2006.
"
**Maximum Likelihood and Gaussian Estimation of Continuous Time Models in Finance**," Development Economics Working Papers 22471, East Asian Bureau of Economic Research. - Peter C.B.Phillips & Jun Yu, .
"
**Maximum Likelihood and Gaussian Estimation of Continuous Time Models in Finance**," Working Papers CoFie-08-2009, Sim Kee Boon Institute for Financial Economics.

- Peter C. B. Phillips & Jun Yu, 2006.
"
- Chirok Han & Peter C.B. Phillips, 2007.
"
**GMM Estimation for Dynamic Panels with Fixed Effects and Strong Instruments at Unity**," Cowles Foundation Discussion Papers 1599, Cowles Foundation for Research in Economics, Yale University.- Han, Chirok & Phillips, Peter C. B., 2010.
"
**Gmm Estimation For Dynamic Panels With Fixed Effects And Strong Instruments At Unity**," Econometric Theory, Cambridge University Press, vol. 26(01), pages 119-151, February.

- Han, Chirok & Phillips, Peter C. B., 2010.
"
- Peter C.B. Phillips & Donggyu Sul, 2007.
"
**Transition Modeling and Econometric Convergence Tests**," Cowles Foundation Discussion Papers 1595, Cowles Foundation for Research in Economics, Yale University.- Peter C. B. Phillips & Donggyu Sul, 2007.
"
**Transition Modeling and Econometric Convergence Tests**," Econometrica, Econometric Society, vol. 75(6), pages 1771-1855, November.

- Peter C. B. Phillips & Donggyu Sul, 2007.
"
- Peter C.B. Phillips & Jun Yu, 2007.
"
**Simulation-based Estimation of Contingent-claims Prices**," Cowles Foundation Discussion Papers 1596, Cowles Foundation for Research in Economics, Yale University.- Peter C. B. Phillips & Jun Yu, 2009.
"
**Simulation-Based Estimation of Contingent-Claims Prices**," Review of Financial Studies, Society for Financial Studies, vol. 22(9), pages 3669-3705, September.

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

- Peter C. B. Phillips & Jun Yu, 2009.
"
- Peter C.B. Phillips & Chang Sik Kim, 2007.
"
**Long Run Covariance Matrices for Fractionally Integrated Processes**," Cowles Foundation Discussion Papers 1611, Cowles Foundation for Research in Economics, Yale University.- Phillips, Peter C.B. & Kim, Chang Sik, 2007.
"
**Long-Run Covariance Matrices For Fractionally Integrated Processes**," Econometric Theory, Cambridge University Press, vol. 23(06), pages 1233-1247, December.

- Phillips, Peter C.B. & Kim, Chang Sik, 2007.
"
- Peter C.B. Phillips, 2007.
"
**Exact Distribution Theory in Structural Estimation with an Identity**," Cowles Foundation Discussion Papers 1613, Cowles Foundation for Research in Economics, Yale University.- Phillips, Peter C.B., 2009.
"
**Exact Distribution Theory In Structural Estimation With An Identity**," Econometric Theory, Cambridge University Press, vol. 25(04), pages 958-984, August.

- Phillips, Peter C.B., 2009.
"
- Peter C.B. Phillips & Ke-Li Xu, 2007.
"
**Tilted Nonparametric Estimation of Volatility Functions**," Cowles Foundation Discussion Papers 1612, Cowles Foundation for Research in Economics, Yale University, revised Jul 2010. - Peter C.B. Phillips & Tassos Magdalinos, 2007.
"
**Limit Theory for Explosively Cointegrated Systems**," Cowles Foundation Discussion Papers 1614, Cowles Foundation for Research in Economics, Yale University.- Phillips, Peter C.B. & Magdalinos, Tassos, 2008.
"
**Limit Theory For Explosively Cointegrated Systems**," Econometric Theory, Cambridge University Press, vol. 24(04), pages 865-887, August.

- Phillips, Peter C.B. & Magdalinos, Tassos, 2008.
"
- Peter C. B. Phillips & Yangru Wu & Jun Yu, 2007.
"
**Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values?**," Working Papers 222007, Hong Kong Institute for Monetary Research.- Peter C. B. Phillips & Yangru Wu & Jun Yu, 2011.
"
**EXPLOSIVE BEHAVIOR IN THE 1990s NASDAQ: WHEN DID EXUBERANCE ESCALATE ASSET VALUES?**," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 52(1), pages 201-226, 02.

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

- Peter C. B. Phillips & Yangru Wu & Jun Yu, 2011.
"
- Aoki, Reiko, 2007.
"
**Innovation and Incentives in Japan Focus on pre-Meiji**," Discussion Paper Series a492, Institute of Economic Research, Hitotsubashi University.- Aoki, Reiko, 2007.
"
**Innovation and Incentives in Japan Focus on pre-Meiji**," Discussion Paper 327, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.

- Aoki, Reiko, 2007.
"
- Aoki, Reiko & Schiff, Aaron, 2007.
"
**Intellectual Property Access Systems**," Discussion Paper Series a491, Institute of Economic Research, Hitotsubashi University.- Aoki, Reiko & Schiff, Aaron, 2008.
"
**Intellectual Property Access Systems**," PIE/CIS Discussion Paper 362, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.

- Aoki, Reiko & Schiff, Aaron, 2008.
"
- Aoki, Reiko & Schiff, Aaron, 2007.
"
**Intellectual Property Clear inghouses: The Effects of Reduced Transaction Costs in Licensing**," Discussion Paper Series a495, Institute of Economic Research, Hitotsubashi University.- Aoki, Reiko & Schiff, Aaron, 2010.
"
**Intellectual property clearinghouses: The effects of reduced transaction costs in licensing**," Information Economics and Policy, Elsevier, vol. 22(3), pages 218-227, July.

- Aoki, Reiko & Schiff, Aaron, 2008.
"
**Intellectual Property Clearinghouses: The Effects of Reduced Transaction Costs in Licensing**," PIE/CIS Discussion Paper 359, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University. - Aoki, Reiko & Schiff, Aaron, 2007.
"
**Intellectual Property Clearinghouses: The Effects of Reduced Transaction Costs in Licensing**," PIE/CIS Discussion Paper 335, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.

- Aoki, Reiko & Schiff, Aaron, 2010.
"
- Aoki, Reiko & Schiff, Aaron, 2007.
"
**Promoting Access to Intellectual Property: Patent Pools, Copyright Collectives and Clearinghouses**," PIE/CIS Discussion Paper 334, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University. - Aoki, Reiko, 2007.
"
**Clearing Houses and Patent Pools: Access to Genetic Patents**," Discussion Paper 325, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University. - Aoki, Reiko & Nagaoka, Sadao, 2007.
"
**Formation of a Pool with Essential Patents**," Discussion Paper 326, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University. - Simona Fabrizi & Steffen Lippert, 2007.
"
**On Moral Hazard and Joint R&D**," Keele Economics Research Papers KERP 2007/03, Centre for Economic Research, Keele University. - Fabrizi, Simona & Lippert, Steffen & Norback, Pehr-Johan & Persson, Lars, 2007.
"
**Venture Capitalists, Asymmetric Information and Ownership in the Innovation Process**," MPRA Paper 6265, University Library of Munich, Germany.- Fabrizi, Simona & Lippert, Steffen & Norbäck, Pehr-Johan & Persson, Lars, 2011.
"
**Venture Capital, Patenting, and Usefulness of Innovations**," CEPR Discussion Papers 8392, C.E.P.R. Discussion Papers. - Fabrizi, Simona & Lippert, Steffen & Norbäck, Pehr-Johan & Persson, Lars, 2008.
"
**Venture Capitalists, Asymmetric Information, and Ownership in the Innovation Process**," Working Paper Series 776, Research Institute of Industrial Economics.

- Fabrizi, Simona & Lippert, Steffen & Norbäck, Pehr-Johan & Persson, Lars, 2011.
"
- Gorgens, Tue & Meng, Xin & Vaithianathan, Rhema, 2007.
"
**Stunting and Selection Effects of Famine: A Case Study of the Great Chinese Famine**," IZA Discussion Papers 2543, Institute for the Study of Labor (IZA).- Gørgens, Tue & Meng, Xin & Vaithianathan, Rhema, 2012.
"
**Stunting and selection effects of famine: A case study of the Great Chinese Famine**," Journal of Development Economics, Elsevier, vol. 97(1), pages 99-111.

- Ggens, Tue & Meng, Xin & Vaithianathan, Rhema, 2010.
"
**Stunting and Selection Effects of Famine: A Case Study of the Great Chinese Famine**," CEI Working Paper Series 2010-2, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University. - Ggens, Tue & Meng, Xin & Vaithianathan, Rhema, 2010.
"
**Stunting and Selection Effects of Famine: A Case Study of the Great Chinese Famine**," PRIMCED Discussion Paper Series 2, Institute of Economic Research, Hitotsubashi University.

- Gørgens, Tue & Meng, Xin & Vaithianathan, Rhema, 2012.
"

#### 2006

- Christian Gourieroux & Peter C. B. Phillips & Jun Yu, 2006.
"
**Indirect Inference for Dynamic Panel Models**," Cowles Foundation Discussion Papers 1550, Cowles Foundation for Research in Economics, Yale University.- Gouriéroux, Christian & Phillips, Peter C.B. & Yu, Jun, 2010.
"
**Indirect inference for dynamic panel models**," Journal of Econometrics, Elsevier, vol. 157(1), pages 68-77, July.

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

- Gouriéroux, Christian & Phillips, Peter C.B. & Yu, Jun, 2010.
"
- Peter C. B. Phillips, 2006.
"
**Optimal Estimation of Cointegrated Systems with Irrelevant Instruments**," Cowles Foundation Discussion Papers 1547, Cowles Foundation for Research in Economics, Yale University.- Phillips, Peter C.B., 2014.
"
**Optimal estimation of cointegrated systems with irrelevant instruments**," Journal of Econometrics, Elsevier, vol. 178(P2), pages 210-224.

- Phillips, Peter C.B., 2014.
"
- Nicholas Z. Muller & Peter C. B. Phillips, 2006.
"
**Sinusoidal Modeling Applied to Spatially Variant Tropospheric Ozone Air Pollution**," Cowles Foundation Discussion Papers 1548, Cowles Foundation for Research in Economics, Yale University. - Yixiao Sun & Peter C. B. Phillips & Sainan Jin, 2006.
"
**Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing**," Cowles Foundation Discussion Papers 1545, Cowles Foundation for Research in Economics, Yale University.- Yixiao Sun & Peter C. B. Phillips & Sainan Jin, 2008.
"
**Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing**," Econometrica, Econometric Society, vol. 76(1), pages 175-194, 01.

- Yixiao Sun & Peter C. B. Phillips & Sainan Jin, 2008.
"
- Offer Lieberman & Peter C. B. Phillips, 2006.
"
**Refined Inference on Long Memory in Realized Volatility**," Cowles Foundation Discussion Papers 1549, Cowles Foundation for Research in Economics, Yale University.- Offer Lieberman & Peter Phillips, 2008.
"
**Refined Inference on Long Memory in Realized Volatility**," Econometric Reviews, Taylor & Francis Journals, vol. 27(1-3), pages 254-267.

- Offer Lieberman & Peter Phillips, 2008.
"
- Peter C. B. Phillips & Chirok Han, 2006.
"
**Gaussian Inference in AR(1) Time Series with or without a Unit Root**," Cowles Foundation Discussion Papers 1546, Cowles Foundation for Research in Economics, Yale University.- Phillips, Peter C.B. & Han, Chirok, 2008.
"
**Gaussian Inference In Ar(1) Time Series With Or Without A Unit Root**," Econometric Theory, Cambridge University Press, vol. 24(03), pages 631-650, June.

- Phillips, Peter C.B. & Han, Chirok, 2008.
"
- Offer Lieberman & Peter C.B. Phillips, 2006.
"
**A Complete Asymptotic Series for the Autocovariance Function of a Long Memory Process**," Cowles Foundation Discussion Papers 1586, Cowles Foundation for Research in Economics, Yale University.- Lieberman, Offer & Phillips, Peter C.B., 2008.
"
**A complete asymptotic series for the autocovariance function of a long memory process**," Journal of Econometrics, Elsevier, vol. 147(1), pages 99-103, November.

- Lieberman, Offer & Phillips, Peter C.B., 2008.
"
- Chang Sik Kim & Peter C.B. Phillips, 2006.
"
**Log Periodogram Regression: The Nonstationary Case**," Cowles Foundation Discussion Papers 1587, Cowles Foundation for Research in Economics, Yale University. - Ke-Li Xu & Peter C.B. Phillips, 2006.
"
**Adaptive Estimation of Autoregressive Models with Time-Varying Variances**," Cowles Foundation Discussion Papers 1585, Cowles Foundation for Research in Economics, Yale University.- Xu, Ke-Li & Phillips, Peter C.B., 2008.
"
**Adaptive estimation of autoregressive models with time-varying variances**," Journal of Econometrics, Elsevier, vol. 142(1), pages 265-280, January.

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

- Xu, Ke-Li & Phillips, Peter C.B., 2008.
"
- Qiying Wang & Peter C.B. Phillips, 2006.
"
**Asymptotic Theory for Local Time Density Estimation and Nonparametric Cointegrating Regression**," Cowles Foundation Discussion Papers 1594, Cowles Foundation for Research in Economics, Yale University.- Wang, Qiying & Phillips, Peter C.B., 2009.
"
**Asymptotic Theory For Local Time Density Estimation And Nonparametric Cointegrating Regression**," Econometric Theory, Cambridge University Press, vol. 25(03), pages 710-738, June.

- Wang, Qiying & Phillips, Peter C.B., 2009.
"
- Peter C. B. Phillips & Jun Yu, 2006.
"
**A Two-Stage Realized Volatility Approach to Estimation of Diffusion Processes with Discrete**," Macroeconomics Working Papers 22472, East Asian Bureau of Economic Research. - Aoki, Reiko & Kubo, Kensuke & Yamane, Hiroko, 2006.
"
**Indian Patent Policy and Publich Health : implications from the Japanese Experience**," IDE Discussion Papers 57, Institute of Developing Economies, Japan External Trade Organization(JETRO). - Nagaoka, Sadao & Aoki, Reiko, 2006.
"
**Economics of Research Exemption**," IIR Working Paper 06-04, Institute of Innovation Research, Hitotsubashi University.- Aoki, Reiko & Nagaoka, Sadao, 2006.
"
**Economics of Research Exemption**," Working Papers 202, Department of Economics, The University of Auckland.

- Aoki, Reiko & Nagaoka, Sadao, 2006.
"
- Vivi Alatas & Lisa Cameron & Ananish Chaudhuri & Nisvan Erkal & Lata Gangadharan, 2006.
"
**Subject Pool Effects in a Corruption Experiment: A Comparison of Indonesian Public Servants and Indonesian Students**," Department of Economics - Working Papers Series 975, The University of Melbourne.- Vivi Alatas & Lisa Cameron & Ananish Chaudhuri & Nisvan Erkal & Lata Gangadharan, 2009.
"
**Subject pool effects in a corruption experiment: A comparison of Indonesian public servants and Indonesian students**," Experimental Economics, Springer, vol. 12(1), pages 113-132, March.

- Vivi Alatas & Lisa Cameron & Ananish Chaudhuri & Nisvan Erkal & Lata Gangadharan, 2009.
"
- Vivi Alatas & Lisa Cameron & Ananish Chaudhuri & Nisvan Erkal & Lata Gangadharan, 2006.
"
**Gender and Corruption: Insights from an Experimental Analysis**," Department of Economics - Working Papers Series 974, The University of Melbourne. - Ananish Chaudhuri & Pushkar Maitra & Susan Skeath, 2006.
"
**Communication, Advice and Beliefs in an Experimental Public Goods Game**," Monash Economics Working Papers 05/06, Monash University, Department of Economics. - Berka, Martin, 2006.
"
**Non-linear adjustment in law of one price deviations and physical characteristics of goods**," MPRA Paper 8606, University Library of Munich, Germany, revised Dec 2007.- Martin Berka, 2009.
"
**Nonlinear Adjustment in Law of One Price Deviations and Physical Characteristics of Goods**," Review of International Economics, Wiley Blackwell, vol. 17(1), pages 51-73, 02.

- Martin Berka, 2009.
"
- John Kennes & Aaron Schiff, 2006.
"
**Informational Intermediation and Competing Auctions**," Discussion Papers 06-02, University of Copenhagen. Department of Economics. - Lippert, Steffen & Spagnolo, Giancarlo, 2006.
"
**Internet Peering as a Network of Relations**," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 191, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.- Lippert, Steffen & Spagnolo, Giancarlo, 2008.
"
**Internet peering as a network of relations**," Telecommunications Policy, Elsevier, vol. 32(1), pages 33-49, February.

- Lippert, Steffen & Spagnolo, Giancarlo, 2008.
"
- Sholeh A. Maani & Rhema Vaithianathan & Barbara Wolfe, 2006.
"
**Inequality and Health: Is Housing Crowding the Link?**," Working Papers 06_09, Motu Economic and Public Policy Research. - Alexandre Dmitriev, 2006.
"
**Technological Transfers, Limited Commitment and Growth**," Computing in Economics and Finance 2006 248, Society for Computational Economics.- Alexandre Dmitriev, 2008.
"
**Technological Transfers, Limited Commitment and Growth**," Discussion Papers 2008-05, School of Economics, The University of New South Wales. - Alexandre Dmitriev, 2008.
"
**Technological Transfers, Limited Commitment and Growth**," 2008 Meeting Papers 568, Society for Economic Dynamics.

- Alexandre Dmitriev, 2008.
"

#### 2005

- Peter C.B. Phillips & Tassos Magadalinos, 2005.
"
**Limit Theory for Moderate Deviations from a Unit Root under Weak Dependence**," Cowles Foundation Discussion Papers 1517, Cowles Foundation for Research in Economics, Yale University. - Peter C.B. Phillips & Donggyu Sul, 2005.
"
**Economic Transition and Growth**," Cowles Foundation Discussion Papers 1514, Cowles Foundation for Research in Economics, Yale University.- Peter C. B. Phillips & Donggyu Sul, 2009.
"
**Economic transition and growth**," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(7), pages 1153-1185.

- Peter C. B. Phillips & Donggyu Sul, 2009.
"
- Peter C.B. Phillips & Yixiao Sun & Sainan Jin, 2005.
"
**Improved HAR Inference**," Cowles Foundation Discussion Papers 1513, Cowles Foundation for Research in Economics, Yale University. - Peter C.B. Phillips & Sainan Jin & Ling Hu, 2005.
"
**Nonstationary Discrete Choice: A Corrigendum and Addendum**," Cowles Foundation Discussion Papers 1516, Cowles Foundation for Research in Economics, Yale University.- Phillips, Peter C.B. & Jin, Sainan & Hu, Ling, 2007.
"
**Nonstationary discrete choice: A corrigendum and addendum**," Journal of Econometrics, Elsevier, vol. 141(2), pages 1115-1130, December.

- Phillips, Peter C.B. & Jin, Sainan & Hu, Ling, 2007.
"
- Peter C.B. Phillips & Jun Yu, 2005.
"
**A Two-Stage Realized Volatility Approach to the Estimation for Diffusion Processes from Discrete Observations**," Cowles Foundation Discussion Papers 1523, Cowles Foundation for Research in Economics, Yale University. - Federico M. Bandi & Peter C.B. Phillips, 2005.
"
**A Simple Approach to the Parametric Estimation of Potentially Nonstationary Diffusions**," Cowles Foundation Discussion Papers 1522, Cowles Foundation for Research in Economics, Yale University.- Bandi, Federico M. & Phillips, Peter C.B., 2007.
"
**A simple approach to the parametric estimation of potentially nonstationary diffusions**," Journal of Econometrics, Elsevier, vol. 137(2), pages 354-395, April.

- Bandi, Federico M. & Phillips, Peter C.B., 2007.
"
- Sainan Jin & Peter C.B. Phillips & Yixiao Sun, 2005.
"
**A New Approach to Robust Inference in Cointegration**," Cowles Foundation Discussion Papers 1538, Cowles Foundation for Research in Economics, Yale University.- Jin, Sainan & Phillips, Peter C.B. & Sun, Yixiao, 2006.
"
**A new approach to robust inference in cointegration**," Economics Letters, Elsevier, vol. 91(2), pages 300-306, May.

- Jin, Sainan & Phillips, Peter C.B. & Sun, Yixiao, 2006.
"
- Peter C. B. Phillips, 2005.
"
**A Remark on Bimodality and Weak Instrumentation in Structural Equation Estimation**," Cowles Foundation Discussion Papers 1540, Cowles Foundation for Research in Economics, Yale University.- Phillips, Peter C.B., 2006.
"
**A Remark On Bimodality And Weak Instrumentation In Structural Equation Estimation**," Econometric Theory, Cambridge University Press, vol. 22(05), pages 947-960, October.

- Phillips, Peter C.B., 2006.
"
- Seung Hyun Hong & Peter C. B. Phillips, 2005.
"
**Testing Linearity in Cointegrating Relations with an Application to Purchasing Power Parity**," Cowles Foundation Discussion Papers 1541, Cowles Foundation for Research in Economics, Yale University.- Hong, Seung Hyun & Phillips, Peter C. B., 2010.
"
**Testing Linearity in Cointegrating Relations With an Application to Purchasing Power Parity**," Journal of Business & Economic Statistics, American Statistical Association, vol. 28(1), pages 96-114.

- Hong, Seung Hyun & Phillips, Peter C. B., 2010.
"
- Peter C. B. Phillips & Jun Yu, 2005.
"
**Comments on “A Selective Overview of Nonparametric Methods in Financial Econometrics” by Jianqing Fan**," Working Papers 08-2005, Singapore Management University, School of Economics. - Peter C. B. Phillips & Jun Yu, 2005.
"
**Comment on “Realized Variance and Market Microstructure Noise” by Peter R. Hansen and Asger Lunde**," Working Papers 13-2005, Singapore Management University, School of Economics. - Peter C. B. Phillips & Jun Yu, 2005.
"
**Comments on Ã¢â‚¬Å“A selective overview of nonparametric methods in financial econometricsÃ¢â‚¬Â**," Finance Working Papers 22469, East Asian Bureau of Economic Research. - Peter C. B. Phillips & Jun Yu, 2005.
"
**Comment on Ã¢â‚¬Å“Realized Variance and Market Microstructure NoiseÃ¢â‚¬Â by Peter R. Hansen and Asger Lunde**," Finance Working Papers 22470, East Asian Bureau of Economic Research. - Sun, Yixiao X & Phillips, Peter C. B. & Jin, Sainan, 2005.
"
**Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testingâˆ—**," University of California at San Diego, Economics Working Paper Series qt16b3j2hd, Department of Economics, UC San Diego. - Reiko Aoki & Tomoko Saiki, 2005.
"
**Implications of Product Patents : Lessons from Japan**," Hi-Stat Discussion Paper Series d05-85, Institute of Economic Research, Hitotsubashi University. - Aoki, Reiko & Nagaoka, Sadao, 2005.
"
**Coalition Formation for a Consortium Standard Through a Standard Body and a Patent Pool: Theory and Evidence from MPEG2, DVD and 3G**," IIR Working Paper 05-01, Institute of Innovation Research, Hitotsubashi University. - Lee Branstetter & Reiko Aoki, 2005.
"
**Is Academic Science Raising Innovative Productivity? Theory and Evidence from Firm-Level Data**," Hi-Stat Discussion Paper Series d05-86, Institute of Economic Research, Hitotsubashi University. - Yomogida, Morihiro & Aoki, Reiko, 2005.
"
**It Takes a Village: Network Effect of Child-rearing**," Discussion Paper 275, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University. - A. Chaudhuri & L. Gangadharan & Pushkar Maitra, 2005.
"
**An Experimental Analysis ofGroup Size and Risk Sharing**," Department of Economics - Working Papers Series 955, The University of Melbourne.- Ananish Chaudhuri & Lata Gangadharan & Pushkar Maitra, 2006.
"
**An Experimental Analysis of Group Size and Risk Sharing**," Monash Economics Working Papers 02/06, Monash University, Department of Economics.

- Ananish Chaudhuri & Lata Gangadharan & Pushkar Maitra, 2006.
"
- L. Cameron & A. Chaudhuri & N. Erkal & L. Gangadharan, 2005.
"
**Do Attitudes Towards Corruption Differ Across Cultures? Experimental Evidence from Australia, India, Indonesia andSingapore**," Department of Economics - Working Papers Series 943, The University of Melbourne. - Berka, Martin, 2005.
"
**General Equilibrium Model of Arbitrage Trade and Real Exchange Rate Persistence**," MPRA Paper 234, University Library of Munich, Germany. - Aaron Schiff & Martin Browning & John Kennes, 2005.
"
**Lots of Heterogeneity in a Matching Model**," 2005 Meeting Papers 799, Society for Economic Dynamics. - Lippert, Steffen & Spagnolo, Giancarlo, 2005.
"
**Networks of Relations and Social Capital**," CEPR Discussion Papers 5078, C.E.P.R. Discussion Papers.- Lippert, Steffen & Spagnolo, Giancarlo, 2011.
"
**Networks of relations and Word-of-Mouth Communication**," Games and Economic Behavior, Elsevier, vol. 72(1), pages 202-217, May.

- Spagnolo, Giancarlo & Lippert, Steffen, 2004.
"
**Networks of Relations**," SSE/EFI Working Paper Series in Economics and Finance 570, Stockholm School of Economics, revised 03 May 2005.

- Lippert, Steffen & Spagnolo, Giancarlo, 2011.
"

#### 2004

- Peter C.B. Phillips, 2004.
"
**Challenges of Trending Time Series Econometrics**," Cowles Foundation Discussion Papers 1472, Cowles Foundation for Research in Economics, Yale University.- Phillips, Peter C.B., 2005.
"
**Challenges of trending time series econometrics**," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 68(5), pages 401-416.

- Phillips, Peter C.B., 2005.
"
- Liudas Giraitis & Peter C.B. Phillips, 2004.
"
**Uniform Limit Theory for Stationary Autoregression**," Cowles Foundation Discussion Papers 1475, Cowles Foundation for Research in Economics, Yale University.- Liudas Giraitis & Peter C. B. Phillips, 2006.
"
**Uniform Limit Theory for Stationary Autoregression**," Journal of Time Series Analysis, Wiley Blackwell, vol. 27(1), pages 51-60, 01.

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

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

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

- Phillips, Peter C.B., 2005.
"
- Rustam Ibragimov & Peter C.B. Phillips, 2004.
"
**Regression Asymptotics Using Martingale Convergence Methods**," Cowles Foundation Discussion Papers 1473, Cowles Foundation for Research in Economics, Yale University.- Ibragimov, Rustam & Phillips, Peter C.B., 2008.
"
**Regression Asymptotics Using Martingale Convergence Methods**," Econometric Theory, Cambridge University Press, vol. 24(04), pages 888-947, August.

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

- Ibragimov, Rustam & Phillips, Peter C.B., 2008.
"
- Offer Lieberman & Peter C.B. Phillips, 2004.
"
**Expansions for Approximate Maximum Likelihood Estimators of the Fractional Difference Parameter**," Cowles Foundation Discussion Papers 1474, Cowles Foundation for Research in Economics, Yale University.- Offer Lieberman & Peter C. B. Phillips, 2005.
"
**Expansions for approximate maximum likelihood estimators of the fractional difference parameter**," Econometrics Journal, Royal Economic Society, vol. 8(3), pages 367-379, December.

- Offer Lieberman & Peter C. B. Phillips, 2005.
"
- Peter C.B. Phillips & Tassos Magdalinos, 2004.
"
**Limit Theory for Moderate Deviations from a Unit Root**," Cowles Foundation Discussion Papers 1471, Cowles Foundation for Research in Economics, Yale University.- Phillips, Peter C.B. & Magdalinos, Tassos, 2007.
"
**Limit theory for moderate deviations from a unit root**," Journal of Econometrics, Elsevier, vol. 136(1), pages 115-130, January.

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

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

- Chirok Han & Peter C. B. Phillips, 2006.
"
- Phillips, Peter C.B. & Sun, Yixiao & Jin, Sainan, 2004.
"
**Spectral Density Estimation and Robust Hypothesis Testing Using Steep Origin Kernels Without Truncation**," University of California at San Diego, Economics Working Paper Series qt6mf9q2rt, Department of Economics, UC San Diego.- Peter C. B. Phillips & Yixiao Sun & Sainan Jin, 2006.
"
**Spectral Density Estimation And Robust Hypothesis Testing Using Steep Origin Kernels Without Truncation**," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 47(3), pages 837-894, 08.

- Peter C. B. Phillips & Yixiao Sun & Sainan Jin, 2006.
"
- Reiko Aoki & Sadao Nagaoka, 2004.
"
**The Consortium Standard and Patent Pools**," Hi-Stat Discussion Paper Series d04-32, Institute of Economic Research, Hitotsubashi University.- "Aoki, Reiko" & "Nagaoka, Sadao", 2004.
"
**The Consortium Standard and Patent Pools**," Economic Review, Hitotsubashi University, vol. 55(4), pages 345-357, January.

- Aoki, Reiko & Nagaoka, Sadao, 2004.
"
**The Consortium Standard and Patent Pools**," Discussion Paper 222, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University. - Reiko Aoki; Sadao Nagaoka, 2004.
"
**The Consortium Standard and Patent Pools**," Econometric Society 2004 Far Eastern Meetings 788, Econometric Society.

- "Aoki, Reiko" & "Nagaoka, Sadao", 2004.
"
- Aoki, Reiko, 2004.
"
**Microeconomics of Declining Birthrate: Review of Existing Literature**," Discussion Paper 228, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University. - Lata Gangadharan & Ananish Chaudhuri & Nisvan Erkal, 2004.
"
**An Experimental Analysis of Third-Party Response to Corruption**," Econometric Society 2004 Australasian Meetings 220, Econometric Society. - Sara Graziano & Ananish Chaudhuri & Pushkar Maitra, 2004.
"
**A Dynamic Analysis of the Evolution of Conventions in a Public Goods Experiment with Intergenerational Advice**," Econometric Society 2004 Australasian Meetings 38, Econometric Society.- Ananish Chaudhuri & Pushkar Maitra, 2004.
"
**Dynamic Analysis of the Evolution of Conventions in a Public Goods Experiment with Intergenerational Advice**," Econometric Society 2004 North American Summer Meetings 37, Econometric Society.

- Ananish Chaudhuri & Pushkar Maitra, 2004.
"
- Aaron Schiff & John Kennes, 2004.
"
**Guided Search: The Value of a Reputation System**," 2004 Meeting Papers 345, Society for Economic Dynamics. - Fabrizi, Simona & Lippert, Steffen, 2004.
"
**How much efficiency gains and price reductions for an efficiency defense? 'Quanto Basta'**," DFAEII Working Papers 2004-04, University of the Basque Country - Department of Foundations of Economic Analysis II. - Giancarlo Spagnolo & Steffen Lippert, 2004.
"
**Networks of Relations**," Econometric Society 2004 North American Winter Meetings 496, Econometric Society.- Lippert, Steffen & Spagnolo, Giancarlo, 2004.
"
**Networks of Relations**," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 28, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich. - Spagnolo, Giancarlo & Lippert, Steffen, 2004.
"
**Networks of Relations**," SSE/EFI Working Paper Series in Economics and Finance 570, Stockholm School of Economics, revised 03 May 2005.

- Lippert, Steffen & Spagnolo, Giancarlo, 2004.
"

#### 2003

- Victoria Zinde-Walsh & Peter C.B. Phillips, 2003.
"
**Fractional Brownian Motion as a Differentiable Generalized Gaussian Process**," Cowles Foundation Discussion Papers 1391, Cowles Foundation for Research in Economics, Yale University. - Peter C.B. Phillips & Jun Yu, 2003.
"
**Jackknifing Bond Option Prices**," Cowles Foundation Discussion Papers 1392, Cowles Foundation for Research in Economics, Yale University.- Peter C. B. Phillips, 2005.
"
**Jackknifing Bond Option Prices**," Review of Financial Studies, Society for Financial Studies, vol. 18(2), pages 707-742.

- Jun Yu & Peter Phillips, 2004.
"
**Jackknifing Bond Option Prices**," Econometric Society 2004 North American Winter Meetings 115, Econometric Society. - Yu, Jun & Phillips, Peter, 2002.
"
**Jacknifing Bond Option Prices**," Working Papers 187, Department of Economics, The University of Auckland.

- Peter C. B. Phillips, 2005.
"
- Peter C.B. Phillips, 2003.
"
**Vision and Influence in Econometrics: John Denis Sargan**," Cowles Foundation Discussion Papers 1393, Cowles Foundation for Research in Economics, Yale University.- Phillips, Peter C.B., 2003.
"
**Vision And Influence In Econometrics: John Denis Sargan**," Econometric Theory, Cambridge University Press, vol. 19(03), pages 495-511, June.

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

- Peter C. B. Phillips, 2003.
"
- Peter C.B. Phillips & Donggyu Sul, 2003.
"
**The Elusive Empirical Shadow of Growth Convergence**," Cowles Foundation Discussion Papers 1398, Cowles Foundation for Research in Economics, Yale University.- Phillips, Peter & Sul, Donggyu, 2003.
"
**The Elusive Empirical Shadow of Growth Convergence**," Working Papers 197, Department of Economics, The University of Auckland. - Peter C.B. Phillips & Donggyu Sul, 2004.
"
**The Elusive Empirical Shadow of Growth Convergence**," Yale School of Management Working Papers ysm342, Yale School of Management.

- Phillips, Peter & Sul, Donggyu, 2003.
"
- Peter C.B. Phillips & Yixiao Sun & Sainan Jin, 2003.
"
**Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation**," Cowles Foundation Discussion Papers 1407, Cowles Foundation for Research in Economics, Yale University.- Phillips, Peter C.B. & Sun, Yixiao & Jin, Sainan, 2004.
"
**Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation**," University of California at San Diego, Economics Working Paper Series qt6d36x00z, Department of Economics, UC San Diego. - Peter C.B. Phillips & Sainan Jin & Yixiao Sun, 2004.
"
**Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation**," Yale School of Management Working Papers ysm347, Yale School of Management. - Sainan Jin & Peter Phillips & Yixiao Sun, 2004.
"

- Phillips, Peter C.B. & Sun, Yixiao & Jin, Sainan, 2004.
"
- Hyungsik Roger Moon & Benoit Perron & Peter C.B. Phillips, 2003.
"
**Incidental Trends and the Power of Panel Unit Root Tests**," Cowles Foundation Discussion Papers 1435, Cowles Foundation for Research in Economics, Yale University.- Moon, Hyungsik Roger & Perron, Benoit & Phillips, Peter C.B., 2007.
"
**Incidental trends and the power of panel unit root tests**," Journal of Econometrics, Elsevier, vol. 141(2), pages 416-459, December.

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

- Moon, Hyungsik Roger & Perron, Benoit & Phillips, Peter C.B., 2007.
"
- Donggyu Sul & Peter C.B. Phillips & Choi, Chi-Young, 2003.
"
**Prewhitening Bias in HAC Estimation**," Cowles Foundation Discussion Papers 1436, Cowles Foundation for Research in Economics, Yale University.- Donggyu Sul & Peter C. B. Phillips & Chi-Young Choi, 2005.
"
**Prewhitening Bias in HAC Estimation**," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 67(4), pages 517-546, 08.

- Sul, Donggyu & Phillips, Peter & Choi, Chi-Young, 2003.
"
**Prewhitening Bias in HAC Estimation**," Working Papers 141, Department of Economics, The University of Auckland. - Peter C.B. Phillips & Chi-Young Choi & Donggyu Sul, 2004.
"
**Prewhitening Bias in HAC Estimation**," Yale School of Management Working Papers ysm426, Yale School of Management.

- Donggyu Sul & Peter C. B. Phillips & Chi-Young Choi, 2005.
"
- Peter C.B. Phillips & Yixiao Sun & Sainan Jin, 2003.
"
**Long Run Variance Estimation Using Steep Origin Kernels without Truncation**," Cowles Foundation Discussion Papers 1437, Cowles Foundation for Research in Economics, Yale University.- Peter C.B. Phillips & Sainan Jin & Yixiao Sun, 2004.
"
**Long Run Variance Estimation Using Steep Origin Kernels Without Truncation**," Yale School of Management Working Papers ysm427, Yale School of Management.

- Peter C.B. Phillips & Sainan Jin & Yixiao Sun, 2004.
"
- Peter C.B. Phillips & Donggyu Sul, 2003.
"
**Bias in Dynamic Panel Estimation with Fixed Effects, Incidental Trends and Cross Section Dependence**," Cowles Foundation Discussion Papers 1438, Cowles Foundation for Research in Economics, Yale University, revised Jun 2004.- Phillips, Peter C.B. & Sul, Donggyu, 2007.
"
**Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence**," Journal of Econometrics, Elsevier, vol. 137(1), pages 162-188, March.

- Phillips, Peter & Sul, Donggyu, 2003.
"
**Bias in Dynamic Panel Estimation with Fixed Effects, Incidental Trends and Cross Section Dependence**," Working Papers 177, Department of Economics, The University of Auckland. - Peter C.B. Phillips & Donggyu Sul, 2004.
"
**Bias in Dynamic Panel Estimation with Fixed Effects, Incidental Trends and Cross Section Dependence**," Yale School of Management Working Papers ysm428, Yale School of Management.

- Phillips, Peter C.B. & Sul, Donggyu, 2007.
"
- Aoki, Reiko & Nagaoka, Sadao, 2003.
"
**The Utility Standard and the Patentability of Intermediate Technology**," Discussion Paper Series a437, Institute of Economic Research, Hitotsubashi University.- Reiko Aoki & Sadao Nagaoka, 2005.
"
**The Utility Standard and the Patentability of Intermediate Technology**," Hi-Stat Discussion Paper Series d04-75, Institute of Economic Research, Hitotsubashi University.

- Reiko Aoki & Sadao Nagaoka, 2005.
"
- Aoki, Reiko & Small, John, 2003.
"
**Compulsory Licensing of Technology and the Essential Facilities Doctrine**," Discussion Paper 167, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.- Aoki, Reiko & Small, John, 2004.
"
**Compulsory licensing of technology and the essential facilities doctrine**," Information Economics and Policy, Elsevier, vol. 16(1), pages 13-29, March.

- Aoki, Reiko & Small, John, 2004.
"
- Ananish Chaudhuri & Lata Gangadharn, 2003.
"
**Gender Differences in Trust and Reciprocity**," Department of Economics - Working Papers Series 875, The University of Melbourne. - Olivier Armantier & Erwann Sbai, 2003.
"
**Estimation and Comparison of Treasury Auction Formats when Bidders are Asymmetric**," Department of Economics Working Papers 03-02, Stony Brook University, Department of Economics. - John Kennes & Aaron Schiff, 2003.
"
**The Value of a Reputation System**," Industrial Organization 0301011, EconWPA. - Fabrizi, Simona & Lippert, Steffen, 2003.
"
**Moral Hazard and the Internal Organization of Joint Research**," DFAEII Working Papers 2003-10, University of the Basque Country - Department of Foundations of Economic Analysis II.- Fabrizi, Simona & Lippert, Steffen, 2004.
"
**Moral Hazard and the Internal Organization of Joint Research**," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 18, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.

- Fabrizi, Simona & Lippert, Steffen, 2004.
"

#### 2002

- Peter C.B.Phillips & Donggyu Sul, 2002.
"
**Dynamic Panel Estimation and Homogeneity Testing Under Cross Section Dependence**," Cowles Foundation Discussion Papers 1362, Cowles Foundation for Research in Economics, Yale University.- Phillips, Peter & Sul, Donggyu, 2002.
"
**Dynamic Panel Estimation and Homogenity Testing Under Cross Section Dependence**," Working Papers 194, Department of Economics, The University of Auckland.

- Phillips, Peter & Sul, Donggyu, 2002.
"
- Peter C.B. Phillips & Binbin Guo & Zhijie Xiao, 2002.
"
**Efficient Regression in Time Series Partial Linear Models**," Cowles Foundation Discussion Papers 1363, Cowles Foundation for Research in Economics, Yale University. - Ling Hu & Peter C.B. Phillips, 2002.
"
**Nonstationary Discrete Choice**," Cowles Foundation Discussion Papers 1364, Cowles Foundation for Research in Economics, Yale University.- Hu, Ling & Phillips, Peter C. B., 2004.
"
**Nonstationary discrete choice**," Journal of Econometrics, Elsevier, vol. 120(1), pages 103-138, May.

- Hu, Ling & Phillips, Peter C. B., 2004.
"
- Ling Hu & Peter C.B. Phillips, 2002.
"
**Dynamics of the Federal Funds Target Rate: A Nonstationary Discrete Choice Approach**," Cowles Foundation Discussion Papers 1365, Cowles Foundation for Research in Economics, Yale University. - Yixiao Sun & Peter C.B. Phillips, 2002.
"
**Nonlinear Log-Periodogram Regression for Perturbed Fractional Processes**," Cowles Foundation Discussion Papers 1366, Cowles Foundation for Research in Economics, Yale University.- Sun, Yixiao & Phillips, Peter C. B., 2003.
"
**Nonlinear log-periodogram regression for perturbed fractional processes**," Journal of Econometrics, Elsevier, vol. 115(2), pages 355-389, August.

- Sun, Yixiao & Phillips, Peter C. B., 2003.
"
- Katsumi Shimotsu & Peter C.B. Phillips, 2002.
"
**Exact Local Whittle Estimation of Fractional Integration**," Cowles Foundation Discussion Papers 1367, Cowles Foundation for Research in Economics, Yale University, revised Jul 2004. - Sainan Jin & Peter C.B. Phillips, 2002.
"
**The KPSS Test with Seasonal Dummies**," Cowles Foundation Discussion Papers 1373, Cowles Foundation for Research in Economics, Yale University.- Phillips, Peter C. B. & Jin, Sainan, 2002.
"
**The KPSS test with seasonal dummies**," Economics Letters, Elsevier, vol. 77(2), pages 239-243, October.

- Phillips, Peter C. B. & Jin, Sainan, 2002.
"
- Offer Lieberman & Peter C.B. Phillips, 2002.
"
**Error Bounds and Asymptotic Expansions for Toeplitz Product Functionals of Unbounded Spectra**," Cowles Foundation Discussion Papers 1374, Cowles Foundation for Research in Economics, Yale University.- Offer Lieberman & Peter C. B. Phillips, 2004.
"
**Error bounds and asymptotic expansions for toeplitz product functionals of unbounded spectra**," Journal of Time Series Analysis, Wiley Blackwell, vol. 25(5), pages 733-753, 09.

- Offer Lieberman & Peter C. B. Phillips, 2004.
"
- Katsumi Shimotsu & Peter C.B. Phillips, 2002.
"
**Exact Local Whittle Estimation of Fractional Integration**," Economics Discussion Papers 535, University of Essex, Department of Economics. - Reiko Aoki & Sadao Nagaoka, 2002.
"
**The Utility Standard and the Patentability of Basic Research**," CIRJE F-Series CIRJE-F-160, CIRJE, Faculty of Economics, University of Tokyo. - Hurley, Jeremiah & Vaithianathan, Rhema & Crossley, Thomas F. & Cobb-Clark, Deborah A., 2002.
"
**Parallel Private Health Insurance in Australia: A Cautionary Tale and Lessons for Canada**," IZA Discussion Papers 515, Institute for the Study of Labor (IZA).- Jeremiah Hurley & Rhema Vaithianathan & Thomas F. Crossley & Deborah Cobb-Clark, 2002.
"
**Parallel Private Health Insurance in Australia: A Cautionary Tale and Lessons for Canada**," CEPR Discussion Papers 448, Centre for Economic Policy Research, Research School of Economics, Australian National University. - Jeremiah Hurley & Rhema Vaithianathana & Thomas F. Crossley & Deborah Cobb-Clark, 2001.
"
**Parallel Private Health Insurance in Australia: A Cautionary Tale and Lessons for Canada**," Centre for Health Economics and Policy Analysis Working Paper Series 2001-12, Centre for Health Economics and Policy Analysis (CHEPA), McMaster University, Hamilton, Canada.

- Jeremiah Hurley & Rhema Vaithianathan & Thomas F. Crossley & Deborah Cobb-Clark, 2002.
"

#### 2001

- Offer Lieberman & Peter C.B. Phillips, 2001.
"
**Second Order Expansions for the Distribution of the Maximum Likelihood Estimator of the Fractional Difference Parameter**," Cowles Foundation Discussion Papers 1308, Cowles Foundation for Research in Economics, Yale University. - Jun Yu & Peter C.B. Phillips, 2001.
"
**Gaussian Estimation of Continuous Time Models of the Short Term Interest Rate**," Cowles Foundation Discussion Papers 1309, Cowles Foundation for Research in Economics, Yale University. - Peter C.B. Phillips, 2001.
"
**Regression with Slowly Varying Regressors**," Cowles Foundation Discussion Papers 1310, Cowles Foundation for Research in Economics, Yale University. - Andrew Jeffrey & Linton, Oliver Linton & Thong Nguyen & Peter C.B. Phillips, 2001.
"
**Nonparametric Estimation of a Multifactor Heath-Jarrow-Morton Model: An Integrated Approach**," Cowles Foundation Discussion Papers 1311, Cowles Foundation for Research in Economics, Yale University. - Zhijie Xiao & Peter C.B. Phillips, 2001.
"
**A CUSUM Test for Cointegration Using Regression Residuals**," Cowles Foundation Discussion Papers 1329, Cowles Foundation for Research in Economics, Yale University.- Xiao, Zhijie & Phillips, Peter C. B., 2002.
"
**A CUSUM test for cointegration using regression residuals**," Journal of Econometrics, Elsevier, vol. 108(1), pages 43-61, May.

- Xiao, Zhijie & Phillips, Peter C. B., 2002.
"
- Peter C.B. Phillips, 2001.
"
**Bootstrapping Spurious Regression**," Cowles Foundation Discussion Papers 1330, Cowles Foundation for Research in Economics, Yale University. - Peter C.B. Phillips & Joon Y. Park & Yoosoon Chang, 2001.
"
**Nonlinear Instrumental Variable Estimation of an Autoregression**," Cowles Foundation Discussion Papers 1331, Cowles Foundation for Research in Economics, Yale University.- Phillips, Peter C. B. & Park, Joon Y. & Chang, Yoosoon, 2004.
"
**Nonlinear instrumental variable estimation of an autoregression**," Journal of Econometrics, Elsevier, vol. 118(1-2), pages 219-246.

- Phillips, Peter C. B. & Park, Joon Y. & Chang, Yoosoon, 2004.
"
- Federico M. Bandi & Peter C.B. Phillips, 2001.
"
**Fully Nonparametric Estimation of Scalar Diffusion Models**," Cowles Foundation Discussion Papers 1332, Cowles Foundation for Research in Economics, Yale University.- Federico M. Bandi & Peter C. B. Phillips, 2003.
"
**Fully Nonparametric Estimation of Scalar Diffusion Models**," Econometrica, Econometric Society, vol. 71(1), pages 241-283, January.

- Federico M. Bandi & Peter C. B. Phillips, 2003.
"
- Reiko Aoki, 2001.
"
**Oligopolistic Business to Business E-Market and Welfare**," Industrial Organization 0012004, EconWPA. - Chaudhuri, A. & Schotter, A. & Sopher, B., 2001.
"
**Talking Ourselves to Efficiency: Coordination in Inter-Generational Minimum Games with Private, Almost Common and Common Knowledge of Advice**," Working Papers 01-11, C.V. Starr Center for Applied Economics, New York University. - Luca Rigotti & Matthew Ryan & Rhema Vaithianathan, 2001.
"
**Entrepreneurial Innovation**," GE, Growth, Math methods 0103002, EconWPA.- Luca Rigotti, Matthew Ryan and Rhema Vaithianathan., 2001.
"
**Entrepreneurial Innovation**," Economics Working Papers E01-296Rev, University of California at Berkeley. - Rigotti, L. & Ryan, M. & Vaithianathan, R., 2001.
"
**Entrepreneurial Innovation**," Discussion Paper 2001-21, Tilburg University, Center for Economic Research. - Rigotti, Luca & Ryan, Matthew & Vaithianathan, Rema, 2001.
"
**Entrepreneurial Innovation**," Department of Economics, Working Paper Series qt508109h4, Department of Economics, Institute for Business and Economic Research, UC Berkeley.

- Luca Rigotti, Matthew Ryan and Rhema Vaithianathan., 2001.
"
- Rhema Vaithianathan, 2001.
"
**An Economic Analysis of the Private Health Insurance Incentive Act (1998)**," CEPR Discussion Papers 427, Centre for Economic Policy Research, Research School of Economics, Australian National University.

#### 2000

- Peter C.B. Phillips, 2000.
"
**Trending Time Series and Macroeconomic Activity: Some Present and Future Challenges**," Cowles Foundation Discussion Papers 1264, Cowles Foundation for Research in Economics, Yale University.- Phillips, Peter C. B., 2001.
"
**Trending time series and macroeconomic activity: Some present and future challenges**," Journal of Econometrics, Elsevier, vol. 100(1), pages 21-27, January.

- Phillips, Peter C. B., 2001.
"
- Katsumi Shimotsu & Peter C.B. Phillips, 2000.
"
**Modified Local Whittle Estimation of the Memory Parameter in the Nonstationary Case**," Cowles Foundation Discussion Papers 1265, Cowles Foundation for Research in Economics, Yale University. - Katsumi Shimotsu & Peter C.B. Phillips, 2000.
"
**Local Whittle Estimation in Nonstationary and Unit Root Cases**," Cowles Foundation Discussion Papers 1266, Cowles Foundation for Research in Economics, Yale University, revised Sep 2003. - Katsumi Shimotsu & Peter C.B. Phillips, 2000.
"
**Pooled Log Periodogram Regression**," Cowles Foundation Discussion Papers 1267, Cowles Foundation for Research in Economics, Yale University. - Hyungsik Roger Moon & Peter C.B. Phillips, 2000.
"
**GMM Estimation of Autoregressive Roots Near Unity with Panel Data**," Cowles Foundation Discussion Papers 1274, Cowles Foundation for Research in Economics, Yale University.- Hyungsik Roger Moon & Peter C. B. Phillips, 2004.
"
**GMM Estimation of Autoregressive Roots Near Unity with Panel Data**," Econometrica, Econometric Society, vol. 72(2), pages 467-522, 03.

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

- Hyungsik Roger Moon & Peter C. B. Phillips, 2004.
"
- Aaron F. Schiff & Peter C.B. Phillips, 2000.
"
**Forecasting New Zealand's Real GDP**," Cowles Foundation Discussion Papers 1278, Cowles Foundation for Research in Economics, Yale University.- Aaron Schiff & Peter Phillips, 2000.
"
**Forecasting New Zealand's real GDP**," New Zealand Economic Papers, Taylor & Francis Journals, vol. 34(2), pages 159-181.

- Schiff, Aaron & Phillips, Peter, 2000.
"
**Forecasting New Zealand's Real GDP**," Working Papers 186, Department of Economics, The University of Auckland.

- Aaron Schiff & Peter Phillips, 2000.
"
- Carmela E. Quintos & Zhenhong Fan & Peter C.B. Phillips, 2000.
"
**Structural Change in Tail Behavior and the Asian Financial Crisis**," Cowles Foundation Discussion Papers 1283, Cowles Foundation for Research in Economics, Yale University. - Federico Bandi & Peter C. B. Phillips, 2000.
"
**Accelerated Asymptotics for Diffusion Model Estimation**," Econometric Society World Congress 2000 Contributed Papers 1656, Econometric Society. - Kerr, William A. & Phillips, Peter W.B., 2000.
"
**The Biosafety Protocol And International Trade In Genetically Modified Organisms**," CATRN Papers 12893, Canadian Agri-Food Trade Research Network. - Phillips, Peter & Yu, Jun, 2000.
"
**Exact Gaussian Estimation of Continuous Time Models of The Term Structure of Interest Rates Rankings of Economics Departments in New Zealand**," Working Papers 161, Department of Economics, The University of Auckland. - Reiko Aoki & Yossef Spiegel, 2000.
"
**Public Disclosure of Patent Applications, R & D, and Welfare**," Econometric Society World Congress 2000 Contributed Papers 1273, Econometric Society.- Aoki, R. & Spiegel, Y., 1998.
"
**Public Disclosure of Patent Applications, R&D, and Welfare**," Papers 30-98, Tel Aviv.

- Aoki, R. & Spiegel, Y., 1998.
"
- Debasis Bandyopadhyay & Parantap Basu, 2000.
"
**The Growth-Inequality Relationship in a Model with Discrete Occupational Choice and Redistributive Tax**," Econometric Society World Congress 2000 Contributed Papers 0809, Econometric Society. - Erwann Sbai, 2000.
"
**Identification in Empirical Games**," Econometric Society World Congress 2000 Contributed Papers 1896, Econometric Society.

#### 1999

- Peter C.B. Phillips, 1999.
"
**Descriptive Econometrics for Nonstationary Time Series with Empirical Illustrations**," Cowles Foundation Discussion Papers 1219, Cowles Foundation for Research in Economics, Yale University.- Peter C. B. Phillips, 2001.
"
**Descriptive econometrics for non-stationary time series with empirical illustrations**," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(3), pages 389-413.

- Peter C. B. Phillips, 2001.
"
- Peter C.B. Phillips & Werner Ploberger, 1999.
"
**Empirical Limits for Time Series Econometric Models**," Cowles Foundation Discussion Papers 1220, Cowles Foundation for Research in Economics, Yale University.- Werner Ploberger & Peter C. B. Phillips, 2003.
"
**Empirical Limits for Time Series Econometric Models**," Econometrica, Econometric Society, vol. 71(2), pages 627-673, March.

- Werner Ploberger & Peter C. B. Phillips, 2003.
"
- Peter C.B. Phillips & Hyungsik R. Moon, 1999.
"
**Nonstationary Panel Data Analysis: An Overview of Some Recent Developments**," Cowles Foundation Discussion Papers 1221, Cowles Foundation for Research in Economics, Yale University.- Peter Phillips & Hyungsik Moon, 2000.
"
**Nonstationary panel data analysis: an overview of some recent developments**," Econometric Reviews, Taylor & Francis Journals, vol. 19(3), pages 263-286.

- Peter Phillips & Hyungsik Moon, 2000.
"
- Peter C.B. Phillips & Hyungsik R. Moon, 1999.
"
**Linear Regression Limit Theory for Nonstationary Panel Data**," Cowles Foundation Discussion Papers 1222, Cowles Foundation for Research in Economics, Yale University.- Peter C. B. Phillips & Hyungsik R. Moon, 1999.
"
**Linear Regression Limit Theory for Nonstationary Panel Data**," Econometrica, Econometric Society, vol. 67(5), pages 1057-1112, September.

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

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

- Joon Y. Park & Peter C. B. Phillips, 2000.
"
- Hyungsik R. Moon & Peter C.B. Phillips, 1999.
"
**Estimation of Autoregressive Roots Near Unity Using Panel Data**," Cowles Foundation Discussion Papers 1224, Cowles Foundation for Research in Economics, Yale University.- Moon, Hyungsik R. & Phillips, Peter C.B., 2000.
"
**Estimation Of Autoregressive Roots Near Unity Using Panel Data**," Econometric Theory, Cambridge University Press, vol. 16(06), pages 927-997, December.

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

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

- Phillips, Peter C.B., 2007.
"
- Yoosoon Chang & Joon Y. Park & Peter C.B. Phillips, 1999.
"
**Nonlinear Econometric Models with Cointegrated and Deterministically Trending Regressors**," Cowles Foundation Discussion Papers 1245, Cowles Foundation for Research in Economics, Yale University.- Yoosoon Chang & Joon Y. Park & Peter C. B. Phillips, 2001.
"
**Nonlinear econometric models with cointegrated and deterministically trending regressors**," Econometrics Journal, Royal Economic Society, vol. 4(1), pages 1-36.

- Yoosoon Chang & Joon Y. Park & Peter C. B. Phillips, 2001.
"
- Hyungsik R. Moon & Peter C.B. Phillips, 1999.
"
**Maximum Likelihood Estimation in Panels with Incidental Trends**," Cowles Foundation Discussion Papers 1246, Cowles Foundation for Research in Economics, Yale University.- Moon, Hyungsik R & Phillips, Peter C B, 1999.
"
**Maximum Likelihood Estimation in Panels with Incidental Trends**," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 61(0), pages 711-47, Special I.

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

- Moon, Hyungsik R & Phillips, Peter C B, 1999.
"
- Phillips, Peter, 1999.
"
**Discrete Fourier Transforms of Fractional Processes August**," Working Papers 149, Department of Economics, The University of Auckland.

#### 1998

- Peter C.B. Phillips, 1998.
"
**Econometric Analysis of Fisher's Equation**," Cowles Foundation Discussion Papers 1180, Cowles Foundation for Research in Economics, Yale University. - Peter C.B. Phillips & Joon Y. Park, 1998.
"
**Nonstationary Density Estimation and Kernel Autoregression**," Cowles Foundation Discussion Papers 1181, Cowles Foundation for Research in Economics, Yale University. - Peter C.B. Phillips & Joon Y. Park, 1998.
"
**Asymptotics for Nonlinear Transformations of Integrated Time Series**," Cowles Foundation Discussion Papers 1182, Cowles Foundation for Research in Economics, Yale University.- Park, Joon Y. & Phillips, Peter C.B., 1999.
"
**Asymptotics For Nonlinear Transformations Of Integrated Time Series**," Econometric Theory, Cambridge University Press, vol. 15(03), pages 269-298, June.

- Park, Joon Y. & Phillips, Peter C.B., 1999.
"
- Peter C.B. Phillips & Zhijie Xiao, 1998.
"
**A Primer on Unit Root Testing**," Cowles Foundation Discussion Papers 1189, Cowles Foundation for Research in Economics, Yale University.- Peter C. B. Phillips & Zhijie Xiao, 1998.
"
**A Primer on Unit Root Testing**," Journal of Economic Surveys, Wiley Blackwell, vol. 12(5), pages 423-470, December. - Phillips, Peter C B & Xiao, Zhijie, 1998.
"
**A Primer on Unit Root Testing**," Journal of Economic Surveys, Wiley Blackwell, vol. 12(5), pages 423-69, December.

- Peter C. B. Phillips & Zhijie Xiao, 1998.
"
- Joon Y. Park & Peter C.B. Phillips, 1998.
"
**Nonlinear Regressions with Integrated Time Series**," Cowles Foundation Discussion Papers 1190, Cowles Foundation for Research in Economics, Yale University.- Park, Joon Y & Phillips, Peter C B, 2001.
"
**Nonlinear Regressions with Integrated Time Series**," Econometrica, Econometric Society, vol. 69(1), pages 117-61, January.

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

- Park, Joon Y & Phillips, Peter C B, 2001.
"
- Peter C.B. Phillips & Hyungsik R. Moon & Zhijie Xiao, 1998.
"
**How to Estimate Autoregressive Roots Near Unity**," Cowles Foundation Discussion Papers 1191, Cowles Foundation for Research in Economics, Yale University.- Phillips, Peter C.B. & Moon, Hyungsik Roger & Xiao, Zhijie, 2001.
"
**How To Estimate Autoregressive Roots Near Unity**," Econometric Theory, Cambridge University Press, vol. 17(01), pages 29-69, February.

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

- Phillips, Peter C.B. & Moon, Hyungsik Roger & Xiao, Zhijie, 2001.
"
- Zhijie Xiao & Peter C.B. Phillips, 1998.
"
**Higher Order Approximations for Wald Statistics in Cointegrating Regressions**," Cowles Foundation Discussion Papers 1192, Cowles Foundation for Research in Economics, Yale University. - Peter C.B. Phillips, 1998.
"
**New Unit Root Asymptotics in the Presence of Deterministic Trends**," Cowles Foundation Discussion Papers 1196, Cowles Foundation for Research in Economics, Yale University.- Phillips, Peter C. B., 2002.
"
**New unit root asymptotics in the presence of deterministic trends**," Journal of Econometrics, Elsevier, vol. 111(2), pages 323-353, December.

- Phillips, Peter, 1998.
"
**New Unit Root Asymptotics in the Presence of Deterministic Trends**," Working Papers 196, Department of Economics, The University of Auckland.

- Phillips, Peter C. B., 2002.
"
- Werner Ploberger & Peter C.B. Phillips, 1998.
"
**Rissanen's Theorem and Econometric Time Series**," Cowles Foundation Discussion Papers 1197, Cowles Foundation for Research in Economics, Yale University. - John C. Chao & Peter C.B. Phillips, 1998.
"
**Jeffreys Prior Analysis of the Simultaneous Equations Model in the Case with n+1 Endogenous Variables**," Cowles Foundation Discussion Papers 1198, Cowles Foundation for Research in Economics, Yale University.- Chao, John C. & Phillips, Peter C. B., 2002.
"
**Jeffreys prior analysis of the simultaneous equations model in the case with n+1 endogenous variables**," Journal of Econometrics, Elsevier, vol. 111(2), pages 251-283, December.

- Chao, John C. & Phillips, Peter C. B., 2002.
"

#### 1997

- John C. Chao & Peter C.B. Phillips, 1997.
"
**Model Selection in Partially Nonstationary Vector Autoregressive Processes with Reduced Rank Structure**," Cowles Foundation Discussion Papers 1155, Cowles Foundation for Research in Economics, Yale University.- Chao, John C. & Phillips, Peter C. B., 1999.
"
**Model selection in partially nonstationary vector autoregressive processes with reduced rank structure**," Journal of Econometrics, Elsevier, vol. 91(2), pages 227-271, August.

- Chao, John C. & Phillips, Peter C. B., 1999.
"
- Zhijie Xiao & Peter C.B. Phillips, 1997.
"
**An ADF Coefficient Test for a Unit Root in ARMA Models of Unknown Order with Empirical Applications to the U.S. Economy**," Cowles Foundation Discussion Papers 1161, Cowles Foundation for Research in Economics, Yale University.- Zhije Xiao & Peter C.B. Phillips, 1998.
"
**An ADF coefficient test for a unit root in ARMA models of unknown order with empirical applications to the US economy**," Econometrics Journal, Royal Economic Society, vol. 1(RegularPa), pages 27-43.

- Zhije Xiao & Peter C.B. Phillips, 1998.
"
- In Choi & Peter C.B. Phillips, 1997.
"
**Regressions for Partially Identified, Cointegrated Simultaneous Equations**," Cowles Foundation Discussion Papers 1162, Cowles Foundation for Research in Economics, Yale University. - Dean Corbae & Sam Ouliaris & Peter C.B. Phillips, 1997.
"
**Band Spectral Regression with Trending Data**," Cowles Foundation Discussion Papers 1163, Cowles Foundation for Research in Economics, Yale University.- Dean Corbae & Sam Ouliaris & Peter C. B. Phillips, 2002.
"
**Band Spectral Regression with Trending Data**," Econometrica, Econometric Society, vol. 70(3), pages 1067-1109, May.

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

- Dean Corbae & Sam Ouliaris & Peter C. B. Phillips, 2002.
"
- Thomas J. Prusa & Reiko Aoki, 1997.
"
**Sequential vs. Simultaneous Choice With Endogenous Quality**," Departmental Working Papers 199510, Rutgers University, Department of Economics. - Ananish Chaudhuri, 1997.
"
**The Ratchet Principle in a Principal Agent Game with Unknown Costs: An Experimental Analysis**," Departmental Working Papers 199608, Rutgers University, Department of Economics.- Chaudhuri, Ananish, 1998.
"
**The ratchet principle in a principal agent game with unknown costs: an experimental analysis**," Journal of Economic Behavior & Organization, Elsevier, vol. 37(3), pages 291-304, November.

- Chaudhuri, Ananish, 1998.
"
- Ananish Chaudhuri & Pushkar Maitra, 1997.
"
**Determinants of Land Tenure Contracts; Theory and Evidence from Rural India**," Departmental Working Papers 199710, Rutgers University, Department of Economics. - Ananish Chaudhuri, 1997.
"
**A Dynamic Model of Contractual Choice in Tenancy**," Departmental Working Papers 199711, Rutgers University, Department of Economics.

#### 1996

- Peter C.B. Phillips & Chin Chin Lee, 1996.
"
**Efficiency Gains from Quasi-Differencing Under Nonstationarity**," Cowles Foundation Discussion Papers 1134, Cowles Foundation for Research in Economics, Yale University. - Peter C.B. Phillips, 1996.
"
**Spurious Regression Unmasked**," Cowles Foundation Discussion Papers 1135, Cowles Foundation for Research in Economics, Yale University. - John C. Chao & Peter C.B. Phillips, 1996.
"
**Bayesian Posterior Distributions in Limited Information Analysis of the Simultaneous Equations Model Using the Jeffreys Prior**," Cowles Foundation Discussion Papers 1137, Cowles Foundation for Research in Economics, Yale University. - Reiko Aoki & Jin-Li Hu, 1996.
"
**Licensing vs. Litigation: Effect of the Legal System on Incentives to Innovate**," Industrial Organization 9612002, EconWPA. - Reiko Aoki & Jin-Li Hu, 1996.
"
**Allocation of Legal Costs and Patent Litigation: A Cooperative Game Approach**," Industrial Organization 9612001, EconWPA.

#### 1995

- Peter C.B. Phillips, 1995.
"
**Impulse Response and Forecast Error Variance Asymptotics in Nonstationary VAR's**," Cowles Foundation Discussion Papers 1102, Cowles Foundation for Research in Economics, Yale University.- Phillips, Peter C. B., 1998.
"
**Impulse response and forecast error variance asymptotics in nonstationary VARs**," Journal of Econometrics, Elsevier, vol. 83(1-2), pages 21-56.

- Phillips, Peter C. B., 1998.
"
- Peter C.B. Phillips, 1995.
"
**Automated Forecasts of Asia-Pacific Economic Activity**," Cowles Foundation Discussion Papers 1103, Cowles Foundation for Research in Economics, Yale University. - Peter C.B. Phillips, 1995.
"
**Unit Root Tests**," Cowles Foundation Discussion Papers 1104, Cowles Foundation for Research in Economics, Yale University. - Reiko Aoki & Thomas J. Prusa, 1995.
"
**Product Development and the Timing of Information Disclosure under U.S.and Japanese Patent Systems**," NBER Working Papers 5063, National Bureau of Economic Research, Inc.- Aoki, Reiko & Prusa, Thomas J., 1996.
"
**Product Development and the Timing of Information Disclosure under U.S. and Japanese Patent Systems**," Journal of the Japanese and International Economies, Elsevier, vol. 10(3), pages 233-249, September.

- Thomas J. Prusa & Reiko Aoki, 1996.
"
**Product Development and the Timing of Information Disclosure under U.S. and Japanese Patent Systems**," Departmental Working Papers 199423, Rutgers University, Department of Economics.

- Aoki, Reiko & Prusa, Thomas J., 1996.
"

#### 1994

- Peter C.B. Phillips & James W. McFarland & Patrick C. McMahon, 1994.
"
**Robust Tests of Forward Exchange Market Efficiency with Empirical Evidence from the 1920's**," Cowles Foundation Discussion Papers 1080, Cowles Foundation for Research in Economics, Yale University.- Phillips, Peter C B & McFarland, James W & McMahon, Patrick C, 1996.
"
**Robust Tests of Forward Exchange Market Efficiency with Empirical Evidence from the 1920s**," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 11(1), pages 1-22, Jan.-Feb..

- Phillips, Peter C B & McFarland, James W & McMahon, Patrick C, 1996.
"
- Peter C.B. Phillips, 1994.
"
**Nonstationary Time Series and Cointegration: Recent Books and Themes for the Future**," Cowles Foundation Discussion Papers 1081, Cowles Foundation for Research in Economics, Yale University. - Yuichi Kitamura & Peter C.B. Phillips, 1994.
"
**Fully Modified IV, GIVE and GMM Estimation with Possibly Non-Stationary Regressions and Instruments**," Cowles Foundation Discussion Papers 1082, Cowles Foundation for Research in Economics, Yale University.- Kitamura, Yuichi & Phillips, Peter C. B., 1997.
"
**Fully modified IV, GIVE and GMM estimation with possibly non-stationary regressors and instruments**," Journal of Econometrics, Elsevier, vol. 80(1), pages 85-123, September.

- Kitamura, Yuichi & Phillips, Peter C. B., 1997.
"
- Peter C.B. Phillips, 1994.
"
**Model Determination and Macroeconomic Activity**," Cowles Foundation Discussion Papers 1083, Cowles Foundation for Research in Economics, Yale University.

#### 1993

- Peter C.B. Phillips, 1993.
"
**Fully Modified Least Squares and Vector Autoregression**," Cowles Foundation Discussion Papers 1047, Cowles Foundation for Research in Economics, Yale University.- Phillips, Peter C B, 1995.
"
**Fully Modified Least Squares and Vector Autoregression**," Econometrica, Econometric Society, vol. 63(5), pages 1023-78, September.

- Phillips, Peter C B, 1995.
"
- Peter C.B. Phillips & James W. McFarland, 1993.
"
**Forward Exchange Market Unbiasedness: The Case of the Australian Dollar Since 1984**," Cowles Foundation Discussion Papers 1055, Cowles Foundation for Research in Economics, Yale University, revised 1996.- Phillips, Peter C. B. & McFarland, James W., 1997.
"
**Forward exchange market unbiasedness: the case of the Australian dollar since 1984**," Journal of International Money and Finance, Elsevier, vol. 16(6), pages 885-907, December.

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

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

#### 1992

- Loretan, M. & Phillips, P.C.B., 1992.
"
**Testing the Covariance Stationarity of Heavy-Tailed Time Series: An Overview of the Theory with Applications to Several Financial Datasets**," Working papers 9208, Wisconsin Madison - Social Systems.- Loretan, Mico & Phillips, Peter C. B., 1994.
"
**Testing the covariance stationarity of heavy-tailed time series: An overview of the theory with applications to several financial datasets**," Journal of Empirical Finance, Elsevier, vol. 1(2), pages 211-248, January.

- Loretan, Mico & Phillips, Peter C. B., 1994.
"
- Peter C.B. Phillips & Werner Ploberger, 1992.
"
**Posterior Odds Testing for a Unit Root with Data-Based Model Selection**," Cowles Foundation Discussion Papers 1017, Cowles Foundation for Research in Economics, Yale University.- Phillips, Peter C.B. & Ploberger, Werner, 1994.
"
**Posterior Odds Testing for a Unit Root with Data-Based Model Selection**," Econometric Theory, Cambridge University Press, vol. 10(3-4), pages 774-808, August.

- Phillips, Peter C.B. & Ploberger, Werner, 1994.
"
- Peter C.B. Phillips, 1992.
"
**Bayesian Model Selection and Prediction with Empirical Applications**," Cowles Foundation Discussion Papers 1023, Cowles Foundation for Research in Economics, Yale University.- Phillips, Peter C. B., 1995.
"
**Bayesian model selection and prediction with empirical applications**," Journal of Econometrics, Elsevier, vol. 69(1), pages 289-331, September.

- Phillips, Peter C. B., 1995.
"
- Peter C.B. Phillips, 1992.
"
**Bayes Models and Forecasts of Australian Macroeconomic Time Series**," Cowles Foundation Discussion Papers 1024, Cowles Foundation for Research in Economics, Yale University. - Peter C.B. Phillips, 1992.
"
**Bayes Methods for Trending Multiple Time Series with an Empirical Application to the US Economy**," Cowles Foundation Discussion Papers 1025, Cowles Foundation for Research in Economics, Yale University. - Peter C.B. Phillips & Werner Ploberger, 1992.
"
**Time Series Modeling with a Bayesian Frame of Reference: Concepts, Illustrations and Asymptotics**," Cowles Foundation Discussion Papers 1038, Cowles Foundation for Research in Economics, Yale University. - Peter C.B. Phillips, 1992.
"
**Some Exact Distribution Theory for Maximum Likelihood Estimators of Cointegrating Coefficients in Error Correction Models**," Cowles Foundation Discussion Papers 1039, Cowles Foundation for Research in Economics, Yale University.- Phillips, Peter C B, 1994.
"
**Some Exact Distribution Theory for Maximum Likelihood Estimators of Cointegrating Coefficients in Error Correction Models**," Econometrica, Econometric Society, vol. 62(1), pages 73-93, January.

- Phillips, Peter C B, 1994.
"
- Peter C.B. Phillips, 1992.
"
**Hyper-Consistent Estimation of a Unit Root in Time Series Regression**," Cowles Foundation Discussion Papers 1040, Cowles Foundation for Research in Economics, Yale University.

#### 1991

- Peter C.B. Phillips, 1991.
"
**The Long-Run Australian Consumption Function Reexamined: An Empirical Exercise in Bayesian Influence**," Cowles Foundation Discussion Papers 1000, Cowles Foundation for Research in Economics, Yale University. - Hiro Y. Toda & Peter C.B. Phillips, 1991.
"
**Vector Autoregression and Causality: A Theoretical Overview and Simulation Study**," Cowles Foundation Discussion Papers 1001, Cowles Foundation for Research in Economics, Yale University. - Eric Zivot & Peter C.B. Phillips, 1991.
"
**A Bayesian Analysis of Trend Determination in Economic Time Series**," Cowles Foundation Discussion Papers 1002, Cowles Foundation for Research in Economics, Yale University. - Peter C.B. Phillips, 1991.
"
**Unidentified Components in Reduced Rank Regression Estimation of ECM's**," Cowles Foundation Discussion Papers 1003, Cowles Foundation for Research in Economics, Yale University. - Hiro Y. Toda & Peter C.B. Phillips, 1991.
"
**Vector Autoregression and Causality**," Cowles Foundation Discussion Papers 977, Cowles Foundation for Research in Economics, Yale University.- Toda, Hiro Y & Phillips, Peter C B, 1993.
"
**Vector Autoregressions and Causality**," Econometrica, Econometric Society, vol. 61(6), pages 1367-93, November.

- Toda, Hiro Y & Phillips, Peter C B, 1993.
"
- Hiro Y. Toda & Peter C.B. Phillips, 1991.
"
**The Spurious Effect of Unit Roots on Exogeneity Tests in Vector Autoregressions: An Analytical Study**," Cowles Foundation Discussion Papers 978, Cowles Foundation for Research in Economics, Yale University. - Denis Kwiatkowski & Peter C.B. Phillips & Peter Schmidt, 1991.
"
**Testing the Null Hypothesis of Stationarity Against the Alternative of a Unit Root: How Sure Are We That Economic Time Series Have a Unit Root?**," Cowles Foundation Discussion Papers 979, Cowles Foundation for Research in Economics, Yale University.- Kwiatkowski, Denis & Phillips, Peter C. B. & Schmidt, Peter & Shin, Yongcheol, 1992.
"
**Testing the null hypothesis of stationarity against the alternative of a unit root : How sure are we that economic time series have a unit root?**," Journal of Econometrics, Elsevier, vol. 54(1-3), pages 159-178.

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

- Kwiatkowski, Denis & Phillips, Peter C. B. & Schmidt, Peter & Shin, Yongcheol, 1992.
"
- Peter C.B. Phillips & Werner Ploberger, 1991.
"
**Time Series Modelling with a Bayesian Frame of Reference: 1. Concepts and Illustrations**," Cowles Foundation Discussion Papers 980, Cowles Foundation for Research in Economics, Yale University. - Peter C.B. Phillips, 1991.
"
**Bayesian Routes and Unit Roots: de rebus prioribus semper est disputandum**," Cowles Foundation Discussion Papers 986, Cowles Foundation for Research in Economics, Yale University.- Phillips, P C B, 1991.
"
**Bayesian Routes and Unit Roots: De Rebus Prioribus Semper Est Disputandum**," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 6(4), pages 435-73, Oct.-Dec..

- Phillips, P C B, 1991.
"
- Dean Corbea & Sam Ouliaris & Peter C.B. Phillips, 1991.
"
**A Reexamination of the Consumption Function Using Frequency Domain Regressors**," Cowles Foundation Discussion Papers 997, Cowles Foundation for Research in Economics, Yale University.- Corbae, Dean & Ouliaris, Sam & Phillips, Peter C B, 1994.
"
**A Reexamination of the Consumption Function Using Frequency Domain Regressions**," Empirical Economics, Springer, vol. 19(4), pages 595-609.

- Corbae, Dean & Ouliaris, Sam & Phillips, Peter C B, 1994.
"
- Peter C.B. Phillips, 1991.
"
**Unit Roots**," Cowles Foundation Discussion Papers 998, Cowles Foundation for Research in Economics, Yale University. - Peter C.B. Phillips, 1991.
"
**The Tail Behavior of Maximum Likelihood Estimates of Cointegrating Coefficients in Error Correction Models**," Cowles Foundation Discussion Papers 999, Cowles Foundation for Research in Economics, Yale University. - Corbae, D. & Ouliaris, S. & Phillips, P.C.B., 1991.
"
**A Rexamination of the Consumption Function Using Frequency Domain Regressions**," Working Papers 91-25, University of Iowa, Department of Economics.- Corbae, Dean & Ouliaris, Sam & Phillips, Peter C B, 1994.
"
**A Reexamination of the Consumption Function Using Frequency Domain Regressions**," Empirical Economics, Springer, vol. 19(4), pages 595-609.

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

#### 1990

- Peter C.B. Phillips & Mico Loretan, 1990.
"
**Testing Covariance Stationarity Under Moment Condition Failure with an Application to Common Stock Returns**," Cowles Foundation Discussion Papers 947, Cowles Foundation for Research in Economics, Yale University. - Peter C.B. Phillips, 1990.
"
**Operational Algebra and Regression t-Tests**," Cowles Foundation Discussion Papers 948, Cowles Foundation for Research in Economics, Yale University. - Peter C.B. Phillips, 1990.
"
**A Shortcut to LAD Estimator Asymptotics**," Cowles Foundation Discussion Papers 949, Cowles Foundation for Research in Economics, Yale University.- Phillips, P.C.B., 1991.
"
**A Shortcut to LAD Estimator Asymptotics**," Econometric Theory, Cambridge University Press, vol. 7(04), pages 450-463, December.

- Phillips, P.C.B., 1991.
"
- Peter C.B. Phillips, 1990.
"
**To Criticize the Critics: An Objective Bayesian Analysis of Stochastic Trends**," Cowles Foundation Discussion Papers 950, Cowles Foundation for Research in Economics, Yale University.- Phillips, P C B, 1991.
"
**To Criticize the Critics: An Objective Bayesian Analysis of Stochastic Trends**," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 6(4), pages 333-64, Oct.-Dec..

- Phillips, P C B, 1991.
"
- Schmidt, P. & Phillips, P.C.B., 1990.
"
**Testing forUnit Root in the Presence of Deterministic Trends**," Papers 8904, Michigan State - Econometrics and Economic Theory.

#### 1989

- Peter C.B. Phillips, 1989.
"
**A New Proof of Knight's Theorem on the Cauchy Distribution**," Cowles Foundation Discussion Papers 887, Cowles Foundation for Research in Economics, Yale University. - Peter C.B. Phillips, 1989.
"
**Time Series Regression with a Unit Root and Infinite Variance Errors**," Cowles Foundation Discussion Papers 897R, Cowles Foundation for Research in Economics, Yale University, revised Aug 1989.- Phillips, P.C.B., 1990.
"
**Time Series Regression With a Unit Root and Infinite-Variance Errors**," Econometric Theory, Cambridge University Press, vol. 6(01), pages 44-62, March.

- Phillips, P.C.B., 1990.
"
- Peter C.B. Phillips & Mico Loretan, 1989.
"
**The Durbin-Watson Ratio Under Infinite Variance Errors**," Cowles Foundation Discussion Papers 898R, Cowles Foundation for Research in Economics, Yale University, revised Aug 1989.- Phillips, Peter C. B. & Loretan, Mico, 1991.
"
**The Durbin-Watson ratio under infinite-variance errors**," Journal of Econometrics, Elsevier, vol. 47(1), pages 85-114, January.

- Phillips, Peter C. B. & Loretan, Mico, 1991.
"
- Peter C.B. Phillips & In Choi, 1989.
"
**Testing for a Unit Root by Generalized Least Squares Methods in the Time and Frequency Domains**," Cowles Foundation Discussion Papers CFP 899, Cowles Foundation for Research in Economics, Yale University. - Peter C.B. Phillips & Mico Loretan, 1989.
"
**Estimating Long Run Economic Equilibria**," Cowles Foundation Discussion Papers 928, Cowles Foundation for Research in Economics, Yale University. - In Choi & Peter C.B. Phillips, 1989.
"
**Asymptotic and Finite Sample Distribution Theory for IV Estimators and Tests in Partially Identified Structural Equations**," Cowles Foundation Discussion Papers 929, Cowles Foundation for Research in Economics, Yale University.- Choi, In & Phillips, Peter C. B., 1992.
"
**Asymptotic and finite sample distribution theory for IV estimators and tests in partially identified structural equations**," Journal of Econometrics, Elsevier, vol. 51(1-2), pages 113-150.

- Choi, In & Phillips, Peter C. B., 1992.
"
- Peter C.B. Phillips & Victor Solo, 1989.
"
**Asymptotics for Linear Processes**," Cowles Foundation Discussion Papers 932, Cowles Foundation for Research in Economics, Yale University. - Peter C.B. Phillips & Peter Schmidt, 1989.
"
**Testing for a Unit Root in the Presence of Deterministic Trends**," Cowles Foundation Discussion Papers 933, Cowles Foundation for Research in Economics, Yale University. - Peter C.B. Phillips, 1989.
"
**A Little Magic with the Cauchy Distribution**," Cowles Foundation Discussion Papers 886, Cowles Foundation for Research in Economics, Yale University.

#### 1988

- Peter C.B. Phillips, 1988.
"
**The Characteristic Function of the Dirichlet and Multivariate F Distributions**," Cowles Foundation Discussion Papers 865, Cowles Foundation for Research in Economics, Yale University. - Peter C.B. Phillips, 1988.
"
**Optimal Inference in Cointegrated Systems**," Cowles Foundation Discussion Papers 866R, Cowles Foundation for Research in Economics, Yale University, revised Aug 1989.- Phillips, P C B, 1991.
"
**Optimal Inference in Cointegrated Systems**," Econometrica, Econometric Society, vol. 59(2), pages 283-306, March.

- Phillips, P C B, 1991.
"
- Peter C.B. Phillips & Bruce E. Hansen, 1988.
"
**Statistical Inference in Instrumental Variables**," Cowles Foundation Discussion Papers 869R, Cowles Foundation for Research in Economics, Yale University, revised Apr 1989. - Peter C.B. Phillips, 1988.
"
**Spectral Regression for Cointegrated Time Series**," Cowles Foundation Discussion Papers 872, Cowles Foundation for Research in Economics, Yale University. - Peter C.B. Phillips & Sam Ouliaris & Joon Y. Park, 1988.
"
**Testing for a Unit Root in the Presence of a Maintained Trend**," Cowles Foundation Discussion Papers 880, Cowles Foundation for Research in Economics, Yale University. - Peter C.B. Phillips & Bruce E. Hansen, 1988.
"
**Estimation and Inference in Models of Cointegration: A Simulation Study**," Cowles Foundation Discussion Papers 881, Cowles Foundation for Research in Economics, Yale University. - Peter C.B. Phillips, 1988.
"
**Error Correction and Long Run Equilibrium in Continuous Time**," Cowles Foundation Discussion Papers 882R, Cowles Foundation for Research in Economics, Yale University, revised Jul 1989.- Phillips, P C B, 1991.
"
**Error Correction and Long-Run Equilibrium in Continuous Time**," Econometrica, Econometric Society, vol. 59(4), pages 967-80, July.

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

- Phillips, P C B, 1988.
"

#### 1987

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

- Phillips, P. C. B., 1989.
"
- Peter C.B. Phillips, 1987.
"
**Conditional and Unconditional Statistical Independence**," Cowles Foundation Discussion Papers 824R, Cowles Foundation for Research in Economics, Yale University, revised Dec 1987.- Phillips, Peter C. B., 1988.
"
**Conditional and unconditional statistical independence**," Journal of Econometrics, Elsevier, vol. 38(3), pages 341-348, July.

- Phillips, Peter C. B., 1988.
"
- Peter C.B. Phillips & Vassilis A. Hajivassiliou, 1987.
"
**Bimodal t-Ratios**," Cowles Foundation Discussion Papers 842, Cowles Foundation for Research in Economics, Yale University. - Peter C.B. Phillips, 1987.
"
**Partially Identified Econometric Models**," Cowles Foundation Discussion Papers 845R, Cowles Foundation for Research in Economics, Yale University, revised Aug 1988.- Phillips, P.C.B., 1989.
"
**Partially Identified Econometric Models**," Econometric Theory, Cambridge University Press, vol. 5(02), pages 181-240, August.

- Phillips, P.C.B., 1989.
"
- Peter C.B. Phillips, 1987.
"
**Weak Convergence of Sample Covariance Matrices to Stochastic Integrals via Martingale Approximations**," Cowles Foundation Discussion Papers 846, Cowles Foundation for Research in Economics, Yale University.- Phillips, P.C.B., 1988.
"
**Weak Convergence of Sample Covariance Matrices to Stochastic Integrals Via Martingale Approximations**," Econometric Theory, Cambridge University Press, vol. 4(03), pages 528-533, December.

- Phillips, P.C.B., 1988.
"
- Peter C.B. Phillips & Sam Ouliaris, 1987.
"
**Asymptotic Properties of Residual Based Tests for Cointegration**," Cowles Foundation Discussion Papers 847R, Cowles Foundation for Research in Economics, Yale University, revised Jul 1988.- Phillips, Peter C B & Ouliaris, S, 1990.
"
**Asymptotic Properties of Residual Based Tests for Cointegration**," Econometrica, Econometric Society, vol. 58(1), pages 165-93, January.

- Phillips, Peter C B & Ouliaris, S, 1990.
"
- Peter C.B. Phillips, 1987.
"
**Multiple Regression with Integrated Time Series**," Cowles Foundation Discussion Papers 852, Cowles Foundation for Research in Economics, Yale University.

#### 1986

- Peter C.B. Phillips, 1986.
"
**Regression Theory for Near-Integrated Time Series**," Cowles Foundation Discussion Papers 781R, Cowles Foundation for Research in Economics, Yale University, revised Jan 1987.- Phillips, Peter C B, 1988.
"
**Regression Theory for Near-Integrated Time Series**," Econometrica, Econometric Society, vol. 56(5), pages 1021-43, September.

- Phillips, Peter C B, 1988.
"
- Peter C.B. Phillips, 1986.
"
**Towards a Unified Asymptotic Theory for Autoregression**," Cowles Foundation Discussion Papers 782R, Cowles Foundation for Research in Economics, Yale University, revised Aug 1986. - Donald W.K. Andrews & Peter C.B. Phillips, 1986.
"
**Best Median Unbiased Estimation in Linear Regression with Bounded Asymmetric Loss Functions**," Cowles Foundation Discussion Papers 786, Cowles Foundation for Research in Economics, Yale University. - Steven N. Durlauf & Peter C.B. Phillips, 1986.
"
**Trends Versus Random Walks in Time Series Analysis**," Cowles Foundation Discussion Papers 788, Cowles Foundation for Research in Economics, Yale University.- Durlauf, Steven N & Phillips, Peter C B, 1988.
"
**Trends versus Random Walks in Time Series Analysis**," Econometrica, Econometric Society, vol. 56(6), pages 1333-54, November.

- Durlauf, Steven N & Phillips, Peter C B, 1988.
"
- Peter C.B. Phillips & Pierre Perron, 1986.
"
**Testing for a Unit Root in Time Series Regression**," Cowles Foundation Discussion Papers 795R, Cowles Foundation for Research in Economics, Yale University, revised Sep 1987.- Tom Doan, .
"
**PPUNIT: RATS procedure to perform Phillips-Perron Unit Root test**," Statistical Software Components RTS00160, Boston College Department of Economics. - Phillips, P.C.B., 1986.
"
**Testing for a Unit Root in Time Series Regression**," Cahiers de recherche 8633, Universite de Montreal, Departement de sciences economiques.

- Tom Doan, .
"
- Peter C.B. Phillips, 1986.
"
**Weak Convergence to the Matrix Stochastic Integral BdB**," Cowles Foundation Discussion Papers 796, Cowles Foundation for Research in Economics, Yale University. - Peter C.B. Phillips & Joon Y. Park, 1986.
"
**On the Formulation of Wald Tests of Nonlinear Restrictions**," Cowles Foundation Discussion Papers 801, Cowles Foundation for Research in Economics, Yale University.- Phillips, Peter C B & Park, Joon Y, 1988.
"
**On the Formulation of Wald Tests of Nonlinear Restrictions**," Econometrica, Econometric Society, vol. 56(5), pages 1065-83, September.

- Phillips, Peter C B & Park, Joon Y, 1988.
"
- Peter C.B. Phillips & Joon Y. Park, 1986.
"
**Asymptotic Equivalence of OLS and GLS in Regressions with Integrated Regressors**," Cowles Foundation Discussion Papers 802, Cowles Foundation for Research in Economics, Yale University. - Peter C.B. Phillips & Sam Ouliaris, 1986.
"
**Testing for Cointegration Using Principal Component Measures**," Cowles Foundation Discussion Papers 809R, Cowles Foundation for Research in Economics, Yale University, revised Jul 1987. - Peter C.B. Phillips & Joon Y. Park, 1986.
"
**Statistical Inference in Regressions with Integrated Processes: Part 1**," Cowles Foundation Discussion Papers 811R, Cowles Foundation for Research in Economics, Yale University, revised Aug 1987.- Park, Joon Y. & Phillips, Peter C.B., 1988.
"
**Statistical Inference in Regressions with Integrated Processes: Part 1**," Econometric Theory, Cambridge University Press, vol. 4(03), pages 468-497, December.

- Park, Joon Y. & Phillips, Peter C.B., 1988.
"
- Peter C.B. Phillips & Joon Y. Park, 1986.
"
**Statistical Inference in Regressions with Integrated Processes: Part 2**," Cowles Foundation Discussion Papers 819R, Cowles Foundation for Research in Economics, Yale University, revised Feb 1987.- Park, Joon Y. & Phillips, Peter C.B., 1989.
"
**Statistical Inference in Regressions with Integrated Processes: Part 2**," Econometric Theory, Cambridge University Press, vol. 5(01), pages 95-131, April.

- Park, Joon Y. & Phillips, Peter C.B., 1989.
"
- Perron, P. & Phillips, P.C.B., 1986.
"
**Does Gnp Have a Unit Root? a Reevaluation**," Cahiers de recherche 8640, Universite de Montreal, Departement de sciences economiques.- Perron, Pierre & Phillips, Peter C. B., 1987.
"
**Does GNP have a unit root? : A re-evaluation**," Economics Letters, Elsevier, vol. 23(2), pages 139-145.

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

#### 1985

- Peter C.B. Phillips, 1985.
"
**The Distribution of FIML in the Leading Case**," Cowles Foundation Discussion Papers 739, Cowles Foundation for Research in Economics, Yale University.- Phillips, P C B, 1986.
"
**The Distribution of FIML in the Leading Case**," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 27(1), pages 239-43, February.

- Phillips, P C B, 1986.
"
- Peter C.B. Phillips, 1985.
"
**Time Series Regression with a Unit Root**," Cowles Foundation Discussion Papers 740R, Cowles Foundation for Research in Economics, Yale University, revised Feb 1986.- Phillips, P C B, 1987.
"
**Time Series Regression with a Unit Root**," Econometrica, Econometric Society, vol. 55(2), pages 277-301, March.

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

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

- Phillips, P. C. B., 1987.
"
- Peter C.B. Phillips, 1985.
"
**Fractional Matrix Calculus and the Distribution of Multivariate Tests**," Cowles Foundation Discussion Papers 767, Cowles Foundation for Research in Economics, Yale University. - Peter C.B. Phillips & Steven N. Durlauf, 1985.
"
**Multiple Time Series Regression with Integrated Processes**," Cowles Foundation Discussion Papers 768, Cowles Foundation for Research in Economics, Yale University.

#### 1984

- Peter C.B. Phillips & R.C. Reiss, 1984.
"
**Testing for Serial Correlation and Unit Roots Using a Computer Function Routine Bases on ERA's**," Cowles Foundation Discussion Papers 721, Cowles Foundation for Research in Economics, Yale University. - Peter C.B. Phillips, 1984.
"
**The Exact Distribution of the Wald Statistic**," Cowles Foundation Discussion Papers 722, Cowles Foundation for Research in Economics, Yale University.- Phillips, P C B, 1986.
"
**The Exact Distribution of the Wald Statistic**," Econometrica, Econometric Society, vol. 54(4), pages 881-95, July.

- Phillips, P C B, 1986.
"
- Sam Ouliaris & Peter C.B. Phillips, 1984.
"
**The Exact Distribution of the Wald Statistic: The Non-Central Case**," Cowles Foundation Discussion Papers 731, Cowles Foundation for Research in Economics, Yale University.

#### 1983

- Peter C.B. Phillips, 1983.
"
**On University Education in Econometrics: Remarks on an Article by Eric R. Sowey**," Cowles Foundation Discussion Papers 679, Cowles Foundation for Research in Economics, Yale University. - Peter C.B. Phillips, 1983.
"
**The Exact Distribution of Zellner's SUR**," Cowles Foundation Discussion Papers 680, Cowles Foundation for Research in Economics, Yale University. - Peter C.B. Phillips, 1983.
"
**The Exact Distribution of Exogenous Variable Coefficient Estimators**," Cowles Foundation Discussion Papers 681, Cowles Foundation for Research in Economics, Yale University.- Phillips, P. C. B., 1984.
"
**The exact distribution of exogenous variable coefficient estimators**," Journal of Econometrics, Elsevier, vol. 26(3), pages 387-398, December.

- Phillips, P. C. B., 1984.
"
- Peter C.B. Phillips, 1983.
"
**The Exact Distribution of the Stein-Rule Estimator**," Cowles Foundation Discussion Papers 682, Cowles Foundation for Research in Economics, Yale University.- Phillips, P.C.B., 1984.
"
**The exact distribution of the Stein-rule estimator**," Journal of Econometrics, Elsevier, vol. 25(1-2), pages 123-131.

- Phillips, P.C.B., 1984.
"
- Peter C.B. Phillips, 1983.
"
**Finite Sample Econometrics Using ERA's**," Cowles Foundation Discussion Papers 683, Cowles Foundation for Research in Economics, Yale University. - Peter C.B. Phillips, 1983.
"
**An Everywhere Convergent Series Representation of the Distribution of Hotelling's Generalized T_{0}^{2}**," Cowles Foundation Discussion Papers 723R, Cowles Foundation for Research in Economics, Yale University, revised Mar 1986.

#### 1982

- Peter C.B. Phillips, 1982.
"
**Small Sample Distribution Theory in Econometric Models of Simultaneous Equations**," Cowles Foundation Discussion Papers 617, Cowles Foundation for Research in Economics, Yale University. - Peter C.B. Phillips, 1982.
"
**Exact Small Sample Theory in the Simultaneous Equations Model**," Cowles Foundation Discussion Papers 621, Cowles Foundation for Research in Economics, Yale University.- Phillips, P.C.B., 1983.
"
**Exact small sample theory in the simultaneous equations model**," Handbook of Econometrics, in: Z. Griliches† & M. D. Intriligator (ed.), Handbook of Econometrics, edition 1, volume 1, chapter 8, pages 449-516 Elsevier.

- Phillips, P.C.B., 1983.
"
- Peter C.B. Phillips, 1982.
"
**On the Exact Distribution of LIML (revised and extended, see CFDP 658)**," Cowles Foundation Discussion Papers 626, Cowles Foundation for Research in Economics, Yale University. - Peter C.B. Phillips, 1982.
"
**The Distribution of Matrix Quotients**," Cowles Foundation Discussion Papers 637, Cowles Foundation for Research in Economics, Yale University.- Phillips, P. C. B., 1985.
"
**The distribution of matrix quotients**," Journal of Multivariate Analysis, Elsevier, vol. 16(1), pages 157-161, February.

- Phillips, P. C. B., 1985.
"
- Peter C.B. Phillips, 1982.
"
**Failure of the Alternation Theorem in Rational Approximations Over C_0(-infinity,infinity)**," Cowles Foundation Discussion Papers 638, Cowles Foundation for Research in Economics, Yale University. - Peter C.B. Phillips, 1982.
"
**ERA's: A New Approach to Small Sample Theory**," Cowles Foundation Discussion Papers 645, Cowles Foundation for Research in Economics, Yale University.- Phillips, Peter C B, 1983.
"
**ERAs: A New Approach to Small Sample Theory**," Econometrica, Econometric Society, vol. 51(5), pages 1505-25, September.

- Phillips, Peter C B, 1983.
"
- Peter C.B. Phillips, 1982.
"
**The Exact Distribution of LIML: I**," Cowles Foundation Discussion Papers 658, Cowles Foundation for Research in Economics, Yale University.- Phillips, Peter C B, 1985.
"
**The Exact Distribution of LIML: II**," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 26(1), pages 21-36, February. - Phillips, Peter C B, 1984.
"
**The Exact Distribution of LIML: I**," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 25(1), pages 249-61, February.

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

- Phillips, Peter C B, 1985.
"

#### 1981

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

#### 1980

- R.W. Bailey & V.B. Hall & Peter C.B. Phillips, 1980.
"
**A Model of Output, Employment, Capital Formation and Inflation**," Cowles Foundation Discussion Papers 552, Cowles Foundation for Research in Economics, Yale University. - Peter C.B. Phillips, 1980.
"
**On a Lemma of Amemiya**," Cowles Foundation Discussion Papers 560, Cowles Foundation for Research in Economics, Yale University. - Peter C.B. Phillips, 1980.
"
**The Characteristic Function of the F Distribution**," Cowles Foundation Discussion Papers 561, Cowles Foundation for Research in Economics, Yale University. - Peter C.B. Phillips, 1980.
"
**Best Uniform Approximation to Probability Densities in Econometrics**," Cowles Foundation Discussion Papers 562, Cowles Foundation for Research in Economics, Yale University. - Peter C.B. Phillips, 1980.
"
**Characteristic Functions and the Tail Behavior of Probability Distributions**," Cowles Foundation Discussion Papers 567, Cowles Foundation for Research in Economics, Yale University. - Esfandier Maasoumi & Peter C.B. Phillips, 1980.
"
**On the Behavior of Inconsistent Instrumental Variable Estimators**," Cowles Foundation Discussion Papers 568, Cowles Foundation for Research in Economics, Yale University.- Maasoumi, Esfandiar & Phillips, Peter C. B., 1982.
"
**On the behavior of inconsistent instrumental variable estimators**," Journal of Econometrics, Elsevier, vol. 19(2-3), pages 183-201, August.

- Maasoumi, Esfandiar & Phillips, Peter C. B., 1982.
"
- Phillips, Peter C.B., 1980.
"
**On the Consistency of Non-Linear FIML**," Cowles Foundation Discussion Papers 573, Cowles Foundation for Research in Economics, Yale University.- Phillips, P C B, 1982.
"
**On the Consistency of Nonlinear FIML**," Econometrica, Econometric Society, vol. 50(5), pages 1307-24, September.

- Phillips, P C B, 1982.
"

#### 1979

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

#### 1978

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

#### Undated

- Peter C.B.Phillips & Jun Yu, .
"
**Limit Theory for Dating the Origination and Collapse of Mildly Explosive Periods in Time Series Data**," Working Papers CoFie-05-2009, Sim Kee Boon Institute for Financial Economics. - Jin Seo Cho & Peter C.B. Phillips, .
"
**Testing Equality of Covariance Matrices via Pythagorean Means**," Cowles Foundation Discussion Papers 1970, Cowles Foundation for Research in Economics, Yale University. - Peter C.B. Phillips & Ye Chen, .
"
**Restricted Likelihood Ratio Tests in Predictive Regression**," Cowles Foundation Discussion Papers 1968, Cowles Foundation for Research in Economics, Yale University. - John Kennes & Aaron Schiff, .
"
**Simple Reputation Systems**," Discussion Papers 05-21, University of Copenhagen. Department of Economics, revised Nov 2005.- John Kennes & Aaron Schiff, 2007.
"
**Simple Reputation Systems**," Scandinavian Journal of Economics, Wiley Blackwell, vol. 109(1), pages 71-91, 03.

- John Kennes & Aaron Schiff, 2007.
"

### Journal articles

#### 2015

- Phillips, Peter C. B., 2015.
"
**Memorial To Edmond Malinvaud**," Econometric Theory, Cambridge University Press, vol. 31(03), pages 423-425, June. - Kasparis, Ioannis & Andreou, Elena & Phillips, Peter C.B., 2015.
"
**Nonparametric predictive regression**," Journal of Econometrics, Elsevier, vol. 185(2), pages 468-494.- Ioannis Kasparis & Elena Andreou & Peter C. B. Phillips, 2012.
"
**Nonparametric Predictive Regression**," University of Cyprus Working Papers in Economics 14-2012, University of Cyprus Department of Economics. - Andreou, Elena & Kasparis, Ioannis & Phillips, Peter C. B., 2013.
"
**Nonparametric Predictive Regression**," CEPR Discussion Papers 9570, C.E.P.R. Discussion Papers. - Ioannis Kasparis & Elena Andreou & Peter C.B. Phillips, 2012.
"
**Nonparametric Predictive Regression**," Cowles Foundation Discussion Papers 1878, Cowles Foundation for Research in Economics, Yale University.

- Ioannis Kasparis & Elena Andreou & Peter C. B. Phillips, 2012.
"
- Lee, Yoonseok & Phillips, Peter C.B., 2015.
"
**Model selection in the presence of incidental parameters**," Journal of Econometrics, Elsevier, vol. 188(2), pages 474-489.- Yoonseok Lee & Peter C.B. Phillips, 2013.
"
**Model Selection in the Presence of Incidental Parameters**," Cowles Foundation Discussion Papers 1919, Cowles Foundation for Research in Economics, Yale University. - Yoonseok Lee & Peter C.B. Phillips, 2013.
"
**Model Selection in the Presence of Incidental Parameters**," Center for Policy Research Working Papers 159, Center for Policy Research, Maxwell School, Syracuse University.

- Yoonseok Lee & Peter C.B. Phillips, 2013.
"
- Giuseppe Cavaliere & Peter C. B. Phillips & Stephan Smeekes & A. M. Robert Taylor, 2015.
"
**Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility**," Econometric Reviews, Taylor & Francis Journals, vol. 34(4), pages 512-536, April.- Giuseppe Cavaliere & Peter C.B. Phillips & Stephan Smeekes & A.M. Robert Taylor, 2012.
"
**Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility**," Cowles Foundation Discussion Papers 1844, Cowles Foundation for Research in Economics, Yale University. - Cavaliere Giuseppe & Phillips Peter C.B. & Smeekes Stephan & Taylor A.M. Robert, 2011.
"
**Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility**," Research Memorandum 056, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).

- Giuseppe Cavaliere & Peter C.B. Phillips & Stephan Smeekes & A.M. Robert Taylor, 2012.
"
- Phillips, Peter C.B. & Han, Chirok, 2015.
"
**The true limit distributions of the Anderson–Hsiao IV estimators in panel autoregression**," Economics Letters, Elsevier, vol. 127(C), pages 89-92. - Peter C. B. Phillips & Ji Hyung Lee, 2015.
"
**Limit Theory for VARs with Mixed Roots Near Unity**," Econometric Reviews, Taylor & Francis Journals, vol. 34(6-10), pages 1035-1056, December. - Peter C. B. Phillips, 2015.
"
**Halbert White Jr. Memorial JFEC Lecture: Pitfalls and Possibilities in Predictive Regression**," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 13(3), pages 521-555. - Baek, Yae In & Cho, Jin Seo & Phillips, Peter C.B., 2015.
"
**Testing linearity using power transforms of regressors**," Journal of Econometrics, Elsevier, vol. 187(1), pages 376-384.- Yae In Baek & Jin Seo Cho & Peter C.B. Phillips, 2013.
"
**Testing Linearity Using Power Transforms of Regressors**," Cowles Foundation Discussion Papers 1917, Cowles Foundation for Research in Economics, Yale University. - YAE IN BAEK & Jin Seo Cho & PETER C.B. PHILLIPS, 2015.
"
**Testing Linearity Using Power Transforms of Regressors**," Working papers 2015rwp-79, Yonsei University, Yonsei Economics Research Institute.

- Yae In Baek & Jin Seo Cho & Peter C.B. Phillips, 2013.
"
- Liao, Zhipeng & Phillips, Peter C. B., 2015.
"
**Automated Estimation Of Vector Error Correction Models**," Econometric Theory, Cambridge University Press, vol. 31(03), pages 581-646, June.- Zhipeng Liao & Peter C.B. Phillips, 2012.
"
**Automated Estimation of Vector Error Correction Models**," Cowles Foundation Discussion Papers 1873, Cowles Foundation for Research in Economics, Yale University.

- Zhipeng Liao & Peter C.B. Phillips, 2012.
"
- Francis Bloch & Simona Fabrizi & Steffen Lippert, 2015.
"
**Learning and collusion in new markets with uncertain entry costs**," Economic Theory, Springer, vol. 58(2), pages 273-303, February.- Francis Bloch & Simona Fabrizi & Steffen Lippert, 2011.
"
**Learning and Collusion in New Markets with Uncertain Entry Costs**," Working Papers hal-00639049, HAL. - Francis Bloch & Simona Fabrizi & Steffen Lippert, 2014.
"
**Learning and collusion in new markets with uncertain entry costs**," PSE - Labex "OSE-Ouvrir la Science Economique" hal-01013188, HAL. - Francis Bloch & Simona Fabrizi & Steffen Lippert, 2011.
"
**Learning and Collusion in New Markets with Uncertain Entry Costs**," Working Papers 1112, University of Otago, Department of Economics, revised Dec 2011.

- Francis Bloch & Simona Fabrizi & Steffen Lippert, 2011.
"
- Chaudhuri, Ananish & Paichayontvijit, Tirnud & So, Tony, 2015.
"
**Team versus individual behavior in the minimum effort coordination game**," Journal of Economic Psychology, Elsevier, vol. 47(C), pages 85-102. - Greenaway-McGrevy, Ryan, 2015.
"
**Evaluating panel data forecasts under independent realization**," Journal of Multivariate Analysis, Elsevier, vol. 136(C), pages 108-125.

#### 2014

- Han, Chirok & Phillips, Peter C. B. & Sul, Donggyu, 2014.
"
**X-Differencing And Dynamic Panel Model Estimation**," Econometric Theory, Cambridge University Press, vol. 30(01), pages 201-251, February.- Chirok Han & Peter C.B. Phillips & Donggyu Sul, 2010.
"
**X-Differencing and Dynamic Panel Model Estimation**," Cowles Foundation Discussion Papers 1747, Cowles Foundation for Research in Economics, Yale University.

- Chirok Han & Peter C.B. Phillips & Donggyu Sul, 2010.
"
- Phillips, Peter C.B., 2014.
"
**Optimal estimation of cointegrated systems with irrelevant instruments**," Journal of Econometrics, Elsevier, vol. 178(P2), pages 210-224.- Peter C. B. Phillips, 2006.
"
**Optimal Estimation of Cointegrated Systems with Irrelevant Instruments**," Cowles Foundation Discussion Papers 1547, Cowles Foundation for Research in Economics, Yale University.

- Peter C. B. Phillips, 2006.
"
- Phillips, Peter C.B. & Yu, Jun, 2014.
"
**Special Issue Of Econometric Theory On Seta 2010: Editors’ Introduction**," Econometric Theory, Cambridge University Press, vol. 30(01), pages 1-2, February. - Peter C. B. Phillips, 2014.
"
**On Confidence Intervals for Autoregressive Roots and Predictive Regression**," Econometrica, Econometric Society, vol. 82(3), pages 1177-1195, 05.- Peter C.B. Phillips, 2012.
"
**On Confidence Intervals for Autoregressive Roots and Predictive Regression**," Cowles Foundation Discussion Papers 1879, Cowles Foundation for Research in Economics, Yale University.

- Peter C.B. Phillips, 2012.
"
- Ioannis Kasparis & Peter C. B. Phillips & Tassos Magdalinos, 2014.
"
**Nonlinearity Induced Weak Instrumentation**," Econometric Reviews, Taylor & Francis Journals, vol. 33(5-6), pages 676-712, August.- Ioannis Kasparis & Peter C.B. Phillips & Tassos Magdalinos, 2012.
"
**Non-linearity Induced Weak Instrumentation**," Cowles Foundation Discussion Papers 1872, Cowles Foundation for Research in Economics, Yale University. - Ioannis Kasparis & Peter C.B. Phillips & Tassos Magdalinos, 2012.
"
**Non-linearity Induced Weak Instrumentation**," University of Cyprus Working Papers in Economics 02-2012, University of Cyprus Department of Economics.

- Ioannis Kasparis & Peter C.B. Phillips & Tassos Magdalinos, 2012.
"
- Hyungsik Roger Moon & Benoit Perron & Peter C. B. Phillips, 2014.
"
**Point‐optimal panel unit root tests with serially correlated errors**," Econometrics Journal, Royal Economic Society, vol. 17(3), pages 338-372, October. - Offer Lieberman & Peter C. B. Phillips, 2014.
"
**Norming Rates And Limit Theory For Some Time-Varying Coefficient Autoregressions**," Journal of Time Series Analysis, Wiley Blackwell, vol. 35(6), pages 592-623, November.- Offer Lieberman & Peter C.B. Phillips, 2013.
"
**Norming Rates and Limit Theory for Some Time-Varying Coefficient Autoregressions**," Cowles Foundation Discussion Papers 1916, Cowles Foundation for Research in Economics, Yale University.

- Offer Lieberman & Peter C.B. Phillips, 2013.
"
- Peter C. B. Phillips, 2014.
"
**Homage to Halbert White**," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 12(4), pages 618-619. - Phillips, Peter C. B., 2014.
"
**Unit Roots In Life—A Graduate Student Story**," Econometric Theory, Cambridge University Press, vol. 30(04), pages 719-736, August.- Peter C.B. Phillips, 2013.
"
**Unit Roots in Life -- A Graduate Student Story**," Cowles Foundation Discussion Papers 1913, Cowles Foundation for Research in Economics, Yale University.

- Peter C.B. Phillips, 2013.
"
- Peter C. B. Phillips & Sainan Jin, 2014.
"
**Testing the Martingale Hypothesis**," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 32(4), pages 537-554, October.- Peter C.B. Phillips & Sainan Jin, 2013.
"
**Testing the Martingale Hypothesis**," Cowles Foundation Discussion Papers 1912, Cowles Foundation for Research in Economics, Yale University.

- Peter C.B. Phillips & Sainan Jin, 2013.
"
- Peter C. B. Phillips & Shuping Shi & Jun Yu, 2014.
"
**Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behaviour**," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 76(3), pages 315-333, 06.- Peter C. B. Phillips & Shu-Ping Shi & Jun Yu, 2012.
"
**Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior**," Working Papers 17-2012, Singapore Management University, School of Economics. - Peter C.B. Phillips & Shu-Ping Shi & Jun Yu, 2012.
"
**Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior**," Cowles Foundation Discussion Papers 1842, Cowles Foundation for Research in Economics, Yale University. - Peter C. B. Phillips & Shu-Ping Shi & Jun Yu, 2011.
"
**Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior**," Working Papers 15-2011, Singapore Management University, School of Economics.

- Peter C. B. Phillips & Shu-Ping Shi & Jun Yu, 2012.
"
- Xingang Wang & Sholeh Maani, 2014.
"
**Ethnic capital and self-employment: a spatially autoregressive network approach**," IZA Journal of Migration, Springer, vol. 3(1), pages 1-24, December.

#### 2013

- Han, Chirok & Phillips, Peter C.B., 2013.
"
**First difference maximum likelihood and dynamic panel estimation**," Journal of Econometrics, Elsevier, vol. 175(1), pages 35-45. - Gao, Jiti & Phillips, Peter C.B., 2013.
"
**Semiparametric estimation in triangular system equations with nonstationarity**," Journal of Econometrics, Elsevier, vol. 176(1), pages 59-79. - Phillips, Peter C.B. & Magdalinos, Tassos, 2013.
"
**Inconsistent Var Regression With Common Explosive Roots**," Econometric Theory, Cambridge University Press, vol. 29(04), pages 808-837, August.- Peter C.B. Phillips & Tassos Magdalinos, 2011.
"
**Inconsistent VAR Regression with Common Explosive Roots**," Cowles Foundation Discussion Papers 1777, Cowles Foundation for Research in Economics, Yale University.

- Peter C.B. Phillips & Tassos Magdalinos, 2011.
"
- Phillips, Peter C.B. & Lee, Ji Hyung, 2013.
"
**Predictive regression under various degrees of persistence and robust long-horizon regression**," Journal of Econometrics, Elsevier, vol. 177(2), pages 250-264. - Reiko Aoki, 2013.
"
**A Demographic Perspective on Japan's “Lost Decades”**," Population and Development Review, The Population Council, Inc., vol. 38, pages 103-112, 02.- Aoki, Reiko, 2012.
"
**A Demographic Perspective on Japan’s “Lost Decades”**," CIS Discussion paper series 576, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.

- Aoki, Reiko, 2012.
"
- Martin Berka & Michael B. Devereux, 2013.
"
**Trends in European real exchange rates**," Economic Policy, CEPR;CES;MSH, vol. 28(74), pages 193-242, 04. - Simona Fabrizi & Steffen Lippert & Pehr-Johan Norbäck & Lars Persson, 2013.
"
**Venture Capitalists and the Patenting of Innovations**," Journal of Industrial Economics, Wiley Blackwell, vol. 61(3), pages 623-659, 09. - Alexandre Dmitriev, 2013.
"
**Institutions and growth: evidence from estimation methods robust to weak instruments**," Applied Economics, Taylor & Francis Journals, vol. 45(13), pages 1625-1635, May. - Dmitriev, Alexandre & Roberts, Ivan, 2013.
"
**The cost of adjustment: On comovement between the trade balance and the terms of trade**," Economic Modelling, Elsevier, vol. 35(C), pages 689-700. - Chaudhuri, Ananish & Paichayontvijit, Tirnud & Shen, Lifeng, 2013.
"
**Gender differences in trust and trustworthiness: Individuals, single sex and mixed sex groups**," Journal of Economic Psychology, Elsevier, vol. 34(C), pages 181-194. - Greenway-McGrevy, Ryan, 2013.
"
**Multistep Prediction Of Panel Vector Autoregressive Processes**," Econometric Theory, Cambridge University Press, vol. 29(04), pages 699-734, August.

#### 2012

- Peter C. B. Phillips, 2012.
"
**Folklore Theorems, Implicit Maps, and Indirect Inference**," Econometrica, Econometric Society, vol. 80(1), pages 425-454, 01. - Yonghui Zhang & Liangjun Su & Peter C. B. Phillips, 2012.
"
**Testing for common trends in semi‐parametric panel data models with fixed effects**," Econometrics Journal, Royal Economic Society, vol. 15(1), pages 56-100, 02.- Yonghui Zhang & Liangjun Su & Peter C.B. Phillips, 2011.
"
**Testing for Common Trends in Semiparametric Panel Data Models with Fixed Effects**," Cowles Foundation Discussion Papers 1832, Cowles Foundation for Research in Economics, Yale University.

- Yonghui Zhang & Liangjun Su & Peter C.B. Phillips, 2011.
"
- Phillips, Peter C.B. & Yu, Jun, 2012.
"
**The Et Interview: A Conversation With Eric Ghysels**," Econometric Theory, Cambridge University Press, vol. 28(01), pages 207-217, February. - Phillips, Peter C.B., 2012.
"
**The 2009–2011 Tjalling C. Koopmans Econometric Theory Prize**," Econometric Theory, Cambridge University Press, vol. 28(04), pages 933-934, August. - Shi, Xiaoxia & Phillips, Peter C.B., 2012.
"
**Nonlinear Cointegrating Regression Under Weak Identification**," Econometric Theory, Cambridge University Press, vol. 28(03), pages 509-547, June.- Xiaoxia Shi & Peter C. B. Phillips, 2010.
"
**Nonlinear Cointegrating Regression under Weak Identification**," Cowles Foundation Discussion Papers 1768, Cowles Foundation for Research in Economics, Yale University.

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

- Ioannis Kasparis & Peter C. B. Phillips, 2009.
"
- Giraitis, Liudas & Phillips, Peter C.B., 2012.
"
**Mean and autocovariance function estimation near the boundary of stationarity**," Journal of Econometrics, Elsevier, vol. 169(2), pages 166-178.- Liudas Giraitis & Peter C. B. Phillips, 2009.
"
**Mean and Autocovariance Function Estimation Near the Boundary of Stationarity**," Cowles Foundation Discussion Papers 1690, Cowles Foundation for Research in Economics, Yale University.

- Liudas Giraitis & Peter C. B. Phillips, 2009.
"
- Ploberger, Werner & Phillips, Peter C.B., 2012.
"
**Optimal estimation under nonstandard conditions**," Journal of Econometrics, Elsevier, vol. 169(2), pages 258-265.- Werner Ploberger & Peter C.B. Phillips, 2010.
"
**Optimal Estimation under Nonstandard Conditions**," Cowles Foundation Discussion Papers 1748, Cowles Foundation for Research in Economics, Yale University.

- Werner Ploberger & Peter C.B. Phillips, 2010.
"
- Cheng, Xu & Phillips, Peter C.B., 2012.
"
**Cointegrating rank selection in models with time-varying variance**," Journal of Econometrics, Elsevier, vol. 169(2), pages 155-165.- Xu Cheng & Peter C. B. Phillips, 2009.
"
**Cointegrating Rank Selection in Models with Time-Varying Variance**," Cowles Foundation Discussion Papers 1688, Cowles Foundation for Research in Economics, Yale University.

- Xu Cheng & Peter C. B. Phillips, 2009.
"
- Martin Berka & Michael B. Devereux & Charles Engel, 2012.
"
**Real Exchange Rate Adjustment in and out of the Eurozone**," American Economic Review, American Economic Association, vol. 102(3), pages 179-85, May. - Martin Berka & Mario J. Crucini & Chih-Wei Wang, 2012.
"
**International risk sharing and commodity prices**," Canadian Journal of Economics, Canadian Economics Association, vol. 45(2), pages 417-447, May.- Martin Berka & Mario J. Crucini & Chih-Wei Wang, 2011.
"
**International Risk-Sharing and Commodity Prices**," Vanderbilt University Department of Economics Working Papers 1121, Vanderbilt University Department of Economics. - Martin Berka & Mario J Crucini & Chih-Wei Wang, 2011.
"
**International risk sharing and commodity prices**," CAMA Working Papers 2011-34, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.

- Martin Berka & Mario J. Crucini & Chih-Wei Wang, 2011.
"
- Simona Fabrizi & Steffen Lippert, 2012.
"
**Due Diligence, Research Joint Ventures, and Incentives to Innovate**," Journal of Institutional and Theoretical Economics (JITE), Mohr Siebeck, Tübingen, vol. 168(4), pages 588-611, December.- Simona Fabrizi & Steffen Lippert, 2011.
"
**Due diligence, research joint ventures, and incentives to innovate**," Working Papers 1113, University of Otago, Department of Economics, revised Dec 2011. - Fabrizi, Simona & Lippert, Steffen, 2011.
"
**Due diligence, research joint ventures, and incentives to innovate**," MPRA Paper 33207, University Library of Munich, Germany.

- Simona Fabrizi & Steffen Lippert, 2011.
"
- Dmitriev, Alexandre & Roberts, Ivan, 2012.
"
**International business cycles with complete markets**," Journal of Economic Dynamics and Control, Elsevier, vol. 36(6), pages 862-875.- Alexandre Dmitriev & Ivan Roberts, 2013.
"
**International Business Cycles with Complete Markets**," RBA Research Discussion Papers rdp2013-08, Reserve Bank of Australia.

- Alexandre Dmitriev & Ivan Roberts, 2013.
"
- Dmitriev, Alexandre & Krznar, Ivo, 2012.
"
**Habit Persistence And International Comovements**," Macroeconomic Dynamics, Cambridge University Press, vol. 16(S3), pages 312-330, November. - Greenaway-McGrevy, Ryan & Han, Chirok & Sul, Donggyu, 2012.
"
**Asymptotic distribution of factor augmented estimators for panel regression**," Journal of Econometrics, Elsevier, vol. 169(1), pages 48-53. - Greenaway-McGrevy, Ryan & Han, Chirok & Sul, Donggyu, 2012.
"
**Estimating the number of common factors in serially dependent approximate factor models**," Economics Letters, Elsevier, vol. 116(3), pages 531-534.

#### 2011

- Wang, Qiying & Phillips, Peter C.B., 2011.
"
**Asymptotic Theory For Zero Energy Functionals With Nonparametric Regression Applications**," Econometric Theory, Cambridge University Press, vol. 27(02), pages 235-259, April. - Wang, Xiaohu & Phillips, Peter C.B. & Yu, Jun, 2011.
"
**Bias in estimating multivariate and univariate diffusions**," Journal of Econometrics, Elsevier, vol. 161(2), pages 228-245, April.- Xiaohu Wang & Peter C.B. Phillips & Jun Yu, 2011.
"
**Bias in Estimating Multivariate and Univariate Diffusions**," Cowles Foundation Discussion Papers 1778, Cowles Foundation for Research in Economics, Yale University.

- Xiaohu Wang & Peter C.B. Phillips & Jun Yu, 2011.
"
- Peter C. B. Phillips & Liangjun Su, 2011.
"
**Non‐parametric regression under location shifts**," Econometrics Journal, Royal Economic Society, vol. 14(3), pages 457-486, October. - Peter C. B. Phillips & Yangru Wu & Jun Yu, 2011.
"
**EXPLOSIVE BEHAVIOR IN THE 1990s NASDAQ: WHEN DID EXUBERANCE ESCALATE ASSET VALUES?**," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 52(1), pages 201-226, 02.- Peter C. B. Phillips & Yangru Wu & Jun Yu, 2007.
"
**Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values?**," Working Papers 222007, Hong Kong Institute for Monetary Research. - Peter C.B. Philips & Yangru Wu & Jun Yu, 2009.
"
**Explosive Behavior in the 1990s Nasdaq : When Did Exuberance Escalate Asset Values?**," Finance Working Papers 23050, East Asian Bureau of Economic Research. - Peter C.B. PHILIPS & Yangru WU & Jun YU, 2009.
"
**Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values?**," Working Papers 19-2009, Singapore Management University, School of Economics. - Peter C.B. Phillips & Yangru Wu & Jun Yu, 2009.
"
**Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values?**," Cowles Foundation Discussion Papers 1699, Cowles Foundation for Research in Economics, Yale University. - Peter C.B.Phillips & Yangru Wu & Jun Yu, 2009.
"
**Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values?**," Working Papers CoFie-03-2008, Sim Kee Boon Institute for Financial Economics.

- Peter C. B. Phillips & Yangru Wu & Jun Yu, 2007.
"
- Han, Chirok & Cho, Jin Seo & Phillips, Peter C. B., 2011.
"
**Infinite Density at the Median and the Typical Shape of Stock Return Distributions**," Journal of Business & Economic Statistics, American Statistical Association, vol. 29(2), pages 282-294.- Chirok Han & Jin Seo Cho & Peter C. B. Phillips, 2011.
"
**Infinite Density at the Median and the Typical Shape of Stock Return Distributions**," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 29(2), pages 282-294, April.

- Chirok Han & Jin Seo Cho & Peter C. B. Phillips, 2009.
"
**Infinite Density at the Median and the Typical Shape of Stock Return Distributions**," Discussion Paper Series 0914, Institute of Economic Research, Korea University. - Chirok Han & Jin Seo Cho & Peter C.B. Phillips, 2009.
"
**Infinite Density at the Median and the Typical Shape of Stock Return Distributions**," Cowles Foundation Discussion Papers 1701, Cowles Foundation for Research in Economics, Yale University. - Peter C.B.Phillips & Jin Seo Cho & Chirok Han, 2009.
"
**Infinite Density at the Median and the Typical Shape of Stock Return Distributions**," Working Papers CoFie-03-2009, Sim Kee Boon Institute for Financial Economics.

- Chirok Han & Jin Seo Cho & Peter C. B. Phillips, 2011.
"
- Peter C. B. Phillips & Jun Yu, 2011.
"
**Dating the timeline of financial bubbles during the subprime crisis**," Quantitative Economics, Econometric Society, vol. 2(3), pages 455-491, November.- Peter C. B. Phillips & Jun Yu, 2009.
"
**Dating the Timeline of Financial Bubbles During the Subprime Crisis**," Finance Working Papers 23051, East Asian Bureau of Economic Research. - Peter C. B. Phillips & Jun Yu, 2009.
"
**Dating the Timeline of Financial Bubbles During the Subprime Crisis**," Working Papers 18-2009, Singapore Management University, School of Economics. - Peter C. B. Phillips & Jun Yu, 2010.
"
**Dating the Timeline of Financial Bubbles during the Subprime Crisis**," Cowles Foundation Discussion Papers 1770, Cowles Foundation for Research in Economics, Yale University. - Peter C.B.Phillips & Jun Yu, 2009.
"
**Dating the Timeline of Financial Bubbles During the Subprime Crisis**," Working Papers CoFie-07-2009, Sim Kee Boon Institute for Financial Economics.

- Peter C. B. Phillips & Jun Yu, 2009.
"
- Han, Chirok & Phillips, Peter C. B. & Sul, Donggyu, 2011.
"
**Uniform Asymptotic Normality In Stationary And Unit Root Autoregression**," Econometric Theory, Cambridge University Press, vol. 27(06), pages 1117-1151, December.- Chirok Han & Peter C.B. Phillips & Donggyu Sul, 2010.
"
**Uniform Asymptotic Normality in Stationary and Unit Root Autoregression**," Cowles Foundation Discussion Papers 1746, Cowles Foundation for Research in Economics, Yale University.

- Chirok Han & Peter C.B. Phillips & Donggyu Sul, 2010.
"
- Xu, Ke-Li & Phillips, Peter C. B., 2011.
"
**Tilted Nonparametric Estimation of Volatility Functions With Empirical Applications**," Journal of Business & Economic Statistics, American Statistical Association, vol. 29(4), pages 518-528.- Ke-Li Xu & Peter C. B. Phillips, 2011.
"
**Tilted Nonparametric Estimation of Volatility Functions With Empirical Applications**," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 29(4), pages 518-528, October.

- Ke-Li Xu & Peter C. B. Phillips, 2011.
"
- Sun, Yixiao & Phillips, Peter C.B. & Jin, Sainan, 2011.
"
**Power Maximization And Size Control In Heteroskedasticity And Autocorrelation Robust Tests With Exponentiated Kernels**," Econometric Theory, Cambridge University Press, vol. 27(06), pages 1320-1368, December.- Yixiao Sun & Peter C.B. Phillips & Sainan Jin, 2010.
"
**Power Maximization and Size Control in Heteroskedasticity and Autocorrelation Robust Tests with Exponentiated Kernels**," Cowles Foundation Discussion Papers 1749, Cowles Foundation for Research in Economics, Yale University.

- Yixiao Sun & Peter C.B. Phillips & Sainan Jin, 2010.
"
- Peter C. B. Phillips & Jun Yu, 2011.
"
**Corrigendum to âA Gaussian approach for continuous time models of shortâterm interest ratesâ (Yu, J. and P. C. B. Phillips, Econometrics Journal, 4, 210â24)**," Econometrics Journal, Royal Economic Society, vol. 14, pages 126-129, 02. - Bandyopadhyay, Debasis & Tang, Xueli, 2011.
"
**Understanding the economic dynamics behind growth-inequality relationships**," Journal of Macroeconomics, Elsevier, vol. 33(1), pages 14-32, March. - Debasis Bandyopadhyay & Xueli Tang, 2011.
"
**Parental nurturing and adverse effects of redistribution**," Journal of Economic Growth, Springer, vol. 16(1), pages 71-98, March. - Ananish Chaudhuri, 2011.
"
**Sustaining cooperation in laboratory public goods experiments: a selective survey of the literature**," Experimental Economics, Springer, vol. 14(1), pages 47-83, March. - Ananish Chaudhuri & Erwann Sbai, 2011.
"
**Gender differences in trust and reciprocity in repeated gift exchange games**," New Zealand Economic Papers, Taylor & Francis Journals, vol. 45(1-2), pages 81-95. - Lippert, Steffen & Spagnolo, Giancarlo, 2011.
"
**Networks of relations and Word-of-Mouth Communication**," Games and Economic Behavior, Elsevier, vol. 72(1), pages 202-217, May.- Spagnolo, Giancarlo & Lippert, Steffen, 2004.
"
**Networks of Relations**," SSE/EFI Working Paper Series in Economics and Finance 570, Stockholm School of Economics, revised 03 May 2005. - Lippert, Steffen & Spagnolo, Giancarlo, 2005.
"
**Networks of Relations and Social Capital**," CEPR Discussion Papers 5078, C.E.P.R. Discussion Papers.

- Spagnolo, Giancarlo & Lippert, Steffen, 2004.
"
- Luca Rigotti & Matthew Ryan & Rhema Vaithianathan, 2011.
"
**Optimism and firm formation**," Economic Theory, Springer, vol. 46(1), pages 1-38, January.

#### 2010

- Han, Chirok & Phillips, Peter C. B., 2010.
"
**Gmm Estimation For Dynamic Panels With Fixed Effects And Strong Instruments At Unity**," Econometric Theory, Cambridge University Press, vol. 26(01), pages 119-151, February.- Chirok Han & Peter C.B. Phillips, 2007.
"
**GMM Estimation for Dynamic Panels with Fixed Effects and Strong Instruments at Unity**," Cowles Foundation Discussion Papers 1599, Cowles Foundation for Research in Economics, Yale University.

- Chirok Han & Peter C.B. Phillips, 2007.
"
- Hong, Seung Hyun & Phillips, Peter C. B., 2010.
"
**Testing Linearity in Cointegrating Relations With an Application to Purchasing Power Parity**," Journal of Business & Economic Statistics, American Statistical Association, vol. 28(1), pages 96-114.- Seung Hyun Hong & Peter C. B. Phillips, 2005.
"
**Testing Linearity in Cointegrating Relations with an Application to Purchasing Power Parity**," Cowles Foundation Discussion Papers 1541, Cowles Foundation for Research in Economics, Yale University.

- Seung Hyun Hong & Peter C. B. Phillips, 2005.
"
- Carlo V. Fiorio & Vassilis A. Hajivassiliou & Peter C. B. Phillips, 2010.
"
**Bimodal t-ratios: the impact of thick tails on inference**," Econometrics Journal, Royal Economic Society, vol. 13(2), pages 271-289, 07. - Cho, Jin Seo & Han, Chirok & Phillips, Peter C.B., 2010.
"
**Lad Asymptotics Under Conditional Heteroskedasticity With Possibly Infinite Error Densities**," Econometric Theory, Cambridge University Press, vol. 26(03), pages 953-962, June.- Peter C.B.Phillips & Jin Seo Cho & Chirok Han, 2009.
"
**LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities**," Working Papers CoFie-02-2009, Sim Kee Boon Institute for Financial Economics. - Jin Seo Cho & Chirok-Han & Peter C. B. Phillips, 2009.
"
**LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities**," Discussion Paper Series 0917, Institute of Economic Research, Korea University. - Jin Seo Cho & Chirok Han & Peter C.B. Phillips, 2009.
"
**LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities**," Cowles Foundation Discussion Papers 1703, Cowles Foundation for Research in Economics, Yale University.

- Peter C.B.Phillips & Jin Seo Cho & Chirok Han, 2009.
"
- Gouriéroux, Christian & Phillips, Peter C.B. & Yu, Jun, 2010.
"
**Indirect inference for dynamic panel models**," Journal of Econometrics, Elsevier, vol. 157(1), pages 68-77, July.- Christian Gourieroux & Peter C. B. Phillips & Jun Yu, 2006.
"
**Indirect Inference for Dynamic Panel Models**," Cowles Foundation Discussion Papers 1550, Cowles Foundation for Research in Economics, Yale University. - Christian GouriÃƒÂ©roux & Peter C. B. Phillips & Jun Yu, 2006.
"
**Indirect Inference for Dynamic Panel Models**," Development Economics Working Papers 22421, East Asian Bureau of Economic Research.

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

- Peter C. B. Phillips, 2009.
"
- Phillips, Peter C.B. & Magdalinos, Tassos & Giraitis, Liudas, 2010.
"
**Smoothing local-to-moderate unit root theory**," Journal of Econometrics, Elsevier, vol. 158(2), pages 274-279, October.- Peter C.B. Phillips & Tassos Magdalinos & Liudas Giraitis, 2008.
"
**Smoothing Local-to-Moderate Unit Root Theory**," Cowles Foundation Discussion Papers 1659, Cowles Foundation for Research in Economics, Yale University.

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

- Peter C.B. Phillips, 2010.
"
- Aoki, Reiko & Schiff, Aaron, 2010.
"
**Intellectual property clearinghouses: The effects of reduced transaction costs in licensing**," Information Economics and Policy, Elsevier, vol. 22(3), pages 218-227, July.- Aoki, Reiko & Schiff, Aaron, 2007.
"
**Intellectual Property Clearinghouses: The Effects of Reduced Transaction Costs in Licensing**," PIE/CIS Discussion Paper 335, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University. - Aoki, Reiko & Schiff, Aaron, 2007.
"
**Intellectual Property Clear inghouses: The Effects of Reduced Transaction Costs in Licensing**," Discussion Paper Series a495, Institute of Economic Research, Hitotsubashi University. - Aoki, Reiko & Schiff, Aaron, 2008.
"
**Intellectual Property Clearinghouses: The Effects of Reduced Transaction Costs in Licensing**," PIE/CIS Discussion Paper 359, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.

- Aoki, Reiko & Schiff, Aaron, 2007.
"
- Ananish Chaudhuri & Tirnud Paichayontvijit, 2010.
"
**Recommended play and performance bonuses in the minimum effort coordination game**," Experimental Economics, Springer, vol. 13(3), pages 346-363, September. - Chaudhuri, Ananish, 2010.
"
**Experimental Economics: Rethinking the Rules, Nicholas Bardsley, Robin Cubitt, Graham Loomes, Peter Moffatt, Chris Starmer, Robert Sugden. Princeton University Press, Princeton, NJ (2009). 384 pp., Ha**," Journal of Economic Psychology, Elsevier, vol. 31(6), pages 1057-1060, December. - Ananish Chaudhuri, 2010.
"
**Reflections of a journal editor**," New Zealand Economic Papers, Taylor & Francis Journals, vol. 44(3), pages 211-215. - Florens, Jean-Pierre & Sbaï, Erwann, 2010.
"
**Local Identification In Empirical Games Of Incomplete Information**," Econometric Theory, Cambridge University Press, vol. 26(06), pages 1638-1662, December.- Florens, Jean-Pierre & Sbaï, Erwann, 2009.
"
**Local Identification in Empirical Games of Incomplete Information**," IDEI Working Papers 612, Institut d'Économie Industrielle (IDEI), Toulouse. - Florens, Jean-Pierre & Sbaï, Erwann, 2009.
"
**Local Identification in Empirical Games of Incomplete Information**," TSE Working Papers 10-166, Toulouse School of Economics (TSE).

- Florens, Jean-Pierre & Sbaï, Erwann, 2009.
"
- Chesnokova Tatyana & Vaithianathan Rhema, 2010.
"
**The Economics of Female Genital Cutting**," The B.E. Journal of Economic Analysis & Policy, De Gruyter, vol. 10(1), pages 1-28, July.

#### 2009

- Magdalinos, Tassos & Phillips, Peter C.B., 2009.
"
**Limit Theory For Cointegrated Systems With Moderately Integrated And Moderately Explosive Regressors**," Econometric Theory, Cambridge University Press, vol. 25(02), pages 482-526, April. - Phillips, Peter C.B., 2009.
"
**Econometric Theory And Practice**," Econometric Theory, Cambridge University Press, vol. 25(03), pages 583-586, June. - Wang, Qiying & Phillips, Peter C.B., 2009.
"
**Asymptotic Theory For Local Time Density Estimation And Nonparametric Cointegrating Regression**," Econometric Theory, Cambridge University Press, vol. 25(03), pages 710-738, June.- Qiying Wang & Peter C.B. Phillips, 2006.
"
**Asymptotic Theory for Local Time Density Estimation and Nonparametric Cointegrating Regression**," Cowles Foundation Discussion Papers 1594, Cowles Foundation for Research in Economics, Yale University.

- Qiying Wang & Peter C.B. Phillips, 2006.
"
- Chambers, Marcus J. & Phillips, Peter C.B. & Taylor, A.M. Robert, 2009.
"
**Econometric Theory Memorial To Albert Rex Bergstrom–Introduction**," Econometric Theory, Cambridge University Press, vol. 25(04), pages 891-900, August. - Phillips, Peter C.B., 2009.
"
**Exact Distribution Theory In Structural Estimation With An Identity**," Econometric Theory, Cambridge University Press, vol. 25(04), pages 958-984, August.- Peter C.B. Phillips, 2007.
"
**Exact Distribution Theory in Structural Estimation with an Identity**," Cowles Foundation Discussion Papers 1613, Cowles Foundation for Research in Economics, Yale University.

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

- Xu Cheng & Peter C.B. Phillips, 2008.
"
- Peter C. B. Phillips & Donggyu Sul, 2009.
"
**Economic transition and growth**," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(7), pages 1153-1185.- Peter C.B. Phillips & Donggyu Sul, 2005.
"
**Economic Transition and Growth**," Cowles Foundation Discussion Papers 1514, Cowles Foundation for Research in Economics, Yale University.

- Peter C.B. Phillips & Donggyu Sul, 2005.
"
- Peter C. B. Phillips & Jun Yu, 2009.
"
**Simulation-Based Estimation of Contingent-Claims Prices**," Review of Financial Studies, Society for Financial Studies, vol. 22(9), pages 3669-3705, September.- Peter C. B. Phillips & Jun Yu, 2008.
"
**Simulation-based Estimation of Contingent-claims Prices**," Finance Working Papers 22473, East Asian Bureau of Economic Research. - Peter C.B.Phillips & Jun Yu, .
"
**Simulation-based Estimation of Contingent Claims Prices**," Working Papers CoFie-05-2008, Sim Kee Boon Institute for Financial Economics. - Peter C.B. Phillips & Jun Yu, 2007.
"
**Simulation-based Estimation of Contingent-claims Prices**," Cowles Foundation Discussion Papers 1596, Cowles Foundation for Research in Economics, Yale University.

- Peter C. B. Phillips & Jun Yu, 2008.
"
- Phillips, Peter C.B., 2009.
"
**Local Limit Theory And Spurious Nonparametric Regression**," Econometric Theory, Cambridge University Press, vol. 25(06), pages 1466-1497, December.- Peter C.B. Phillips, 2008.
"
**Local Limit Theory and Spurious Nonparametric Regression**," Cowles Foundation Discussion Papers 1654, Cowles Foundation for Research in Economics, Yale University.

- Peter C.B. Phillips, 2008.
"
- Phillips, Peter C.B. & Magdalinos, Tassos, 2009.
"
**Unit Root And Cointegrating Limit Theory When Initialization Is In The Infinite Past**," Econometric Theory, Cambridge University Press, vol. 25(06), pages 1682-1715, December.- Peter C.B. Phillips & Tassos Magdalinos, 2008.
"
**Unit Root and Cointegrating Limit Theory When Initialization Is in the Infinite Past**," Cowles Foundation Discussion Papers 1655, Cowles Foundation for Research in Economics, Yale University.

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

- Peter C.B. Phillips, 2008.
"
- Phillips, Peter C.B. & Yu, Jun, 2009.
"
**A two-stage realized volatility approach to estimation of diffusion processes with discrete data**," Journal of Econometrics, Elsevier, vol. 150(2), pages 139-150, June. - Qiying Wang & Peter C. B. Phillips, 2009.
"
**Structural Nonparametric Cointegrating Regression**," Econometrica, Econometric Society, vol. 77(6), pages 1901-1948, November.- Qiying Wang & Peter C.B. Phillips, 2008.
"
**Structural Nonparametric Cointegrating Regression**," Cowles Foundation Discussion Papers 1657, Cowles Foundation for Research in Economics, Yale University.

- Qiying Wang & Peter C.B. Phillips, 2008.
"
- Aoki, Reiko & Spiegel, Yossi, 2009.
"
**Pre-grant patent publication and cumulative innovation**," International Journal of Industrial Organization, Elsevier, vol. 27(3), pages 333-345, May. - Cameron, Lisa & Chaudhuri, Ananish & Erkal, Nisvan & Gangadharan, Lata, 2009.
"
**Propensities to engage in and punish corrupt behavior: Experimental evidence from Australia, India, Indonesia and Singapore**," Journal of Public Economics, Elsevier, vol. 93(7-8), pages 843-851, August. - Vivi Alatas & Lisa Cameron & Ananish Chaudhuri & Nisvan Erkal & Lata Gangadharan, 2009.
"
**Subject pool effects in a corruption experiment: A comparison of Indonesian public servants and Indonesian students**," Experimental Economics, Springer, vol. 12(1), pages 113-132, March.- Vivi Alatas & Lisa Cameron & Ananish Chaudhuri & Nisvan Erkal & Lata Gangadharan, 2006.
"
**Subject Pool Effects in a Corruption Experiment: A Comparison of Indonesian Public Servants and Indonesian Students**," Department of Economics - Working Papers Series 975, The University of Melbourne.

- Vivi Alatas & Lisa Cameron & Ananish Chaudhuri & Nisvan Erkal & Lata Gangadharan, 2006.
"
- Ananish Chaudhuri & Andrew Schotter & Barry Sopher, 2009.
"
**Talking Ourselves to Efficiency: Coordination in Inter-Generational Minimum Effort Games with Private, Almost Common and Common Knowledge of Advice**," Economic Journal, Royal Economic Society, vol. 119(534), pages 91-122, 01. - Vivi Alatas & Lisa Cameron & Ananish Chaudhuri & Nisvan Erkal & Lata Gangadharan, 2009.
"
**Gender, Culture, and Corruption: Insights from an Experimental Analysis**," Southern Economic Journal, Southern Economic Association, vol. 75(3), pages 663–680, January. - Martin Berka, 2009.
"
**Nonlinear Adjustment in Law of One Price Deviations and Physical Characteristics of Goods**," Review of International Economics, Wiley Blackwell, vol. 17(1), pages 51-73, 02.- Berka, Martin, 2006.
"
**Non-linear adjustment in law of one price deviations and physical characteristics of goods**," MPRA Paper 8606, University Library of Munich, Germany, revised Dec 2007.

- Berka, Martin, 2006.
"
- Lippert, Steffen & Schumacher, Christoph, 2009.
"
**Hopping on the methadone bus**," Journal of Health Economics, Elsevier, vol. 28(3), pages 728-736, May.- Lippert, Steffen & Schumacher, Christoph, 2009.
"
**Hopping on the Methadone Bus**," MPRA Paper 13043, University Library of Munich, Germany.

- Lippert, Steffen & Schumacher, Christoph, 2009.
"
- Tseng, Chung-Li & Zhu, Wei & Dmitriev, Alexandre, 2009.
"
**Variable capacity utilization, ambient temperature shocks and generation asset valuation**," Energy Economics, Elsevier, vol. 31(6), pages 888-896, November.- Chung-Li & Wei Zhu & Alexandre Dmitriev, 2009.
"
**Variable Capacity Utilization, Ambient Temperature Shocks and Generation Asset Valuation**," Discussion Papers 2009-14, School of Economics, The University of New South Wales.

- Chung-Li & Wei Zhu & Alexandre Dmitriev, 2009.
"

#### 2008

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

- Ke-Li Xu & Peter C.B. Phillips, 2006.
"
- Yixiao Sun & Peter C. B. Phillips & Sainan Jin, 2008.
"
**Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing**," Econometrica, Econometric Society, vol. 76(1), pages 175-194, 01.- Yixiao Sun & Peter C. B. Phillips & Sainan Jin, 2006.
"
**Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing**," Cowles Foundation Discussion Papers 1545, Cowles Foundation for Research in Economics, Yale University.

- Yixiao Sun & Peter C. B. Phillips & Sainan Jin, 2006.
"
- Offer Lieberman & Peter Phillips, 2008.
"
**Refined Inference on Long Memory in Realized Volatility**," Econometric Reviews, Taylor & Francis Journals, vol. 27(1-3), pages 254-267.- Offer Lieberman & Peter C. B. Phillips, 2006.
"
**Refined Inference on Long Memory in Realized Volatility**," Cowles Foundation Discussion Papers 1549, Cowles Foundation for Research in Economics, Yale University.

- Offer Lieberman & Peter C. B. Phillips, 2006.
"
- Phillips, Peter C.B. & Han, Chirok, 2008.
"
**Gaussian Inference In Ar(1) Time Series With Or Without A Unit Root**," Econometric Theory, Cambridge University Press, vol. 24(03), pages 631-650, June.- Peter C. B. Phillips & Chirok Han, 2006.
"
**Gaussian Inference in AR(1) Time Series with or without a Unit Root**," Cowles Foundation Discussion Papers 1546, Cowles Foundation for Research in Economics, Yale University.

- Peter C. B. Phillips & Chirok Han, 2006.
"
- Ibragimov, Rustam & Phillips, Peter C.B., 2008.
"
**Regression Asymptotics Using Martingale Convergence Methods**," Econometric Theory, Cambridge University Press, vol. 24(04), pages 888-947, August.- Rustam Ibragimov & Peter C.B. Phillips, 2004.
"
**Regression Asymptotics Using Martingale Convergence Methods**," Cowles Foundation Discussion Papers 1473, Cowles Foundation for Research in Economics, Yale University. - Ibragimov, Rustam & Phillips, Peter C.B., 2008.
"
**Regression asymptotics using martingale convergence methods**," Scholarly Articles 2624459, Harvard University Department of Economics.

- Rustam Ibragimov & Peter C.B. Phillips, 2004.
"
- Hall, V.B. & Phillips, P.C.B., 2008.
"
**The A.R. Bergstrom Prize In Econometrics: 2007**," Econometric Theory, Cambridge University Press, vol. 24(05), pages 1461-1462, October. - Phillips, Peter C.B. & Magdalinos, Tassos, 2008.
"
**Limit Theory For Explosively Cointegrated Systems**," Econometric Theory, Cambridge University Press, vol. 24(04), pages 865-887, August.- Peter C.B. Phillips & Tassos Magdalinos, 2007.
"
**Limit Theory for Explosively Cointegrated Systems**," Cowles Foundation Discussion Papers 1614, Cowles Foundation for Research in Economics, Yale University.

- Peter C.B. Phillips & Tassos Magdalinos, 2007.
"
- Lieberman, Offer & Phillips, Peter C.B., 2008.
"
**A complete asymptotic series for the autocovariance function of a long memory process**," Journal of Econometrics, Elsevier, vol. 147(1), pages 99-103, November.- Offer Lieberman & Peter C.B. Phillips, 2006.
"
**A Complete Asymptotic Series for the Autocovariance Function of a Long Memory Process**," Cowles Foundation Discussion Papers 1586, Cowles Foundation for Research in Economics, Yale University.

- Offer Lieberman & Peter C.B. Phillips, 2006.
"
- Chaudhuri, Ananish, 2008.
"
**Herbert Gintis, Samuel Bowles, Robert Boyd and Ernst Fehr, Editors, Moral Sentiments and Material Interests, MIT Press, Cambridge, MA (2005) ISBN-10: 0-262-07252-1, ISBN-13: 978-0-262-07252-6 xii+404,**," European Journal of Political Economy, Elsevier, vol. 24(1), pages 280-281, March. - Kennes, John & Schiff, Aaron, 2008.
"
**Quality infomediation in search markets**," International Journal of Industrial Organization, Elsevier, vol. 26(5), pages 1191-1202, September. - Lippert, Steffen & Spagnolo, Giancarlo, 2008.
"
**Internet peering as a network of relations**," Telecommunications Policy, Elsevier, vol. 32(1), pages 33-49, February.- Lippert, Steffen & Spagnolo, Giancarlo, 2006.
"
**Internet Peering as a Network of Relations**," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 191, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.

- Lippert, Steffen & Spagnolo, Giancarlo, 2006.
"
- Chesnokova Tatyana & Vaithianathan Rhema, 2008.
"
**Lucky Last? Intra-Sibling Allocation of Child Labor**," The B.E. Journal of Economic Analysis & Policy, De Gruyter, vol. 8(1), pages 1-30, July.

#### 2007

- Phillips, Peter C.B. & Magdalinos, Tassos, 2007.
"
**Limit theory for moderate deviations from a unit root**," Journal of Econometrics, Elsevier, vol. 136(1), pages 115-130, January.- Peter C.B. Phillips & Tassos Magdalinos, 2004.
"
**Limit Theory for Moderate Deviations from a Unit Root**," Cowles Foundation Discussion Papers 1471, Cowles Foundation for Research in Economics, Yale University.

- Peter C.B. Phillips & Tassos Magdalinos, 2004.
"
- Phillips, Peter C.B. & Sul, Donggyu, 2007.
"
**Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence**," Journal of Econometrics, Elsevier, vol. 137(1), pages 162-188, March.- Peter C.B. Phillips & Donggyu Sul, 2003.
"
**Bias in Dynamic Panel Estimation with Fixed Effects, Incidental Trends and Cross Section Dependence**," Cowles Foundation Discussion Papers 1438, Cowles Foundation for Research in Economics, Yale University, revised Jun 2004. - Peter C.B. Phillips & Donggyu Sul, 2004.
"
**Bias in Dynamic Panel Estimation with Fixed Effects, Incidental Trends and Cross Section Dependence**," Yale School of Management Working Papers ysm428, Yale School of Management. - Phillips, Peter & Sul, Donggyu, 2003.
"
**Bias in Dynamic Panel Estimation with Fixed Effects, Incidental Trends and Cross Section Dependence**," Working Papers 177, Department of Economics, The University of Auckland.

- Peter C.B. Phillips & Donggyu Sul, 2003.
"
- Bandi, Federico M. & Phillips, Peter C.B., 2007.
"
**A simple approach to the parametric estimation of potentially nonstationary diffusions**," Journal of Econometrics, Elsevier, vol. 137(2), pages 354-395, April.- Federico M. Bandi & Peter C.B. Phillips, 2005.
"
**A Simple Approach to the Parametric Estimation of Potentially Nonstationary Diffusions**," Cowles Foundation Discussion Papers 1522, Cowles Foundation for Research in Economics, Yale University.

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

- Peter C.B. Phillips, 1999.
"
- Phillips, Peter C.B. & Sul, Donggyu, 2007.
"
**Some empirics on economic growth under heterogeneous technology**," Journal of Macroeconomics, Elsevier, vol. 29(3), pages 455-469, September. - Peter C. B. Phillips & Donggyu Sul, 2007.
"
**Transition Modeling and Econometric Convergence Tests**," Econometrica, Econometric Society, vol. 75(6), pages 1771-1855, November.- Peter C.B. Phillips & Donggyu Sul, 2007.
"
**Transition Modeling and Econometric Convergence Tests**," Cowles Foundation Discussion Papers 1595, Cowles Foundation for Research in Economics, Yale University.

- Peter C.B. Phillips & Donggyu Sul, 2007.
"
- Moon, Hyungsik Roger & Perron, Benoit & Phillips, Peter C.B., 2007.
"
**Incidental trends and the power of panel unit root tests**," Journal of Econometrics, Elsevier, vol. 141(2), pages 416-459, December.- Peter C.B. Phillips & Hyungsik Roger Moon & Benoit Perron, 2004.
"
**Incidental Trends and the Power of Panel Unit Root Tests**," Yale School of Management Working Papers ysm414, Yale School of Management. - Hyungsik Roger Moon & Benoit Perron & Peter C.B. Phillips, 2005.
"
**Incidental Trends and the Power of Panel Unit Root Tests**," IEPR Working Papers 05.38, Institute of Economic Policy Research (IEPR). - Hyungsik Roger Moon & Benoit Perron & Peter C.B. Phillips, 2003.
"
**Incidental Trends and the Power of Panel Unit Root Tests**," Cowles Foundation Discussion Papers 1435, Cowles Foundation for Research in Economics, Yale University.

- Peter C.B. Phillips & Hyungsik Roger Moon & Benoit Perron, 2004.
"
- Phillips, Peter C.B. & Jin, Sainan & Hu, Ling, 2007.
"
**Nonstationary discrete choice: A corrigendum and addendum**," Journal of Econometrics, Elsevier, vol. 141(2), pages 1115-1130, December.- Peter C.B. Phillips & Sainan Jin & Ling Hu, 2005.
"
**Nonstationary Discrete Choice: A Corrigendum and Addendum**," Cowles Foundation Discussion Papers 1516, Cowles Foundation for Research in Economics, Yale University.

- Peter C.B. Phillips & Sainan Jin & Ling Hu, 2005.
"
- Phillips, Peter C.B. & Kim, Chang Sik, 2007.
"
**Long-Run Covariance Matrices For Fractionally Integrated Processes**," Econometric Theory, Cambridge University Press, vol. 23(06), pages 1233-1247, December.- Peter C.B. Phillips & Chang Sik Kim, 2007.
"
**Long Run Covariance Matrices for Fractionally Integrated Processes**," Cowles Foundation Discussion Papers 1611, Cowles Foundation for Research in Economics, Yale University.

- Peter C.B. Phillips & Chang Sik Kim, 2007.
"
- Phillips, Peter C.B., 2007.
"
**Regression With Slowly Varying Regressors And Nonlinear Trends**," Econometric Theory, Cambridge University Press, vol. 23(04), pages 557-614, August. - Phillips, Peter C.B., 2007.
"
**The Econometric Theory Awards 2007**," Econometric Theory, Cambridge University Press, vol. 23(02), pages 369-369, April. - Chaudhuri, Ananish, 2007.
"
**Vincent F. Hendricks and Pelle G. Hansen, Editors, Game theory: 5 questions, Automatic Press, New York (2007) ISBN 87-991013-4-3 v+233 pp., Soft-cover, US $26.00**," Journal of Economic Psychology, Elsevier, vol. 28(5), pages 625-627, October. - Ananish Chaudhuri & Lata Gangadharan, 2007.
"
**An Experimental Analysis of Trust and Trustworthiness**," Southern Economic Journal, Southern Economic Association, vol. 73(4), pages 959–985, April. - Ananish Chaudhuri, 2007.
"
**Editor's introduction**," New Zealand Economic Papers, Taylor & Francis Journals, vol. 41(2), pages 1-2. - Ananish Chaudhuri, 2007.
"
**Editor's introduction**," New Zealand Economic Papers, Taylor & Francis Journals, vol. 41(1), pages 1-2. - John Kennes & Aaron Schiff, 2007.
"
**Simple Reputation Systems**," Scandinavian Journal of Economics, Wiley Blackwell, vol. 109(1), pages 71-91, 03.- John Kennes & Aaron Schiff, .
"
**Simple Reputation Systems**," Discussion Papers 05-21, University of Copenhagen. Department of Economics, revised Nov 2005.

- John Kennes & Aaron Schiff, .
"

#### 2006

- Liudas Giraitis & Peter C. B. Phillips, 2006.
"
**Uniform Limit Theory for Stationary Autoregression**," Journal of Time Series Analysis, Wiley Blackwell, vol. 27(1), pages 51-60, 01.- Liudas Giraitis & Peter C.B. Phillips, 2004.
"
**Uniform Limit Theory for Stationary Autoregression**," Cowles Foundation Discussion Papers 1475, Cowles Foundation for Research in Economics, Yale University. - L Giraitis & P C B Phillips, .
"
**Uniform limit theory for stationary autoregression**," Discussion Papers 05/23, Department of Economics, University of York.

- Liudas Giraitis & Peter C.B. Phillips, 2004.
"
- Shimotsu, Katsumi & Phillips, Peter C.B., 2006.
"
**Local Whittle estimation of fractional integration and some of its variants**," Journal of Econometrics, Elsevier, vol. 130(2), pages 209-233, February. - Chirok Han & Peter C. B. Phillips, 2006.
"
**GMM with Many Moment Conditions**," Econometrica, Econometric Society, vol. 74(1), pages 147-192, 01.- Chirok Han & Peter C.B. Phillips, 2005.
"
**GMM with Many Moment Conditions**," Cowles Foundation Discussion Papers 1515, Cowles Foundation for Research in Economics, Yale University. - Peter C. B. Phillips & Chirok Han, 2004.
"
**GMM with Many Moment Conditions**," Econometric Society 2004 Far Eastern Meetings 525, Econometric Society.

- Chirok Han & Peter C.B. Phillips, 2005.
"
- Peter C. B. Phillips & Ke-Li Xu, 2006.
"
**Inference in Autoregression under Heteroskedasticity**," Journal of Time Series Analysis, Wiley Blackwell, vol. 27(2), pages 289-308, 03. - Jin, Sainan & Phillips, Peter C.B. & Sun, Yixiao, 2006.
"
**A new approach to robust inference in cointegration**," Economics Letters, Elsevier, vol. 91(2), pages 300-306, May.- Sainan Jin & Peter C.B. Phillips & Yixiao Sun, 2005.
"
**A New Approach to Robust Inference in Cointegration**," Cowles Foundation Discussion Papers 1538, Cowles Foundation for Research in Economics, Yale University.

- Sainan Jin & Peter C.B. Phillips & Yixiao Sun, 2005.
"
- Peter C. B. Phillips & Yixiao Sun & Sainan Jin, 2006.
"
**Spectral Density Estimation And Robust Hypothesis Testing Using Steep Origin Kernels Without Truncation**," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 47(3), pages 837-894, 08.- Phillips, Peter C.B. & Sun, Yixiao & Jin, Sainan, 2004.
"
**Spectral Density Estimation and Robust Hypothesis Testing Using Steep Origin Kernels Without Truncation**," University of California at San Diego, Economics Working Paper Series qt6mf9q2rt, Department of Economics, UC San Diego.

- Phillips, Peter C.B. & Sun, Yixiao & Jin, Sainan, 2004.
"
- Phillips, Peter C.B. & Yu, Jun, 2006.
"
**Comment**," Journal of Business & Economic Statistics, American Statistical Association, vol. 24, pages 202-208, April. - Phillips, Peter C.B., 2006.
"
**The Econometric Theory Awards 2006**," Econometric Theory, Cambridge University Press, vol. 22(02), pages 345-345, April. - Phillips, Peter C.B., 2006.
"
**A Remark On Bimodality And Weak Instrumentation In Structural Equation Estimation**," Econometric Theory, Cambridge University Press, vol. 22(05), pages 947-960, October.- Peter C. B. Phillips, 2005.
"
**A Remark on Bimodality and Weak Instrumentation in Structural Equation Estimation**," Cowles Foundation Discussion Papers 1540, Cowles Foundation for Research in Economics, Yale University.

- Peter C. B. Phillips, 2005.
"
- Hall, V.B. & Phillips, P.C.B., 2006.
"
**The A.R. Bergstrom Prize In Econometrics: 2005**," Econometric Theory, Cambridge University Press, vol. 22(01), pages 169-170, February. - Phillips, Peter C. B., 2006.
"
**The 2003 2005 Tjalling C. Koopmans Econometric Theory Prize**," Econometric Theory, Cambridge University Press, vol. 22(04), pages 763-764, August. - Moon, H.R. & Perron, B. & Phillips, P.C.B., 2006.
"
**On The Breitung Test For Panel Unit Roots And Local Asymptotic Power**," Econometric Theory, Cambridge University Press, vol. 22(06), pages 1179-1190, December. - Erwann Sba� & Olivier Armantier, 2006.
"
**Estimation and comparison of treasury auction formats when bidders are asymmetric**," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(6), pages 745-779. - Vaithianathan, Rhema, 2006.
"
**Health insurance and imperfect competition in the health care market**," Journal of Health Economics, Elsevier, vol. 25(6), pages 1193-1202, November. - Ananish Chaudhuri & Tirnud Paichayontvijit, 2006.
"
**Conditional cooperation and voluntary contributions to a public good**," Economics Bulletin, AccessEcon, vol. 3(8), pages 1-14.

#### 2005

- Peter C. B. Phillips, 2005.
"
**Phillips on Fisher's Equation**," American Journal of Economics and Sociology, Wiley Blackwell, vol. 64(1), pages 125-168, 01. - Peter C. B. Phillips, 2005.
"
**Jackknifing Bond Option Prices**," Review of Financial Studies, Society for Financial Studies, vol. 18(2), pages 707-742.- Peter C.B. Phillips & Jun Yu, 2003.
"
**Jackknifing Bond Option Prices**," Cowles Foundation Discussion Papers 1392, Cowles Foundation for Research in Economics, Yale University. - Yu, Jun & Phillips, Peter, 2002.
"
**Jacknifing Bond Option Prices**," Working Papers 187, Department of Economics, The University of Auckland. - Jun Yu & Peter Phillips, 2004.
"
**Jackknifing Bond Option Prices**," Econometric Society 2004 North American Winter Meetings 115, Econometric Society.

- Peter C.B. Phillips & Jun Yu, 2003.
"
- Donggyu Sul & Peter C. B. Phillips & Chi-Young Choi, 2005.
"
**Prewhitening Bias in HAC Estimation**," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 67(4), pages 517-546, 08.- Sul, Donggyu & Phillips, Peter & Choi, Chi-Young, 2003.
"
**Prewhitening Bias in HAC Estimation**," Working Papers 141, Department of Economics, The University of Auckland. - Donggyu Sul & Peter C.B. Phillips & Choi, Chi-Young, 2003.
"
**Prewhitening Bias in HAC Estimation**," Cowles Foundation Discussion Papers 1436, Cowles Foundation for Research in Economics, Yale University. - Peter C.B. Phillips & Chi-Young Choi & Donggyu Sul, 2004.
"
**Prewhitening Bias in HAC Estimation**," Yale School of Management Working Papers ysm426, Yale School of Management.

- Sul, Donggyu & Phillips, Peter & Choi, Chi-Young, 2003.
"
- Offer Lieberman & Peter C. B. Phillips, 2005.
"
**Expansions for approximate maximum likelihood estimators of the fractional difference parameter**," Econometrics Journal, Royal Economic Society, vol. 8(3), pages 367-379, December.- Offer Lieberman & Peter C.B. Phillips, 2004.
"
**Expansions for Approximate Maximum Likelihood Estimators of the Fractional Difference Parameter**," Cowles Foundation Discussion Papers 1474, Cowles Foundation for Research in Economics, Yale University.

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

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

- Peter C.B. Phillips, 2004.
"
- Phillips, Peter C.B., 2005.
"
**AUTOMATED INFERENCE AND THE FUTURE OF ECONOMETRICS: A Colloquium for ET's 20th Anniversary**," Econometric Theory, Cambridge University Press, vol. 21(01), pages 1-2, February. - Peter Phillips, 2005.
"
**Albert Rex Bergstrom 1925-2005**," New Zealand Economic Papers, Taylor & Francis Journals, vol. 39(2), pages 129-152. - Phillips, Peter C.B., 2005.
"
**Challenges of trending time series econometrics**," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 68(5), pages 401-416.- Peter C.B. Phillips, 2004.
"
**Challenges of Trending Time Series Econometrics**," Cowles Foundation Discussion Papers 1472, Cowles Foundation for Research in Economics, Yale University.

- Peter C.B. Phillips, 2004.
"
- Debasis Bandyopadhyay & Parantap Basu, 2005.
"
**What drives the cross-country growth and inequality correlation?**," Canadian Journal of Economics, Canadian Economics Association, vol. 38(4), pages 1272-1297, November. - Debasis Bandyopadhyay, 2005.
"
**Omitted productivity data: Why haven't economic reforms increased productivity growth in New Zealand?**," New Zealand Economic Papers, Taylor & Francis Journals, vol. 39(1), pages 105-108.

#### 2004

- Hyungsik Roger Moon & Peter C. B. Phillips, 2004.
"
**GMM Estimation of Autoregressive Roots Near Unity with Panel Data**," Econometrica, Econometric Society, vol. 72(2), pages 467-522, 03.- Hyungsik Roger Moon & Peter C.B. Phillips, 2000.
"
**GMM Estimation of Autoregressive Roots Near Unity with Panel Data**," Cowles Foundation Discussion Papers 1274, Cowles Foundation for Research in Economics, Yale University. - Hyungsik Roger Moon & Peter C.B. Phillips, 2003.
"
**GMM Estimation of Autoregressive Roots Near Unity with Panel Data**," Cowles Foundation Discussion Papers 1390, Cowles Foundation for Research in Economics, Yale University. - Hyungsik Roger Moon, 2000.
"
**GMM Estimation of Autoregressive Roots Near Unity with Panel Data**," Econometric Society World Congress 2000 Contributed Papers 0913, Econometric Society.

- Hyungsik Roger Moon & Peter C.B. Phillips, 2000.
"
- Phillips, Peter C. B. & Park, Joon Y. & Chang, Yoosoon, 2004.
"
**Nonlinear instrumental variable estimation of an autoregression**," Journal of Econometrics, Elsevier, vol. 118(1-2), pages 219-246.- Peter C.B. Phillips & Joon Y. Park & Yoosoon Chang, 2001.
"
**Nonlinear Instrumental Variable Estimation of an Autoregression**," Cowles Foundation Discussion Papers 1331, Cowles Foundation for Research in Economics, Yale University.

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

- Ling Hu & Peter C.B. Phillips, 2002.
"
- Offer Lieberman & Peter C. B. Phillips, 2004.
"
**Error bounds and asymptotic expansions for toeplitz product functionals of unbounded spectra**," Journal of Time Series Analysis, Wiley Blackwell, vol. 25(5), pages 733-753, 09.- Offer Lieberman & Peter C.B. Phillips, 2002.
"
**Error Bounds and Asymptotic Expansions for Toeplitz Product Functionals of Unbounded Spectra**," Cowles Foundation Discussion Papers 1374, Cowles Foundation for Research in Economics, Yale University.

- Offer Lieberman & Peter C.B. Phillips, 2002.
"
- Lieberman, Offer & Phillips, Peter C.B., 2004.
"
**Expansions For The Distribution Of The Maximum Likelihood Estimator Of The Fractional Difference Parameter**," Econometric Theory, Cambridge University Press, vol. 20(03), pages 464-484, June. - Phillips, Peter C. B., 2004.
"
**The Econometric Theory Awards 2004**," Econometric Theory, Cambridge University Press, vol. 20(03), pages 641-641, June. - Paruolo, Paolo & Phillips, Peter C.B., 2004.
"
**NOTES AND PROBLEMS: A new format for the PROBLEMS AND SOLUTIONS SERIES**," Econometric Theory, Cambridge University Press, vol. 20(04), pages 643-644, August. - Aoki, Reiko & Small, John, 2004.
"
**Compulsory licensing of technology and the essential facilities doctrine**," Information Economics and Policy, Elsevier, vol. 16(1), pages 13-29, March.- Aoki, Reiko & Small, John, 2003.
"
**Compulsory Licensing of Technology and the Essential Facilities Doctrine**," Discussion Paper 167, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.

- Aoki, Reiko & Small, John, 2003.
"
- Debasis Bandyopadhyay, 2004.
"
**Why haven't economic reforms increased productivity growth in New Zealand?**," New Zealand Economic Papers, Taylor & Francis Journals, vol. 38(2), pages 219-240. - Rhema Vaithianathan, 2004.
"
**A Critique of the Private Health Insurance Regulations**," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 37(3), pages 257-270, 09.

#### 2003

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

- Peter C.B. Phillips, 2003.
"
- Federico M. Bandi & Peter C. B. Phillips, 2003.
"
**Fully Nonparametric Estimation of Scalar Diffusion Models**," Econometrica, Econometric Society, vol. 71(1), pages 241-283, January.- Federico M. Bandi & Peter C.B. Phillips, 2001.
"
**Fully Nonparametric Estimation of Scalar Diffusion Models**," Cowles Foundation Discussion Papers 1332, Cowles Foundation for Research in Economics, Yale University.

- Federico M. Bandi & Peter C.B. Phillips, 2001.
"
- Werner Ploberger & Peter C. B. Phillips, 2003.
"
**Empirical Limits for Time Series Econometric Models**," Econometrica, Econometric Society, vol. 71(2), pages 627-673, March.- Peter C.B. Phillips & Werner Ploberger, 1999.
"
**Empirical Limits for Time Series Econometric Models**," Cowles Foundation Discussion Papers 1220, Cowles Foundation for Research in Economics, Yale University.

- Peter C.B. Phillips & Werner Ploberger, 1999.
"
- Peter C. B. Phillips & Donggyu Sul, 2003.
"
**Dynamic panel estimation and homogeneity testing under cross section dependence ***," Econometrics Journal, Royal Economic Society, vol. 6(1), pages 217-259, 06. - Peter Hall & Qiwei Yao, 2003.
"
**Inference in Arch and Garch Models with Heavy--Tailed Errors**," Econometrica, Econometric Society, vol. 71(1), pages 285-317, January. - Sun, Yixiao & Phillips, Peter C. B., 2003.
"
**Nonlinear log-periodogram regression for perturbed fractional processes**," Journal of Econometrics, Elsevier, vol. 115(2), pages 355-389, August.- Yixiao Sun & Peter C.B. Phillips, 2002.
"
**Nonlinear Log-Periodogram Regression for Perturbed Fractional Processes**," Cowles Foundation Discussion Papers 1366, Cowles Foundation for Research in Economics, Yale University.

- Yixiao Sun & Peter C.B. Phillips, 2002.
"
- Werner Ploberger & Peter C. B. Phillips, 2003.
"
**An Introduction to Best Empirical Models when the Parameter Space is Infinite Dimensional**," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 65(s1), pages 877-890, December. - Phillips, Peter C.B. & Sun, Yixiao, 2003.
"
**02.3.1. Regression with an Evaporating Logarithmic Trend Solution**," Econometric Theory, Cambridge University Press, vol. 19(04), pages 692-701, August. - Phillips, Peter C.B., 2003.
"
**Vision And Influence In Econometrics: John Denis Sargan**," Econometric Theory, Cambridge University Press, vol. 19(03), pages 495-511, June.- Peter C.B. Phillips, 2003.
"
**Vision and Influence in Econometrics: John Denis Sargan**," Cowles Foundation Discussion Papers 1393, Cowles Foundation for Research in Economics, Yale University.

- Peter C.B. Phillips, 2003.
"
- Phillips, Peter C.B., 2003.
"
**In Memory Of John Denis Sargan**," Econometric Theory, Cambridge University Press, vol. 19(03), pages 417-422, June. - Hall, V.B. & Phillips, P.C.B., 2003.
"
**The A.R. Bergstrom Prize In Econometrics: 2003**," Econometric Theory, Cambridge University Press, vol. 19(06), pages 1199-1200, December. - Phillips, Peter C.B., 2003.
"
**The 2000 2002 Tjalling C. Koopmans Econometric Theory Prize**," Econometric Theory, Cambridge University Press, vol. 19(06), pages 1201-1202, December. - Reiko Aoki, 2003.
"
**Effect of credible quality investment with Bertrand and Cournot competition**," Economic Theory, Springer, vol. 21(2), pages 653-672, 03. - Reiko Aoki & Jin-Li Hu, 2003.
"
**Time Factors of Patent Litigation and Licensing**," Journal of Institutional and Theoretical Economics (JITE), Mohr Siebeck, Tübingen, vol. 159(2), pages 280-, June. - Reiko Aoki & Jorge Achcar & Heleno Bolfarine & Julio Singer, 2003.
"
**Bayesian analysis of null intercept errors-in-variables regression for pretest/post-test data**," Journal of Applied Statistics, Taylor & Francis Journals, vol. 30(1), pages 3-12. - Schiff, Aaron, 2003.
"
**Open and closed systems of two-sided networks**," Information Economics and Policy, Elsevier, vol. 15(4), pages 425-442, December. - Vaithianathan, Rhema, 2003.
"
**Supply-side cost sharing when patients and doctors collude**," Journal of Health Economics, Elsevier, vol. 22(5), pages 763-780, September. - Matthew J. Ryan & Rhema Vaithianathan, 2003.
"
**Medical insurance with rank-dependent utility**," Economic Theory, Springer, vol. 22(3), pages 689-698, October. - Ryan Matthew Joseph & Vaithianathan Rhema, 2003.
"
**Adverse Selection and Insurance Contracting: A Rank-Dependent Utility Analysis**," The B.E. Journal of Theoretical Economics, De Gruyter, vol. 3(1), pages 1-20, August.

#### 2002

- Dean Corbae & Sam Ouliaris & Peter C. B. Phillips, 2002.
"
**Band Spectral Regression with Trending Data**," Econometrica, Econometric Society, vol. 70(3), pages 1067-1109, May.- Dean Corbae & Sam Ouliaris & Peter C.B. Phillips, 1997.
"
**Band Spectral Regression with Trending Data**," Cowles Foundation Discussion Papers 1163, Cowles Foundation for Research in Economics, Yale University. - Corbae, D. & Ouliaris, S. & Phillips, P.C.B., 1997.
"
**Band Spectral Regression with Trending Data**," Working Papers 97-09, University of Iowa, Department of Economics.

- Dean Corbae & Sam Ouliaris & Peter C.B. Phillips, 1997.
"
- Phillips, Peter C. B. & Jin, Sainan, 2002.
"
**The KPSS test with seasonal dummies**," Economics Letters, Elsevier, vol. 77(2), pages 239-243, October.- Sainan Jin & Peter C.B. Phillips, 2002.
"
**The KPSS Test with Seasonal Dummies**," Cowles Foundation Discussion Papers 1373, Cowles Foundation for Research in Economics, Yale University.

- Sainan Jin & Peter C.B. Phillips, 2002.
"
- Xiao, Zhijie & Phillips, Peter C. B., 2002.
"
**A CUSUM test for cointegration using regression residuals**," Journal of Econometrics, Elsevier, vol. 108(1), pages 43-61, May.- Zhijie Xiao & Peter C.B. Phillips, 2001.
"
**A CUSUM Test for Cointegration Using Regression Residuals**," Cowles Foundation Discussion Papers 1329, Cowles Foundation for Research in Economics, Yale University.

- Zhijie Xiao & Peter C.B. Phillips, 2001.
"
- Xiao, Zhijie & Phillips, Peter C. B., 2002.
"
**Higher order approximations for Wald statistics in time series regressions with integrated processes**," Journal of Econometrics, Elsevier, vol. 108(1), pages 157-198, May. - Phillips, Peter C. B., 2002.
"
**New unit root asymptotics in the presence of deterministic trends**," Journal of Econometrics, Elsevier, vol. 111(2), pages 323-353, December.- Phillips, Peter, 1998.
"
**New Unit Root Asymptotics in the Presence of Deterministic Trends**," Working Papers 196, Department of Economics, The University of Auckland. - Peter C.B. Phillips, 1998.
"
**New Unit Root Asymptotics in the Presence of Deterministic Trends**," Cowles Foundation Discussion Papers 1196, Cowles Foundation for Research in Economics, Yale University.

- Phillips, Peter, 1998.
"
- Chao, John C. & Phillips, Peter C. B., 2002.
"
**Jeffreys prior analysis of the simultaneous equations model in the case with n+1 endogenous variables**," Journal of Econometrics, Elsevier, vol. 111(2), pages 251-283, December.- John C. Chao & Peter C.B. Phillips, 1998.
"
**Jeffreys Prior Analysis of the Simultaneous Equations Model in the Case with n+1 Endogenous Variables**," Cowles Foundation Discussion Papers 1198, Cowles Foundation for Research in Economics, Yale University.

- John C. Chao & Peter C.B. Phillips, 1998.
"
- Phillips, Peter C. B., 2002.
"
**The 2002 Econometric Theory Awards**," Econometric Theory, Cambridge University Press, vol. 18(01), pages 195-195, February. - Chaudhuri, Ananish & Sopher, Barry & Strand, Paul, 2002.
"
**Cooperation in social dilemmas, trust and reciprocity**," Journal of Economic Psychology, Elsevier, vol. 23(2), pages 231-249, April. - Chaudhuri, Ananish, 2002.
"
**Experimental Business Research; Rami Zwick, Amnon Rapoport (Eds.), Kluwer Academic Publishers: Norwell, MA and Dordrecht, The Netherlands. Hardcover, 2002. xv + 410 pp. ISBN 0792374835, $140, [euro;]1**," Journal of Economic Psychology, Elsevier, vol. 23(6), pages 793-796, December. - Chaudhuri, Ananish & Maitra, Pushkar, 2002.
"
**On the Choice of Tenancy Contracts in Rural India**," Economica, London School of Economics and Political Science, vol. 69(275), pages 445-59, August. - Debajyoti Chakrabarty & Ananish Chaudhuri & Chester Spell, 2002.
"
**Information Structure and Contractual Choice in Franchising**," Journal of Institutional and Theoretical Economics (JITE), Mohr Siebeck, Tübingen, vol. 158(4), pages 638-, December. - Vaithianathan, Rhema, 2002.
"
**Will Subsidising Private Health Insurance Help the Public Health System?**," The Economic Record, The Economic Society of Australia, vol. 78(242), pages 277-83, September.

#### 2001

- Carmela Quintos & Zhenhong Fan & Peter C. B. Phillips, 2001.
"
**Structural Change Tests in Tail Behaviour and the Asian Crisis**," Review of Economic Studies, Oxford University Press, vol. 68(3), pages 633-663. - Park, Joon Y & Phillips, Peter C B, 2001.
"
**Nonlinear Regressions with Integrated Time Series**," Econometrica, Econometric Society, vol. 69(1), pages 117-61, January.- Joon Y. Park & Peter C.B. Phillips, 1998.
"
**Nonlinear Regressions with Integrated Time Series**," Cowles Foundation Discussion Papers 1190, Cowles Foundation for Research in Economics, Yale University. - Joon Y. Park & Peter C. B. Phillips, 1999.
"
**Nonlinear Regressions with Integrated Time Series**," Working Paper Series no6, Institute of Economic Research, Seoul National University.

- Joon Y. Park & Peter C.B. Phillips, 1998.
"
- Yoosoon Chang & Joon Y. Park & Peter C. B. Phillips, 2001.
"
**Nonlinear econometric models with cointegrated and deterministically trending regressors**," Econometrics Journal, Royal Economic Society, vol. 4(1), pages 1-36.- Yoosoon Chang & Joon Y. Park & Peter C.B. Phillips, 1999.
"
**Nonlinear Econometric Models with Cointegrated and Deterministically Trending Regressors**," Cowles Foundation Discussion Papers 1245, Cowles Foundation for Research in Economics, Yale University.

- Yoosoon Chang & Joon Y. Park & Peter C.B. Phillips, 1999.
"
- Jun Yu & Peter C. B. Phillips, 2001.
"
**A Gaussian approach for continuous time models of the short-term interest rate**," Econometrics Journal, Royal Economic Society, vol. 4(2), pages 3. - Peter C. B. Phillips, 2001.
"
**Descriptive econometrics for non-stationary time series with empirical illustrations**," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(3), pages 389-413.- Peter C.B. Phillips, 1999.
"
**Descriptive Econometrics for Nonstationary Time Series with Empirical Illustrations**," Cowles Foundation Discussion Papers 1219, Cowles Foundation for Research in Economics, Yale University.

- Peter C.B. Phillips, 1999.
"
- Alex Maynard & Peter C. B. Phillips, 2001.
"
**Rethinking an old empirical puzzle: econometric evidence on the forward discount anomaly**," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(6), pages 671-708. - Phillips, Peter C. B., 2001.
"
**Trending time series and macroeconomic activity: Some present and future challenges**," Journal of Econometrics, Elsevier, vol. 100(1), pages 21-27, January.- Peter C.B. Phillips, 2000.
"
**Trending Time Series and Macroeconomic Activity: Some Present and Future Challenges**," Cowles Foundation Discussion Papers 1264, Cowles Foundation for Research in Economics, Yale University.

- Peter C.B. Phillips, 2000.
"
- Oxley, Les & Phillips, Peter C. B., 2001.
"
**Econometric Society Intensive Workshop For Young Scholars**," Econometric Theory, Cambridge University Press, vol. 17(06), pages 1161-1163, December. - Phillips, Peter C.B. & Moon, Hyungsik Roger & Xiao, Zhijie, 2001.
"
**How To Estimate Autoregressive Roots Near Unity**," Econometric Theory, Cambridge University Press, vol. 17(01), pages 29-69, February.- Peter C.B. Phillips & Hyungsik R. Moon & Zhijie Xiao, 1998.
"
**How to Estimate Autoregressive Roots Near Unity**," Cowles Foundation Discussion Papers 1191, Cowles Foundation for Research in Economics, Yale University. - Phillips, Peter C.B. & Moon, Hyungsik R., 1999.
"
**How to Estimate Autoregressive Roots Near Unity**," University of California at Santa Barbara, Economics Working Paper Series qt87p2z8zx, Department of Economics, UC Santa Barbara.

- Peter C.B. Phillips & Hyungsik R. Moon & Zhijie Xiao, 1998.
"
- Aoki, Reiko & Tauman, Yair, 2001.
"
**Patent licensing with spillovers**," Economics Letters, Elsevier, vol. 73(1), pages 125-130, October. - Bandyopadhyay, Debasis & Basu, Parantap, 2001.
"
**Redistributive Tax and Growth in a Model with Discrete Occupational Choice**," Australian Economic Papers, Wiley Blackwell, vol. 40(2), pages 111-32, June. - Debasis Bandyopadhyay, 2001.
"
**The industry premium: What we know and what the New Zealand data say**," New Zealand Economic Papers, Taylor & Francis Journals, vol. 35(1), pages 53-75. - Chakrabarty, Debajyoti & Chaudhuri, Ananish, 2001.
"
**Formal and informal sector credit institutions and interlinkage**," Journal of Economic Behavior & Organization, Elsevier, vol. 46(3), pages 313-325, November. - Ananish Chaudhuri & Pushkar Maitra, 2001.
"
**Tenant characteristics and the choice of tenurial contracts in rural India**," Journal of International Development, John Wiley & Sons, Ltd., vol. 13(2), pages 169-181.

#### 2000

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

- Joon Y. Park & Peter C. B. Phillips, 1999.
"
- Peter Phillips & Hyungsik Moon, 2000.
"
**Nonstationary panel data analysis: an overview of some recent developments**," Econometric Reviews, Taylor & Francis Journals, vol. 19(3), pages 263-286.- Peter C.B. Phillips & Hyungsik R. Moon, 1999.
"
**Nonstationary Panel Data Analysis: An Overview of Some Recent Developments**," Cowles Foundation Discussion Papers 1221, Cowles Foundation for Research in Economics, Yale University.

- Peter C.B. Phillips & Hyungsik R. Moon, 1999.
"
- Moon, Hyungsik R. & Phillips, Peter C.B., 2000.
"
**Estimation Of Autoregressive Roots Near Unity Using Panel Data**," Econometric Theory, Cambridge University Press, vol. 16(06), pages 927-997, December.- Hyungsik R. Moon & Peter C.B. Phillips, 1999.
"
**Estimation of Autoregressive Roots Near Unity Using Panel Data**," Cowles Foundation Discussion Papers 1224, Cowles Foundation for Research in Economics, Yale University. - Moon, Hyungsik R. & Phillips, Peter C.B., 1999.
"
**Estimation of Autoregressive Roots near Unity using Panel Data**," University of California at Santa Barbara, Economics Working Paper Series qt7fd8x80m, Department of Economics, UC Santa Barbara.

- Hyungsik R. Moon & Peter C.B. Phillips, 1999.
"
- Oxley, Les & Phillips, Peter C.B., 2000.
"
**Meeting Of The New Zealand Econometric Study Group (Nzesg)**," Econometric Theory, Cambridge University Press, vol. 16(02), pages 283-285, April. - Aaron Schiff & Peter Phillips, 2000.
"
**Forecasting New Zealand's real GDP**," New Zealand Economic Papers, Taylor & Francis Journals, vol. 34(2), pages 159-181.- Aaron F. Schiff & Peter C.B. Phillips, 2000.
"
**Forecasting New Zealand's Real GDP**," Cowles Foundation Discussion Papers 1278, Cowles Foundation for Research in Economics, Yale University. - Schiff, Aaron & Phillips, Peter, 2000.
"
**Forecasting New Zealand's Real GDP**," Working Papers 186, Department of Economics, The University of Auckland.

- Aaron F. Schiff & Peter C.B. Phillips, 2000.
"

#### 1999

- Moon, Hyungsik R & Phillips, Peter C B, 1999.
"
**Maximum Likelihood Estimation in Panels with Incidental Trends**," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 61(0), pages 711-47, Special I.- Moon, Hyungsik & Phillips, Peter C.B., 1999.
"
**Maximum Likelihood Estimation in Panels with Incidental Trends**," University of California at Santa Barbara, Economics Working Paper Series qt3f55r5mj, Department of Economics, UC Santa Barbara. - Hyungsik R. Moon & Peter C.B. Phillips, 1999.
"
**Maximum Likelihood Estimation in Panels with Incidental Trends**," Cowles Foundation Discussion Papers 1246, Cowles Foundation for Research in Economics, Yale University.

- Moon, Hyungsik & Phillips, Peter C.B., 1999.
"
- Peter C. B. Phillips & Hyungsik R. Moon, 1999.
"
**Linear Regression Limit Theory for Nonstationary Panel Data**," Econometrica, Econometric Society, vol. 67(5), pages 1057-1112, September.- Peter C.B. Phillips & Hyungsik R. Moon, 1999.
"
**Linear Regression Limit Theory for Nonstationary Panel Data**," Cowles Foundation Discussion Papers 1222, Cowles Foundation for Research in Economics, Yale University.

- Peter C.B. Phillips & Hyungsik R. Moon, 1999.
"
- Chao, John C. & Phillips, Peter C. B., 1999.
"
**Model selection in partially nonstationary vector autoregressive processes with reduced rank structure**," Journal of Econometrics, Elsevier, vol. 91(2), pages 227-271, August.- John C. Chao & Peter C.B. Phillips, 1997.
"
**Model Selection in Partially Nonstationary Vector Autoregressive Processes with Reduced Rank Structure**," Cowles Foundation Discussion Papers 1155, Cowles Foundation for Research in Economics, Yale University.

- John C. Chao & Peter C.B. Phillips, 1997.
"
- Xiao, Zhijie & Phillips, Peter C.B., 1999.
"
**Efficient Detrending In Cointegrating Regression**," Econometric Theory, Cambridge University Press, vol. 15(04), pages 519-548, August. - Park, Joon Y. & Phillips, Peter C.B., 1999.
"
**Asymptotics For Nonlinear Transformations Of Integrated Time Series**," Econometric Theory, Cambridge University Press, vol. 15(03), pages 269-298, June.- Peter C.B. Phillips & Joon Y. Park, 1998.
"
**Asymptotics for Nonlinear Transformations of Integrated Time Series**," Cowles Foundation Discussion Papers 1182, Cowles Foundation for Research in Economics, Yale University.

- Peter C.B. Phillips & Joon Y. Park, 1998.
"
- Lahiri, Kajal & Phillips, Peter C.B., 1999.
"
**Obituary**," Econometric Theory, Cambridge University Press, vol. 15(04), pages 639-641, August.- Hendry, David F. & Phillips, Peter C.B., 2009.
"
**Obituary**," Econometric Theory, Cambridge University Press, vol. 25(05), pages 1139-1142, October.

- Hendry, David F. & Phillips, Peter C.B., 2009.
"
- Reiko Aoki & Jin-Li Hu, 1999.
"
**Licensing vs. Litigation: The Effect of the Legal System on Incentives to Innovate**," Journal of Economics & Management Strategy, Wiley Blackwell, vol. 8(1), pages 133-160, 03.

#### 1998

- Phillips, Peter C B & Xiao, Zhijie, 1998.
"
**A Primer on Unit Root Testing**," Journal of Economic Surveys, Wiley Blackwell, vol. 12(5), pages 423-69, December.- Peter C. B. Phillips & Zhijie Xiao, 1998.
"
**A Primer on Unit Root Testing**," Journal of Economic Surveys, Wiley Blackwell, vol. 12(5), pages 423-470, December.

- Peter C.B. Phillips & Zhijie Xiao, 1998.
"
**A Primer on Unit Root Testing**," Cowles Foundation Discussion Papers 1189, Cowles Foundation for Research in Economics, Yale University.

- Peter C. B. Phillips & Zhijie Xiao, 1998.
"
- Peter C. B. Phillips, 1998.
"
**New Tools for Understanding Spurious Regressions**," Econometrica, Econometric Society, vol. 66(6), pages 1299-1326, November. - Zhije Xiao & Peter C.B. Phillips, 1998.
"
**An ADF coefficient test for a unit root in ARMA models of unknown order with empirical applications to the US economy**," Econometrics Journal, Royal Economic Society, vol. 1(RegularPa), pages 27-43.- Zhijie Xiao & Peter C.B. Phillips, 1997.
"
**An ADF Coefficient Test for a Unit Root in ARMA Models of Unknown Order with Empirical Applications to the U.S. Economy**," Cowles Foundation Discussion Papers 1161, Cowles Foundation for Research in Economics, Yale University.

- Zhijie Xiao & Peter C.B. Phillips, 1997.
"
- Xiao, Zhijie & Phillips, Peter C. B., 1998.
"
**Higher-order approximations for frequency domain time series regression**," Journal of Econometrics, Elsevier, vol. 86(2), pages 297-336, June. - Phillips, Peter C. B., 1998.
"
**Impulse response and forecast error variance asymptotics in nonstationary VARs**," Journal of Econometrics, Elsevier, vol. 83(1-2), pages 21-56.- Peter C.B. Phillips, 1995.
"
**Impulse Response and Forecast Error Variance Asymptotics in Nonstationary VAR's**," Cowles Foundation Discussion Papers 1102, Cowles Foundation for Research in Economics, Yale University.

- Peter C.B. Phillips, 1995.
"
- Chao, J. C. & Phillips, P. C. B., 1998.
"
**Posterior distributions in limited information analysis of the simultaneous equations model using the Jeffreys prior**," Journal of Econometrics, Elsevier, vol. 87(1), pages 49-86, August. - Phillips, Peter C.B., 1998.
"
**Editor'S Tribute**," Econometric Theory, Cambridge University Press, vol. 14(02), pages 293-294, April. - Phillips, Peter C.B., 1998.
"
**The Tjalling C. Koopmans Econometric Theory Prize: 1994 1996**," Econometric Theory, Cambridge University Press, vol. 14(06), pages 699-699, December. - Chaudhuri, Ananish, 1998.
"
**The ratchet principle in a principal agent game with unknown costs: an experimental analysis**," Journal of Economic Behavior & Organization, Elsevier, vol. 37(3), pages 291-304, November.- Ananish Chaudhuri, 1997.
"
**The Ratchet Principle in a Principal Agent Game with Unknown Costs: An Experimental Analysis**," Departmental Working Papers 199608, Rutgers University, Department of Economics.

- Ananish Chaudhuri, 1997.
"

#### 1997

- Kitamura, Yuichi & Phillips, Peter C. B., 1997.
"
**Fully modified IV, GIVE and GMM estimation with possibly non-stationary regressors and instruments**," Journal of Econometrics, Elsevier, vol. 80(1), pages 85-123, September.- Yuichi Kitamura & Peter C.B. Phillips, 1994.
"
**Fully Modified IV, GIVE and GMM Estimation with Possibly Non-Stationary Regressions and Instruments**," Cowles Foundation Discussion Papers 1082, Cowles Foundation for Research in Economics, Yale University.

- Yuichi Kitamura & Peter C.B. Phillips, 1994.
"
- Phillips, Peter C. B. & McFarland, James W., 1997.
"
**Forward exchange market unbiasedness: the case of the Australian dollar since 1984**," Journal of International Money and Finance, Elsevier, vol. 16(6), pages 885-907, December.- Peter C.B. Phillips & James W. McFarland, 1993.
"
**Forward Exchange Market Unbiasedness: The Case of the Australian Dollar Since 1984**," Cowles Foundation Discussion Papers 1055, Cowles Foundation for Research in Economics, Yale University, revised 1996.

- Peter C.B. Phillips & James W. McFarland, 1993.
"
- Phillips, Peter C.B., 1997.
"
**New Heraldry for ET**," Econometric Theory, Cambridge University Press, vol. 13(06), pages 769-769, December. - Phillips, Peter C.B., 1997.
"
**The Econometric Theory Awards**," Econometric Theory, Cambridge University Press, vol. 13(02), pages 145-147, April. - Hall, V.B. & Phillips, P.C.B., 1997.
"
**The A.R. Bergstrom Prize in Econometrics, 1996**," Econometric Theory, Cambridge University Press, vol. 13(02), pages 148-148, April. - Aoki, Reiko & Prusa, Thomas J., 1997.
"
**Sequential versus simultaneous choice with endogenous quality**," International Journal of Industrial Organization, Elsevier, vol. 15(1), pages 103-121, February.

#### 1996

- Phillips, Peter C B & Ploberger, Werner, 1996.
"
**An Asymptotic Theory of Bayesian Inference for Time Series**," Econometrica, Econometric Society, vol. 64(2), pages 381-412, March. - Phillips, Peter C B, 1996.
"
**Econometric Model Determination**," Econometrica, Econometric Society, vol. 64(4), pages 763-812, July. - Phillips, Peter C B & McFarland, James W & McMahon, Patrick C, 1996.
"
**Robust Tests of Forward Exchange Market Efficiency with Empirical Evidence from the 1920s**," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 11(1), pages 1-22, Jan.-Feb..- Peter C.B. Phillips & James W. McFarland & Patrick C. McMahon, 1994.
"
**Robust Tests of Forward Exchange Market Efficiency with Empirical Evidence from the 1920's**," Cowles Foundation Discussion Papers 1080, Cowles Foundation for Research in Economics, Yale University.

- Peter C.B. Phillips & James W. McFarland & Patrick C. McMahon, 1994.
"
- Aoki, Reiko & Prusa, Thomas J., 1996.
"
**Product Development and the Timing of Information Disclosure under U.S. and Japanese Patent Systems**," Journal of the Japanese and International Economies, Elsevier, vol. 10(3), pages 233-249, September.- Reiko Aoki & Thomas J. Prusa, 1995.
"
**Product Development and the Timing of Information Disclosure under U.S.and Japanese Patent Systems**," NBER Working Papers 5063, National Bureau of Economic Research, Inc. - Thomas J. Prusa & Reiko Aoki, 1996.
"
**Product Development and the Timing of Information Disclosure under U.S. and Japanese Patent Systems**," Departmental Working Papers 199423, Rutgers University, Department of Economics.

- Reiko Aoki & Thomas J. Prusa, 1995.
"

#### 1995

- Phillips, Peter C B, 1995.
"
**Fully Modified Least Squares and Vector Autoregression**," Econometrica, Econometric Society, vol. 63(5), pages 1023-78, September.- Peter C.B. Phillips, 1993.
"
**Fully Modified Least Squares and Vector Autoregression**," Cowles Foundation Discussion Papers 1047, Cowles Foundation for Research in Economics, Yale University.

- Peter C.B. Phillips, 1993.
"
- Phillips, Peter C. B., 1995.
"
**Bayesian prediction a response**," Journal of Econometrics, Elsevier, vol. 69(1), pages 351-365, September. - Phillips, Peter C. B., 1995.
"
**Bayesian model selection and prediction with empirical applications**," Journal of Econometrics, Elsevier, vol. 69(1), pages 289-331, September.- Peter C.B. Phillips, 1992.
"
**Bayesian Model Selection and Prediction with Empirical Applications**," Cowles Foundation Discussion Papers 1023, Cowles Foundation for Research in Economics, Yale University.

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

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

- Peter C.B. Phillips, 1993.
"
- Phillips, Peter C.B., 1995.
"
**Nonlinear Testing and Forecasting Asymptotics with Potential Rank Failure**," Econometric Theory, Cambridge University Press, vol. 11(03), pages 666-668, June.- Phillips, Peter C.B., 1993.
"
**Nonlinear Testing and Forecasting Asympotics with Potential Rank Failure**," Econometric Theory, Cambridge University Press, vol. 9(04), pages 689-690, August.

- Phillips, Peter C.B., 1993.
"
- Kitamura, Yuichi & Phillips, Peter C.B., 1995.
"
**Efficient IV Estimation in Nonstationary Regression**," Econometric Theory, Cambridge University Press, vol. 11(05), pages 1095-1130, October. - Phillips, Peter C.B., 1995.
"
**Trending Multiple Time Series: Editor's Introduction**," Econometric Theory, Cambridge University Press, vol. 11(05), pages 811-817, October. - Chang, Yoosoon & Phillips, Peter C.B., 1995.
"
**Time Series Regression with Mixtures of Integrated Processes**," Econometric Theory, Cambridge University Press, vol. 11(05), pages 1033-1094, October. - Phillips, Peter C.B., 1995.
"
**Reduced Rank Regression Asymptotics in Multivariate Regression – Solution**," Econometric Theory, Cambridge University Press, vol. 11(03), pages 661-666, June.

#### 1994

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

- Peter C.B. Phillips, 1992.
"
- Corbae, Dean & Ouliaris, Sam & Phillips, Peter C B, 1994.
"
**A Reexamination of the Consumption Function Using Frequency Domain Regressions**," Empirical Economics, Springer, vol. 19(4), pages 595-609.- Corbae, D. & Ouliaris, S. & Phillips, P.C.B., 1991.
"
**A Rexamination of the Consumption Function Using Frequency Domain Regressions**," Working Papers 91-25, University of Iowa, Department of Economics. - Dean Corbea & Sam Ouliaris & Peter C.B. Phillips, 1991.
"
**A Reexamination of the Consumption Function Using Frequency Domain Regressors**," Cowles Foundation Discussion Papers 997, Cowles Foundation for Research in Economics, Yale University.

- Corbae, D. & Ouliaris, S. & Phillips, P.C.B., 1991.
"
- Loretan, Mico & Phillips, Peter C. B., 1994.
"
**Testing the covariance stationarity of heavy-tailed time series: An overview of the theory with applications to several financial datasets**," Journal of Empirical Finance, Elsevier, vol. 1(2), pages 211-248, January.- Loretan, M. & Phillips, P.C.B., 1992.
"
**Testing the Covariance Stationarity of Heavy-Tailed Time Series: An Overview of the Theory with Applications to Several Financial Datasets**," Working papers 9208, Wisconsin Madison - Social Systems.

- Loretan, M. & Phillips, P.C.B., 1992.
"
- Phillips, Peter C.B. & Chang, Yoosoon, 1994.
"
**Fully Modified Least Squares in I(2) Regression**," Econometric Theory, Cambridge University Press, vol. 10(05), pages 967-967, December. - Phillips, Peter C.B. & Ploberger, Werner, 1994.
"
**Posterior Odds Testing for a Unit Root with Data-Based Model Selection**," Econometric Theory, Cambridge University Press, vol. 10(3-4), pages 774-808, August.- Peter C.B. Phillips & Werner Ploberger, 1992.
"
**Posterior Odds Testing for a Unit Root with Data-Based Model Selection**," Cowles Foundation Discussion Papers 1017, Cowles Foundation for Research in Economics, Yale University.

- Peter C.B. Phillips & Werner Ploberger, 1992.
"
- Phillips, Peter C.B. & Hodgson, Douglas J., 1994.
"
**Some Exponential Martingales**," Econometric Theory, Cambridge University Press, vol. 10(3-4), pages 819-819, August. - Phillips, Peter C.B. & Hodgson, Douglas J., 1994.
"
**Spurious Regression and Generalized Least Squares**," Econometric Theory, Cambridge University Press, vol. 10(05), pages 967-968, December. - Phillips, Peter C.B., 1994.
"
**Unit Root Testing with Intermittent Data**," Econometric Theory, Cambridge University Press, vol. 10(3-4), pages 817-818, August. - Phillips, Peter C.B. & Van Dijk, Herman K., 1994.
"
**Bayes Methods and Unit Roots**," Econometric Theory, Cambridge University Press, vol. 10(3-4), pages 453-460, August.

#### 1993

- Toda, Hiro Y & Phillips, Peter C B, 1993.
"
**Vector Autoregressions and Causality**," Econometrica, Econometric Society, vol. 61(6), pages 1367-93, November.- Hiro Y. Toda & Peter C.B. Phillips, 1991.
"
**Vector Autoregression and Causality**," Cowles Foundation Discussion Papers 977, Cowles Foundation for Research in Economics, Yale University.

- Hiro Y. Toda & Peter C.B. Phillips, 1991.
"
- Quintos, Carmela E & Phillips, Peter C B, 1993.
"
**Parameter Constancy in Cointegrating Regressions**," Empirical Economics, Springer, vol. 18(4), pages 675-706. - Toda, Hiro Y. & Phillips, Peter C. B., 1993.
"
**The spurious effect of unit roots on vector autoregressions : An analytical study**," Journal of Econometrics, Elsevier, vol. 59(3), pages 229-255, October. - Choi, In & Phillips, Peter C. B., 1993.
"
**Testing for a unit root by frequency domain regression**," Journal of Econometrics, Elsevier, vol. 59(3), pages 263-286, October. - Phillips, Peter C.B. & Toda, Hiro Y., 1993.
"
**Limit Theory in Cointegrated Vector Autoregressions**," Econometric Theory, Cambridge University Press, vol. 9(01), pages 150-153, January. - Phillips, Peter C.B. & Pötscher, Benedikt M., 1993.
"
**Efficiency of Maximum Likelihood**," Econometric Theory, Cambridge University Press, vol. 9(03), pages 534-536, June.- Phillips, Peter C.B., 1992.
"
**Efficiency of Maximum Likelihood**," Econometric Theory, Cambridge University Press, vol. 8(03), pages 427-427, September.

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

- Phillips, Peter C.B., 1992.
"
- Aoki, Reiko & Prusa, Thomas J., 1993.
"
**International standards for intellectual property protection and R & D incentives**," Journal of International Economics, Elsevier, vol. 35(3-4), pages 251-273, November.

#### 1992

- Schmidt, Peter & Phillips, C B Peter, 1992.
"
**LM Tests for a Unit Root in the Presence of Deterministic Trends**," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 54(3), pages 257-87, August. - Kwiatkowski, Denis & Phillips, Peter C. B. & Schmidt, Peter & Shin, Yongcheol, 1992.
"
**Testing the null hypothesis of stationarity against the alternative of a unit root : How sure are we that economic time series have a unit root?**," Journal of Econometrics, Elsevier, vol. 54(1-3), pages 159-178.- Kwiatkowski, D. & Phillips, P.C.B. & Schmidt, P., 1990.
"
**Testing the Null Hypothesis of Stationarity Against the Alternative of Unit Root : How Sure are we that Economic Time Series have a Unit Root?**," Papers 8905, Michigan State - Econometrics and Economic Theory. - Denis Kwiatkowski & Peter C.B. Phillips & Peter Schmidt, 1991.
"
**Testing the Null Hypothesis of Stationarity Against the Alternative of a Unit Root: How Sure Are We That Economic Time Series Have a Unit Root?**," Cowles Foundation Discussion Papers 979, Cowles Foundation for Research in Economics, Yale University.

- Kwiatkowski, D. & Phillips, P.C.B. & Schmidt, P., 1990.
"
- Choi, In & Phillips, Peter C. B., 1992.
"
**Asymptotic and finite sample distribution theory for IV estimators and tests in partially identified structural equations**," Journal of Econometrics, Elsevier, vol. 51(1-2), pages 113-150.- In Choi & Peter C.B. Phillips, 1989.
"
**Asymptotic and Finite Sample Distribution Theory for IV Estimators and Tests in Partially Identified Structural Equations**," Cowles Foundation Discussion Papers 929, Cowles Foundation for Research in Economics, Yale University.

- In Choi & Peter C.B. Phillips, 1989.
"
- Phillips, Peter C.B., 1992.
"
**Geometry of the Equivalence of OLS and GLS in the Linear Model**," Econometric Theory, Cambridge University Press, vol. 8(01), pages 158-159, March. - Phillips, Peter C.B., 1992.
"
**Partitioned Regression with Rank-Deficient Regressions**," Econometric Theory, Cambridge University Press, vol. 8(02), pages 307-309, June. - Phillips, Peter C.B., 1992.
"
**Generalized Inverses of Partitioned Matrices**," Econometric Theory, Cambridge University Press, vol. 8(03), pages 426-427, September. - Aoki, Reiko & Reitman, David, 1992.
"
**Simultaneous signaling through investment in an R& D game with private information**," Games and Economic Behavior, Elsevier, vol. 4(3), pages 327-346, July.

#### 1991

- Phillips, P C B, 1991.
"
**Optimal Inference in Cointegrated Systems**," Econometrica, Econometric Society, vol. 59(2), pages 283-306, March.- Peter C.B. Phillips, 1988.
"
**Optimal Inference in Cointegrated Systems**," Cowles Foundation Discussion Papers 866R, Cowles Foundation for Research in Economics, Yale University, revised Aug 1989.

- Peter C.B. Phillips, 1988.
"
- Phillips, P C B, 1991.
"
**Error Correction and Long-Run Equilibrium in Continuous Time**," Econometrica, Econometric Society, vol. 59(4), pages 967-80, July.- Tom Doan, .
"
**PHILLIPSHANNAN: RATS procedure to compute Phillips-Hannan Efficient estimator for multivariate regressions**," Statistical Software Components RTS00158, Boston College Department of Economics. - Peter C.B. Phillips, 1988.
"
**Error Correction and Long Run Equilibrium in Continuous Time**," Cowles Foundation Discussion Papers 882R, Cowles Foundation for Research in Economics, Yale University, revised Jul 1989.

- Tom Doan, .
"
- Phillips, P C B, 1991.
"
**To Criticize the Critics: An Objective Bayesian Analysis of Stochastic Trends**," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 6(4), pages 333-64, Oct.-Dec..- Peter C.B. Phillips, 1990.
"
**To Criticize the Critics: An Objective Bayesian Analysis of Stochastic Trends**," Cowles Foundation Discussion Papers 950, Cowles Foundation for Research in Economics, Yale University.

- Peter C.B. Phillips, 1990.
"
- Phillips, P C B, 1991.
"
**Bayesian Routes and Unit Roots: De Rebus Prioribus Semper Est Disputandum**," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 6(4), pages 435-73, Oct.-Dec..- Peter C.B. Phillips, 1991.
"
**Bayesian Routes and Unit Roots: de rebus prioribus semper est disputandum**," Cowles Foundation Discussion Papers 986, Cowles Foundation for Research in Economics, Yale University.

- Peter C.B. Phillips, 1991.
"
- Phillips, Peter C. B. & Loretan, Mico, 1991.
"
**The Durbin-Watson ratio under infinite-variance errors**," Journal of Econometrics, Elsevier, vol. 47(1), pages 85-114, January.- Peter C.B. Phillips & Mico Loretan, 1989.
"
**The Durbin-Watson Ratio Under Infinite Variance Errors**," Cowles Foundation Discussion Papers 898R, Cowles Foundation for Research in Economics, Yale University, revised Aug 1989.

- Peter C.B. Phillips & Mico Loretan, 1989.
"
- Phillips, Peter C.B., 1991.
"
**Estimation and Testing in Linear Models with Singular Covariance Matrices**," Econometric Theory, Cambridge University Press, vol. 7(01), pages 153-162, March.- Phillips, Peter C.B., 1989.
"
**Estimation and Testing in Linear Models with Singular Covariance Matrices**," Econometric Theory, Cambridge University Press, vol. 5(03), pages 455-455, December.

- Phillips, Peter C.B., 1989.
"
- Kwiatkowski, D. & Phillips, P.C.B & Schmidt, P., 1991.
"
**Testing for Stationarity in the Components Representation of a Time Series**," Econometric Theory, Cambridge University Press, vol. 7(04), pages 543-544, December.- Kwiatkowski, D. & Phillips, P.C.B. & Schmidt, P., 1992.
"
**Testing for Stationarity in the Components Representation of a Time Series**," Econometric Theory, Cambridge University Press, vol. 8(04), pages 586-591, December.

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

- Peter C.B. Phillips, 1990.
"
- Aoki, Reiko, 1991.
"
**R&D Competition for Product Innovation: An Endless Race**," American Economic Review, American Economic Association, vol. 81(2), pages 252-56, May.

#### 1990

- Peter C. B. Phillips & Bruce E. Hansen, 1990.
"
**Statistical Inference in Instrumental Variables Regression with I(1) Processes**," Review of Economic Studies, Oxford University Press, vol. 57(1), pages 99-125.- Tom Doan, .
"
**FM: RATS procedure to estimate cointegrating vectors using Fully Modified Least Squares**," Statistical Software Components RTS00069, Boston College Department of Economics.

- Tom Doan, .
"
- Phillips, Peter C B & Ouliaris, S, 1990.
"
**Asymptotic Properties of Residual Based Tests for Cointegration**," Econometrica, Econometric Society, vol. 58(1), pages 165-93, January.- Tom Doan, .
"
**POTESTRESIDS: RATS procedure to perform Phillips-Ouliaris-Hansen test for Cointegration on 1st stage residuals**," Statistical Software Components RTS00248, Boston College Department of Economics. - Tom Doan, .
"
**POTEST: RATS procedure to perform Phillips-Ouliaris-Hansen test for Cointegration**," Statistical Software Components RTS00247, Boston College Department of Economics. - Peter C.B. Phillips & Sam Ouliaris, 1987.
"
**Asymptotic Properties of Residual Based Tests for Cointegration**," Cowles Foundation Discussion Papers 847R, Cowles Foundation for Research in Economics, Yale University, revised Jul 1988.

- Tom Doan, .
"
- Phillips, Peter C.B., 1990.
"
**The Geometry of the Equivalence of OLS and GLS in the Linear Model**," Econometric Theory, Cambridge University Press, vol. 6(04), pages 489-490, December. - Phillips, Peter C.B., 1990.
"
**Optimal Structural Estimation of Triangular Systems: II. The Non-stationary Case**," Econometric Theory, Cambridge University Press, vol. 6(03), pages 407-408, September.- Phillips, Peter C.B. & Dolado, Juan J. & Boswijk, H. Peter, 1991.
"
**Optimal Structural Estimation of Triangular Systems: II. The Nonstationary Case**," Econometric Theory, Cambridge University Press, vol. 7(04), pages 549-558, December.

- Phillips, Peter C.B. & Dolado, Juan J. & Boswijk, H. Peter, 1991.
"
- Phillips, Peter C.B. & Toda, Hiro, 1990.
"
**Testing Causality in an Autoregression with Cointegrated Regressors**," Econometric Theory, Cambridge University Press, vol. 6(04), pages 489-489, December. - Phillips, P.C.B., 1990.
"
**Optimal Structural Estimation of Triangular Systems: I. The Stationary Case**," Econometric Theory, Cambridge University Press, vol. 6(02), pages 285-286, June. - Phillips, P.C.B., 1990.
"
**Joint Estimation of Equilibrium Coefficients and Short-Run Dynamics**," Econometric Theory, Cambridge University Press, vol. 6(02), pages 286-286, June. - Phillips, Peter C. B., 1990.
"
**The Tjalling C. Koopmans Econometric Theory Prize**," Econometric Theory, Cambridge University Press, vol. 6(02), pages i-i, June. - Phillips, P.C.B., 1990.
"
**Time Series Regression With a Unit Root and Infinite-Variance Errors**," Econometric Theory, Cambridge University Press, vol. 6(01), pages 44-62, March.- Peter C.B. Phillips, 1989.
"
**Time Series Regression with a Unit Root and Infinite Variance Errors**," Cowles Foundation Discussion Papers 897R, Cowles Foundation for Research in Economics, Yale University, revised Aug 1989.

- Peter C.B. Phillips, 1989.
"

#### 1989

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

- Peter C.B. Phillips, 1987.
"
- Phillips, Peter C.B., 1989.
"
**The Limit Distribution of the Generalized Inverse of a Singular Covariance Matrix Estimate**," Econometric Theory, Cambridge University Press, vol. 5(03), pages 455-456, December. - Phillips, Peter C.B., 1989.
"
**Structural Estimation under Partial Identification**," Econometric Theory, Cambridge University Press, vol. 5(02), pages 321-324, August.- Phillips, P.C.B., 1988.
"
**Structural Estimation Under Partial Identification**," Econometric Theory, Cambridge University Press, vol. 4(01), pages 172-173, April.

- Phillips, P.C.B., 1988.
"
- Park, Joon Y. & Phillips, Peter C.B., 1989.
"
**Statistical Inference in Regressions with Integrated Processes: Part 2**," Econometric Theory, Cambridge University Press, vol. 5(01), pages 95-131, April.- Peter C.B. Phillips & Joon Y. Park, 1986.
"
**Statistical Inference in Regressions with Integrated Processes: Part 2**," Cowles Foundation Discussion Papers 819R, Cowles Foundation for Research in Economics, Yale University, revised Feb 1987.

- Peter C.B. Phillips & Joon Y. Park, 1986.
"
- Phillips, P.C.B., 1989.
"
**Partially Identified Econometric Models**," Econometric Theory, Cambridge University Press, vol. 5(02), pages 181-240, August.- Peter C.B. Phillips, 1987.
"
**Partially Identified Econometric Models**," Cowles Foundation Discussion Papers 845R, Cowles Foundation for Research in Economics, Yale University, revised Aug 1988.

- Peter C.B. Phillips, 1987.
"

#### 1988

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

- Peter C.B. Phillips, 1988.
"
- Phillips, Peter C B, 1988.
"
**Regression Theory for Near-Integrated Time Series**," Econometrica, Econometric Society, vol. 56(5), pages 1021-43, September.- Peter C.B. Phillips, 1986.
"
**Regression Theory for Near-Integrated Time Series**," Cowles Foundation Discussion Papers 781R, Cowles Foundation for Research in Economics, Yale University, revised Jan 1987.

- Peter C.B. Phillips, 1986.
"
- Phillips, Peter C B & Park, Joon Y, 1988.
"
**On the Formulation of Wald Tests of Nonlinear Restrictions**," Econometrica, Econometric Society, vol. 56(5), pages 1065-83, September.- Peter C.B. Phillips & Joon Y. Park, 1986.
"
**On the Formulation of Wald Tests of Nonlinear Restrictions**," Cowles Foundation Discussion Papers 801, Cowles Foundation for Research in Economics, Yale University.

- Peter C.B. Phillips & Joon Y. Park, 1986.
"
- Durlauf, Steven N & Phillips, Peter C B, 1988.
"
**Trends versus Random Walks in Time Series Analysis**," Econometrica, Econometric Society, vol. 56(6), pages 1333-54, November.- Steven N. Durlauf & Peter C.B. Phillips, 1986.
"
**Trends Versus Random Walks in Time Series Analysis**," Cowles Foundation Discussion Papers 788, Cowles Foundation for Research in Economics, Yale University.

- Steven N. Durlauf & Peter C.B. Phillips, 1986.
"
- Phillips, Peter C. B., 1988.
"
**Conditional and unconditional statistical independence**," Journal of Econometrics, Elsevier, vol. 38(3), pages 341-348, July.- Peter C.B. Phillips, 1987.
"
**Conditional and Unconditional Statistical Independence**," Cowles Foundation Discussion Papers 824R, Cowles Foundation for Research in Economics, Yale University, revised Dec 1987.

- Peter C.B. Phillips, 1987.
"
- Phillips, P. C. B. & Ouliaris, S., 1988.
"
**Testing for cointegration using principal components methods**," Journal of Economic Dynamics and Control, Elsevier, vol. 12(2-3), pages 205-230. - Phillips, P. C. B., 1988.
"
**Weak convergence to the matrix stochastic integral [integral operator]01 B dB'**," Journal of Multivariate Analysis, Elsevier, vol. 24(2), pages 252-264, February. - Park, Joon Y. & Phillips, Peter C.B., 1988.
"
**Statistical Inference in Regressions with Integrated Processes: Part 1**," Econometric Theory, Cambridge University Press, vol. 4(03), pages 468-497, December.- Peter C.B. Phillips & Joon Y. Park, 1986.
"
**Statistical Inference in Regressions with Integrated Processes: Part 1**," Cowles Foundation Discussion Papers 811R, Cowles Foundation for Research in Economics, Yale University, revised Aug 1987.

- Peter C.B. Phillips & Joon Y. Park, 1986.
"
- Phillips, P.C.B., 1988.
"
**Weak Convergence of Sample Covariance Matrices to Stochastic Integrals Via Martingale Approximations**," Econometric Theory, Cambridge University Press, vol. 4(03), pages 528-533, December.- Peter C.B. Phillips, 1987.
"
**Weak Convergence of Sample Covariance Matrices to Stochastic Integrals via Martingale Approximations**," Cowles Foundation Discussion Papers 846, Cowles Foundation for Research in Economics, Yale University.

- Peter C.B. Phillips, 1987.
"
- Phillips, Peter C. B., 1988.
"
**The ET Interview: Professor James Durbin**," Econometric Theory, Cambridge University Press, vol. 4(01), pages 125-157, April. - Phillips, Peter C. B., 1988.
"
**The Et Interview: Professor Albert Rex Bergstrom**," Econometric Theory, Cambridge University Press, vol. 4(02), pages 301-327, August. - Phillips, P.C.B., 1988.
"
**Asymptotic Properties of OLS and GLS**," Econometric Theory, Cambridge University Press, vol. 4(01), pages 171-172, April. - Phillips, P.C.B. & Choi, I. & Schochet, P.Z., 1988.
"
**Worldwide Institutional and Individual Rankings in Statistical Theory by Journal Publications over the period 1980–1986**," Econometric Theory, Cambridge University Press, vol. 4(01), pages 1-34, April.

#### 1987

- Phillips, P C B, 1987.
"
**Time Series Regression with a Unit Root**," Econometrica, Econometric Society, vol. 55(2), pages 277-301, March.- Peter C.B. Phillips, 1985.
"
**Time Series Regression with a Unit Root**," Cowles Foundation Discussion Papers 740R, Cowles Foundation for Research in Economics, Yale University, revised Feb 1986. - Tom Doan, .
"
**PPUNIT: RATS procedure to perform Phillips-Perron Unit Root test**," Statistical Software Components RTS00160, Boston College Department of Economics.

- Peter C.B. Phillips, 1985.
"
- Perron, Pierre & Phillips, Peter C. B., 1987.
"
**Does GNP have a unit root? : A re-evaluation**," Economics Letters, Elsevier, vol. 23(2), pages 139-145.- Perron, P. & Phillips, P.C.B., 1986.
"
**Does Gnp Have a Unit Root? a Reevaluation**," Cahiers de recherche 8640, Universite de Montreal, Departement de sciences economiques.

- Perron, P. & Phillips, P.C.B., 1986.
"
- Phillips, P. C. B., 1987.
"
**An everywhere convergent series representation of the distribution of Hotelling's generalized T02**," Journal of Multivariate Analysis, Elsevier, vol. 21(2), pages 238-249, April. - Phillips, Peter C.B., 1987.
"
**The Distribution of LIML in the Leading Case – Solution**," Econometric Theory, Cambridge University Press, vol. 3(03), pages 469-470, June. - Phillips, Peter C. B., 1987.
"
**Editorial**," Econometric Theory, Cambridge University Press, vol. 3(02), pages 169-169, April. - Phillips, P. C. B., 1987.
"
**Asymptotic Expansions in Nonstationary Vector Autoregressions**," Econometric Theory, Cambridge University Press, vol. 3(01), pages 45-68, February.- Peter C.B. Phillips, 1985.
"
**Asymptotic Expansions in Nonstationary Vector Autoregressions**," Cowles Foundation Discussion Papers 765, Cowles Foundation for Research in Economics, Yale University.

- Peter C.B. Phillips, 1985.
"

#### 1986

- Phillips, P C B, 1986.
"
**The Exact Distribution of the Wald Statistic**," Econometrica, Econometric Society, vol. 54(4), pages 881-95, July.- Peter C.B. Phillips, 1984.
"
**The Exact Distribution of the Wald Statistic**," Cowles Foundation Discussion Papers 722, Cowles Foundation for Research in Economics, Yale University.

- Peter C.B. Phillips, 1984.
"
- Phillips, P C B, 1986.
"
**The Distribution of FIML in the Leading Case**," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 27(1), pages 239-43, February.- Peter C.B. Phillips, 1985.
"
**The Distribution of FIML in the Leading Case**," Cowles Foundation Discussion Papers 739, Cowles Foundation for Research in Economics, Yale University.

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

- Peter C.B. Phillips, 1985.
"
- Phillips, Peter C. B., 1986.
"
**Proffessor T.W. Anderson**," Econometric Theory, Cambridge University Press, vol. 2(02), pages 249-288, August. - Phillips, Peter C. B., 1986.
"
**An Integral Over a Matrix Space**," Econometric Theory, Cambridge University Press, vol. 2(03), pages 446-447, December. - Ullah, A. & Phillips, P.C.B., 1986.
"
**Distribution of F-Ratio**," Econometric Theory, Cambridge University Press, vol. 2(03), pages 449-452, December.

#### 1985

- P. C. B. Phillips, 1985.
"
**A Theorem on the Tail Behaviour of Probability Distributions with an Application to the Stable Family**," Canadian Journal of Economics, Canadian Economics Association, vol. 18(1), pages 58-65, February. - Phillips, Peter C B, 1985.
"
**The Exact Distribution of the SUR Estimator**," Econometrica, Econometric Society, vol. 53(4), pages 745-56, July. - Phillips, P. C. B., 1985.
"
**The distribution of matrix quotients**," Journal of Multivariate Analysis, Elsevier, vol. 16(1), pages 157-161, February.- Peter C.B. Phillips, 1982.
"
**The Distribution of Matrix Quotients**," Cowles Foundation Discussion Papers 637, Cowles Foundation for Research in Economics, Yale University.

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

#### 1984

- Phillips, Peter C B, 1984.
"
**The Exact Distribution of LIML: I**," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 25(1), pages 249-61, February.- Phillips, Peter C B, 1985.
"
**The Exact Distribution of LIML: II**," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 26(1), pages 21-36, February.

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

- Phillips, Peter C B, 1985.
"
- Phillips, P.C.B., 1984.
"
**The exact distribution of the Stein-rule estimator**," Journal of Econometrics, Elsevier, vol. 25(1-2), pages 123-131.- Peter C.B. Phillips, 1983.
"
**The Exact Distribution of the Stein-Rule Estimator**," Cowles Foundation Discussion Papers 682, Cowles Foundation for Research in Economics, Yale University.

- Peter C.B. Phillips, 1983.
"
- Phillips, P. C. B., 1984.
"
**The exact distribution of exogenous variable coefficient estimators**," Journal of Econometrics, Elsevier, vol. 26(3), pages 387-398, December.- Peter C.B. Phillips, 1983.
"
**The Exact Distribution of Exogenous Variable Coefficient Estimators**," Cowles Foundation Discussion Papers 681, Cowles Foundation for Research in Economics, Yale University.

- Peter C.B. Phillips, 1983.
"

#### 1983

- Phillips, Peter C B, 1983.
"
**ERAs: A New Approach to Small Sample Theory**," Econometrica, Econometric Society, vol. 51(5), pages 1505-25, September.- Peter C.B. Phillips, 1982.
"
**ERA's: A New Approach to Small Sample Theory**," Cowles Foundation Discussion Papers 645, Cowles Foundation for Research in Economics, Yale University.

- Peter C.B. Phillips, 1982.
"

#### 1982

- Phillips, P C B, 1982.
"
**On the Consistency of Nonlinear FIML**," Econometrica, Econometric Society, vol. 50(5), pages 1307-24, September.- Phillips, Peter C.B., 1980.
"
**On the Consistency of Non-Linear FIML**," Cowles Foundation Discussion Papers 573, Cowles Foundation for Research in Economics, Yale University.

- Phillips, Peter C.B., 1980.
"
- Maasoumi, Esfandiar & Phillips, Peter C. B., 1982.
"
**On the behavior of inconsistent instrumental variable estimators**," Journal of Econometrics, Elsevier, vol. 19(2-3), pages 183-201, August.- Esfandier Maasoumi & Peter C.B. Phillips, 1980.
"
**On the Behavior of Inconsistent Instrumental Variable Estimators**," Cowles Foundation Discussion Papers 568, Cowles Foundation for Research in Economics, Yale University.

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

#### 1980

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

#### 1979

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

#### 1977

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

#### 1976

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

#### 1974

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

#### 1973

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

#### 1972

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

### Chapters

#### 2015

- Martin Berka, 2015.
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**Comment on: Cross-border portfolios: assets, liabilities and wealth transfers**," BIS Papers chapters, in: Bank for International Settlements (ed.), Cross-border Financial Linkages: Challenges for Monetary Policy and Financial Stability, volume 82, pages 25-28 Bank for International Settlements.

#### 2011

- Martin Berka & Mario J. Crucini, 2011.
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**The Consumption Terms of Trade and Commodity Prices**," NBER Chapters, in: Commodity Prices and Markets, East Asia Seminar on Economics, Volume 20, pages 119-145 National Bureau of Economic Research, Inc.- Martin Berka & Mario J. Crucini, 2009.
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**The Consumption Terms of Trade and Commodity Prices**," NBER Working Papers 15580, National Bureau of Economic Research, Inc. - Martin Berka & Mario J. Crucini, 2010.
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**The Consumption Terms of Trade and Commodity Prices**," CAMA Working Papers 2010-27, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.

- Martin Berka & Mario J. Crucini, 2009.
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#### 1983

- Phillips, P.C.B., 1983.
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**Exact small sample theory in the simultaneous equations model**," Handbook of Econometrics, in: Z. Griliches† & M. D. Intriligator (ed.), Handbook of Econometrics, edition 1, volume 1, chapter 8, pages 449-516 Elsevier.- Peter C.B. Phillips, 1982.
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**Exact Small Sample Theory in the Simultaneous Equations Model**," Cowles Foundation Discussion Papers 621, Cowles Foundation for Research in Economics, Yale University.

- Peter C.B. Phillips, 1982.
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