# Peter C. B. Phillips

## Personal Details

First Name: | Peter |

Middle Name: | C. B. |

Last Name: | Phillips |

Suffix: | |

RePEc Short-ID: | pph8 |

[This author has chosen not to make the email address public] | |

http://korora.econ.yale.edu | |

30 Hillhouse Avenue New Haven CT 06520 USA | |

203 432 3695 | |

Terminal Degree: | 1974 Economics Department; London School of Economics (LSE) (from RePEc Genealogy) |

## Affiliation

### (34%) School of Economics

Singapore Management University

Singapore, Singaporehttp://www.economics.smu.edu.sg/

RePEc:edi:sesmusg (more details at EDIRC)

### (33%) Cowles Foundation for Research in Economics

Yale University

New Haven, Connecticut (United States)http://cowles.econ.yale.edu/

RePEc:edi:cowleus (more details at EDIRC)

### (33%) Department of Economics

Business School

University of Auckland

Auckland, New Zealandhttp://www.econ.auckland.ac.nz/

RePEc:edi:deaucnz (more details at EDIRC)

## Research output

Jump to: Working papers Articles Chapters### Working papers

- Yiren Wang & Peter C B Phillips & Liangjun Su, 2023.
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**Panel Data Models with Time-Varying Latent Group Structures**," Papers 2307.15863, arXiv.org.- Yiren Wang & Peter C. B. Phillips & Liangjun Su, 2023.
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**Panel Data Models with Time-Varying Latent Group Structures**," Cowles Foundation Discussion Papers 2364, Cowles Foundation for Research in Economics, Yale University.

- Yiren Wang & Peter C. B. Phillips & Liangjun Su, 2023.
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- Jin Seo Cho & Peter C. B. Phillips & Juwon Seo, 2023.
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**Functional Data Inference in a Parametric Quantile Model applied to Lifetime Income Curves**," Working papers 2023rwp-211, Yonsei University, Yonsei Economics Research Institute. - Liudas Giraitis & Yufei Li & Peter C.B. Phillips, 2023.
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**Robust Inference on Correlation under General Heterogeneity**," Cowles Foundation Discussion Papers 2354, Cowles Foundation for Research in Economics, Yale University. - Qiying Wang & Peter C. B. Phillips & Ying Wang, 2023.
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**New asymptotics applied to functional coefficient regression and climate sensitivity analysis**," Cowles Foundation Discussion Papers 2365, Cowles Foundation for Research in Economics, Yale University. - Qiying Wang & Peter C. B. Phillips, 2022.
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**A General Limit Theory for Nonlinear Functionals of Nonstationary Time Series**," Cowles Foundation Discussion Papers 2337, Cowles Foundation for Research in Economics, Yale University. - Ping Yu & Shengjie Hong & Peter C. B. Phillips, 2022.
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**Panel Threshold Regression with Unobserved Individual-Specific Threshold Effects**," Cowles Foundation Discussion Papers 2352, Cowles Foundation for Research in Economics, Yale University. - Peter C. B. Phillips, 2022.
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**An Econometrician amongst Statisticians: T. W. Anderson**," Cowles Foundation Discussion Papers 2333, Cowles Foundation for Research in Economics, Yale University. - Yanbo Liu & Peter C. B. Phillips & Jun Yu, 2022.
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**A Panel Clustering Approach to Analyzing Bubble Behavior**," Cowles Foundation Discussion Papers 2323, Cowles Foundation for Research in Economics, Yale University.- Yanbo Liu & Peter C. B. Phillips & Jun Yu, 2023.
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**A Panel Clustering Approach To Analyzing Bubble Behavior**," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 64(4), pages 1347-1395, November.

- Liu, Yanbo & Phillips, Peter C. B. & Yu, Jun, 2022.
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**A Panel Clustering Approach to Analyzing Bubble Behavior**," Economics and Statistics Working Papers 1-2022, Singapore Management University, School of Economics.

- Yanbo Liu & Peter C. B. Phillips & Jun Yu, 2023.
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- Ziwei Mei & Peter C. B. Phillips & Zhentao Shi, 2022.
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**The boosted HP filter is more general than you might think**," Papers 2209.09810, arXiv.org.- Ziwei Mei & Zhentao Shi & Peter C. B. Phillips, 2022.
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**The boosted HP filter is more general than you might think**," Cowles Foundation Discussion Papers 2348, Cowles Foundation for Research in Economics, Yale University.

- Ziwei Mei & Zhentao Shi & Peter C. B. Phillips, 2022.
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- Jia Li & Peter C. B. Phillips & Shuping Shi & Jun Yu, 2022.
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**Weak Identification of Long Memory with Implications for Inference**," Cowles Foundation Discussion Papers 2334, Cowles Foundation for Research in Economics, Yale University.- Li, Jia & Phillips, Peter C. B. & Shi, Shuping & Yu, Jun, 2022.
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**Weak Identification of Long Memory with Implications for Inference**," Economics and Statistics Working Papers 8-2022, Singapore Management University, School of Economics.

- Li, Jia & Phillips, Peter C. B. & Shi, Shuping & Yu, Jun, 2022.
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- Peter C. B. Phillips, 2022.
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**Asymptotics of Polynomial Time Trend Estimation and Hypothesis Testing under Rank Deficiency**," Cowles Foundation Discussion Papers 2332, Cowles Foundation for Research in Economics, Yale University. - Ryan Greenaway-McGrevy & Peter C. B. Phillips, 2022.
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**The Impact of Upzoning on Housing Construction in Auckland**," Cowles Foundation Discussion Papers 2330, Cowles Foundation for Research in Economics, Yale University.- Greenaway-McGrevy, Ryan & Phillips, Peter C.B., 2023.
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**The impact of upzoning on housing construction in Auckland**," Journal of Urban Economics, Elsevier, vol. 136(C).

- Greenaway-McGrevy, Ryan & Phillips, Peter C.B., 2023.
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- Yiu Lim Lui & Jun Yu & Peter C. B. Phillips, 2022.
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**Robust Testing for Explosive Behavior with Strongly Dependent Errors**," Cowles Foundation Discussion Papers 2350, Cowles Foundation for Research in Economics, Yale University.- Lui, Yiu Lim & Phillips, Peter C.B. & Yu, Jun, 2024.
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**Robust testing for explosive behavior with strongly dependent errors**," Journal of Econometrics, Elsevier, vol. 238(2).

- Lui, Yiu Lim & Phillips, Peter C.B. & Yu, Jun, 2022.
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**Robust Testing for Explosive Behavior with Strongly Dependent Errors**," Economics and Statistics Working Papers 11-2022, Singapore Management University, School of Economics.

- Lui, Yiu Lim & Phillips, Peter C.B. & Yu, Jun, 2024.
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- Shuping Shi & Peter C. B. Phillips, 2022.
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**Econometric Analysis of Asset Price Bubbles**," Cowles Foundation Discussion Papers 2331, Cowles Foundation for Research in Economics, Yale University. - Eva Biswas & Farzad Sabzikar & Peter C. B. Phillips, 2022.
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**Boosting the HP Filter for Trending Time Series with Long Range Dependence**," Cowles Foundation Discussion Papers 2347, Cowles Foundation for Research in Economics, Yale University. - Shuyao Ke & Liangjun Su & Peter C. B. Phillips, 2022.
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**Unified Factor Model Estimation and Inference under Short and Long Memory**," Cowles Foundation Discussion Papers 2351, Cowles Foundation for Research in Economics, Yale University. - Peter C.B. Phillips & Igor Kheifets, 2021.
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**On Multicointegration**," Cowles Foundation Discussion Papers 2306, Cowles Foundation for Research in Economics, Yale University. - Igor L. Kheifets & Peter C. B. Phillips, 2021.
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**Fully Modified Least Squares Cointegrating Parameter Estimation in Multicointegrated Systems**," Papers 2108.03486, arXiv.org.- Kheifets, Igor L. & Phillips, Peter C.B., 2023.
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**Fully modified least squares cointegrating parameter estimation in multicointegrated systems**," Journal of Econometrics, Elsevier, vol. 232(2), pages 300-319.

- Kheifets, Igor L. & Phillips, Peter C.B., 2023.
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- Liang Jiang & Peter C. B. Phillips & Yubo Tao & Yichong Zhang, 2021.
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**Regression-Adjusted Estimation of Quantile Treatment Effects under Covariate-Adaptive Randomizations**," Papers 2105.14752, arXiv.org, revised Sep 2022.- Jiang, Liang & Phillips, Peter C.B. & Tao, Yubo & Zhang, Yichong, 2023.
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**Regression-adjusted estimation of quantile treatment effects under covariate-adaptive randomizations**," Journal of Econometrics, Elsevier, vol. 234(2), pages 758-776.

- Liang Jiang & Xiaobin Liu & Peter C.B. Phillips & Yichong Zhang, 2021.
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**Regression-Adjusted Estimation of Quantile Treatment Effects under Covariate-Adaptive Randomizations**," Cowles Foundation Discussion Papers 2288, Cowles Foundation for Research in Economics, Yale University.

- Jiang, Liang & Phillips, Peter C.B. & Tao, Yubo & Zhang, Yichong, 2023.
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- Yanbo Liu & Peter C.B. Phillips, 2021.
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**Robust Inference with Stochastic Local Unit Root Regressors in Predictive Regressions**," Cowles Foundation Discussion Papers 2305, Cowles Foundation for Research in Economics, Yale University.- Liu, Yanbo & Phillips, Peter C.B., 2023.
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**Robust inference with stochastic local unit root regressors in predictive regressions**," Journal of Econometrics, Elsevier, vol. 235(2), pages 563-591.

- Liu, Yanbo & Phillips, Peter C.B., 2023.
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- Peter C.B. Phillips & Ying Wang, 2021.
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**Limit Theory for Locally Flat Functional Coefficient Regression**," Cowles Foundation Discussion Papers 2307, Cowles Foundation for Research in Economics, Yale University.- Phillips, Peter C. B. & Wang, Ying, 2023.
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**Limit Theory For Locally Flat Functional Coefficient Regression**," Econometric Theory, Cambridge University Press, vol. 39(5), pages 900-949, October.

- Phillips, Peter C. B. & Wang, Ying, 2023.
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- Peter C.B. Phillips, 2021.
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**Estimation and Inference with Near Unit Roots**," Cowles Foundation Discussion Papers 2304, Cowles Foundation for Research in Economics, Yale University.- Phillips, Peter C.B., 2023.
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**Estimation And Inference With Near Unit Roots**," Econometric Theory, Cambridge University Press, vol. 39(2), pages 221-263, April.

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

- Peter C. B. Phillips, 2023.
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- Shuping Shi & Peter C.B. Phillips, 2020.
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**Diagnosing Housing Fever with an Econometric Thermometer**," Cowles Foundation Discussion Papers 2248, Cowles Foundation for Research in Economics, Yale University.- Shuping Shi & Peter C.B. Phillips, 2023.
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**Diagnosing housing fever with an econometric thermometer**," Journal of Economic Surveys, Wiley Blackwell, vol. 37(1), pages 159-186, February.

- Shuping Shi & Peter C B Phillips, 2020.
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**Diagnosing housing fever with an econometric thermometer**," CAMA Working Papers 2020-43, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.

- Shuping Shi & Peter C.B. Phillips, 2023.
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- Ye Chen & Peter C.B. Phillips & Shuping Shi, 2020.
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**Common Bubble Detection in Large Dimensional Financial Systems**," Cowles Foundation Discussion Papers 2251, Cowles Foundation for Research in Economics, Yale University. - Ke Miao & Peter C.B. Phillips & Liangjun Su, 2020.
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**High-Dimensional VARs with Common Factors**," Cowles Foundation Discussion Papers 2252, Cowles Foundation for Research in Economics, Yale University.- Miao, Ke & Phillips, Peter C.B. & Su, Liangjun, 2023.
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**High-dimensional VARs with common factors**," Journal of Econometrics, Elsevier, vol. 233(1), pages 155-183.

- Miao, Ke & Phillips, Peter C.B. & Su, Liangjun, 2023.
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- Huang, Wenxin & Jin, Sainan & Phillips, Peter C.B. & Su, Liangjun, 2020.
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**Nonstationary Panel Models with Latent Group Structures and Cross-Section Dependence**," Economics and Statistics Working Papers 7-2020, Singapore Management University, School of Economics.- Huang, Wenxin & Jin, Sainan & Phillips, Peter C.B. & Su, Liangjun, 2021.
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**Nonstationary panel models with latent group structures and cross-section dependence**," Journal of Econometrics, Elsevier, vol. 221(1), pages 198-222.

- Huang, Wenxin & Jin, Sainan & Phillips, Peter C.B. & Su, Liangjun, 2021.
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- Liang Jiang & Xiaobin Liu & Peter C. B. Phillips & Yichong Zhang, 2020.
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**Bootstrap Inference for Quantile Treatment Effects in Randomized Experiments with Matched Pairs**," Papers 2005.11967, arXiv.org, revised May 2021.- Liang Jiang & Xiaobin Liu & Peter C.B. Phillips & Yichong Zhang, 2020.
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**Bootstrap Inference for Quantile Treatment Effects in Randomized Experiments with Matched Pairs**," Cowles Foundation Discussion Papers 2249, Cowles Foundation for Research in Economics, Yale University.

- Liang Jiang & Xiaobin Liu & Peter C.B. Phillips & Yichong Zhang, 2020.
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- Peter C.B. Phillips & Ying Wang, 2020.
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**When Bias Contributes to Variance: True Limit Theory in Functional Coefficient Cointegrating Regression**," Cowles Foundation Discussion Papers 2250, Cowles Foundation for Research in Economics, Yale University.- Phillips, Peter C.B. & Wang, Ying, 2023.
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**When bias contributes to variance: True limit theory in functional coefficient cointegrating regression**," Journal of Econometrics, Elsevier, vol. 232(2), pages 469-489.

- Phillips, Peter C.B. & Wang, Ying, 2023.
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- Jungyoon Lee & Peter C.B. Phillips & Francesca Rossi, 2020.
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**Consistent Misspecification Testing in Spatial Autoregressive Models**," Cowles Foundation Discussion Papers 2256, Cowles Foundation for Research in Economics, Yale University. - Todd Henry & Peter C.B. Phillips, 2020.
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**Forecasting Economic Activity Using the Yield Curve: Quasi-Real-Time Applications for New Zealand, Australia and the US**," Cowles Foundation Discussion Papers 2259, Cowles Foundation for Research in Economics, Yale University. - Igor Kheifets & Peter C.B. Phillips, 2019.
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**Fully Modified Least Squares for Multicointegrated Systems**," Cowles Foundation Discussion Papers 2210, Cowles Foundation for Research in Economics, Yale University. - Jin Seo Cho & Peter C. B. Phillips & Juwon Seo, 2019.
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**Parametric Inference on the Mean of Functional Data Applied to Lifetime Income Curves**," Working papers 2019rwp-153, Yonsei University, Yonsei Economics Research Institute. - Peter C.B. Phillips & Zhentao Shi, 2019.
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**Boosting the Hodrick-Prescott Filter**," Cowles Foundation Discussion Papers 2192, Cowles Foundation for Research in Economics, Yale University. - Peter C.B. Phillips & Ying Wang, 2019.
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**Functional Coefficient Panel Modeling with Communal Smoothing Covariates**," Cowles Foundation Discussion Papers 2193, Cowles Foundation for Research in Economics, Yale University.- Phillips, Peter C.B. & Wang, Ying, 2022.
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**Functional coefficient panel modeling with communal smoothing covariates**," Journal of Econometrics, Elsevier, vol. 227(2), pages 371-407.

- Phillips, Peter C.B. & Wang, Ying, 2022.
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- Peter C. B. Phillips & Zhentao Shi, 2019.
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**Boosting: Why You Can Use the HP Filter**," Papers 1905.00175, arXiv.org, revised Nov 2020.- Peter C. B. Phillips & Zhentao Shi, 2021.
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**Boosting: Why You Can Use The Hp Filter**," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 62(2), pages 521-570, May.

- Peter C.B. Phillips & Zhentao Shi, 2019.
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**Boosting: Why you Can Use the HP Filter**," Cowles Foundation Discussion Papers 2212, Cowles Foundation for Research in Economics, Yale University.

- Peter C. B. Phillips & Zhentao Shi, 2021.
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- Maria Kyriacou & Peter C.B. Phillips & Francesca Rossi, 2019.
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**Continuously Updated Indirect Inference in Heteroskedastic Spatial Models**," Cowles Foundation Discussion Papers 2208, Cowles Foundation for Research in Economics, Yale University.- Kyriacou, Maria & Phillips, Peter C.B. & Rossi, Francesca, 2023.
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**Continuously Updated Indirect Inference In Heteroskedastic Spatial Models**," Econometric Theory, Cambridge University Press, vol. 39(1), pages 107-145, February.

- Maria Kyriacou & Peter C.B. Phillips & Francesca Rossi, 2019.
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**Continuously Updated Indirect Inference in Heteroskedastic Spatial Models**," Working Papers 15/2019, University of Verona, Department of Economics.

- Kyriacou, Maria & Phillips, Peter C.B. & Rossi, Francesca, 2023.
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- Violetta Dalla & Liudas Giraitis & Peter C.B. Phillips, 2019.
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**Robust Tests for White Noise and Cross-Correlation**," Cowles Foundation Discussion Papers 2194, Cowles Foundation for Research in Economics, Yale University.- Dalla, Violetta & Giraitis, Liudas & Phillips, Peter C. B., 2022.
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**Robust Tests For White Noise And Cross-Correlation**," Econometric Theory, Cambridge University Press, vol. 38(5), pages 913-941, October.

- Violetta Dalla & Liudas Giraitis & Peter C. B. Phillips, 2020.
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**Robust Tests for White Noise and Cross-Correlation**," Working Papers 906, Queen Mary University of London, School of Economics and Finance. - Violetta Dalla & Liudas Giraitis & Peter C.B. Phillips, 2019.
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**Robust Tests for White Noise and Cross-Correlation**," Cowles Foundation Discussion Papers 2194, Cowles Foundation for Research in Economics, Yale University, revised Mar 2020.

- Dalla, Violetta & Giraitis, Liudas & Phillips, Peter C. B., 2022.
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- Zhishui Hu & Peter C.B. Phillips & Qiying Wang, 2019.
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**Nonlinear Cointegrating Power Function Regression with Endogeneity**," Cowles Foundation Discussion Papers 2211, Cowles Foundation for Research in Economics, Yale University.- Hu, Zhishui & Phillips, Peter C.B. & Wang, Qiying, 2021.
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**Nonlinear Cointegrating Power Function Regression With Endogeneity**," Econometric Theory, Cambridge University Press, vol. 37(6), pages 1173-1213, December.

- Hu, Zhishui & Phillips, Peter C.B. & Wang, Qiying, 2021.
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- Ping Yu & Qin Liao & Peter C.B. Phillips, 2019.
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**Inference and Specification Testing in Threshold Regression with Endogeneity**," Cowles Foundation Discussion Papers 2209, Cowles Foundation for Research in Economics, Yale University. - Offer Lieberman & Peter C.B. Phillips, 2018.
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**Understanding Temporal Aggregation Effects on Kurtosis in Financial Indices**," Cowles Foundation Discussion Papers 2151, Cowles Foundation for Research in Economics, Yale University.- Lieberman, Offer & Phillips, Peter C.B., 2022.
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**Understanding temporal aggregation effects on kurtosis in financial indices**," Journal of Econometrics, Elsevier, vol. 227(1), pages 25-46.

- Lieberman, Offer & Phillips, Peter C.B., 2022.
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- Peter C.B. Phillips & Shuping Shi, 2018.
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**Real Time Monitoring of Asset Markets: Bubbles and Crises**," Cowles Foundation Discussion Papers 2152, Cowles Foundation for Research in Economics, Yale University. - Peter C.B. Phillips, 2018.
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**Dynamic Panel Modeling of Climate Change**," Cowles Foundation Discussion Papers 2150, Cowles Foundation for Research in Economics, Yale University.- Peter C. B. Phillips, 2020.
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**Dynamic Panel Modeling of Climate Change**," Econometrics, MDPI, vol. 8(3), pages 1-28, July.

- Peter C. B. Phillips, 2020.
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- Wang, Wuyi & Phillips, Peter C.B. & Su, Liangjun, 2018.
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**The Heterogeneous Effects of the Minimum Wage on Employment Across States**," Economics and Statistics Working Papers 11-2018, Singapore Management University, School of Economics.- Wang, Wuyi & Phillips, Peter C.B. & Su, Liangjun, 2019.
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**The heterogeneous effects of the minimum wage on employment across states**," Economics Letters, Elsevier, vol. 174(C), pages 179-185.

- Wang, Wuyi & Phillips, Peter C.B. & Su, Liangjun, 2019.
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- Peter C.B. Phillips & Yonghui Zhang & Xiaohu Wang, 2018.
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**HAR Testing for Spurious Regression in Trend**," Cowles Foundation Discussion Papers 2153, Cowles Foundation for Research in Economics, Yale University.- Peter C. B. Phillips & Xiaohu Wang & Yonghui Zhang, 2019.
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**HAR Testing for Spurious Regression in Trend**," Econometrics, MDPI, vol. 7(4), pages 1-28, December.

- Peter C. B. Phillips & Xiaohu Wang & Yonghui Zhang, 2019.
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- Farzad Sabzikar & Qiying Wang & Peter C.B. Phillips, 2018.
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**Asymptotic Theory for Near Integrated Process Driven by Tempered Linear Process**," Cowles Foundation Discussion Papers 2131, Cowles Foundation for Research in Economics, Yale University. - John Chao & Peter C.B. Phillips, 2017.
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**Uniform Inference in Panel Autoregression**," Cowles Foundation Discussion Papers 2071, Cowles Foundation for Research in Economics, Yale University.- John C. Chao & Peter C. B. Phillips, 2019.
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**Uniform Inference in Panel Autoregression**," Econometrics, MDPI, vol. 7(4), pages 1-28, November.

- John C. Chao & Peter C. B. Phillips, 2019.
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- Degui Li & Peter C.B. Phillips & Jiti Gao, 2017.
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**Kernel-Based Inference In Time-Varying Coefficient Cointegrating Regression**," Cowles Foundation Discussion Papers 2109, Cowles Foundation for Research in Economics, Yale University.- Li, Degui & Phillips, Peter C.B. & Gao, Jiti, 2020.
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**Kernel-based Inference in Time-Varying Coefficient Cointegrating Regression**," Journal of Econometrics, Elsevier, vol. 215(2), pages 607-632.

- Li, Degui & Phillips, Peter C.B. & Gao, Jiti, 2020.
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- Thomas Leirvik & Peter C.B. Phillips & Trude Storelvmo, 2017.
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**Econometric Measurement of Earth's Transient Climate Sensitivity**," Cowles Foundation Discussion Papers 2083, Cowles Foundation for Research in Economics, Yale University.- Peter C.B. Phillips, 2017.
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**Econometric Measurement of Earth's Transient Climate Sensitivity**," Cowles Foundation Discussion Papers 2094, Cowles Foundation for Research in Economics, Yale University.

- Peter C.B. Phillips, 2017.
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- Peter C. B. Phillips, 2017.
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**Detecting Financial Collapse and Ballooning Sovereign Risk**," Cowles Foundation Discussion Papers 2110, Cowles Foundation for Research in Economics, Yale University.- Peter C. B. Phillips & Shuping Shi, 2019.
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**Detecting Financial Collapse and Ballooning Sovereign Risk**," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 81(6), pages 1336-1361, December.

- Peter C. B. Phillips & Shuping Shi, 2019.
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- Degui Li & Peter CB Phillips & Jiti Gao, 2017.
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**Kernel-based inference in time-varying coefficient models with multiple integrated regressors**," Monash Econometrics and Business Statistics Working Papers 11/17, Monash University, Department of Econometrics and Business Statistics. - Anna Bykhovskaya & Peter C. B. Phillips, 2017.
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**Point Optimal Testing with Roots That Are Functionally Local to Unity**," Cowles Foundation Discussion Papers 2107, Cowles Foundation for Research in Economics, Yale University.- Bykhovskaya, Anna & Phillips, Peter C.B., 2020.
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**Point optimal testing with roots that are functionally local to unity**," Journal of Econometrics, Elsevier, vol. 219(2), pages 231-259.

- Bykhovskaya, Anna & Phillips, Peter C.B., 2020.
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- Tingting Cheng & Jiti Gao & Peter CB Phillips, 2017.
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**Bayesian estimation based on summary statistics: Double asymptotics and practice**," Monash Econometrics and Business Statistics Working Papers 4/17, Monash University, Department of Econometrics and Business Statistics. - Offer Lieberman & Peter C.B. Phillips, 2017.
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**Hybrid Stochastic Local Unit Roots**," Cowles Foundation Discussion Papers 2113, Cowles Foundation for Research in Economics, Yale University.- Lieberman, Offer & Phillips, Peter C.B., 2020.
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**Hybrid stochastic local unit roots**," Journal of Econometrics, Elsevier, vol. 215(1), pages 257-285.

- Lieberman, Offer & Phillips, Peter C.B., 2020.
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- Anna Bykhovskaya & Peter C. B. Phillips, 2017.
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**Boundary Limit Theory for Functional Local to Unity Regression**," Cowles Foundation Discussion Papers 2108, Cowles Foundation for Research in Economics, Yale University.- Anna Bykhovskaya & Peter C. B. Phillips, 2018.
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**Boundary Limit Theory for Functional Local to Unity Regression**," Journal of Time Series Analysis, Wiley Blackwell, vol. 39(4), pages 523-562, July.

- Anna Bykhovskaya & Peter C. B. Phillips, 2018.
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- Yubo Tao & Peter C.B. Phillips & Jun Yu, 2017.
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**Random Coefficient Continuous Systems: Testing for Extreme Sample Path Behaviour**," Cowles Foundation Discussion Papers 2114, Cowles Foundation for Research in Economics, Yale University.- Tao, Yubo & Phillips, Peter C.B. & Yu, Jun, 2019.
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**Random coefficient continuous systems: Testing for extreme sample path behavior**," Journal of Econometrics, Elsevier, vol. 209(2), pages 208-237.

- Tao, Yubo & Phillips, Peter C.B. & Yu, Jun, 2017.
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**Random Coefficient Continuous Systems: Testing for Extreme Sample Path Behaviour**," Economics and Statistics Working Papers 18-2017, Singapore Management University, School of Economics.

- Tao, Yubo & Phillips, Peter C.B. & Yu, Jun, 2019.
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- David F. Hendry & Peter C.B. Phillips, 2017.
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**John Denis Sargan at the London School of Economics**," Cowles Foundation Discussion Papers 2082, Cowles Foundation for Research in Economics, Yale University. - Jianning Kong & Peter C.B. Phillips & Donggyu Sul, 2017.
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**Weak s- Convergence: Theory and Applications**," Cowles Foundation Discussion Papers 2072, Cowles Foundation for Research in Economics, Yale University.- Kong, Jianning & Phillips, Peter C.B. & Sul, Donggyu, 2019.
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**Weak σ-convergence: Theory and applications**," Journal of Econometrics, Elsevier, vol. 209(2), pages 185-207.

- Kong, Jianning & Phillips, Peter C.B. & Sul, Donggyu, 2019.
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- Qiying Wang & Peter C.B. Phillips & Ioannis Kasparis, 2017.
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**Latent Variable Nonparametric Cointegrating Regression**," Cowles Foundation Discussion Papers 2111, Cowles Foundation for Research in Economics, Yale University.- Wang, Qiying & Phillips, Peter C.B. & Kasparis, Ioannis, 2021.
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**Latent Variable Nonparametric Cointegrating Regression**," Econometric Theory, Cambridge University Press, vol. 37(1), pages 138-168, February.

- Wang, Qiying & Phillips, Peter C.B. & Kasparis, Ioannis, 2021.
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- Jin Seo Cho & Peter C.B. Phillips, 2016.
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**Online Supplement to "Pythagorean Generalization of Testing the Equality of Two Symmetric Positive Definite Matrices"**," Working papers 2016rwp-89a, Yonsei University, Yonsei Economics Research Institute. - Tingting Cheng & Jiti Gao & Peter CB Phillips, 2016.
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**A Frequency Approach to Bayesian Asymptotics**," Monash Econometrics and Business Statistics Working Papers 5/16, Monash University, Department of Econometrics and Business Statistics. - Wuyi Wang & Peter C.B. Phillips & Liangjun Su, 2016.
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**Homogeneity Pursuit in Panel Data Models: Theory and Applications**," Cowles Foundation Discussion Papers 2063, Cowles Foundation for Research in Economics, Yale University.- Wuyi Wang & Peter C. B. Phillips & Liangjun Su, 2018.
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**Homogeneity pursuit in panel data models: Theory and application**," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(6), pages 797-815, September.

- Wuyi Wang & Peter C. B. Phillips & Liangjun Su, 2018.
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- Shu-Ping Shi & Stan Hurn & Peter C. B. Phillips, 2016.
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**Causal Change Detection in Possibly Integrated Systems: Revisiting the Money-Income Relationship**," Cowles Foundation Discussion Papers 2059, Cowles Foundation for Research in Economics, Yale University.- Shuping Shi & Stan Hurn & Peter C B Phillips, 2016.
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**Causal Change Detection in Possibly Integrated Systems: Revisiting the Money-Income Relationship**," NCER Working Paper Series 113, National Centre for Econometric Research.

- Shuping Shi & Stan Hurn & Peter C B Phillips, 2016.
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- Stan Hurn & Peter C. B. Phillips & Shu-Ping Shi, 2016.
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**"Change Detection and the Causal Impact of the Yield Curve**," Cowles Foundation Discussion Papers 2058, Cowles Foundation for Research in Economics, Yale University.- Shuping Shi & Peter C. B. Phillips & Stan Hurn, 2018.
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**Change Detection and the Causal Impact of the Yield Curve**," Journal of Time Series Analysis, Wiley Blackwell, vol. 39(6), pages 966-987, November.

- Stan Hurn & Peter C B Phillips & Shuping Shi, 2015.
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**Change Detection and the Casual Impact of the Yield Curve**," NCER Working Paper Series 107, National Centre for Econometric Research.

- Shuping Shi & Peter C. B. Phillips & Stan Hurn, 2018.
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- Jin Seo Cho & Peter C.B. Phillips, 2016.
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**Pythagorean Generalization of Testing the Equality of Two Symmetric Positive Definite Matrices**," Working papers 2016rwp-89, Yonsei University, Yonsei Economics Research Institute.- Cho, Jin Seo & Phillips, Peter C.B., 2018.
"
**Pythagorean generalization of testing the equality of two symmetric positive definite matrices**," Journal of Econometrics, Elsevier, vol. 202(1), pages 45-56.

- Cho, Jin Seo & Phillips, Peter C.B., 2018.
"
- Jin Seo Cho & Myung-Ho Park & Peter C.B. Phillips, 2016.
"
**Supplement to ¡°Practical Kolmogorov-Smirnov Testing by Minimum Distance Applied to Measure Top Income Shares in Korea¡±**," Working papers 2016rwp-88a, Yonsei University, Yonsei Economics Research Institute. - Jin Seo Cho & Myung-Ho Park & Peter C.B. Phillips, 2016.
"
**Practical Kolmogorov-Smirnov Testing by Minimum Distance Applied to Measure Top Income Shares in Korea**," Working papers 2016rwp-88, Yonsei University, Yonsei Economics Research Institute.- Jin Seo Cho & Myung-Ho Park & Peter C. B. Phillips, 2018.
"
**Practical Kolmogorov–Smirnov Testing by Minimum Distance Applied to Measure Top Income Shares in Korea**," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 36(3), pages 523-537, July.

- Jin Seo Cho & Myung-Ho Park & Peter C. B. Phillips, 2018.
"
- Peter C.B. Phillips, 2016.
"
**Tribute to T. W. Anderson**," Cowles Foundation Discussion Papers 2081, Cowles Foundation for Research in Economics, Yale University. - Wayne Yuan Gao & Peter C.B. Phillips, 2016.
"
**Structural Inference from Reduced Forms with Many Instruments**," Cowles Foundation Discussion Papers 2062, Cowles Foundation for Research in Economics, Yale University.- Phillips, Peter C.B. & Gao, Wayne Yuan, 2017.
"
**Structural inference from reduced forms with many instruments**," Journal of Econometrics, Elsevier, vol. 199(2), pages 96-116.

- Phillips, Peter C.B. & Gao, Wayne Yuan, 2017.
"
- Offer Lieberman & Peter C.B. Phillips, 2016.
"
**IV and GMM Estimation and Testing of Multivariate Stochastic Unit Root Models**," Cowles Foundation Discussion Papers 2061, Cowles Foundation for Research in Economics, Yale University. - Jin Seo Cho & Myung-Ho Park & Peter C. B. Phillips, 2016.
"
**Sequentially Testing Polynomial Model Hypotheses Using Power Transforms of Regressors**," Cowles Foundation Discussion Papers 2060, Cowles Foundation for Research in Economics, Yale University.- Jin Seo Cho & Peter C. B. Phillips, 2018.
"
**Sequentially testing polynomial model hypotheses using power transforms of regressors**," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(1), pages 141-159, January.

- Jin Seo Cho & Peter C.B. Phillips, 2016.
"
**Sequentially Testing Polynomial Model Hypotheses using Power Transforms of Regressors**," Working papers 2016rwp-90, Yonsei University, Yonsei Economics Research Institute.

- Jin Seo Cho & Peter C. B. Phillips, 2018.
"
- Greenaway-McGrevy, Ryan & Phillips, Peter, 2015.
"
**Hot Property in New Zealand: Empirical Evidence of Housing Bubbles in the Metropolitan Centres**," Working Papers 25259, Department of Economics, The University of Auckland.- Ryan Greenaway-McGrevy & Peter C.B. Phillips, 2016.
"
**Hot property in New Zealand: Empirical evidence of housing bubbles in the metropolitan centres**," New Zealand Economic Papers, Taylor & Francis Journals, vol. 50(1), pages 88-113, April.

- Ryan Greenaway-McGrevy & Peter C. B. Phillips, 2015.
"
**Hot Property in New Zealand: Empirical Evidence of Housing Bubbles in the Metropolitan Centres**," Cowles Foundation Discussion Papers 2004, Cowles Foundation for Research in Economics, Yale University.

- Ryan Greenaway-McGrevy & Peter C.B. Phillips, 2016.
"
- YAE IN BAEK & Jin Seo Cho & PETER C.B. PHILLIPS, 2015.
"
**We provide mathematical proofs for the results in "Testing Linearity Using Power Transforms of Regressors"**," Working papers 2015rwp-79a, Yonsei University, Yonsei Economics Research Institute. - Jin Seo Cho & Myung-Ho Park & Peter C. B. Phillips, 2015.
"
**Minimum Distance Testing and Top Income Shares in Korea**," Cowles Foundation Discussion Papers 2007, Cowles Foundation for Research in Economics, Yale University. - Violetta Dalla & Liudas Giraitis & Peter C. B. Phillips, 2015.
"
**Testing Mean Stability of Heteroskedastic Time Series**," Cowles Foundation Discussion Papers 2006, Cowles Foundation for Research in Economics, Yale University.- Violetta Dalla & Liudas Giraitis & Peter C.B. Phillips, 2015.
"
**Testing Mean Stability of Heteroskedastic Time Series**," Working Papers 765, Queen Mary University of London, School of Economics and Finance.

- Violetta Dalla & Liudas Giraitis & Peter C.B. Phillips, 2015.
"
- Peter C. B. Phillips, 2015.
"
**Pitfalls and Possibilities in Predictive Regression**," Cowles Foundation Discussion Papers 2003, Cowles Foundation for Research in Economics, Yale University. - Peter C. B. Phillips, 2015.
"
**Edmond Malinvaud: A Tribute to His Contributions in Econometrics**," Cowles Foundation Discussion Papers 2002, Cowles Foundation for Research in Economics, Yale University.- Peter C. B. Phillips, 2015.
"
**Edmond Malinvaud: a tribute to his contributions in econometrics**," Econometrics Journal, Royal Economic Society, vol. 18(2), pages 1-13, June.

- Peter C. B. Phillips, 2015.
"
- Peter C. B. Phillips & Ye Chen & Jun Yu, 2015.
"
**Limit Theory for Continuous Time Systems with Mildly Explosive Regressors**," Working Papers 03-2015, Singapore Management University, School of Economics. - Peter C. B. Phillips & Sainan Jin, 2015.
"
**Business Cycles, Trend Elimination, and the HP Filter**," Cowles Foundation Discussion Papers 2005, Cowles Foundation for Research in Economics, Yale University.- Peter C. B. Phillips & Sainan Jin, 2021.
"
**Business Cycles, Trend Elimination, And The Hp Filter**," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 62(2), pages 469-520, May.

- Peter C. B. Phillips & Sainan Jin, 2021.
"
- Peter C. B. Phillips, 2015.
"
**Inference in Near Singular Regression**," Cowles Foundation Discussion Papers 2009, Cowles Foundation for Research in Economics, Yale University.- Peter C. B. Phillips, 2016.
"
**Inference in Near-Singular Regression**," Advances in Econometrics, in: Essays in Honor of Aman Ullah, volume 36, pages 461-486, Emerald Group Publishing Limited.

- Peter C. B. Phillips, 2016.
"
- Liangjun Su & Zhentao Shi & Peter C.B. Phillips, 2014.
"
**Identifying Latent Structures in Panel Data**," Cowles Foundation Discussion Papers 1965, Cowles Foundation for Research in Economics, Yale University.- Liangjun Su & Zhentao Shi & Peter C. B. Phillips, 2016.
"
**Identifying Latent Structures in Panel Data**," Econometrica, Econometric Society, vol. 84, pages 2215-2264, November.

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

- Liangjun Su & Zhentao Shi & Peter C. B. Phillips, 2016.
"
- Ping Yu & Peter C.B. Phillips, 2014.
"
**Threshold Regression with Endogeneity**," Cowles Foundation Discussion Papers 1966, Cowles Foundation for Research in Economics, Yale University.- Yu, Ping & Phillips, Peter C.B., 2018.
"
**Threshold regression with endogeneity**," Journal of Econometrics, Elsevier, vol. 203(1), pages 50-68.

- Yu, Ping & Phillips, Peter C.B., 2018.
"
- Offer Lieberman & Peter C.B. Phillips, 2014.
"
**A Multivariate Stochastic Unit Root Model with an Application to Derivative Pricing**," Cowles Foundation Discussion Papers 1964, Cowles Foundation for Research in Economics, Yale University.- Lieberman, Offer & Phillips, Peter C.B., 2017.
"
**A multivariate stochastic unit root model with an application to derivative pricing**," Journal of Econometrics, Elsevier, vol. 196(1), pages 99-110.

- Lieberman, Offer & Phillips, Peter C.B., 2017.
"
- Liang Jiang & Peter C.B. Phillips & Jun Yu, 2014.
"
**A New Hedonic Regression for Real Estate Prices Applied to the Singapore Residential Market**," Cowles Foundation Discussion Papers 1969, Cowles Foundation for Research in Economics, Yale University.- Liang Jiang & Peter C.B. Phillips & Jun Yu, 2014.
"
**A New Hedonic Regression for Real Estate Prices Applied to the Singapore Residential Market**," Working Papers 19-2014, Singapore Management University, School of Economics.

- Liang Jiang & Peter C.B. Phillips & Jun Yu, 2014.
"
- Peter C.B. Phillips & Chirok Han, 2014.
"
**True Limit Distributions of the Anderson-Hsiao IV Estimators in Panel Autoregression**," Cowles Foundation Discussion Papers 1963, Cowles Foundation for Research in Economics, Yale University.- Phillips, Peter C.B. & Han, Chirok, 2015.
"
**The true limit distributions of the Anderson–Hsiao IV estimators in panel autoregression**," Economics Letters, Elsevier, vol. 127(C), pages 89-92.

- Phillips, Peter C.B. & Han, Chirok, 2015.
"
- Peter C.B. Phillips, 2014.
"
**Dynamic Panel GMM with Near Unity**," Cowles Foundation Discussion Papers 1962, Cowles Foundation for Research in Economics, Yale University. - Hanying Liang & Peter C.B. Phillips & Hanchao Wang & Qiying Wang, 2014.
"
**Weak Convergence to Stochastic Integrals for Econometric Applications**," Cowles Foundation Discussion Papers 1971, Cowles Foundation for Research in Economics, Yale University.- Liang, Hanying & Phillips, Peter C.B. & Wang, Hanchao & Wang, Qiying, 2016.
"
**Weak Convergence To Stochastic Integrals For Econometric Applications**," Econometric Theory, Cambridge University Press, vol. 32(6), pages 1349-1375, December.

- Liang, Hanying & Phillips, Peter C.B. & Wang, Hanchao & Wang, Qiying, 2016.
"
- Peter C.B. Phillips & Shu-Ping Shi, 2014.
"
**Financial Bubble Implosion**," Cowles Foundation Discussion Papers 1967, Cowles Foundation for Research in Economics, Yale University. - Peter C.B. Phillips & Shu-Ping Shi & Jun Yu, 2013.
"
**Testing for Multiple Bubbles: Historical Episodes of Exuberance and Collapse in the S&P 500**," Cowles Foundation Discussion Papers 1914, Cowles Foundation for Research in Economics, Yale University.- Peter C. B. Phillips & Shuping Shi & Jun Yu, 2015.
"
**Testing For Multiple Bubbles: Historical Episodes Of Exuberance And Collapse In The S&P 500**," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 56(4), pages 1043-1078, November.

- Peter C. B. Phillips & Shu-Ping Shi & Jun Yu, 2013.
"
**Testing for Multiple Bubbles 1: Historical Episodes of Exuberance and Collapse in the S&P 500**," Working Papers 04-2013, Singapore Management University, School of Economics.

- Peter C. B. Phillips & Shuping Shi & Jun Yu, 2015.
"
- Andreou, Elena & Kasparis, Ioannis & Phillips, Peter C. B., 2013.
"
**Nonparametric Predictive Regression**," CEPR Discussion Papers 9570, C.E.P.R. Discussion Papers.- Kasparis, Ioannis & Andreou, Elena & Phillips, Peter C.B., 2015.
"
**Nonparametric predictive regression**," Journal of Econometrics, Elsevier, vol. 185(2), pages 468-494.

- Ioannis Kasparis & Elena Andreou & Peter C.B. Phillips, 2012.
"
**Nonparametric Predictive Regression**," Cowles Foundation Discussion Papers 1878, Cowles Foundation for Research in Economics, Yale University. - Ioannis Kasparis & Elena Andreou & Peter C. B. Phillips, 2012.
"
**Nonparametric Predictive Regression**," University of Cyprus Working Papers in Economics 14-2012, University of Cyprus Department of Economics.

- Kasparis, Ioannis & Andreou, Elena & Phillips, Peter C.B., 2015.
"
- Jiti Gao & Peter C.B. Phillips, 2013.
"
**Functional Coefficient Nonstationary Regression with Non- and Semi-Parametric Cointegration**," Monash Econometrics and Business Statistics Working Papers 16/13, Monash University, Department of Econometrics and Business Statistics. - Yoonseok Lee & Peter C.B. Phillips, 2013.
"
**Model Selection in the Presence of Incidental Parameters**," Cowles Foundation Discussion Papers 1919, Cowles Foundation for Research in Economics, Yale University.- Lee, Yoonseok & Phillips, Peter C.B., 2015.
"
**Model selection in the presence of incidental parameters**," Journal of Econometrics, Elsevier, vol. 188(2), pages 474-489.

- Yoonseok Lee & Peter C.B. Phillips, 2013.
"
**Model Selection in the Presence of Incidental Parameters**," Center for Policy Research Working Papers 159, Center for Policy Research, Maxwell School, Syracuse University.

- Lee, Yoonseok & Phillips, Peter C.B., 2015.
"
- Degui Li & Peter C.B. Phillips & Jiti Gao, 2013.
"
**Uniform Consistency of Nonstationary Kernel-Weighted Sample Covariances for Nonparametric Regression**," Cowles Foundation Discussion Papers 1929, Cowles Foundation for Research in Economics, Yale University.- Li, Degui & Phillips, Peter C. B. & Gao, Jiti, 2016.
"
**Uniform Consistency Of Nonstationary Kernel-Weighted Sample Covariances For Nonparametric Regression**," Econometric Theory, Cambridge University Press, vol. 32(3), pages 655-685, June.

- Degui Li & Peter C. B. Phillips & Jiti Gao, 2013.
"
**Uniform Consistency of Nonstationary Kernel-Weighted Sample Covariances for Nonparametric Regression**," Monash Econometrics and Business Statistics Working Papers 27/13, Monash University, Department of Econometrics and Business Statistics.

- Li, Degui & Phillips, Peter C. B. & Gao, Jiti, 2016.
"
- Jiti Gao & Peter C.B. Phillips, 2013.
"
**Functional Coefficient Nonstationary Regression**," Cowles Foundation Discussion Papers 1911, Cowles Foundation for Research in Economics, Yale University. - Yong Bao & Aman Ullah & Yun Wang & Jun Yu, 2013.
"
**Bias in the Mean Reversion Estimator in Continuous-Time Gaussian and Levy Processes**," Working Papers CoFie-01-2013, Singapore Management University, Sim Kee Boon Institute for Financial Economics.- Yong Bao & Aman Ullah & Yun Wang & Jun Yu, 2013.
"
**Bias in the Mean Reversion Estimator in Continuous-Time Gaussian and Lévy Processes**," Working Papers 02-2013, Singapore Management University, School of Economics.

- Yong Bao & Aman Ullah & Yun Wang & Jun Yu, 2013.
"
- Peter C.B. Phillips, 2013.
"
**Unit Roots in Life -- A Graduate Student Story**," Cowles Foundation Discussion Papers 1913, Cowles Foundation for Research in Economics, Yale University.- Phillips, Peter C. B., 2014.
"
**Unit Roots In Life—A Graduate Student Story**," Econometric Theory, Cambridge University Press, vol. 30(4), pages 719-736, August.

- Phillips, Peter C. B., 2014.
"
- Peter C.B. Phillips & Degui Li & Jiti Gao, 2013.
"
**Estimating Smooth Structural Change in Cointegration Models**," Cowles Foundation Discussion Papers 1910, Cowles Foundation for Research in Economics, Yale University.- Phillips, Peter C.B. & Li, Degui & Gao, Jiti, 2017.
"
**Estimating smooth structural change in cointegration models**," Journal of Econometrics, Elsevier, vol. 196(1), pages 180-195.

- Peter C. B. Phillips & Degui Li & Jiti Gao, 2013.
"
**Estimating Smooth Structural Change in Cointegration Models**," Monash Econometrics and Business Statistics Working Papers 22/13, Monash University, Department of Econometrics and Business Statistics.

- Phillips, Peter C.B. & Li, Degui & Gao, Jiti, 2017.
"
- Peter C.B. Phillips & Shu-Ping Shi & Jun Yu, 2013.
"
**Testing for Multiple Bubbles: Limit Theory of Real Time Detectors**," Cowles Foundation Discussion Papers 1915, Cowles Foundation for Research in Economics, Yale University.- Peter C. B. Phillips & Shuping Shi & Jun Yu, 2015.
"
**Testing For Multiple Bubbles: Limit Theory Of Real‐Time Detectors**," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 56(4), pages 1079-1134, November.

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

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

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

- Offer Lieberman & Peter C. B. Phillips, 2014.
"
- Yae In Baek & Jin Seo Cho & Peter C.B. Phillips, 2013.
"
**Testing Linearity Using Power Transforms of Regressors**," Cowles Foundation Discussion Papers 1917, Cowles Foundation for Research in Economics, Yale University.- Baek, Yae In & Cho, Jin Seo & Phillips, Peter C.B., 2015.
"
**Testing linearity using power transforms of regressors**," Journal of Econometrics, Elsevier, vol. 187(1), pages 376-384.

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

- Baek, Yae In & Cho, Jin Seo & Phillips, Peter C.B., 2015.
"
- Zhipeng Liao & Peter C.B. Phillips, 2012.
"
**Automated Estimation of Vector Error Correction Models**," Cowles Foundation Discussion Papers 1873, Cowles Foundation for Research in Economics, Yale University.- Liao, Zhipeng & Phillips, Peter C. B., 2015.
"
**Automated Estimation Of Vector Error Correction Models**," Econometric Theory, Cambridge University Press, vol. 31(3), pages 581-646, June.

- Liao, Zhipeng & Phillips, Peter C. B., 2015.
"
- Ioannis Kasparis & Peter C.B. Phillips & Tassos Magdalinos, 2012.
"
**Non-linearity Induced Weak Instrumentation**," Cowles Foundation Discussion Papers 1872, Cowles Foundation for Research in Economics, Yale University.- Ioannis Kasparis & Peter C. B. Phillips & Tassos Magdalinos, 2014.
"
**Nonlinearity Induced Weak Instrumentation**," Econometric Reviews, Taylor & Francis Journals, vol. 33(5-6), pages 676-712, August.

- Ioannis Kasparis & Peter C.B. Phillips & Tassos Magdalinos, 2012.
"
**Non-linearity Induced Weak Instrumentation**," University of Cyprus Working Papers in Economics 02-2012, University of Cyprus Department of Economics.

- Ioannis Kasparis & Peter C. B. Phillips & Tassos Magdalinos, 2014.
"
- Peter C.B. Phillips & Shu-Ping Shi & Jun Yu, 2012.
"
**Testing for Multiple Bubbles**," Cowles Foundation Discussion Papers 1843, Cowles Foundation for Research in Economics, Yale University.- Peter C. B. Phillips & Shu-Ping Shi & Jun Yu, 2012.
"
**Testing for Multiple Bubbles**," Working Papers 13-2012, Singapore Management University, School of Economics. - Peter C.B. Phillips & Shu-Ping Shi & Jun Yu, 2011.
"
**Testing for Multiple Bubbles**," Working Papers 09-2011, Singapore Management University, School of Economics. - Peter C. B. Phillips & Shu-Ping Shi & Jun Yu, 2011.
"
**Testing for Multiple Bubbles**," Working Papers CoFie-03-2011, Singapore Management University, Sim Kee Boon Institute for Financial Economics.

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

- Cavaliere, G. & Phillips, P.C.B. & Smeekes, S. & Taylor, A.M.R., 2011.
"
**Lag length selection for unit root tests in the presence of nonstationary volatility**," Research Memorandum 056, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).

- Giuseppe Cavaliere & Peter C. B. Phillips & Stephan Smeekes & A. M. Robert Taylor, 2015.
"
- Peter C.B. Phillips & Ji Hyung Lee, 2012.
"
**VARs with Mixed Roots Near Unity**," Cowles Foundation Discussion Papers 1845, Cowles Foundation for Research in Economics, Yale University. - Peter C.B. Phillips & Shu-Ping Shi & Jun Yu, 2012.
"
**Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior**," Cowles Foundation Discussion Papers 1842, Cowles Foundation for Research in Economics, Yale University.- Peter C. B. Phillips & Shuping Shi & Jun Yu, 2014.
"
**Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behaviour**," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 76(3), pages 315-333, June.

- Peter C. B. Phillips & Shu-Ping Shi & Jun Yu, 2012.
"
**Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior**," Working Papers 17-2012, Singapore Management University, School of Economics. - Peter C. B. Phillips & Shu-Ping Shi & Jun Yu, 2011.
"
**Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior**," Working Papers 15-2011, Singapore Management University, School of Economics. - Peter C. B. Phillips & Shu-Ping Shi & Jun Yu, 2011.
"
**Speci cation Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior**," Working Papers CoFie-09-2011, Singapore Management University, Sim Kee Boon Institute for Financial Economics.

- Peter C. B. Phillips & Shuping Shi & Jun Yu, 2014.
"
- Peter C.B. Phillips, 2012.
"
**On Confidence Intervals for Autoregressive Roots and Predictive Regression**," Cowles Foundation Discussion Papers 1879, Cowles Foundation for Research in Economics, Yale University.- Peter C. B. Phillips, 2014.
"
**On Confidence Intervals for Autoregressive Roots and Predictive Regression**," Econometrica, Econometric Society, vol. 82(3), pages 1177-1195, May.

- Peter C. B. Phillips, 2014.
"
- Peter C.B. Phillips & Zhipeng Liao, 2012.
"
**Series Estimation of Stochastic Processes: Recent Developments and Econometric Applications**," Cowles Foundation Discussion Papers 1871, Cowles Foundation for Research in Economics, Yale University. - Jiti Gao & Peter C.B. Phillips, 2011.
"
**Semiparametric Estimation in Multivariate Nonstationary Time Series Models**," Monash Econometrics and Business Statistics Working Papers 17/11, Monash University, Department of Econometrics and Business Statistics. - Qiying Wang & Peter C.B. Phillips, 2011.
"
**Specification Testing for Nonlinear Cointegrating Regression**," Cowles Foundation Discussion Papers 1779, Cowles Foundation for Research in Economics, Yale University, revised Feb 2011. - Xiaohu Wang & Peter C.B. Phillips & Jun Yu, 2011.
"
**Bias in Estimating Multivariate and Univariate Diffusions**," Cowles Foundation Discussion Papers 1778, Cowles Foundation for Research in Economics, Yale University.- Wang, Xiaohu & Phillips, Peter C.B. & Yu, Jun, 2011.
"
**Bias in estimating multivariate and univariate diffusions**," Journal of Econometrics, Elsevier, vol. 161(2), pages 228-245, April.

- Wang, Xiaohu & Phillips, Peter C.B. & Yu, Jun, 2011.
"
- Chirok Han & Peter C.B. Phillips, 2011.
"
**First Difference MLE and Dynamic Panel Estimation**," Cowles Foundation Discussion Papers 1780, Cowles Foundation for Research in Economics, Yale University. - Peter C.B. Phillips, 2011.
"
**Folklore Theorems, Implicit Maps and New Unit Root Limit Theory**," Cowles Foundation Discussion Papers 1781, Cowles Foundation for Research in Economics, Yale University. - Yonghui Zhang & Liangjun Su & Peter C.B. Phillips, 2011.
"
**Testing for Common Trends in Semiparametric Panel Data Models with Fixed Effects**," Cowles Foundation Discussion Papers 1832, Cowles Foundation for Research in Economics, Yale University.- Yonghui Zhang & Liangjun Su & Peter C. B. Phillips, 2012.
"
**Testing for common trends in semi‐parametric panel data models with fixed effects**," Econometrics Journal, Royal Economic Society, vol. 15(1), pages 56-100, February.

- Yonghui Zhang & Liangjun Su & Peter C. B. Phillips, 2012.
"
- Peter C.B. Phillips & Tassos Magdalinos, 2011.
"
**Inconsistent VAR Regression with Common Explosive Roots**," Cowles Foundation Discussion Papers 1777, Cowles Foundation for Research in Economics, Yale University.- Phillips, Peter C.B. & Magdalinos, Tassos, 2013.
"
**Inconsistent Var Regression With Common Explosive Roots**," Econometric Theory, Cambridge University Press, vol. 29(4), pages 808-837, August.

- Phillips, Peter C.B. & Magdalinos, Tassos, 2013.
"
- Peter C.B. Phillips, 2011.
"
**Meritocracy Voting: Measuring the Unmeasurable**," Cowles Foundation Discussion Papers 1833, Cowles Foundation for Research in Economics, Yale University.- Peter C. B. Phillips, 2016.
"
**Meritocracy Voting: Measuring the Unmeasurable**," Econometric Reviews, Taylor & Francis Journals, vol. 35(1), pages 2-40, January.

- Peter C. B. Phillips, 2016.
"
- Shu-Ping Shi & Peter C. B. Phillips & Jun Yu, 2011.
"
**Specification Sensitivities in Right-Tailed Unit Root Testing for Financial Bubbles**," Working Papers 172011, Hong Kong Institute for Monetary Research.- Shu-Ping Shi & Peter C. B. Phillips & Jun Yu, 2011.
"
**SpeciÖcation Sensitivities in Right-Tailed Unit Root Testing for Financial Bubbles**," Working Papers CoFie-01-2011, Singapore Management University, Sim Kee Boon Institute for Financial Economics. - Shu-Ping Shi & Peter C.B. Phillips & Jun Yu, 2011.
"
**Speci fication Sensitivities in Right-Tailed Unit Root Testing for Financial Bubbles**," Working Papers 08-2011, Singapore Management University, School of Economics.

- Shu-Ping Shi & Peter C. B. Phillips & Jun Yu, 2011.
"
- 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.
"
- 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 & 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, 2010.
"
**Dating the Timeline of Financial Bubbles during the Subprime Crisis**," Cowles Foundation Discussion Papers 1770, Cowles Foundation for Research in Economics, Yale University.- Peter C. B. Phillips & Jun Yu, 2011.
"
**Dating the timeline of financial bubbles during the subprime crisis**," Quantitative Economics, Econometric Society, vol. 2(3), pages 455-491, November.

- Peter C. B. Phillips & Jun Yu, 2009.
"
**Dating the Timeline of Financial Bubbles During the Subprime Crisis**," Finance Working Papers 23051, East Asian Bureau of Economic Research. - Peter C. B. Phillips & Jun Yu, 2009.
"
**Dating the Timeline of Financial Bubbles During the Subprime Crisis**," Working Papers 18-2009, Singapore Management University, School of Economics. - Peter C.B.Phillips & Jun Yu, 2009.
"
**Dating the Timeline of Financial Bubbles During the Subprime Crisis**," Working Papers CoFie-07-2009, Singapore Management University, Sim Kee Boon Institute for Financial Economics.

- Peter C. B. Phillips & Jun Yu, 2011.
"
- Yixiao Sun & Peter C.B. Phillips & Sainan Jin, 2010.
"
**Power Maximization and Size Control in Heteroskedasticity and Autocorrelation Robust Tests with Exponentiated Kernels**," Cowles Foundation Discussion Papers 1749, Cowles Foundation for Research in Economics, Yale University.- Sun, Yixiao & Phillips, Peter C.B. & Jin, Sainan, 2011.
"
**Power Maximization And Size Control In Heteroskedasticity And Autocorrelation Robust Tests With Exponentiated Kernels**," Econometric Theory, Cambridge University Press, vol. 27(6), pages 1320-1368, December.

- Sun, Yixiao & Phillips, Peter C.B. & Jin, Sainan, 2011.
"
- Chirok Han & Peter C.B. Phillips & Donggyu Sul, 2010.
"
**Uniform Asymptotic Normality in Stationary and Unit Root Autoregression**," Cowles Foundation Discussion Papers 1746, Cowles Foundation for Research in Economics, Yale University.- Han, Chirok & Phillips, Peter C. B. & Sul, Donggyu, 2011.
"
**Uniform Asymptotic Normality In Stationary And Unit Root Autoregression**," Econometric Theory, Cambridge University Press, vol. 27(6), pages 1117-1151, December.

- Han, Chirok & Phillips, Peter C. B. & Sul, Donggyu, 2011.
"
- 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. - Jiti Gao & Peter C. B. Phillips, 2010.
"
**Semiparametric Estimation in Simultaneous Equations of Time Series Models**," School of Economics and Public Policy Working Papers 2010-26, University of Adelaide, School of Economics and Public Policy. - Xiaoxia Shi & Peter C. B. Phillips, 2010.
"
**Nonlinear Cointegrating Regression under Weak Identification**," Cowles Foundation Discussion Papers 1768, Cowles Foundation for Research in Economics, Yale University.- Shi, Xiaoxia & Phillips, Peter C.B., 2012.
"
**Nonlinear Cointegrating Regression Under Weak Identification**," Econometric Theory, Cambridge University Press, vol. 28(3), pages 509-547, June.

- Shi, Xiaoxia & Phillips, Peter C.B., 2012.
"
- Chirok Han & Peter C.B. Phillips & Donggyu Sul, 2010.
"
**X-Differencing and Dynamic Panel Model Estimation**," Cowles Foundation Discussion Papers 1747, Cowles Foundation for Research in Economics, Yale University.- Han, Chirok & Phillips, Peter C. B. & Sul, Donggyu, 2014.
"
**X-Differencing And Dynamic Panel Model Estimation**," Econometric Theory, Cambridge University Press, vol. 30(1), pages 201-251, February.

- Han, Chirok & Phillips, Peter C. B. & Sul, Donggyu, 2014.
"
- 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.
"
- Peter C.B. Phillips & Jun Yu & Eric Ghysels, 2010.
"
**Measurement and High Finance**," Working Papers 17-2010, Singapore Management University, School of Economics. - Peter C. B. Phillips, 2010.
"
**The Mysteries of Trend**," Cowles Foundation Discussion Papers 1771, Cowles Foundation for Research in Economics, Yale University. - 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. - Ioannis Kasparis & Peter C.B. Phillips, 2009.
"
**Dynamic Misspecification in Nonparametric Cointegrating Regression**," Cowles Foundation Discussion Papers 1700, Cowles Foundation for Research in Economics, Yale University.- Kasparis, Ioannis & Phillips, Peter C.B., 2012.
"
**Dynamic misspecification in nonparametric cointegrating regression**," Journal of Econometrics, Elsevier, vol. 168(2), pages 270-284.

- Peter C.B.Phillips & Ioannis Kasparis, 2009.
"
**Dynamic Misspecification in Nonparametric Cointegrating Regression**," Working Papers CoFie-01-2009, Singapore Management University, Sim Kee Boon Institute for Financial Economics. - Ioannis Kasparis & Peter C. B. Phillips, 2009.
"
**Dynamic Misspecification in Nonparametric Cointegrating Regression**," University of Cyprus Working Papers in Economics 2-2009, University of Cyprus Department of Economics.

- Kasparis, Ioannis & Phillips, Peter C.B., 2012.
"
- 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.
"
- 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. - Jin Seo Cho & Chirok Han & Peter C.B. Phillips, 2009.
"
**LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities**," Cowles Foundation Discussion Papers 1703, Cowles Foundation for Research in Economics, Yale University.- Cho, Jin Seo & Han, Chirok & Phillips, Peter C.B., 2010.
"
**Lad Asymptotics Under Conditional Heteroskedasticity With Possibly Infinite Error Densities**," Econometric Theory, Cambridge University Press, vol. 26(3), pages 953-962, June.

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

- Cho, Jin Seo & Han, Chirok & Phillips, Peter C.B., 2010.
"
- Peter C.B. Phillips & Yangru Wu & Jun Yu, 2009.
"
**Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values?**," Cowles Foundation Discussion Papers 1699, Cowles Foundation for Research in Economics, Yale University.- Peter C. B. Phillips & Yangru Wu & Jun Yu, 2011.
"
**EXPLOSIVE BEHAVIOR IN THE 1990s NASDAQ: WHEN DID EXUBERANCE ESCALATE ASSET VALUES?**," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 52(1), pages 201-226, February.

- Peter C. B. Phillips & Yangru Wu & Jun Yu, 2007.
"
**Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values?**," Working Papers 222007, Hong Kong Institute for Monetary Research. - Peter C.B.Phillips & Yangru Wu & Jun Yu, 2009.
"
**Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values?**," Working Papers CoFie-03-2008, Singapore Management University, Sim Kee Boon Institute for Financial Economics. - Peter C.B. PHILIPS & Yangru WU & Jun YU, 2009.
"
**Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values?**," Working Papers 19-2009, Singapore Management University, School of Economics. - Peter C.B. Philips & Yangru Wu & Jun Yu, 2009.
"
**Explosive Behavior in the 1990s Nasdaq : When Did Exuberance Escalate Asset Values?**," Finance Working Papers 23050, East Asian Bureau of Economic Research.

- Peter C. B. Phillips & Yangru Wu & Jun Yu, 2011.
"
- 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.
"
- Peter C.B.Phillips & Tassos Magdalinos, 2009.
"
**Econometric Inference in the Vicinity of Unity**," Working Papers CoFie-06-2009, Singapore Management University, Sim Kee Boon Institute for Financial Economics. - 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. - Chirok Han & Jin Seo Cho & Peter C.B. Phillips, 2009.
"
**Infinite Density at the Median and the Typical Shape of Stock Return Distributions**," Cowles Foundation Discussion Papers 1701, Cowles Foundation for Research in Economics, Yale University.- Han, Chirok & Cho, Jin Seo & Phillips, Peter C. B., 2011.
"
**Infinite Density at the Median and the Typical Shape of Stock Return Distributions**," Journal of Business & Economic Statistics, American Statistical Association, vol. 29(2), pages 282-294. - Chirok Han & Jin Seo Cho & Peter C. B. Phillips, 2011.
"
**Infinite Density at the Median and the Typical Shape of Stock Return Distributions**," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 29(2), pages 282-294, April.

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

- Han, Chirok & Cho, Jin Seo & Phillips, Peter C. B., 2011.
"
- 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.
"
**Unit Root Model Selection**," Cowles Foundation Discussion Papers 1653, Cowles Foundation for Research in Economics, Yale University. - Peter C.B. Phillips, 2008.
"
**Local Limit Theory and Spurious Nonparametric Regression**," Cowles Foundation Discussion Papers 1654, Cowles Foundation for Research in Economics, Yale University.- Phillips, Peter C.B., 2009.
"
**Local Limit Theory And Spurious Nonparametric Regression**," Econometric Theory, Cambridge University Press, vol. 25(6), pages 1466-1497, December.

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

- Phillips, Peter C.B. & Magdalinos, Tassos & Giraitis, Liudas, 2010.
"
- Peter C.B. Phillips & Tassos Magdalinos, 2008.
"
**Unit Root and Cointegrating Limit Theory When Initialization Is in the Infinite Past**," Cowles Foundation Discussion Papers 1655, Cowles Foundation for Research in Economics, Yale University.- Phillips, Peter C.B. & Magdalinos, Tassos, 2009.
"
**Unit Root And Cointegrating Limit Theory When Initialization Is In The Infinite Past**," Econometric Theory, Cambridge University Press, vol. 25(6), pages 1682-1715, December.

- Phillips, Peter C.B. & Magdalinos, Tassos, 2009.
"
- 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.
"
- Xu Cheng & Peter C.B. Phillips, 2008.
"
**Semiparametric Cointegrating Rank Selection**," Cowles Foundation Discussion Papers 1658, Cowles Foundation for Research in Economics, Yale University.- Xu Cheng & P eter C. B. Phillips, 2009.
"
**Semiparametric cointegrating rank selection**," Econometrics Journal, Royal Economic Society, vol. 12(s1), pages 83-104, January.

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

- Peter C. B. Phillips & Jun Yu, 2009.
"
- Peter C.B. Phillips, 2007.
"
**Exact Distribution Theory in Structural Estimation with an Identity**," Cowles Foundation Discussion Papers 1613, Cowles Foundation for Research in Economics, Yale University.- Phillips, Peter C.B., 2009.
"
**Exact Distribution Theory In Structural Estimation With An Identity**," Econometric Theory, Cambridge University Press, vol. 25(4), pages 958-984, August.

- Phillips, Peter C.B., 2009.
"
- Chirok Han & Peter C.B. Phillips, 2007.
"
**GMM Estimation for Dynamic Panels with Fixed Effects and Strong Instruments at Unity**," Cowles Foundation Discussion Papers 1599, Cowles Foundation for Research in Economics, Yale University.- Han, Chirok & Phillips, Peter C. B., 2010.
"
**Gmm Estimation For Dynamic Panels With Fixed Effects And Strong Instruments At Unity**," Econometric Theory, Cambridge University Press, vol. 26(1), pages 119-151, February.

- Han, Chirok & Phillips, Peter C. B., 2010.
"
- Peter C.B. Phillips & Jun Yu, 2007.
"
**Information Loss in Volatility Measurement with Flat Price Trading**," Levine's Bibliography 321307000000000805, UCLA Department of Economics.- Peter C. B. Phillips & Jun Yu, 2023.
"
**Information loss in volatility measurement with flat price trading**," Empirical Economics, Springer, vol. 64(6), pages 2957-2999, June.

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

- Peter C. B. Phillips & Jun Yu, 2023.
"
- Peter C.B. Phillips & Chang Sik Kim, 2007.
"
**Long Run Covariance Matrices for Fractionally Integrated Processes**," Cowles Foundation Discussion Papers 1611, Cowles Foundation for Research in Economics, Yale University.- Phillips, Peter C.B. & Kim, Chang Sik, 2007.
"
**Long-Run Covariance Matrices For Fractionally Integrated Processes**," Econometric Theory, Cambridge University Press, vol. 23(6), pages 1233-1247, December.

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

- Peter C. B. Phillips & Jun Yu, 2006.
"
- 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(4), pages 865-887, August.

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

- 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.
"
- Qiying Wang & Peter C.B. Phillips, 2006.
"
**Asymptotic Theory for Local Time Density Estimation and Nonparametric Cointegrating Regression**," Cowles Foundation Discussion Papers 1594, Cowles Foundation for Research in Economics, Yale University.- Wang, Qiying & Phillips, Peter C.B., 2009.
"
**Asymptotic Theory For Local Time Density Estimation And Nonparametric Cointegrating Regression**," Econometric Theory, Cambridge University Press, vol. 25(3), pages 710-738, June.

- Wang, Qiying & Phillips, Peter C.B., 2009.
"
- Christian Gourieroux & Peter C. B. Phillips & Jun Yu, 2006.
"
**Indirect Inference for Dynamic Panel Models**," Cowles Foundation Discussion Papers 1550, Cowles Foundation for Research in Economics, Yale University.- Gouriéroux, Christian & Phillips, Peter C.B. & Yu, Jun, 2010.
"
**Indirect inference for dynamic panel models**," Journal of Econometrics, Elsevier, vol. 157(1), pages 68-77, July.

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

- Gouriéroux, Christian & Phillips, Peter C.B. & Yu, Jun, 2010.
"
- 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.
"
- 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. - 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. - Peter C. B. Phillips & Chirok Han, 2006.
"
**Gaussian Inference in AR(1) Time Series with or without a Unit Root**," Cowles Foundation Discussion Papers 1546, Cowles Foundation for Research in Economics, Yale University.- Phillips, Peter C.B. & Han, Chirok, 2008.
"
**Gaussian Inference In Ar(1) Time Series With Or Without A Unit Root**," Econometric Theory, Cambridge University Press, vol. 24(3), pages 631-650, June.

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

- Peter C. B. Phillips & Donggyu Sul, 2009.
"
- Sun, Yixiao X & Phillips, Peter C. B. & Jin, Sainan, 2005.
"
**Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing∗**," University of California at San Diego, Economics Working Paper Series qt16b3j2hd, Department of Economics, UC San Diego. - 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.
"
- 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 & 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 & 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. - 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, 2005.
"
**A Remark on Bimodality and Weak Instrumentation in Structural Equation Estimation**," Cowles Foundation Discussion Papers 1540, Cowles Foundation for Research in Economics, Yale University.- Phillips, Peter C.B., 2006.
"
**A Remark On Bimodality And Weak Instrumentation In Structural Equation Estimation**," Econometric Theory, Cambridge University Press, vol. 22(5), pages 947-960, October.

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

- Peter C. B. Phillips & Chirok Han, 2004.
"
**GMM with Many Moment Conditions**," Econometric Society 2004 Far Eastern Meetings 525, Econometric Society.

- Chirok Han & Peter C. B. Phillips, 2006.
"
- 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.
"
- Phillips, Peter C.B. & Sun, Yixiao & Jin, Sainan, 2004.
"
**Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation**," University of California at San Diego, Economics Working Paper Series qt6d36x00z, Department of Economics, UC San Diego.- Peter C.B. Phillips & Yixiao Sun & Sainan Jin, 2003.
"
**Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation**," Cowles Foundation Discussion Papers 1407, Cowles Foundation for Research in Economics, Yale University. - Sainan Jin & Peter Phillips & Yixiao Sun, 2004.
"
**Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation**," Econometric Society 2004 North American Winter Meetings 299, Econometric Society. - Peter C.B. Phillips & Sainan Jin & Yixiao Sun, 2004.
"

- Peter C.B. Phillips & Yixiao Sun & Sainan Jin, 2003.
"
- Liudas Giraitis & Peter C.B. Phillips, 2004.
"
**Uniform Limit Theory for Stationary Autoregression**," Cowles Foundation Discussion Papers 1475, Cowles Foundation for Research in Economics, Yale University.- Liudas Giraitis & Peter C. B. Phillips, 2006.
"
**Uniform Limit Theory for Stationary Autoregression**," Journal of Time Series Analysis, Wiley Blackwell, vol. 27(1), pages 51-60, January.

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

- Liudas Giraitis & Peter C. B. Phillips, 2006.
"
- 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, 2004.
"
**HAC Estimation by Automated Regression**," Cowles Foundation Discussion Papers 1470, Cowles Foundation for Research in Economics, Yale University.- Phillips, Peter C.B., 2005.
"
**Hac Estimation By Automated Regression**," Econometric Theory, Cambridge University Press, vol. 21(1), pages 116-142, February.

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

- Peter C. B. Phillips & Yixiao Sun & Sainan Jin, 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(1), pages 3-20, 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(4), pages 888-947, August.

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

- Ibragimov, Rustam & Phillips, Peter C.B., 2008.
"
- Peter C.B. Phillips, 2003.
"
**Vision and Influence in Econometrics: John Denis Sargan**," Cowles Foundation Discussion Papers 1393, Cowles Foundation for Research in Economics, Yale University.- Phillips, Peter C.B., 2003.
"
**Vision And Influence In Econometrics: John Denis Sargan**," Econometric Theory, Cambridge University Press, vol. 19(3), pages 495-511, June.

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

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

- Peter C.B. Phillips & Donggyu Sul, 2003.
"
**Bias in Dynamic Panel Estimation with Fixed Effects, Incidental Trends and Cross Section Dependence**," Cowles Foundation Discussion Papers 1438, Cowles Foundation for Research in Economics, Yale University, revised Jun 2004. - Peter C.B. Phillips & Donggyu Sul, 2004.
"
**Bias in Dynamic Panel Estimation with Fixed Effects, Incidental Trends and Cross Section Dependence**," Yale School of Management Working Papers ysm428, Yale School of Management.

- Phillips, Peter C.B. & Sul, Donggyu, 2007.
"
- Sul, Donggyu & Phillips, Peter & Choi, Chi-Young, 2003.
"
**Prewhitening Bias in HAC Estimation**," Working Papers 141, Department of Economics, The University of Auckland.- Donggyu Sul & Peter C. B. Phillips & Chi‐Young Choi, 2005.
"
**Prewhitening Bias in HAC Estimation**," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 67(4), pages 517-546, August.

- Donggyu Sul & Peter C.B. Phillips & Choi, Chi-Young, 2003.
"
**Prewhitening Bias in HAC Estimation**," Cowles Foundation Discussion Papers 1436, Cowles Foundation for Research in Economics, Yale University. - Peter C.B. Phillips & Chi-Young Choi & Donggyu Sul, 2004.
"
**Prewhitening Bias in HAC Estimation**," Yale School of Management Working Papers ysm426, Yale School of Management.

- Donggyu Sul & Peter C. B. Phillips & Chi‐Young Choi, 2005.
"
- Peter C.B. Phillips, 2003.
"
**Laws and Limits of Econometrics**," Cowles Foundation Discussion Papers 1397, Cowles Foundation for Research in Economics, Yale University.- Peter C. B. Phillips, 2003.
"
**Laws and Limits of Econometrics**," Economic Journal, Royal Economic Society, vol. 113(486), pages 26-52, March.

- Peter C. B. Phillips, 2003.
"
- Offer Lieberman & Peter C.B. Phillips, 2002.
"
**Error Bounds and Asymptotic Expansions for Toeplitz Product Functionals of Unbounded Spectra**," Cowles Foundation Discussion Papers 1374, Cowles Foundation for Research in Economics, Yale University.- Offer Lieberman & Peter C. B. Phillips, 2004.
"
**Error bounds and asymptotic expansions for toeplitz product functionals of unbounded spectra**," Journal of Time Series Analysis, Wiley Blackwell, vol. 25(5), pages 733-753, September.

- Offer Lieberman & Peter C. B. Phillips, 2004.
"
- 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. - Katsumi Shimotsu & Peter C.B. Phillips, 2002.
"
**Exact Local Whittle Estimation of Fractional Integration**," Cowles Foundation Discussion Papers 1367, Cowles Foundation for Research in Economics, Yale University, revised Jul 2004.- Shimotsu, Katsumi & Phillips, Peter C B, 2002.
"
**Exact Local Whittle Estimation of Fractional Integration**," Economics Discussion Papers 8838, University of Essex, Department of Economics.

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

- Peter C.B.Phillips & Donggyu Sul, 2002.
"
- Yu, Jun & Phillips, Peter, 2002.
"
**Jacknifing Bond Option Prices**," Working Papers 187, Department of Economics, The University of Auckland.- Peter C. B. Phillips, 2005.
"
**Jackknifing Bond Option Prices**," Review of Financial Studies, Society for Financial Studies, vol. 18(2), pages 707-742.

- Peter C.B. Phillips & Jun Yu, 2003.
"
**Jackknifing Bond Option Prices**," Cowles Foundation Discussion Papers 1392, Cowles Foundation for Research in Economics, Yale University. - Jun Yu & Peter Phillips, 2004.
"
**Jackknifing Bond Option Prices**," Econometric Society 2004 North American Winter Meetings 115, Econometric Society.

- Peter C. B. Phillips, 2005.
"
- 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, 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. - 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.
"
- 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.
"
- 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.
"
- 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. - 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, 2001.
"
**Regression with Slowly Varying Regressors**," Cowles Foundation Discussion Papers 1310, Cowles Foundation for Research in Economics, Yale University. - 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. - Schiff, Aaron & Phillips, Peter, 2000.
"
**Forecasting New Zealand's Real GDP**," Working Papers 186, Department of Economics, The University of Auckland.- Aaron Schiff & Peter Phillips, 2000.
"
**Forecasting New Zealand's real GDP**," New Zealand Economic Papers, Taylor & Francis Journals, vol. 34(2), pages 159-181.

- Aaron F. Schiff & Peter C.B. Phillips, 2000.
"
**Forecasting New Zealand's Real GDP**," Cowles Foundation Discussion Papers 1278, Cowles Foundation for Research in Economics, Yale University.

- Aaron Schiff & Peter Phillips, 2000.
"
- 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. - 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.
"
- Federico Bandi & Peter C. B. Phillips, 2000.
"
**Accelerated Asymptotics for Diffusion Model Estimation**," Econometric Society World Congress 2000 Contributed Papers 1656, Econometric Society. - Katsumi Shimotsu & Peter C.B. Phillips, 2000.
"
**Pooled Log Periodogram Regression**," Cowles Foundation Discussion Papers 1267, Cowles Foundation for Research in Economics, Yale University.- Katsumi Shimotsu & Peter C. B. Phillips, 2002.
"
**Pooled Log Periodogram Regression**," Journal of Time Series Analysis, Wiley Blackwell, vol. 23(1), pages 57-93, January.

- Katsumi Shimotsu & Peter C. B. Phillips, 2002.
"
- Hyungsik Roger Moon & Peter C.B. Phillips, 2000.
"
**GMM Estimation of Autoregressive Roots Near Unity with Panel Data**," Cowles Foundation Discussion Papers 1274, Cowles Foundation for Research in Economics, Yale University.- Hyungsik Roger Moon & Peter C. B. Phillips, 2004.
"
**GMM Estimation of Autoregressive Roots Near Unity with Panel Data**," Econometrica, Econometric Society, vol. 72(2), pages 467-522, March.

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

- Hyungsik Roger Moon & Peter C. B. Phillips, 2004.
"
- 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. - 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. - 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, 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, 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, 1999.
"
**Discrete Fourier Transforms of Fractional Processes**," Cowles Foundation Discussion Papers 1243, Cowles Foundation for Research in Economics, Yale University. - 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.
"
- 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.
"
- Moon, Hyungsik R. & Phillips, Peter C.B., 1999.
"
**Estimation of Autoregressive Roots near Unity using Panel Data**," University of California at Santa Barbara, Economics Working Paper Series qt7fd8x80m, Department of Economics, UC Santa Barbara.- Moon, Hyungsik R. & Phillips, Peter C.B., 2000.
"
**Estimation Of Autoregressive Roots Near Unity Using Panel Data**," Econometric Theory, Cambridge University Press, vol. 16(6), pages 927-997, December.

- Hyungsik R. Moon & Peter C.B. Phillips, 1999.
"
**Estimation of Autoregressive Roots Near Unity Using Panel Data**," Cowles Foundation Discussion Papers 1224, Cowles Foundation for Research in Economics, Yale University.

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

- Hyungsik R. Moon & Peter C.B. Phillips, 1999.
"
- Phillips, Peter C.B. & Moon, Hyungsik R., 1999.
"
**How to Estimate Autoregressive Roots Near Unity**," University of California at Santa Barbara, Economics Working Paper Series qt87p2z8zx, Department of Economics, UC Santa Barbara.- Phillips, Peter C.B. & Moon, Hyungsik Roger & Xiao, Zhijie, 2001.
"
**How To Estimate Autoregressive Roots Near Unity**," Econometric Theory, Cambridge University Press, vol. 17(1), pages 29-69, February.

- Peter C.B. Phillips & Hyungsik R. Moon & Zhijie Xiao, 1998.
"
**How to Estimate Autoregressive Roots Near Unity**," Cowles Foundation Discussion Papers 1191, Cowles Foundation for Research in Economics, Yale University.

- Phillips, Peter C.B. & Moon, Hyungsik Roger & Xiao, Zhijie, 2001.
"
- 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.
"
- Phillips, Peter, 1999.
"
**Discrete Fourier Transforms of Fractional Processes August**," Working Papers 149, Department of Economics, The University of Auckland. - 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.
"
- Phillips, Peter, 1998.
"
**New Unit Root Asymptotics in the Presence of Deterministic Trends**," Working Papers 196, Department of Economics, The University of Auckland.- Phillips, Peter C. B., 2002.
"
**New unit root asymptotics in the presence of deterministic trends**," Journal of Econometrics, Elsevier, vol. 111(2), pages 323-353, December.

- Peter C.B. Phillips, 1998.
"
**New Unit Root Asymptotics in the Presence of Deterministic Trends**," Cowles Foundation Discussion Papers 1196, Cowles Foundation for Research in Economics, Yale University.

- Phillips, Peter C. B., 2002.
"
- 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 & Joon Y. Park, 1998.
"
**Asymptotics for Nonlinear Transformations of Integrated Time Series**," Cowles Foundation Discussion Papers 1182, Cowles Foundation for Research in Economics, Yale University.- Park, Joon Y. & Phillips, Peter C.B., 1999.
"
**Asymptotics For Nonlinear Transformations Of Integrated Time Series**," Econometric Theory, Cambridge University Press, vol. 15(3), pages 269-298, June.

- Park, Joon Y. & Phillips, Peter C.B., 1999.
"
- Peter C.B. Phillips, 1998.
"
**Econometric Analysis of Fisher's Equation**," Cowles Foundation Discussion Papers 1180, Cowles Foundation for Research in Economics, Yale University.- Peter C. B. Phillips, 2005.
"
**Econometric Analysis of Fisher's Equation**," American Journal of Economics and Sociology, Wiley Blackwell, vol. 64(1), pages 125-168, January.

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

- 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 117-161, January.

- Park, Joon Y & Phillips, Peter C B, 2001.
"
- 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.
"
- 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. - 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. - 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. - 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.
"
**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.
"
**Unit Root Tests**," Cowles Foundation Discussion Papers 1104, Cowles Foundation for Research in Economics, Yale University. - 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. - 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.
"
**Fully Modified Least Squares and Vector Autoregression**," Cowles Foundation Discussion Papers 1047, Cowles Foundation for Research in Economics, Yale University.- Phillips, Peter C B, 1995.
"
**Fully Modified Least Squares and Vector Autoregression**," Econometrica, Econometric Society, vol. 63(5), pages 1023-1078, September.

- Phillips, Peter C B, 1995.
"
- Peter C.B. Phillips, 1993.
"
**Robust Nonstationary Regression**," Cowles Foundation Discussion Papers 1064, Cowles Foundation for Research in Economics, Yale University.- Phillips, Peter C.B., 1995.
"
**Robust Nonstationary Regression**," Econometric Theory, Cambridge University Press, vol. 11(5), pages 912-951, October.

- Phillips, Peter C.B., 1995.
"
- 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. - 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, 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, 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 & 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.
"
**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.
"
**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 & 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, 1991.
"
**Bayesian Routes and Unit Roots: de rebus prioribus semper est disputandum**," Cowles Foundation Discussion Papers 986, Cowles Foundation for Research in Economics, Yale University.- Phillips, P C B, 1991.
"
**Bayesian Routes and Unit Roots: De Rebus Prioribus Semper Est Disputandum**," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 6(4), pages 435-473, Oct.-Dec..

- Phillips, P C B, 1991.
"
- 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.
"
**Unit Roots**," Cowles Foundation Discussion Papers 998, Cowles Foundation for Research in Economics, Yale University. - 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.
"
- Hiro Y. Toda & Peter C.B. Phillips, 1991.
"
**Vector Autoregression and Causality**," Cowles Foundation Discussion Papers 977, Cowles Foundation for Research in Economics, Yale University.- Toda, Hiro Y & Phillips, Peter C B, 1993.
"
**Vector Autoregressions and Causality**," Econometrica, Econometric Society, vol. 61(6), pages 1367-1393, November.

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

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

- Kwiatkowski, Denis & Phillips, Peter C. B. & Schmidt, Peter & Shin, Yongcheol, 1992.
"
- Peter C.B. Phillips, 1990.
"
**To Criticize the Critics: An Objective Bayesian Analysis of Stochastic Trends**," Cowles Foundation Discussion Papers 950, Cowles Foundation for Research in Economics, Yale University.- Phillips, P C B, 1991.
"
**To Criticize the Critics: An Objective Bayesian Analysis of Stochastic Trends**," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 6(4), pages 333-364, Oct.-Dec..

- Phillips, P C B, 1991.
"
- 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(4), pages 450-463, December.

- Phillips, P.C.B., 1991.
"
- Peter C.B. Phillips & Peter Schmidt, 1989.
"
**Testing for a Unit Root in the Presence of Deterministic Trends**," Cowles Foundation Discussion Papers 933, Cowles Foundation for Research in Economics, Yale University.- Schmidt, P. & Phillips, P.C.B., 1990.
"
**Testing forUnit Root in the Presence of Deterministic Trends**," Papers 8904, Michigan State - Econometrics and Economic Theory.

- Schmidt, P. & Phillips, P.C.B., 1990.
"
- 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 & 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 & Victor Solo, 1989.
"
**Asymptotics for Linear Processes**," Cowles Foundation Discussion Papers 932, 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. - 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, 1989.
"
**Time Series Regression with a Unit Root and Infinite Variance Errors**," Cowles Foundation Discussion Papers 897R, Cowles Foundation for Research in Economics, Yale University, revised Aug 1989.- Phillips, P.C.B., 1990.
"
**Time Series Regression With a Unit Root and Infinite-Variance Errors**," Econometric Theory, Cambridge University Press, vol. 6(1), pages 44-62, March.

- Phillips, P.C.B., 1990.
"
- Peter C.B. Phillips & Mico Loretan, 1989.
"
**Estimating Long Run Economic Equilibria**," Cowles Foundation Discussion Papers 928, Cowles Foundation for Research in Economics, Yale University.- Peter C. B. Phillips & Mico Loretan, 1991.
"
**Estimating Long-run Economic Equilibria**," Review of Economic Studies, Oxford University Press, vol. 58(3), pages 407-436.

- Peter C. B. Phillips & Mico Loretan, 1991.
"
- 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 & 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, 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, 1988.
"
**Spectral Regression for Cointegrated Time Series**," Cowles Foundation Discussion Papers 872, Cowles Foundation for Research in Economics, Yale University. - Peter C.B. Phillips, 1988.
"
**Reflections on Econometric Methodology**," Cowles Foundation Discussion Papers 893, Cowles Foundation for Research in Economics, Yale University.- P.C.B. Phillips, 1988.
"
**Reflections on Econometric Methodology**," The Economic Record, The Economic Society of Australia, vol. 64(4), pages 344-359, December.

- P.C.B. Phillips, 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 & 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 967-980, July.

- 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, 1987.
"
**Multiple Regression with Integrated Time Series**," Cowles Foundation Discussion Papers 852, 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(2), pages 181-240, August.

- 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, 1987.
"
**Weak Convergence of Sample Covariance Matrices to Stochastic Integrals via Martingale Approximations**," Cowles Foundation Discussion Papers 846, Cowles Foundation for Research in Economics, Yale University.- Phillips, P.C.B., 1988.
"
**Weak Convergence of Sample Covariance Matrices to Stochastic Integrals Via Martingale Approximations**," Econometric Theory, Cambridge University Press, vol. 4(3), pages 528-533, December.

- Phillips, P.C.B., 1988.
"
- 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 & Sam Ouliaris, 1987.
"
**Asymptotic Properties of Residual Based Tests for Cointegration**," Cowles Foundation Discussion Papers 847R, Cowles Foundation for Research in Economics, Yale University, revised Jul 1988.- Phillips, Peter C B & Ouliaris, S, 1990.
"
**Asymptotic Properties of Residual Based Tests for Cointegration**," Econometrica, Econometric Society, vol. 58(1), pages 165-193, January.

- Phillips, Peter C B & Ouliaris, S, 1990.
"
- 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, 1986.
"
**Regression Theory for Near-Integrated Time Series**," Cowles Foundation Discussion Papers 781R, Cowles Foundation for Research in Economics, Yale University, revised Jan 1987.- Phillips, Peter C B, 1988.
"
**Regression Theory for Near-Integrated Time Series**," Econometrica, Econometric Society, vol. 56(5), pages 1021-1043, September.

- Phillips, Peter C B, 1988.
"
- 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 1065-1083, September.

- Phillips, Peter C B & Park, Joon Y, 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(1), pages 95-131, April.

- Park, Joon Y. & Phillips, Peter C.B., 1989.
"
- 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. - 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. - 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. - Steven N. Durlauf & Peter C.B. Phillips, 1986.
"
**Trends Versus Random Walks in Time Series Analysis**," Cowles Foundation Discussion Papers 788, Cowles Foundation for Research in Economics, Yale University.- Durlauf, Steven N & Phillips, Peter C B, 1988.
"
**Trends versus Random Walks in Time Series Analysis**," Econometrica, Econometric Society, vol. 56(6), pages 1333-1354, November.

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

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

- Phillips, P C B, 1987.
"
- 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.
"
- Peter C.B. Phillips & Joon Y. Park, 1986.
"
**Statistical Inference in Regressions with Integrated Processes: Part 1**," Cowles Foundation Discussion Papers 811R, Cowles Foundation for Research in Economics, Yale University, revised Aug 1987.- Park, Joon Y. & Phillips, Peter C.B., 1988.
"
**Statistical Inference in Regressions with Integrated Processes: Part 1**," Econometric Theory, Cambridge University Press, vol. 4(3), pages 468-497, December.

- Park, Joon Y. & Phillips, Peter C.B., 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, 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, 1985.
"
**Asymptotic Expansions in Nonstationary Vector Autoregressions**," Cowles Foundation Discussion Papers 765, Cowles Foundation for Research in Economics, Yale University.- Phillips, P. C. B., 1987.
"
**Asymptotic Expansions in Nonstationary Vector Autoregressions**," Econometric Theory, Cambridge University Press, vol. 3(1), pages 45-68, February.

- Phillips, P. C. B., 1987.
"
- Peter C.B. Phillips & Steven N. Durlauf, 1985.
"
**Multiple Time Series Regression with Integrated Processes**," Cowles Foundation Discussion Papers 768, Cowles Foundation for Research in Economics, Yale University.- P. C. B. Phillips & S. N. Durlauf, 1986.
"
**Multiple Time Series Regression with Integrated Processes**," Review of Economic Studies, Oxford University Press, vol. 53(4), pages 473-495.

- P. C. B. Phillips & S. N. Durlauf, 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.
"
**The Distribution of FIML in the Leading Case**," Cowles Foundation Discussion Papers 739, Cowles Foundation for Research in Economics, Yale University.- Phillips, P C B, 1986.
"
**The Distribution of FIML in the Leading Case**," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 27(1), pages 239-243, February.

- Phillips, P C B, 1986.
"
- 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.
"
- 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. - Peter C.B. Phillips, 1984.
"
**The Exact Distribution of the Wald Statistic**," Cowles Foundation Discussion Papers 722, Cowles Foundation for Research in Economics, Yale University.- Phillips, P C B, 1986.
"
**The Exact Distribution of the Wald Statistic**," Econometrica, Econometric Society, vol. 54(4), pages 881-895, July.

- Phillips, P C B, 1986.
"
- 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, 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.
"
**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.
"
**Finite Sample Econometrics Using ERA's**," Cowles Foundation Discussion Papers 683, Cowles Foundation for Research in Economics, Yale University. - 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.
"
**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. - Peter C.B. Phillips, 1982.
"
**ERA's: A New Approach to Small Sample Theory**," Cowles Foundation Discussion Papers 645, Cowles Foundation for Research in Economics, Yale University.- Phillips, Peter C B, 1983.
"
**ERAs: A New Approach to Small Sample Theory**," Econometrica, Econometric Society, vol. 51(5), pages 1505-1525, September.

- Phillips, Peter C B, 1983.
"
- 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.
"
**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.
"
**The Exact Distribution of LIML: I**," Cowles Foundation Discussion Papers 658, Cowles Foundation for Research in Economics, Yale University.- Phillips, Peter C B, 1984.
"
**The Exact Distribution of LIML: I**," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 25(1), pages 249-261, February. - Phillips, Peter C B, 1985.
"
**The Exact Distribution of LIML: II**," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 26(1), pages 21-36, February.

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

- Phillips, Peter C B, 1984.
"
- 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.
"
**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, 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. - Peter C.B. Phillips, 1980.
"
**On a Lemma of Amemiya**," Cowles Foundation Discussion Papers 560, 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.
"
- 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.
"
**Best Uniform Approximation to Probability Densities in Econometrics**," Cowles Foundation Discussion Papers 562, Cowles Foundation for Research in Economics, Yale University. - Phillips, Peter C.B., 1980.
"
**On the Consistency of Non-Linear FIML**," Cowles Foundation Discussion Papers 573, Cowles Foundation for Research in Economics, Yale University.- Phillips, P C B, 1982.
"
**On the Consistency of Nonlinear FIML**," Econometrica, Econometric Society, vol. 50(5), pages 1307-1324, September.

- Phillips, P C B, 1982.
"
- 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. - 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. - 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. - 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. - Peter C.B. Phillips & Ye Chen, "undated".
"
**Restricted Likelihood Ratio Tests in Predictive Regression**," Cowles Foundation Discussion Papers 1968, Cowles Foundation for Research in Economics, Yale University. - Jin Seo Cho & Peter C.B. Phillips, "undated".
"
**Testing Equality of Covariance Matrices via Pythagorean Means**," Cowles Foundation Discussion Papers 1970, Cowles Foundation for Research in Economics, Yale University. - Peter C.B.Phillips & Jun Yu, "undated".
"
**Limit Theory for Dating the Origination and Collapse of Mildly Explosive Periods in Time Series Data**," Working Papers CoFie-05-2009, Singapore Management University, Sim Kee Boon Institute for Financial Economics.

repec:qmw:qmwecw:wp765 is not listed on IDEAS

### Articles

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

- Lui, Yiu Lim & Phillips, Peter C.B. & Yu, Jun, 2022.
"
- Miao, Ke & Phillips, Peter C.B. & Su, Liangjun, 2023.
"
**High-dimensional VARs with common factors**," Journal of Econometrics, Elsevier, vol. 233(1), pages 155-183.- Ke Miao & Peter C.B. Phillips & Liangjun Su, 2020.
"
**High-Dimensional VARs with Common Factors**," Cowles Foundation Discussion Papers 2252, Cowles Foundation for Research in Economics, Yale University.

- Ke Miao & Peter C.B. Phillips & Liangjun Su, 2020.
"
- Kheifets, Igor L. & Phillips, Peter C.B., 2023.
"
**Fully modified least squares cointegrating parameter estimation in multicointegrated systems**," Journal of Econometrics, Elsevier, vol. 232(2), pages 300-319.- Igor L. Kheifets & Peter C. B. Phillips, 2021.
"
**Fully Modified Least Squares Cointegrating Parameter Estimation in Multicointegrated Systems**," Papers 2108.03486, arXiv.org.

- Igor L. Kheifets & Peter C. B. Phillips, 2021.
"
- Greenaway-McGrevy, Ryan & Phillips, Peter C.B., 2023.
"
**The impact of upzoning on housing construction in Auckland**," Journal of Urban Economics, Elsevier, vol. 136(C).- Ryan Greenaway-McGrevy & Peter C. B. Phillips, 2022.
"
**The Impact of Upzoning on Housing Construction in Auckland**," Cowles Foundation Discussion Papers 2330, Cowles Foundation for Research in Economics, Yale University.

- Ryan Greenaway-McGrevy & Peter C. B. Phillips, 2022.
"
- Phillips, Peter C.B., 2023.
"
**Estimation And Inference With Near Unit Roots**," Econometric Theory, Cambridge University Press, vol. 39(2), pages 221-263, April.- Peter C.B. Phillips, 2021.
"
**Estimation and Inference with Near Unit Roots**," Cowles Foundation Discussion Papers 2304, Cowles Foundation for Research in Economics, Yale University.

- Peter C.B. Phillips, 2021.
"
- Shuping Shi & Peter C. B. Phillips, 2023.
"
**Housing Fever in Australia 2020–23: Insights from an Econometric Thermometer**," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 56(3), pages 357-362, September. - Phillips, Peter C.B. & Wang, Ying, 2023.
"
**When bias contributes to variance: True limit theory in functional coefficient cointegrating regression**," Journal of Econometrics, Elsevier, vol. 232(2), pages 469-489.- Peter C.B. Phillips & Ying Wang, 2020.
"
**When Bias Contributes to Variance: True Limit Theory in Functional Coefficient Cointegrating Regression**," Cowles Foundation Discussion Papers 2250, Cowles Foundation for Research in Economics, Yale University.

- Peter C.B. Phillips & Ying Wang, 2020.
"
- Peter C. B. Phillips & Jun Yu, 2023.
"
**Information loss in volatility measurement with flat price trading**," Empirical Economics, Springer, vol. 64(6), pages 2957-2999, June.- Peter C.B. Phillips & Jun Yu, 2007.
"
**Information Loss in Volatility Measurement with Flat Price Trading**," Cowles Foundation Discussion Papers 1598, Cowles Foundation for Research in Economics, Yale University. - Peter C.B. Phillips & Jun Yu, 2007.
"
**Information Loss in Volatility Measurement with Flat Price Trading**," Levine's Bibliography 321307000000000805, UCLA Department of Economics. - Peter C.B.Phillips & Jun Yu, 2008.
"
**Information Loss in Volatility Measurement with Flat Price Trading**," Working Papers CoFie-01-2008, Singapore Management University, Sim Kee Boon Institute for Financial Economics. - Peter C. B. Phillips & Jun Yu, 2009.
"
**Information Loss in Volatility Measurement with Flat Price Trading**," Global COE Hi-Stat Discussion Paper Series gd08-039, Institute of Economic Research, Hitotsubashi University.

- Peter C.B. Phillips & Jun Yu, 2007.
"
- Wang, Qiying & Phillips, Peter C. B., 2023.
"
**Optimal Bandwidth Selection In Nonlinear Cointegrating Regression**," Econometric Theory, Cambridge University Press, vol. 39(6), pages 1325-1337, December. - Liu, Yanbo & Phillips, Peter C.B., 2023.
"
**Robust inference with stochastic local unit root regressors in predictive regressions**," Journal of Econometrics, Elsevier, vol. 235(2), pages 563-591.- Yanbo Liu & Peter C.B. Phillips, 2021.
"
**Robust Inference with Stochastic Local Unit Root Regressors in Predictive Regressions**," Cowles Foundation Discussion Papers 2305, Cowles Foundation for Research in Economics, Yale University.

- Yanbo Liu & Peter C.B. Phillips, 2021.
"
- Phillips, Peter C. B. & Wang, Ying, 2023.
"
**Limit Theory For Locally Flat Functional Coefficient Regression**," Econometric Theory, Cambridge University Press, vol. 39(5), pages 900-949, October.- Peter C.B. Phillips & Ying Wang, 2021.
"
**Limit Theory for Locally Flat Functional Coefficient Regression**," Cowles Foundation Discussion Papers 2307, Cowles Foundation for Research in Economics, Yale University.

- Peter C.B. Phillips & Ying Wang, 2021.
"
- Yanbo Liu & Peter C. B. Phillips & Jun Yu, 2023.
"
**A Panel Clustering Approach To Analyzing Bubble Behavior**," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 64(4), pages 1347-1395, November.- Liu, Yanbo & Phillips, Peter C. B. & Yu, Jun, 2022.
"
**A Panel Clustering Approach to Analyzing Bubble Behavior**," Economics and Statistics Working Papers 1-2022, Singapore Management University, School of Economics. - Yanbo Liu & Peter C. B. Phillips & Jun Yu, 2022.
"
**A Panel Clustering Approach to Analyzing Bubble Behavior**," Cowles Foundation Discussion Papers 2323, Cowles Foundation for Research in Economics, Yale University.

- Liu, Yanbo & Phillips, Peter C. B. & Yu, Jun, 2022.
"
- Jiang, Liang & Phillips, Peter C.B. & Tao, Yubo & Zhang, Yichong, 2023.
"
**Regression-adjusted estimation of quantile treatment effects under covariate-adaptive randomizations**," Journal of Econometrics, Elsevier, vol. 234(2), pages 758-776.- Liang Jiang & Peter C. B. Phillips & Yubo Tao & Yichong Zhang, 2021.
"
**Regression-Adjusted Estimation of Quantile Treatment Effects under Covariate-Adaptive Randomizations**," Papers 2105.14752, arXiv.org, revised Sep 2022. - Liang Jiang & Xiaobin Liu & Peter C.B. Phillips & Yichong Zhang, 2021.
"
**Regression-Adjusted Estimation of Quantile Treatment Effects under Covariate-Adaptive Randomizations**," Cowles Foundation Discussion Papers 2288, Cowles Foundation for Research in Economics, Yale University.

- Liang Jiang & Peter C. B. Phillips & Yubo Tao & Yichong Zhang, 2021.
"
- Shuping Shi & Peter C.B. Phillips, 2023.
"
**Diagnosing housing fever with an econometric thermometer**," Journal of Economic Surveys, Wiley Blackwell, vol. 37(1), pages 159-186, February.- Shuping Shi & Peter C.B. Phillips, 2020.
"
**Diagnosing Housing Fever with an Econometric Thermometer**," Cowles Foundation Discussion Papers 2248, Cowles Foundation for Research in Economics, Yale University. - Shuping Shi & Peter C B Phillips, 2020.
"
**Diagnosing housing fever with an econometric thermometer**," CAMA Working Papers 2020-43, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.

- Shuping Shi & Peter C.B. Phillips, 2020.
"
- Kyriacou, Maria & Phillips, Peter C.B. & Rossi, Francesca, 2023.
"
**Continuously Updated Indirect Inference In Heteroskedastic Spatial Models**," Econometric Theory, Cambridge University Press, vol. 39(1), pages 107-145, February.- Maria Kyriacou & Peter C.B. Phillips & Francesca Rossi, 2019.
"
**Continuously Updated Indirect Inference in Heteroskedastic Spatial Models**," Working Papers 15/2019, University of Verona, Department of Economics. - Maria Kyriacou & Peter C.B. Phillips & Francesca Rossi, 2019.
"
**Continuously Updated Indirect Inference in Heteroskedastic Spatial Models**," Cowles Foundation Discussion Papers 2208, Cowles Foundation for Research in Economics, Yale University.

- Maria Kyriacou & Peter C.B. Phillips & Francesca Rossi, 2019.
"
- Jin Seo Cho & Peter C. B. Phillips & Juwon Seo, 2022.
"
**Parametric Conditional Mean Inference With Functional Data Applied To Lifetime Income Curves**," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 63(1), pages 391-456, February. - Phillips, Peter C.B. & Wang, Ying, 2022.
"
**Functional coefficient panel modeling with communal smoothing covariates**," Journal of Econometrics, Elsevier, vol. 227(2), pages 371-407.- Peter C.B. Phillips & Ying Wang, 2019.
"
**Functional Coefficient Panel Modeling with Communal Smoothing Covariates**," Cowles Foundation Discussion Papers 2193, Cowles Foundation for Research in Economics, Yale University.

- Peter C.B. Phillips & Ying Wang, 2019.
"
- Lieberman, Offer & Phillips, Peter C.B., 2022.
"
**Understanding temporal aggregation effects on kurtosis in financial indices**," Journal of Econometrics, Elsevier, vol. 227(1), pages 25-46.- Offer Lieberman & Peter C.B. Phillips, 2018.
"
**Understanding Temporal Aggregation Effects on Kurtosis in Financial Indices**," Cowles Foundation Discussion Papers 2151, Cowles Foundation for Research in Economics, Yale University.

- Offer Lieberman & Peter C.B. Phillips, 2018.
"
- Dalla, Violetta & Giraitis, Liudas & Phillips, Peter C. B., 2022.
"
**Robust Tests For White Noise And Cross-Correlation**," Econometric Theory, Cambridge University Press, vol. 38(5), pages 913-941, October.- Violetta Dalla & Liudas Giraitis & Peter C.B. Phillips, 2019.
"
**Robust Tests for White Noise and Cross-Correlation**," Cowles Foundation Discussion Papers 2194, Cowles Foundation for Research in Economics, Yale University. - Violetta Dalla & Liudas Giraitis & Peter C. B. Phillips, 2020.
"
**Robust Tests for White Noise and Cross-Correlation**," Working Papers 906, Queen Mary University of London, School of Economics and Finance. - Violetta Dalla & Liudas Giraitis & Peter C.B. Phillips, 2019.
"
**Robust Tests for White Noise and Cross-Correlation**," Cowles Foundation Discussion Papers 2194, Cowles Foundation for Research in Economics, Yale University, revised Mar 2020.

- Violetta Dalla & Liudas Giraitis & Peter C.B. Phillips, 2019.
"
- Huang, Wenxin & Jin, Sainan & Phillips, Peter C.B. & Su, Liangjun, 2021.
"
**Nonstationary panel models with latent group structures and cross-section dependence**," Journal of Econometrics, Elsevier, vol. 221(1), pages 198-222.- Huang, Wenxin & Jin, Sainan & Phillips, Peter C.B. & Su, Liangjun, 2020.
"
**Nonstationary Panel Models with Latent Group Structures and Cross-Section Dependence**," Economics and Statistics Working Papers 7-2020, Singapore Management University, School of Economics.

- Huang, Wenxin & Jin, Sainan & Phillips, Peter C.B. & Su, Liangjun, 2020.
"
- Wang, Qiying & Phillips, Peter C.B. & Kasparis, Ioannis, 2021.
"
**Latent Variable Nonparametric Cointegrating Regression**," Econometric Theory, Cambridge University Press, vol. 37(1), pages 138-168, February.- Qiying Wang & Peter C.B. Phillips & Ioannis Kasparis, 2017.
"
**Latent Variable Nonparametric Cointegrating Regression**," Cowles Foundation Discussion Papers 2111, Cowles Foundation for Research in Economics, Yale University.

- Qiying Wang & Peter C.B. Phillips & Ioannis Kasparis, 2017.
"
- Peter C. B. Phillips & Sainan Jin, 2021.
"
**Business Cycles, Trend Elimination, And The Hp Filter**," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 62(2), pages 469-520, May.- Peter C. B. Phillips & Sainan Jin, 2015.
"
**Business Cycles, Trend Elimination, and the HP Filter**," Cowles Foundation Discussion Papers 2005, Cowles Foundation for Research in Economics, Yale University.

- Peter C. B. Phillips & Sainan Jin, 2015.
"
- Peter C. B. Phillips, 2021.
"
**Pitfalls in Bootstrapping Spurious Regression**," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 19(1), pages 163-217, December. - Peter C. B. Phillips & Zhentao Shi, 2021.
"
**Boosting: Why You Can Use The Hp Filter**," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 62(2), pages 521-570, May.- Peter C.B. Phillips & Zhentao Shi, 2019.
"
**Boosting: Why you Can Use the HP Filter**," Cowles Foundation Discussion Papers 2212, Cowles Foundation for Research in Economics, Yale University. - Peter C. B. Phillips & Zhentao Shi, 2019.
"
**Boosting: Why You Can Use the HP Filter**," Papers 1905.00175, arXiv.org, revised Nov 2020.

- Peter C.B. Phillips & Zhentao Shi, 2019.
"
- Ryan Greenaway-McGrevy & Peter C. B. Phillips, 2021.
"
**House prices and affordability**," New Zealand Economic Papers, Taylor & Francis Journals, vol. 55(1), pages 1-6, January. - Hu, Zhishui & Phillips, Peter C.B. & Wang, Qiying, 2021.
"
**Nonlinear Cointegrating Power Function Regression With Endogeneity**," Econometric Theory, Cambridge University Press, vol. 37(6), pages 1173-1213, December.- Zhishui Hu & Peter C.B. Phillips & Qiying Wang, 2019.
"
**Nonlinear Cointegrating Power Function Regression with Endogeneity**," Cowles Foundation Discussion Papers 2211, Cowles Foundation for Research in Economics, Yale University.

- Zhishui Hu & Peter C.B. Phillips & Qiying Wang, 2019.
"
- Li, Degui & Phillips, Peter C.B. & Gao, Jiti, 2020.
"
**Kernel-based Inference in Time-Varying Coefficient Cointegrating Regression**," Journal of Econometrics, Elsevier, vol. 215(2), pages 607-632.- Degui Li & Peter C.B. Phillips & Jiti Gao, 2017.
"
**Kernel-Based Inference In Time-Varying Coefficient Cointegrating Regression**," Cowles Foundation Discussion Papers 2109, Cowles Foundation for Research in Economics, Yale University.

- Degui Li & Peter C.B. Phillips & Jiti Gao, 2017.
"
- Sabzikar, Farzad & Wang, Qiying & Phillips, Peter C.B., 2020.
"
**Asymptotic theory for near integrated processes driven by tempered linear processes**," Journal of Econometrics, Elsevier, vol. 216(1), pages 192-202. - Phillips, Peter C.B. & Leirvik, Thomas & Storelvmo, Trude, 2020.
"
**Econometric estimates of Earth’s transient climate sensitivity**," Journal of Econometrics, Elsevier, vol. 214(1), pages 6-32. - Lieberman, Offer & Phillips, Peter C.B., 2020.
"
**Hybrid stochastic local unit roots**," Journal of Econometrics, Elsevier, vol. 215(1), pages 257-285.- Offer Lieberman & Peter C.B. Phillips, 2017.
"
**Hybrid Stochastic Local Unit Roots**," Cowles Foundation Discussion Papers 2113, Cowles Foundation for Research in Economics, Yale University.

- Offer Lieberman & Peter C.B. Phillips, 2017.
"
- Bykhovskaya, Anna & Phillips, Peter C.B., 2020.
"
**Point optimal testing with roots that are functionally local to unity**," Journal of Econometrics, Elsevier, vol. 219(2), pages 231-259.- Anna Bykhovskaya & Peter C. B. Phillips, 2017.
"
**Point Optimal Testing with Roots That Are Functionally Local to Unity**," Cowles Foundation Discussion Papers 2107, Cowles Foundation for Research in Economics, Yale University.

- Anna Bykhovskaya & Peter C. B. Phillips, 2017.
"
- Peter C. B. Phillips, 2020.
"
**Dynamic Panel Modeling of Climate Change**," Econometrics, MDPI, vol. 8(3), pages 1-28, July.- Peter C.B. Phillips, 2018.
"
**Dynamic Panel Modeling of Climate Change**," Cowles Foundation Discussion Papers 2150, Cowles Foundation for Research in Economics, Yale University.

- Peter C.B. Phillips, 2018.
"
- Kong, Jianning & Phillips, Peter C.B. & Sul, Donggyu, 2019.
"
**Weak σ-convergence: Theory and applications**," Journal of Econometrics, Elsevier, vol. 209(2), pages 185-207.- Jianning Kong & Peter C.B. Phillips & Donggyu Sul, 2017.
"
**Weak s- Convergence: Theory and Applications**," Cowles Foundation Discussion Papers 2072, Cowles Foundation for Research in Economics, Yale University.

- Jianning Kong & Peter C.B. Phillips & Donggyu Sul, 2017.
"
- Peter C. B. Phillips & Shuping Shi, 2019.
"
**Detecting Financial Collapse and Ballooning Sovereign Risk**," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 81(6), pages 1336-1361, December.- Peter C. B. Phillips, 2017.
"
**Detecting Financial Collapse and Ballooning Sovereign Risk**," Cowles Foundation Discussion Papers 2110, Cowles Foundation for Research in Economics, Yale University.

- Peter C. B. Phillips, 2017.
"
- Wang, Wuyi & Phillips, Peter C.B. & Su, Liangjun, 2019.
"
**The heterogeneous effects of the minimum wage on employment across states**," Economics Letters, Elsevier, vol. 174(C), pages 179-185.- Wang, Wuyi & Phillips, Peter C.B. & Su, Liangjun, 2018.
"
**The Heterogeneous Effects of the Minimum Wage on Employment Across States**," Economics and Statistics Working Papers 11-2018, Singapore Management University, School of Economics.

- Wang, Wuyi & Phillips, Peter C.B. & Su, Liangjun, 2018.
"
- Peter C. B. Phillips & Xiaohu Wang & Yonghui Zhang, 2019.
"
**HAR Testing for Spurious Regression in Trend**," Econometrics, MDPI, vol. 7(4), pages 1-28, December.- Peter C.B. Phillips & Yonghui Zhang & Xiaohu Wang, 2018.
"
**HAR Testing for Spurious Regression in Trend**," Cowles Foundation Discussion Papers 2153, Cowles Foundation for Research in Economics, Yale University.

- Peter C.B. Phillips & Yonghui Zhang & Xiaohu Wang, 2018.
"
- John C. Chao & Peter C. B. Phillips, 2019.
"
**Uniform Inference in Panel Autoregression**," Econometrics, MDPI, vol. 7(4), pages 1-28, November.- John Chao & Peter C.B. Phillips, 2017.
"
**Uniform Inference in Panel Autoregression**," Cowles Foundation Discussion Papers 2071, Cowles Foundation for Research in Economics, Yale University.

- John Chao & Peter C.B. Phillips, 2017.
"
- Tao, Yubo & Phillips, Peter C.B. & Yu, Jun, 2019.
"
**Random coefficient continuous systems: Testing for extreme sample path behavior**," Journal of Econometrics, Elsevier, vol. 209(2), pages 208-237.- Yubo Tao & Peter C.B. Phillips & Jun Yu, 2017.
"
**Random Coefficient Continuous Systems: Testing for Extreme Sample Path Behaviour**," Cowles Foundation Discussion Papers 2114, Cowles Foundation for Research in Economics, Yale University. - Tao, Yubo & Phillips, Peter C.B. & Yu, Jun, 2017.
"
**Random Coefficient Continuous Systems: Testing for Extreme Sample Path Behaviour**," Economics and Statistics Working Papers 18-2017, Singapore Management University, School of Economics.

- Yubo Tao & Peter C.B. Phillips & Jun Yu, 2017.
"
- Jin Seo Cho & Peter C. B. Phillips, 2018.
"
**Sequentially testing polynomial model hypotheses using power transforms of regressors**," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(1), pages 141-159, January.- Jin Seo Cho & Peter C.B. Phillips, 2016.
"
**Sequentially Testing Polynomial Model Hypotheses using Power Transforms of Regressors**," Working papers 2016rwp-90, Yonsei University, Yonsei Economics Research Institute. - Jin Seo Cho & Myung-Ho Park & Peter C. B. Phillips, 2016.
"
**Sequentially Testing Polynomial Model Hypotheses Using Power Transforms of Regressors**," Cowles Foundation Discussion Papers 2060, Cowles Foundation for Research in Economics, Yale University.

- Jin Seo Cho & Peter C.B. Phillips, 2016.
"
- Jin Seo Cho & Myung-Ho Park & Peter C. B. Phillips, 2018.
"
**Practical Kolmogorov–Smirnov Testing by Minimum Distance Applied to Measure Top Income Shares in Korea**," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 36(3), pages 523-537, July.- Jin Seo Cho & Myung-Ho Park & Peter C.B. Phillips, 2016.
"
**Practical Kolmogorov-Smirnov Testing by Minimum Distance Applied to Measure Top Income Shares in Korea**," Working papers 2016rwp-88, Yonsei University, Yonsei Economics Research Institute.

- Jin Seo Cho & Myung-Ho Park & Peter C.B. Phillips, 2016.
"
- Shuping Shi & Peter C. B. Phillips & Stan Hurn, 2018.
"
**Change Detection and the Causal Impact of the Yield Curve**," Journal of Time Series Analysis, Wiley Blackwell, vol. 39(6), pages 966-987, November.- Stan Hurn & Peter C. B. Phillips & Shu-Ping Shi, 2016.
"
**"Change Detection and the Causal Impact of the Yield Curve**," Cowles Foundation Discussion Papers 2058, Cowles Foundation for Research in Economics, Yale University. - Stan Hurn & Peter C B Phillips & Shuping Shi, 2015.
"
**Change Detection and the Casual Impact of the Yield Curve**," NCER Working Paper Series 107, National Centre for Econometric Research.

- Stan Hurn & Peter C. B. Phillips & Shu-Ping Shi, 2016.
"
- Yu, Ping & Phillips, Peter C.B., 2018.
"
**Threshold regression asymptotics: From the compound Poisson process to two-sided Brownian motion**," Economics Letters, Elsevier, vol. 172(C), pages 123-126. - Phillips, Peter C. B., 2018.
"
**Dynamic Panel Anderson-Hsiao Estimation With Roots Near Unity**," Econometric Theory, Cambridge University Press, vol. 34(2), pages 253-276, April. - Anna Bykhovskaya & Peter C. B. Phillips, 2018.
"
**Boundary Limit Theory for Functional Local to Unity Regression**," Journal of Time Series Analysis, Wiley Blackwell, vol. 39(4), pages 523-562, July.- Anna Bykhovskaya & Peter C. B. Phillips, 2017.
"
**Boundary Limit Theory for Functional Local to Unity Regression**," Cowles Foundation Discussion Papers 2108, Cowles Foundation for Research in Economics, Yale University.

- Anna Bykhovskaya & Peter C. B. Phillips, 2017.
"
- Yu, Ping & Phillips, Peter C.B., 2018.
"
**Threshold regression with endogeneity**," Journal of Econometrics, Elsevier, vol. 203(1), pages 50-68.- Ping Yu & Peter C.B. Phillips, 2014.
"
**Threshold Regression with Endogeneity**," Cowles Foundation Discussion Papers 1966, Cowles Foundation for Research in Economics, Yale University.

- Ping Yu & Peter C.B. Phillips, 2014.
"
- Wuyi Wang & Peter C. B. Phillips & Liangjun Su, 2018.
"
**Homogeneity pursuit in panel data models: Theory and application**," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(6), pages 797-815, September.- Wuyi Wang & Peter C.B. Phillips & Liangjun Su, 2016.
"
**Homogeneity Pursuit in Panel Data Models: Theory and Applications**," Cowles Foundation Discussion Papers 2063, Cowles Foundation for Research in Economics, Yale University.

- Wuyi Wang & Peter C.B. Phillips & Liangjun Su, 2016.
"
- Lieberman, Offer & Phillips, Peter C.B., 2018.
"
**Iv And Gmm Inference In Endogenous Stochastic Unit Root Models**," Econometric Theory, Cambridge University Press, vol. 34(5), pages 1065-1100, October. - Phillips, Peter C.B. & Shi, Shu-Ping, 2018.
"
**Financial Bubble Implosion And Reverse Regression**," Econometric Theory, Cambridge University Press, vol. 34(4), pages 705-753, August. - Cheng, Tingting & Gao, Jiti & Phillips, Peter C.B., 2018.
"
**A frequentist approach to Bayesian asymptotics**," Journal of Econometrics, Elsevier, vol. 206(2), pages 359-378. - Cho, Jin Seo & Phillips, Peter C.B., 2018.
"
**Pythagorean generalization of testing the equality of two symmetric positive definite matrices**," Journal of Econometrics, Elsevier, vol. 202(1), pages 45-56.- Jin Seo Cho & Peter C.B. Phillips, 2016.
"
**Pythagorean Generalization of Testing the Equality of Two Symmetric Positive Definite Matrices**," Working papers 2016rwp-89, Yonsei University, Yonsei Economics Research Institute.

- Jin Seo Cho & Peter C.B. Phillips, 2016.
"
- Chen, Ye & Phillips, Peter C.B. & Yu, Jun, 2017.
"
**Inference in continuous systems with mildly explosive regressors**," Journal of Econometrics, Elsevier, vol. 201(2), pages 400-416. - Peter C. B. Phillips, 2017.
"
**Reduced forms and weak instrumentation**," Econometric Reviews, Taylor & Francis Journals, vol. 36(6-9), pages 818-839, October. - Peter C. B. Phillips & Aman Ullah, 2017.
"
**Econometric Reviews honors Esfandiar Maasoumi**," Econometric Reviews, Taylor & Francis Journals, vol. 36(6-9), pages 563-567, October. - Phillips, Peter C.B. & Gao, Wayne Yuan, 2017.
"
**Structural inference from reduced forms with many instruments**," Journal of Econometrics, Elsevier, vol. 199(2), pages 96-116.- Wayne Yuan Gao & Peter C.B. Phillips, 2016.
"
**Structural Inference from Reduced Forms with Many Instruments**," Cowles Foundation Discussion Papers 2062, Cowles Foundation for Research in Economics, Yale University.

- Wayne Yuan Gao & Peter C.B. Phillips, 2016.
"
- Phillips, Peter C.B. & Li, Degui & Gao, Jiti, 2017.
"
**Estimating smooth structural change in cointegration models**," Journal of Econometrics, Elsevier, vol. 196(1), pages 180-195.- Peter C.B. Phillips & Degui Li & Jiti Gao, 2013.
"
**Estimating Smooth Structural Change in Cointegration Models**," Cowles Foundation Discussion Papers 1910, Cowles Foundation for Research in Economics, Yale University. - Peter C. B. Phillips & Degui Li & Jiti Gao, 2013.
"
**Estimating Smooth Structural Change in Cointegration Models**," Monash Econometrics and Business Statistics Working Papers 22/13, Monash University, Department of Econometrics and Business Statistics.

- Peter C.B. Phillips & Degui Li & Jiti Gao, 2013.
"
- Lieberman, Offer & Phillips, Peter C.B., 2017.
"
**A multivariate stochastic unit root model with an application to derivative pricing**," Journal of Econometrics, Elsevier, vol. 196(1), pages 99-110.- Offer Lieberman & Peter C.B. Phillips, 2014.
"
**A Multivariate Stochastic Unit Root Model with an Application to Derivative Pricing**," Cowles Foundation Discussion Papers 1964, Cowles Foundation for Research in Economics, Yale University.

- Offer Lieberman & Peter C.B. Phillips, 2014.
"
- Chirok Han & Peter C. B. Phillips & Donggyu Sul, 2017.
"
**Lag length selection in panel autoregression**," Econometric Reviews, Taylor & Francis Journals, vol. 36(1-3), pages 225-240, March. - Smyth Stuart & Kerr William & Phillips Peter, 2017.
"
**Labeling Demands, Coexistence and the Challenges for Trade**," Journal of Agricultural & Food Industrial Organization, De Gruyter, vol. 15(1), pages 1-10, January. - Maria Kyriacou & Peter C. B. Phillips & Francesca Rossi, 2017.
"
**Indirect inference in spatial autoregression**," Econometrics Journal, Royal Economic Society, vol. 20(2), pages 168-189, June. - Peter C. B. Phillips, 2017.
"
**Edmond Malinvaud - an Economist's Econometrician**," Annals of Economics and Statistics, GENES, issue 125-126, pages 135-151. - Simona Lubieniechi & Hayley Hesseln & Peter Phillips & Stuart Smyth, 2016.
"
**Expert and Lay Public Risk Preferences Regarding Plants with Novel Traits**," Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, Canadian Agricultural Economics Society/Societe canadienne d'agroeconomie, vol. 64(4), pages 717-738, December. - Peter C. B. Phillips, 2016.
"
**Meritocracy Voting: Measuring the Unmeasurable**," Econometric Reviews, Taylor & Francis Journals, vol. 35(1), pages 2-40, January.- Peter C.B. Phillips, 2011.
"
**Meritocracy Voting: Measuring the Unmeasurable**," Cowles Foundation Discussion Papers 1833, Cowles Foundation for Research in Economics, Yale University.

- Peter C.B. Phillips, 2011.
"
- Liang, Hanying & Phillips, Peter C.B. & Wang, Hanchao & Wang, Qiying, 2016.
"
**Weak Convergence To Stochastic Integrals For Econometric Applications**," Econometric Theory, Cambridge University Press, vol. 32(6), pages 1349-1375, December.- Hanying Liang & Peter C.B. Phillips & Hanchao Wang & Qiying Wang, 2014.
"
**Weak Convergence to Stochastic Integrals for Econometric Applications**," Cowles Foundation Discussion Papers 1971, Cowles Foundation for Research in Economics, Yale University.

- Hanying Liang & Peter C.B. Phillips & Hanchao Wang & Qiying Wang, 2014.
"
- Wang, Qiying & Phillips, Peter C. B., 2016.
"
**Nonparametric Cointegrating Regression With Endogeneity And Long Memory**," Econometric Theory, Cambridge University Press, vol. 32(2), pages 359-401, April. - Lee, Ji Hyung & Phillips, Peter C.B., 2016.
"
**Asset pricing with financial bubble risk**," Journal of Empirical Finance, Elsevier, vol. 38(PB), pages 590-622. - Ryan Greenaway-McGrevy & Peter C.B. Phillips, 2016.
"
**Hot property in New Zealand: Empirical evidence of housing bubbles in the metropolitan centres**," New Zealand Economic Papers, Taylor & Francis Journals, vol. 50(1), pages 88-113, April.- Ryan Greenaway-McGrevy & Peter C. B. Phillips, 2015.
"
**Hot Property in New Zealand: Empirical Evidence of Housing Bubbles in the Metropolitan Centres**," Cowles Foundation Discussion Papers 2004, Cowles Foundation for Research in Economics, Yale University. - Greenaway-McGrevy, Ryan & Phillips, Peter, 2015.
"
**Hot Property in New Zealand: Empirical Evidence of Housing Bubbles in the Metropolitan Centres**," Working Papers 25259, Department of Economics, The University of Auckland.

- Ryan Greenaway-McGrevy & Peter C. B. Phillips, 2015.
"
- Phillips, Peter C.B., 2016.
"
**Modeling speculative bubbles with diverse investor expectations**," Research in Economics, Elsevier, vol. 70(3), pages 375-387. - Phillips, Peter C.B. & Lee, Ji Hyung, 2016.
"
**Robust econometric inference with mixed integrated and mildly explosive regressors**," Journal of Econometrics, Elsevier, vol. 192(2), pages 433-450. - Liangjun Su & Zhentao Shi & Peter C. B. Phillips, 2016.
"
**Identifying Latent Structures in Panel Data**," Econometrica, Econometric Society, vol. 84, pages 2215-2264, November.- Liangjun Su & Zhentao Shi & Peter C.B. Phillips, 2014.
"
**Identifying Latent Structures in Panel Data**," Cowles Foundation Discussion Papers 1965, Cowles Foundation for Research in Economics, Yale University. - Liangjun Su & Zhentao Shi & Peter C. B. Phillips, 2014.
"
**Identifying Latent Structures in Panel Data**," Working Papers 07-2014, Singapore Management University, School of Economics.

- Liangjun Su & Zhentao Shi & Peter C.B. Phillips, 2014.
"
- Li, Degui & Phillips, Peter C. B. & Gao, Jiti, 2016.
"
**Uniform Consistency Of Nonstationary Kernel-Weighted Sample Covariances For Nonparametric Regression**," Econometric Theory, Cambridge University Press, vol. 32(3), pages 655-685, June.- Degui Li & Peter C.B. Phillips & Jiti Gao, 2013.
"
**Uniform Consistency of Nonstationary Kernel-Weighted Sample Covariances for Nonparametric Regression**," Cowles Foundation Discussion Papers 1929, Cowles Foundation for Research in Economics, Yale University. - Degui Li & Peter C. B. Phillips & Jiti Gao, 2013.
"
**Uniform Consistency of Nonstationary Kernel-Weighted Sample Covariances for Nonparametric Regression**," Monash Econometrics and Business Statistics Working Papers 27/13, Monash University, Department of Econometrics and Business Statistics.

- Degui Li & Peter C.B. Phillips & Jiti Gao, 2013.
"
- Peter C. B. Phillips, 2015.
"
**Halbert White Jr. Memorial JFEC Lecture: Pitfalls and Possibilities in Predictive Regression†**," The Journal of Financial Econometrics, Society for Financial Econometrics, vol. 13(3), pages 521-555. - Kasparis, Ioannis & Andreou, Elena & Phillips, Peter C.B., 2015.
"
**Nonparametric predictive regression**," Journal of Econometrics, Elsevier, vol. 185(2), pages 468-494.- Ioannis Kasparis & Elena Andreou & Peter C.B. Phillips, 2012.
"
**Nonparametric Predictive Regression**," Cowles Foundation Discussion Papers 1878, Cowles Foundation for Research in Economics, Yale University. - Ioannis Kasparis & Elena Andreou & Peter C. B. Phillips, 2012.
"
**Nonparametric Predictive Regression**," University of Cyprus Working Papers in Economics 14-2012, University of Cyprus Department of Economics. - Andreou, Elena & Kasparis, Ioannis & Phillips, Peter C. B., 2013.
"
**Nonparametric Predictive Regression**," CEPR Discussion Papers 9570, C.E.P.R. Discussion Papers.

- Ioannis Kasparis & Elena Andreou & Peter C.B. Phillips, 2012.
"
- Baek, Yae In & Cho, Jin Seo & Phillips, Peter C.B., 2015.
"
**Testing linearity using power transforms of regressors**," Journal of Econometrics, Elsevier, vol. 187(1), pages 376-384.- YAE IN BAEK & Jin Seo Cho & PETER C.B. PHILLIPS, 2015.
"
**Testing Linearity Using Power Transforms of Regressors**," Working papers 2015rwp-79, Yonsei University, Yonsei Economics Research Institute. - Yae In Baek & Jin Seo Cho & Peter C.B. Phillips, 2013.
"
**Testing Linearity Using Power Transforms of Regressors**," Cowles Foundation Discussion Papers 1917, Cowles Foundation for Research in Economics, Yale University.

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

- Yoonseok Lee & Peter C.B. Phillips, 2013.
"
- Peter C. B. Phillips, 2015.
"
**Edmond Malinvaud: a tribute to his contributions in econometrics**," Econometrics Journal, Royal Economic Society, vol. 18(2), pages 1-13, June.- Peter C. B. Phillips, 2015.
"
**Edmond Malinvaud: A Tribute to His Contributions in Econometrics**," Cowles Foundation Discussion Papers 2002, Cowles Foundation for Research in Economics, Yale University.

- Peter C. B. Phillips, 2015.
"
- Phillips, Peter C.B. & Han, Chirok, 2015.
"
**The true limit distributions of the Anderson–Hsiao IV estimators in panel autoregression**," Economics Letters, Elsevier, vol. 127(C), pages 89-92.- Peter C.B. Phillips & Chirok Han, 2014.
"
**True Limit Distributions of the Anderson-Hsiao IV Estimators in Panel Autoregression**," Cowles Foundation Discussion Papers 1963, Cowles Foundation for Research in Economics, Yale University.

- Peter C.B. Phillips & Chirok Han, 2014.
"
- Peter C. B. Phillips & Shuping Shi & Jun Yu, 2015.
"
**Testing For Multiple Bubbles: Historical Episodes Of Exuberance And Collapse In The S&P 500**," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 56(4), pages 1043-1078, November.- Peter C.B. Phillips & Shu-Ping Shi & Jun Yu, 2013.
"
**Testing for Multiple Bubbles: Historical Episodes of Exuberance and Collapse in the S&P 500**," Cowles Foundation Discussion Papers 1914, Cowles Foundation for Research in Economics, Yale University. - Peter C. B. Phillips & Shu-Ping Shi & Jun Yu, 2013.
"
**Testing for Multiple Bubbles 1: Historical Episodes of Exuberance and Collapse in the S&P 500**," Working Papers 04-2013, Singapore Management University, School of Economics.

- Peter C.B. Phillips & Shu-Ping Shi & Jun Yu, 2013.
"
- Liao, Zhipeng & Phillips, Peter C. B., 2015.
"
**Automated Estimation Of Vector Error Correction Models**," Econometric Theory, Cambridge University Press, vol. 31(3), pages 581-646, June.- Zhipeng Liao & Peter C.B. Phillips, 2012.
"
**Automated Estimation of Vector Error Correction Models**," Cowles Foundation Discussion Papers 1873, Cowles Foundation for Research in Economics, Yale University.

- Zhipeng Liao & Peter C.B. Phillips, 2012.
"
- Peter C. B. Phillips & Shuping Shi & Jun Yu, 2015.
"
**Testing For Multiple Bubbles: Limit Theory Of Real‐Time Detectors**," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 56(4), pages 1079-1134, November.- Peter C. B. Phillips & Shu-Ping Shi & Jun Yu, 2013.
"
**Testing for Multiple Bubbles 2: Limit Theory of Real Time Detectors**," Working Papers 05-2013, Singapore Management University, School of Economics. - Peter C.B. Phillips & Shu-Ping Shi & Jun Yu, 2013.
"
**Testing for Multiple Bubbles: Limit Theory of Real Time Detectors**," Cowles Foundation Discussion Papers 1915, Cowles Foundation for Research in Economics, Yale University. - Peter C. B. Phillips & Shu-Ping Shi & Jun Yu, 2013.
"
**Testing for Multiple Bubbles 2: Limit Theory of Real Time Detectors**," Working Papers CoFie-04-2013, Singapore Management University, Sim Kee Boon Institute for Financial Economics.

- Peter C. B. Phillips & Shu-Ping Shi & Jun Yu, 2013.
"
- Jiang, Liang & Phillips, Peter C.B. & Yu, Jun, 2015.
"
**New methodology for constructing real estate price indices applied to the Singapore residential market**," Journal of Banking & Finance, Elsevier, vol. 61(S2), pages 121-131. - 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. - Giuseppe Cavaliere & Peter C. B. Phillips & Stephan Smeekes & A. M. Robert Taylor, 2015.
"
**Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility**," Econometric Reviews, Taylor & Francis Journals, vol. 34(4), pages 512-536, April.- Giuseppe Cavaliere & Peter C.B. Phillips & Stephan Smeekes & A.M. Robert Taylor, 2012.
"
**Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility**," Cowles Foundation Discussion Papers 1844, Cowles Foundation for Research in Economics, Yale University. - Cavaliere, G. & Phillips, P.C.B. & Smeekes, S. & Taylor, A.M.R., 2011.
"
**Lag length selection for unit root tests in the presence of nonstationary volatility**," Research Memorandum 056, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).

- Giuseppe Cavaliere & Peter C.B. Phillips & Stephan Smeekes & A.M. Robert Taylor, 2012.
"
- 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.
"
- Peter C. B. Phillips, 2014.
"
**On Confidence Intervals for Autoregressive Roots and Predictive Regression**," Econometrica, Econometric Society, vol. 82(3), pages 1177-1195, May.- Peter C.B. Phillips, 2012.
"
**On Confidence Intervals for Autoregressive Roots and Predictive Regression**," Cowles Foundation Discussion Papers 1879, Cowles Foundation for Research in Economics, Yale University.

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

- Peter C. B. Phillips & Shu-Ping Shi & Jun Yu, 2012.
"
- 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, 2014.
"
**Homage to Halbert White**," The Journal of Financial Econometrics, Society for Financial Econometrics, vol. 12(4), pages 618-619. - Ioannis Kasparis & Peter C. B. Phillips & Tassos Magdalinos, 2014.
"
**Nonlinearity Induced Weak Instrumentation**," Econometric Reviews, Taylor & Francis Journals, vol. 33(5-6), pages 676-712, August.- Ioannis Kasparis & Peter C.B. Phillips & Tassos Magdalinos, 2012.
"
**Non-linearity Induced Weak Instrumentation**," University of Cyprus Working Papers in Economics 02-2012, University of Cyprus Department of Economics. - Ioannis Kasparis & Peter C.B. Phillips & Tassos Magdalinos, 2012.
"
**Non-linearity Induced Weak Instrumentation**," Cowles Foundation Discussion Papers 1872, Cowles Foundation for Research in Economics, Yale University.

- Ioannis Kasparis & Peter C.B. Phillips & Tassos Magdalinos, 2012.
"
- 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.
"
- Phillips, Peter C. B., 2014.
"
**Unit Roots In Life—A Graduate Student Story**," Econometric Theory, Cambridge University Press, vol. 30(4), pages 719-736, August.- Peter C.B. Phillips, 2013.
"
**Unit Roots in Life -- A Graduate Student Story**," Cowles Foundation Discussion Papers 1913, Cowles Foundation for Research in Economics, Yale University.

- Peter C.B. Phillips, 2013.
"
- Han, Chirok & Phillips, Peter C. B. & Sul, Donggyu, 2014.
"
**X-Differencing And Dynamic Panel Model Estimation**," Econometric Theory, Cambridge University Press, vol. 30(1), pages 201-251, February.- Chirok Han & Peter C.B. Phillips & Donggyu Sul, 2010.
"
**X-Differencing and Dynamic Panel Model Estimation**," Cowles Foundation Discussion Papers 1747, Cowles Foundation for Research in Economics, Yale University.

- Chirok Han & Peter C.B. Phillips & Donggyu Sul, 2010.
"
- 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. - Phillips, Peter C.B. & Yu, Jun, 2014.
"
**Special Issue Of Econometric Theory On Seta 2010: Editors’ Introduction**," Econometric Theory, Cambridge University Press, vol. 30(1), pages 1-2, February. - 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(4), pages 808-837, August.- Peter C.B. Phillips & Tassos Magdalinos, 2011.
"
**Inconsistent VAR Regression with Common Explosive Roots**," Cowles Foundation Discussion Papers 1777, Cowles Foundation for Research in Economics, Yale University.

- Peter C.B. Phillips & Tassos Magdalinos, 2011.
"
- 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. - 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. - Kasparis, Ioannis & Phillips, Peter C.B., 2012.
"
**Dynamic misspecification in nonparametric cointegrating regression**," Journal of Econometrics, Elsevier, vol. 168(2), pages 270-284.- Peter C.B.Phillips & Ioannis Kasparis, 2009.
"
**Dynamic Misspecification in Nonparametric Cointegrating Regression**," Working Papers CoFie-01-2009, Singapore Management University, Sim Kee Boon Institute for Financial Economics. - Ioannis Kasparis & Peter C. B. Phillips, 2009.
"
**Dynamic Misspecification in Nonparametric Cointegrating Regression**," University of Cyprus Working Papers in Economics 2-2009, University of Cyprus Department of Economics. - Ioannis Kasparis & Peter C.B. Phillips, 2009.
"
**Dynamic Misspecification in Nonparametric Cointegrating Regression**," Cowles Foundation Discussion Papers 1700, Cowles Foundation for Research in Economics, Yale University.

- Peter C.B.Phillips & Ioannis Kasparis, 2009.
"
- Yonghui Zhang & Liangjun Su & Peter C. B. Phillips, 2012.
"
**Testing for common trends in semi‐parametric panel data models with fixed effects**," Econometrics Journal, Royal Economic Society, vol. 15(1), pages 56-100, February.- Yonghui Zhang & Liangjun Su & Peter C.B. Phillips, 2011.
"
**Testing for Common Trends in Semiparametric Panel Data Models with Fixed Effects**," Cowles Foundation Discussion Papers 1832, Cowles Foundation for Research in Economics, Yale University.

- Yonghui Zhang & Liangjun Su & Peter C.B. Phillips, 2011.
"
- 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.
"
- Shi, Xiaoxia & Phillips, Peter C.B., 2012.
"
**Nonlinear Cointegrating Regression Under Weak Identification**," Econometric Theory, Cambridge University Press, vol. 28(3), pages 509-547, June.- Xiaoxia Shi & Peter C. B. Phillips, 2010.
"
**Nonlinear Cointegrating Regression under Weak Identification**," Cowles Foundation Discussion Papers 1768, Cowles Foundation for Research in Economics, Yale University.

- Xiaoxia Shi & Peter C. B. Phillips, 2010.
"
- 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.
"
- Peter C. B. Phillips, 2012.
"
**Folklore Theorems, Implicit Maps, and Indirect Inference**," Econometrica, Econometric Society, vol. 80(1), pages 425-454, January. - 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.
"
- Han, Chirok & Phillips, Peter C. B. & Sul, Donggyu, 2011.
"
**Uniform Asymptotic Normality In Stationary And Unit Root Autoregression**," Econometric Theory, Cambridge University Press, vol. 27(6), pages 1117-1151, December.- Chirok Han & Peter C.B. Phillips & Donggyu Sul, 2010.
"
**Uniform Asymptotic Normality in Stationary and Unit Root Autoregression**," Cowles Foundation Discussion Papers 1746, Cowles Foundation for Research in Economics, Yale University.

- 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.
"
- Wang, Qiying & Phillips, Peter C.B., 2011.
"
**Asymptotic Theory For Zero Energy Functionals With Nonparametric Regression Applications**," Econometric Theory, Cambridge University Press, vol. 27(2), pages 235-259, April. - 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. - Han, Chirok & Cho, Jin Seo & Phillips, Peter C. B., 2011.
"
**Infinite Density at the Median and the Typical Shape of Stock Return Distributions**," Journal of Business & Economic Statistics, American Statistical Association, vol. 29(2), pages 282-294.- Chirok Han & Jin Seo Cho & Peter C. B. Phillips, 2011.
"
**Infinite Density at the Median and the Typical Shape of Stock Return Distributions**," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 29(2), pages 282-294, April.

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

- Chirok Han & Jin Seo Cho & Peter C. B. Phillips, 2011.
"
- Peter C. B. Phillips & Jun Yu, 2011.
"
**Corrigendum to ‘A Gaussian approach for continuous time models of short‐term interest rates’ (Yu, J. and P. C. B. Phillips, Econometrics Journal, 4, 210–24)**," Econometrics Journal, Royal Economic Society, vol. 14, pages 126-129, February. - Sun, Yixiao & Phillips, Peter C.B. & Jin, Sainan, 2011.
"
**Power Maximization And Size Control In Heteroskedasticity And Autocorrelation Robust Tests With Exponentiated Kernels**," Econometric Theory, Cambridge University Press, vol. 27(6), pages 1320-1368, December.- Yixiao Sun & Peter C.B. Phillips & Sainan Jin, 2010.
"
**Power Maximization and Size Control in Heteroskedasticity and Autocorrelation Robust Tests with Exponentiated Kernels**," Cowles Foundation Discussion Papers 1749, Cowles Foundation for Research in Economics, Yale University.

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

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

- Peter C. B. Phillips & Yangru Wu & Jun Yu, 2007.
"
- 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.
"
- Carlo V. Fiorio & Vassilis A. Hajivassiliou & Peter C. B. Phillips, 2010.
"
**Bimodal t-ratios: the impact of thick tails on inference**," Econometrics Journal, Royal Economic Society, vol. 13(2), pages 271-289, July. - Cho, Jin Seo & Han, Chirok & Phillips, Peter C.B., 2010.
"
**Lad Asymptotics Under Conditional Heteroskedasticity With Possibly Infinite Error Densities**," Econometric Theory, Cambridge University Press, vol. 26(3), pages 953-962, June.- Jin Seo Cho & Chirok Han & Peter C.B. Phillips, 2009.
"
**LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities**," Cowles Foundation Discussion Papers 1703, Cowles Foundation for Research in Economics, Yale University. - Peter C.B.Phillips & Jin Seo Cho & Chirok Han, 2009.
"
**LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities**," Working Papers CoFie-02-2009, Singapore Management University, Sim Kee Boon Institute for Financial Economics. - Jin Seo Cho & Chirok-Han & Peter C. B. Phillips, 2009.
"
**LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities**," Discussion Paper Series 0917, Institute of Economic Research, Korea University.

- Jin Seo Cho & Chirok Han & Peter C.B. Phillips, 2009.
"
- 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.
"
- 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.
"
- Han, Chirok & Phillips, Peter C. B., 2010.
"
**Gmm Estimation For Dynamic Panels With Fixed Effects And Strong Instruments At Unity**," Econometric Theory, Cambridge University Press, vol. 26(1), pages 119-151, February.- Chirok Han & Peter C.B. Phillips, 2007.
"
**GMM Estimation for Dynamic Panels with Fixed Effects and Strong Instruments at Unity**," Cowles Foundation Discussion Papers 1599, Cowles Foundation for Research in Economics, Yale University.

- Chirok Han & Peter C.B. Phillips, 2007.
"
- 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.
"
- 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. & Magdalinos, Tassos, 2009.
"
**Unit Root And Cointegrating Limit Theory When Initialization Is In The Infinite Past**," Econometric Theory, Cambridge University Press, vol. 25(6), pages 1682-1715, December.- Peter C.B. Phillips & Tassos Magdalinos, 2008.
"
**Unit Root and Cointegrating Limit Theory When Initialization Is in the Infinite Past**," Cowles Foundation Discussion Papers 1655, Cowles Foundation for Research in Economics, Yale University.

- Peter C.B. Phillips & Tassos Magdalinos, 2008.
"
- Xu Cheng & P eter C. B. Phillips, 2009.
"
**Semiparametric cointegrating rank selection**," Econometrics Journal, Royal Economic Society, vol. 12(s1), pages 83-104, January.- Xu Cheng & Peter C.B. Phillips, 2008.
"
**Semiparametric Cointegrating Rank Selection**," Cowles Foundation Discussion Papers 1658, Cowles Foundation for Research in Economics, Yale University.

- Xu Cheng & Peter C.B. Phillips, 2008.
"
- Wang, Qiying & Phillips, Peter C.B., 2009.
"
**Asymptotic Theory For Local Time Density Estimation And Nonparametric Cointegrating Regression**," Econometric Theory, Cambridge University Press, vol. 25(3), pages 710-738, June.- Qiying Wang & Peter C.B. Phillips, 2006.
"
**Asymptotic Theory for Local Time Density Estimation and Nonparametric Cointegrating Regression**," Cowles Foundation Discussion Papers 1594, Cowles Foundation for Research in Economics, Yale University.

- Qiying Wang & Peter C.B. Phillips, 2006.
"
- Phillips, Peter C.B., 2009.
"
**Exact Distribution Theory In Structural Estimation With An Identity**," Econometric Theory, Cambridge University Press, vol. 25(4), pages 958-984, August.- Peter C.B. Phillips, 2007.
"
**Exact Distribution Theory in Structural Estimation with an Identity**," Cowles Foundation Discussion Papers 1613, Cowles Foundation for Research in Economics, Yale University.

- Peter C.B. Phillips, 2007.
"
- Peter C. B. Phillips & Donggyu Sul, 2009.
"
**Economic transition and growth**," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(7), pages 1153-1185.- Peter C. B. Phillips & Donggyu Sul, 2009.
"
**Economic transition and growth**," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(7), pages 1153-1185, November.

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

- Peter C. B. Phillips & Donggyu Sul, 2009.
"
- 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.
"
- 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. - 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, 2007.
"
**Simulation-based Estimation of Contingent-claims Prices**," Cowles Foundation Discussion Papers 1596, Cowles Foundation for Research in Economics, Yale University. - Peter C.B.Phillips & Jun Yu, "undated".
"
**Simulation-based Estimation of Contingent Claims Prices**," Working Papers CoFie-05-2008, Singapore Management University, Sim Kee Boon Institute for Financial Economics. - Peter C. B. Phillips & Jun Yu, 2008.
"
**Simulation-based Estimation of Contingent-claims Prices**," Finance Working Papers 22473, East Asian Bureau of Economic Research.

- Peter C.B. Phillips & Jun Yu, 2007.
"
- Magdalinos, Tassos & Phillips, Peter C.B., 2009.
"
**Limit Theory For Cointegrated Systems With Moderately Integrated And Moderately Explosive Regressors**," Econometric Theory, Cambridge University Press, vol. 25(2), pages 482-526, April. - Phillips, Peter C.B., 2009.
"
**Local Limit Theory And Spurious Nonparametric Regression**," Econometric Theory, Cambridge University Press, vol. 25(6), pages 1466-1497, December.- Peter C.B. Phillips, 2008.
"
**Local Limit Theory and Spurious Nonparametric Regression**," Cowles Foundation Discussion Papers 1654, Cowles Foundation for Research in Economics, Yale University.

- Peter C.B. Phillips, 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.
"
- Ibragimov, Rustam & Phillips, Peter C.B., 2008.
"
**Regression Asymptotics Using Martingale Convergence Methods**," Econometric Theory, Cambridge University Press, vol. 24(4), pages 888-947, August.- Ibragimov, Rustam & Phillips, Peter C.B., 2008.
"
**Regression asymptotics using martingale convergence methods**," Scholarly Articles 2624459, Harvard University Department of Economics. - Rustam Ibragimov & Peter C.B. Phillips, 2004.
"
**Regression Asymptotics Using Martingale Convergence Methods**," Cowles Foundation Discussion Papers 1473, Cowles Foundation for Research in Economics, Yale University.

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

- 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. & Magdalinos, Tassos, 2008.
"
**Limit Theory For Explosively Cointegrated Systems**," Econometric Theory, Cambridge University Press, vol. 24(4), pages 865-887, August.- Peter C.B. Phillips & Tassos Magdalinos, 2007.
"
**Limit Theory for Explosively Cointegrated Systems**," Cowles Foundation Discussion Papers 1614, Cowles Foundation for Research in Economics, Yale University.

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

- Ke-Li Xu & 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(3), pages 631-650, June.- Peter C. B. Phillips & Chirok Han, 2006.
"
**Gaussian Inference in AR(1) Time Series with or without a Unit Root**," Cowles Foundation Discussion Papers 1546, Cowles Foundation for Research in Economics, Yale University.

- Peter C. B. Phillips & Chirok Han, 2006.
"
- 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. & 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.
"
- Moon, Hyungsik Roger & Perron, Benoit & Phillips, Peter C.B., 2007.
"
**Incidental trends and the power of panel unit root tests**," Journal of Econometrics, Elsevier, vol. 141(2), pages 416-459, December.- Hyungsik Roger Moon & Benoit Perron & Peter C.B. Phillips, 2003.
"
**Incidental Trends and the Power of Panel Unit Root Tests**," Cowles Foundation Discussion Papers 1435, Cowles Foundation for Research in Economics, Yale University. - Hyungsik Roger Moon & Benoit Perron & Peter C.B. Phillips, 2005.
"
**Incidental Trends and the Power of Panel Unit Root Tests**," IEPR Working Papers 05.38, Institute of Economic Policy Research (IEPR). - Peter C.B. Phillips & Hyungsik Roger Moon & Benoit Perron, 2004.
"
**Incidental Trends and the Power of Panel Unit Root Tests**," Yale School of Management Working Papers ysm414, Yale School of Management.

- Hyungsik Roger Moon & Benoit Perron & Peter C.B. Phillips, 2003.
"
- Phillips, Peter C.B. & Kim, Chang Sik, 2007.
"
**Long-Run Covariance Matrices For Fractionally Integrated Processes**," Econometric Theory, Cambridge University Press, vol. 23(6), pages 1233-1247, December.- Peter C.B. Phillips & Chang Sik Kim, 2007.
"
**Long Run Covariance Matrices for Fractionally Integrated Processes**," Cowles Foundation Discussion Papers 1611, Cowles Foundation for Research in Economics, Yale University.

- Peter C.B. Phillips & Chang Sik Kim, 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., 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. - Phillips, Peter C.B., 2007.
"
**Regression With Slowly Varying Regressors And Nonlinear Trends**," Econometric Theory, Cambridge University Press, vol. 23(4), pages 557-614, August. - 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.
"
- Phillips, Peter C.B. & Sul, Donggyu, 2007.
"
**Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence**," Journal of Econometrics, Elsevier, vol. 137(1), pages 162-188, March.- Phillips, Peter & Sul, Donggyu, 2003.
"
**Bias in Dynamic Panel Estimation with Fixed Effects, Incidental Trends and Cross Section Dependence**," Working Papers 177, Department of Economics, The University of Auckland. - Peter C.B. Phillips & Donggyu Sul, 2003.
"
**Bias in Dynamic Panel Estimation with Fixed Effects, Incidental Trends and Cross Section Dependence**," Cowles Foundation Discussion Papers 1438, Cowles Foundation for Research in Economics, Yale University, revised Jun 2004. - Peter C.B. Phillips & Donggyu Sul, 2004.
"
**Bias in Dynamic Panel Estimation with Fixed Effects, Incidental Trends and Cross Section Dependence**," Yale School of Management Working Papers ysm428, Yale School of Management.

- Phillips, Peter & Sul, Donggyu, 2003.
"
- 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, January.- Peter C. B. Phillips & Chirok Han, 2004.
"
**GMM with Many Moment Conditions**," Econometric Society 2004 Far Eastern Meetings 525, Econometric Society. - Chirok Han & Peter C.B. Phillips, 2005.
"
**GMM with Many Moment Conditions**," Cowles Foundation Discussion Papers 1515, Cowles Foundation for Research in Economics, Yale University.

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

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

- L Giraitis & P C B Phillips, "undated".
"
- Phillips, Peter C.B., 2006.
"
**A Remark On Bimodality And Weak Instrumentation In Structural Equation Estimation**," Econometric Theory, Cambridge University Press, vol. 22(5), pages 947-960, October.- Peter C. B. Phillips, 2005.
"
**A Remark on Bimodality and Weak Instrumentation in Structural Equation Estimation**," Cowles Foundation Discussion Papers 1540, Cowles Foundation for Research in Economics, Yale University.

- Peter C. B. Phillips, 2005.
"
- 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 & Ke‐Li Xu, 2006.
"
**Inference in Autoregression under Heteroskedasticity**," Journal of Time Series Analysis, Wiley Blackwell, vol. 27(2), pages 289-308, March. - Moon, H.R. & Perron, B. & Phillips, P.C.B., 2006.
"
**On The Breitung Test For Panel Unit Roots And Local Asymptotic Power**," Econometric Theory, Cambridge University Press, vol. 22(6), pages 1179-1190, December. - 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., 2005.
"
**Hac Estimation By Automated Regression**," Econometric Theory, Cambridge University Press, vol. 21(1), pages 116-142, February.- Peter C.B. Phillips, 2004.
"
**HAC Estimation by Automated Regression**," Cowles Foundation Discussion Papers 1470, Cowles Foundation for Research in Economics, Yale University.

- Peter C.B. Phillips, 2004.
"
- 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.
"
- Phillips, Peter C.B., 2005.
"
**Automated Discovery In Econometrics**," Econometric Theory, Cambridge University Press, vol. 21(1), pages 3-20, February.- Peter C.B. Phillips, 2004.
"
**Automated Discovery in Econometrics**," Cowles Foundation Discussion Papers 1469, Cowles Foundation for Research in Economics, Yale University.

- Peter C.B. Phillips, 2004.
"
- 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.
"
- Peter C. B. Phillips, 2005.
"
**Econometric Analysis of Fisher's Equation**," American Journal of Economics and Sociology, Wiley Blackwell, vol. 64(1), pages 125-168, January.- Peter C.B. Phillips, 1998.
"
**Econometric Analysis of Fisher's Equation**," Cowles Foundation Discussion Papers 1180, Cowles Foundation for Research in Economics, Yale University.

- Peter C.B. Phillips, 1998.
"
- Donggyu Sul & Peter C. B. Phillips & Chi‐Young Choi, 2005.
"
**Prewhitening Bias in HAC Estimation**," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 67(4), pages 517-546, August.- Sul, Donggyu & Phillips, Peter & Choi, Chi-Young, 2003.
"
**Prewhitening Bias in HAC Estimation**," Working Papers 141, Department of Economics, The University of Auckland. - Donggyu Sul & Peter C.B. Phillips & Choi, Chi-Young, 2003.
"
**Prewhitening Bias in HAC Estimation**," Cowles Foundation Discussion Papers 1436, Cowles Foundation for Research in Economics, Yale University. - Peter C.B. Phillips & Chi-Young Choi & Donggyu Sul, 2004.
"
**Prewhitening Bias in HAC Estimation**," Yale School of Management Working Papers ysm426, Yale School of Management.

- Sul, Donggyu & Phillips, Peter & Choi, Chi-Young, 2003.
"
- Peter Phillips, 2005.
"
**Albert Rex Bergstrom 1925-2005**," New Zealand Economic Papers, Taylor & Francis Journals, vol. 39(2), pages 129-152. - 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. - 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 & Jun Yu, 2003.
"
- 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.
"
- Hyungsik Roger Moon & Peter C. B. Phillips, 2004.
"
**GMM Estimation of Autoregressive Roots Near Unity with Panel Data**," Econometrica, Econometric Society, vol. 72(2), pages 467-522, March.- Hyungsik Roger Moon, 2000.
"
**GMM Estimation of Autoregressive Roots Near Unity with Panel Data**," Econometric Society World Congress 2000 Contributed Papers 0913, Econometric Society. - Hyungsik Roger Moon & Peter C.B. Phillips, 2000.
"
**GMM Estimation of Autoregressive Roots Near Unity with Panel Data**," Cowles Foundation Discussion Papers 1274, Cowles Foundation for Research in Economics, Yale University. - Hyungsik Roger Moon & Peter C.B. Phillips, 2003.
"
**GMM Estimation of Autoregressive Roots Near Unity with Panel Data**," Cowles Foundation Discussion Papers 1390, Cowles Foundation for Research in Economics, Yale University.

- Hyungsik Roger Moon, 2000.
"
- Lieberman, Offer & Phillips, Peter C.B., 2004.
"
**Expansions For The Distribution Of The Maximum Likelihood Estimator Of The Fractional Difference Parameter**," Econometric Theory, Cambridge University Press, vol. 20(3), pages 464-484, June. - 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, September.- Offer Lieberman & Peter C.B. Phillips, 2002.
"
**Error Bounds and Asymptotic Expansions for Toeplitz Product Functionals of Unbounded Spectra**," Cowles Foundation Discussion Papers 1374, Cowles Foundation for Research in Economics, Yale University.

- Offer Lieberman & Peter C.B. Phillips, 2002.
"
- Phillips, Peter C.B., 2003.
"
**The 2000–2002 Tjalling C. Koopmans Econometric Theory Prize**," Econometric Theory, Cambridge University Press, vol. 19(6), pages 1201-1202, December. - 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(4), pages 692-701, August. - 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, June. - Phillips, Peter C.B., 2003.
"
**In Memory Of John Denis Sargan**," Econometric Theory, Cambridge University Press, vol. 19(3), pages 417-422, June. - Phillips, Peter C.B., 2003.
"
**Vision And Influence In Econometrics: John Denis Sargan**," Econometric Theory, Cambridge University Press, vol. 19(3), pages 495-511, June.- Peter C.B. Phillips, 2003.
"
**Vision and Influence in Econometrics: John Denis Sargan**," Cowles Foundation Discussion Papers 1393, Cowles Foundation for Research in Economics, Yale University.

- Peter C.B. Phillips, 2003.
"
- 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.
"
- 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. - Peter C. B. Phillips, 2003.
"
**Laws and Limits of Econometrics**," Economic Journal, Royal Economic Society, vol. 113(486), pages 26-52, March.- Peter C.B. Phillips, 2003.
"
**Laws and Limits of Econometrics**," Cowles Foundation Discussion Papers 1397, Cowles Foundation for Research in Economics, Yale University.

- Peter C.B. Phillips, 2003.
"
- 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. - 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.
"
- Dean Corbae & Sam Ouliaris & Peter C. B. Phillips, 2002.
"
**Band Spectral Regression with Trending Data**," Econometrica, Econometric Society, vol. 70(3), pages 1067-1109, May.- Corbae, D. & Ouliaris, S. & Phillips, P.C.B., 1997.
"
**Band Spectral Regression with Trending Data**," Working Papers 97-09, University of Iowa, Department of Economics. - Dean Corbae & Sam Ouliaris & Peter C.B. Phillips, 1997.
"
**Band Spectral Regression with Trending Data**," Cowles Foundation Discussion Papers 1163, Cowles Foundation for Research in Economics, Yale University.

- Corbae, D. & Ouliaris, S. & Phillips, P.C.B., 1997.
"
- 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.
"
- 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.
"
- Katsumi Shimotsu & Peter C. B. Phillips, 2002.
"
**Pooled Log Periodogram Regression**," Journal of Time Series Analysis, Wiley Blackwell, vol. 23(1), pages 57-93, January.- Katsumi Shimotsu & Peter C.B. Phillips, 2000.
"
**Pooled Log Periodogram Regression**," Cowles Foundation Discussion Papers 1267, Cowles Foundation for Research in Economics, Yale University.

- Katsumi Shimotsu & Peter C.B. Phillips, 2000.
"
- 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.
"
- 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.
"
- 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. - 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.
"
- 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.
"
- Jun Yu & Peter C. B. Phillips, 2001.
"
**A Gaussian approach for continuous time models of the short-term interest rate**," Econometrics Journal, Royal Economic Society, vol. 4(2), pages 1-3. - Park, Joon Y & Phillips, Peter C B, 2001.
"
**Nonlinear Regressions with Integrated Time Series**," Econometrica, Econometric Society, vol. 69(1), pages 117-161, January.- Joon Y. Park & Peter C.B. Phillips, 1998.
"
**Nonlinear Regressions with Integrated Time Series**," Cowles Foundation Discussion Papers 1190, Cowles Foundation for Research in Economics, Yale University.

- Joon Y. Park & Peter C.B. Phillips, 1998.
"
- Phillips, Peter C.B. & Moon, Hyungsik Roger & Xiao, Zhijie, 2001.
"
**How To Estimate Autoregressive Roots Near Unity**," Econometric Theory, Cambridge University Press, vol. 17(1), pages 29-69, February.- Phillips, Peter C.B. & Moon, Hyungsik R., 1999.
"
**How to Estimate Autoregressive Roots Near Unity**," University of California at Santa Barbara, Economics Working Paper Series qt87p2z8zx, Department of Economics, UC Santa Barbara. - Peter C.B. Phillips & Hyungsik R. Moon & Zhijie Xiao, 1998.
"
**How to Estimate Autoregressive Roots Near Unity**," Cowles Foundation Discussion Papers 1191, Cowles Foundation for Research in Economics, Yale University.

- Phillips, Peter C.B. & Moon, Hyungsik R., 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(6), pages 927-997, December.- Hyungsik R. Moon & Peter C.B. Phillips, 1999.
"
**Estimation of Autoregressive Roots Near Unity Using Panel Data**," Cowles Foundation Discussion Papers 1224, Cowles Foundation for Research in Economics, Yale University. - Moon, Hyungsik R. & Phillips, Peter C.B., 1999.
"
**Estimation of Autoregressive Roots near Unity using Panel Data**," University of California at Santa Barbara, Economics Working Paper Series qt7fd8x80m, Department of Economics, UC Santa Barbara.

- Hyungsik R. Moon & Peter C.B. Phillips, 1999.
"
- A.R. Denman & E.P. Harris & M.R. Hermann & P. Phillips, 2000.
"
**Auditing the cost effectiveness of radon mitigation in the workplace**," Managerial Auditing Journal, Emerald Group Publishing Limited, vol. 15(4), pages 153-160, June.- A.R. Denman & E.P. Harris & M.R. Hermann & P. Phillips, 1999.
"
**Auditing the cost‐effectiveness of radon mitigation in the workplace**," Managerial Auditing Journal, Emerald Group Publishing Limited, vol. 14(9), pages 461-468, December.

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

- Peter C.B. Phillips & Joon Y. Park, 1999.
"
- Aaron Schiff & Peter Phillips, 2000.
"
**Forecasting New Zealand's real GDP**," New Zealand Economic Papers, Taylor & Francis Journals, vol. 34(2), pages 159-181.- Schiff, Aaron & Phillips, Peter, 2000.
"
**Forecasting New Zealand's Real GDP**," Working Papers 186, Department of Economics, The University of Auckland. - Aaron F. Schiff & Peter C.B. Phillips, 2000.
"
**Forecasting New Zealand's Real GDP**," Cowles Foundation Discussion Papers 1278, Cowles Foundation for Research in Economics, Yale University.

- Schiff, Aaron & Phillips, Peter, 2000.
"
- 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.
"
- Park, Joon Y. & Phillips, Peter C.B., 1999.
"
**Asymptotics For Nonlinear Transformations Of Integrated Time Series**," Econometric Theory, Cambridge University Press, vol. 15(3), pages 269-298, June.- Peter C.B. Phillips & Joon Y. Park, 1998.
"
**Asymptotics for Nonlinear Transformations of Integrated Time Series**," Cowles Foundation Discussion Papers 1182, Cowles Foundation for Research in Economics, Yale University.

- Peter C.B. Phillips & Joon Y. Park, 1998.
"
- 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.
"
- Xiao, Zhijie & Phillips, Peter C.B., 1999.
"
**Efficient Detrending In Cointegrating Regression**," Econometric Theory, Cambridge University Press, vol. 15(4), pages 519-548, August. - 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. - 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.
"
- 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.
"
- Peter C. B. Phillips, 1998.
"
**New Tools for Understanding Spurious Regressions**," Econometrica, Econometric Society, vol. 66(6), pages 1299-1326, November. - 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. - 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.
"
- 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.
"
- 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 & 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.
"
- Chang, Yoosoon & Phillips, Peter C.B., 1995.
"
**Time Series Regression with Mixtures of Integrated Processes**," Econometric Theory, Cambridge University Press, vol. 11(5), pages 1033-1094, October. - Phillips, Peter C B, 1995.
"
**Fully Modified Least Squares and Vector Autoregression**," Econometrica, Econometric Society, vol. 63(5), pages 1023-1078, September.- Peter C.B. Phillips, 1993.
"
**Fully Modified Least Squares and Vector Autoregression**," Cowles Foundation Discussion Papers 1047, Cowles Foundation for Research in Economics, Yale University.

- Peter C.B. Phillips, 1993.
"
- 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.
"
**Robust Nonstationary Regression**," Econometric Theory, Cambridge University Press, vol. 11(5), pages 912-951, October.- Peter C.B. Phillips, 1993.
"
**Robust Nonstationary Regression**," Cowles Foundation Discussion Papers 1064, Cowles Foundation for Research in Economics, Yale University.

- 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.
"
**Trending Multiple Time Series: Editor's Introduction**," Econometric Theory, Cambridge University Press, vol. 11(5), pages 811-817, October. - Kitamura, Yuichi & Phillips, Peter C.B., 1995.
"
**Efficient IV Estimation in Nonstationary Regression**," Econometric Theory, Cambridge University Press, vol. 11(5), pages 1095-1130, October. - 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. & Van Dijk, Herman K., 1994.
"
**Bayes Methods and Unit Roots**," Econometric Theory, Cambridge University Press, vol. 10(3-4), pages 453-460, August. - 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.
"
- 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, 1994.
"
**Reflections on the Day**," Journal of Economic Surveys, Wiley Blackwell, vol. 8(3), pages 311-316, September. - 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. - 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. - Toda, Hiro Y & Phillips, Peter C B, 1993.
"
**Vector Autoregressions and Causality**," Econometrica, Econometric Society, vol. 61(6), pages 1367-1393, November.- Hiro Y. Toda & Peter C.B. Phillips, 1991.
"
**Vector Autoregression and Causality**," Cowles Foundation Discussion Papers 977, Cowles Foundation for Research in Economics, Yale University.

- 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. - 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.
"
- Schmidt, Peter & Phillips, C B Peter, 1992.
"
**LM Tests for a Unit Root in the Presence of Deterministic Trends**," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 54(3), pages 257-287, August. - 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. & 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, 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.
"
**To Criticize the Critics: An Objective Bayesian Analysis of Stochastic Trends**," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 6(4), pages 333-364, Oct.-Dec..- Peter C.B. Phillips, 1990.
"
**To Criticize the Critics: An Objective Bayesian Analysis of Stochastic Trends**," Cowles Foundation Discussion Papers 950, Cowles Foundation for Research in Economics, Yale University.

- Peter C.B. Phillips, 1990.
"
- Phillips, P C B, 1991.
"
**Error Correction and Long-Run Equilibrium in Continuous Time**," Econometrica, Econometric Society, vol. 59(4), pages 967-980, July.- Tom Doan, "undated".
"
**PHILLIPSHANNAN: RATS procedure to compute Phillips-Hannan Efficient estimator for multivariate regressions**," Statistical Software Components RTS00158, Boston College Department of Economics. - Peter C.B. Phillips, 1988.
"
**Error Correction and Long Run Equilibrium in Continuous Time**," Cowles Foundation Discussion Papers 882R, Cowles Foundation for Research in Economics, Yale University, revised Jul 1989.

- Tom Doan, "undated".
"
- Peter C. B. Phillips & Mico Loretan, 1991.
"
**Estimating Long-run Economic Equilibria**," Review of Economic Studies, Oxford University Press, vol. 58(3), pages 407-436.- Peter C.B. Phillips & Mico Loretan, 1989.
"
**Estimating Long Run Economic Equilibria**," Cowles Foundation Discussion Papers 928, Cowles Foundation for Research in Economics, Yale University.

- Peter C.B. Phillips & Mico Loretan, 1989.
"
- Phillips, P C B, 1991.
"
**Bayesian Routes and Unit Roots: De Rebus Prioribus Semper Est Disputandum**," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 6(4), pages 435-473, Oct.-Dec..- Peter C.B. Phillips, 1991.
"
**Bayesian Routes and Unit Roots: de rebus prioribus semper est disputandum**," Cowles Foundation Discussion Papers 986, Cowles Foundation for Research in Economics, Yale University.

- Peter C.B. Phillips, 1991.
"
- Phillips, P.C.B., 1991.
"
**A Shortcut to LAD Estimator Asymptotics**," Econometric Theory, Cambridge University Press, vol. 7(4), pages 450-463, December.- Peter C.B. Phillips, 1990.
"
**A Shortcut to LAD Estimator Asymptotics**," Cowles Foundation Discussion Papers 949, Cowles Foundation for Research in Economics, Yale University.

- Peter C.B. Phillips, 1990.
"
- Phillips, P.C.B., 1990.
"
**Time Series Regression With a Unit Root and Infinite-Variance Errors**," Econometric Theory, Cambridge University Press, vol. 6(1), pages 44-62, March.- Peter C.B. Phillips, 1989.
"
**Time Series Regression with a Unit Root and Infinite Variance Errors**," Cowles Foundation Discussion Papers 897R, Cowles Foundation for Research in Economics, Yale University, revised Aug 1989.

- Peter C.B. Phillips, 1989.
"
- 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. - Phillips, Peter C B & Ouliaris, S, 1990.
"
**Asymptotic Properties of Residual Based Tests for Cointegration**," Econometrica, Econometric Society, vol. 58(1), pages 165-193, January.- Tom Doan, "undated".
"
**POTESTRESIDS: RATS procedure to perform Phillips-Ouliaris-Hansen test for Cointegration on 1st stage residuals**," Statistical Software Components RTS00248, Boston College Department of Economics. - Tom Doan, "undated".
"
**POTEST: RATS procedure to perform Phillips-Ouliaris-Hansen test for Cointegration**," Statistical Software Components RTS00247, Boston College Department of Economics. - Peter C.B. Phillips & Sam Ouliaris, 1987.
"
**Asymptotic Properties of Residual Based Tests for Cointegration**," Cowles Foundation Discussion Papers 847R, Cowles Foundation for Research in Economics, Yale University, revised Jul 1988.

- Tom Doan, "undated".
"
- 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, P.C.B., 1989.
"
**Partially Identified Econometric Models**," Econometric Theory, Cambridge University Press, vol. 5(2), pages 181-240, August.- Peter C.B. Phillips, 1987.
"
**Partially Identified Econometric Models**," Cowles Foundation Discussion Papers 845R, Cowles Foundation for Research in Economics, Yale University, revised Aug 1988.

- Peter C.B. Phillips, 1987.
"
- Park, Joon Y. & Phillips, Peter C.B., 1989.
"
**Statistical Inference in Regressions with Integrated Processes: Part 2**," Econometric Theory, Cambridge University Press, vol. 5(1), pages 95-131, April.- 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.
"
- Durlauf, Steven N & Phillips, Peter C B, 1988.
"
**Trends versus Random Walks in Time Series Analysis**," Econometrica, Econometric Society, vol. 56(6), pages 1333-1354, November.- Steven N. Durlauf & Peter C.B. Phillips, 1986.
"
**Trends Versus Random Walks in Time Series Analysis**," Cowles Foundation Discussion Papers 788, Cowles Foundation for Research in Economics, Yale University.

- Steven N. Durlauf & Peter C.B. Phillips, 1986.
"
- 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. - Phillips, Peter C B, 1988.
"
**Regression Theory for Near-Integrated Time Series**," Econometrica, Econometric Society, vol. 56(5), pages 1021-1043, September.- Peter C.B. Phillips, 1986.
"
**Regression Theory for Near-Integrated Time Series**," Cowles Foundation Discussion Papers 781R, Cowles Foundation for Research in Economics, Yale University, revised Jan 1987.

- Peter C.B. Phillips, 1986.
"
- Park, Joon Y. & Phillips, Peter C.B., 1988.
"
**Statistical Inference in Regressions with Integrated Processes: Part 1**," Econometric Theory, Cambridge University Press, vol. 4(3), pages 468-497, December.- Peter C.B. Phillips & Joon Y. Park, 1986.
"
**Statistical Inference in Regressions with Integrated Processes: Part 1**," Cowles Foundation Discussion Papers 811R, Cowles Foundation for Research in Economics, Yale University, revised Aug 1987.

- 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(3), pages 528-533, December.- Peter C.B. Phillips, 1987.
"
**Weak Convergence of Sample Covariance Matrices to Stochastic Integrals via Martingale Approximations**," Cowles Foundation Discussion Papers 846, Cowles Foundation for Research in Economics, Yale University.

- Peter C.B. Phillips, 1987.
"
- Phillips, Peter C B & Park, Joon Y, 1988.
"
**On the Formulation of Wald Tests of Nonlinear Restrictions**," Econometrica, Econometric Society, vol. 56(5), pages 1065-1083, September.- Peter C.B. Phillips & Joon Y. Park, 1986.
"
**On the Formulation of Wald Tests of Nonlinear Restrictions**," Cowles Foundation Discussion Papers 801, Cowles Foundation for Research in Economics, Yale University.

- Peter C.B. Phillips & Joon Y. Park, 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. & Choi, I. & Schochet, P.Z., 1988.
"
**Worldwide Institutional and Individual Rankings in Statistical Theory by Journal Publications over the period 1980–1986**," Econometric Theory, Cambridge University Press, vol. 4(1), pages 1-34, April. - P.C.B. Phillips, 1988.
"
**Reflections on Econometric Methodology**," The Economic Record, The Economic Society of Australia, vol. 64(4), pages 344-359, December.- Peter C.B. Phillips, 1988.
"
**Reflections on Econometric Methodology**," Cowles Foundation Discussion Papers 893, Cowles Foundation for Research in Economics, Yale University.

- Peter C.B. Phillips, 1988.
"
- Phillips, P. C. B., 1987.
"
**Asymptotic Expansions in Nonstationary Vector Autoregressions**," Econometric Theory, Cambridge University Press, vol. 3(1), pages 45-68, February.- Peter C.B. Phillips, 1985.
"
**Asymptotic Expansions in Nonstationary Vector Autoregressions**," Cowles Foundation Discussion Papers 765, Cowles Foundation for Research in Economics, Yale University.

- Peter C.B. Phillips, 1985.
"
- Phillips, P C B, 1987.
"
**Time Series Regression with a Unit Root**," Econometrica, Econometric Society, vol. 55(2), pages 277-301, March.- Peter C.B. Phillips, 1985.
"
**Time Series Regression with a Unit Root**," Cowles Foundation Discussion Papers 740R, Cowles Foundation for Research in Economics, Yale University, revised Feb 1986. - Tom Doan, "undated".
"
**PPUNIT: RATS procedure to perform Phillips-Perron Unit Root test**," Statistical Software Components RTS00160, Boston College Department of Economics. - Peter C.B. Phillips & Pierre Perron, 1986.
"
**Testing for a Unit Root in Time Series Regression**," Cowles Foundation Discussion Papers 795R, Cowles Foundation for Research in Economics, Yale University, revised Sep 1987.

- Peter C.B. Phillips, 1985.
"
- 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. - 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, 1986.
"
**The Distribution of FIML in the Leading Case**," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 27(1), pages 239-243, February.- Peter C.B. Phillips, 1985.
"
**The Distribution of FIML in the Leading Case**," Cowles Foundation Discussion Papers 739, Cowles Foundation for Research in Economics, Yale University.

- Peter C.B. Phillips, 1985.
"
- P. C. B. Phillips & S. N. Durlauf, 1986.
"
**Multiple Time Series Regression with Integrated Processes**," Review of Economic Studies, Oxford University Press, vol. 53(4), pages 473-495.- Peter C.B. Phillips & Steven N. Durlauf, 1985.
"
**Multiple Time Series Regression with Integrated Processes**," Cowles Foundation Discussion Papers 768, Cowles Foundation for Research in Economics, Yale University.

- Peter C.B. Phillips & Steven N. Durlauf, 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, P C B, 1986.
"
**The Exact Distribution of the Wald Statistic**," Econometrica, Econometric Society, vol. 54(4), pages 881-895, July.- Peter C.B. Phillips, 1984.
"
**The Exact Distribution of the Wald Statistic**," Cowles Foundation Discussion Papers 722, Cowles Foundation for Research in Economics, Yale University.

- Peter C.B. Phillips, 1984.
"
- Phillips, Peter C B, 1985.
"
**The Exact Distribution of the SUR Estimator**," Econometrica, Econometric Society, vol. 53(4), pages 745-756, 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.
"
- 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, 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, Peter C B, 1984.
"
**The Exact Distribution of LIML: I**," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 25(1), pages 249-261, February.- Phillips, Peter C B, 1985.
"
**The Exact Distribution of LIML: II**," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 26(1), pages 21-36, February.

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

- Phillips, Peter C B, 1985.
"
- 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.
"
- Phillips, Peter C B, 1983.
"
**ERAs: A New Approach to Small Sample Theory**," Econometrica, Econometric Society, vol. 51(5), pages 1505-1525, September.- Peter C.B. Phillips, 1982.
"
**ERA's: A New Approach to Small Sample Theory**," Cowles Foundation Discussion Papers 645, Cowles Foundation for Research in Economics, Yale University.

- Peter C.B. Phillips, 1982.
"
- Phillips, P. C. B., 1982.
"
**A simple proof of the latent root sensitivity formula**," Economics Letters, Elsevier, vol. 9(1), pages 57-59. - 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.
"
**On the Consistency of Nonlinear FIML**," Econometrica, Econometric Society, vol. 50(5), pages 1307-1324, September.- Phillips, Peter C.B., 1980.
"
**On the Consistency of Non-Linear FIML**," Cowles Foundation Discussion Papers 573, Cowles Foundation for Research in Economics, Yale University.

- Phillips, Peter C.B., 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 861-878, May. - 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. - Holly, A & Phillips, P C B, 1979.
"
**A Saddlepoint Approximation to the Distribution of the k-Class Estimator of a Coefficient in a Simultaneous System**," Econometrica, Econometric Society, vol. 47(6), pages 1527-1547, November. - Phillips, Peter C B, 1977.
"
**A General Theorem in the Theory of Asymptotic Expansions as Approximations to the Finite Sample Distributions of Econometric Estimators**," Econometrica, Econometric Society, vol. 45(6), pages 1517-1534, September. - 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. - 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, Peter C B, 1977.
"
**Approximations to Some Finite Sample Distributions Associated with a First-Order Stochastic Difference Equation**," Econometrica, Econometric Society, vol. 45(2), pages 463-485, March. - Phillips, P C B, 1976.
"
**The Iterated Minimum Distance Estimator and the Quasi-Maximum Likelihood Estimator**," Econometrica, Econometric Society, vol. 44(3), pages 449-460, May. - Phillips, P C B, 1974.
"
**The Estimation of Some Continuous Time Models**," Econometrica, Econometric Society, vol. 42(5), pages 803-823, September. - Phillips, P., 1974.
"
**A Forecasting Model for the United Kingdom Invisible Account**," National Institute Economic Review, National Institute of Economic and Social Research, vol. 69, pages 58-76, August. - 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. - Phillips, P C B, 1972.
"
**The Structural Estimation of a Stochastic Differential Equation System**," Econometrica, Econometric Society, vol. 40(6), pages 1021-1041, November.

### Chapters

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

- Peter C.B. Phillips, 2021.
"
- Jianning Kong & Peter C. B. Phillips & Donggyu Sul, 2020.
"
**Testing Convergence Using HAR Inference**," Advances in Econometrics, in: Essays in Honor of Cheng Hsiao, volume 41, pages 25-72, Emerald Group Publishing Limited. - David F. Hendry & Peter C. B. Phillips, 2019.
"
**John Denis Sargan (1924–1996)**," Palgrave Macmillan Books, in: Robert A. Cord (ed.), The Palgrave Companion to LSE Economics, chapter 0, pages 667-695, Palgrave Macmillan. - Peter C. B. Phillips, 2016.
"
**Inference in Near-Singular Regression**," Advances in Econometrics, in: Essays in Honor of Aman Ullah, volume 36, pages 461-486, Emerald Group Publishing Limited.- Peter C. B. Phillips, 2015.
"
**Inference in Near Singular Regression**," Cowles Foundation Discussion Papers 2009, Cowles Foundation for Research in Economics, Yale University.

- Peter C. B. Phillips, 2015.
"
- Phillips, P.C.B., 1983.
"
**Exact small sample theory in the simultaneous equations model**," Handbook of Econometrics, in: Z. Griliches† & M. D. Intriligator (ed.), Handbook of Econometrics, edition 1, volume 1, chapter 8, pages 449-516, Elsevier.- Peter C.B. Phillips, 1982.
"
**Exact Small Sample Theory in the Simultaneous Equations Model**," Cowles Foundation Discussion Papers 621, Cowles Foundation for Research in Economics, Yale University.

- Peter C.B. Phillips, 1982.
"

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- Number of Downloads through RePEc Services over the past 12 months
- Number of Abstract Views in RePEc Services over the past 12 months, Weighted by Number of Authors
- Number of Downloads through RePEc Services over the past 12 months, Weighted by Number of Authors
- Euclidian citation score
- Closeness measure in co-authorship network
- Betweenness measure in co-authorship network
- Breadth of citations across fields
- Wu-Index
- Record of graduates

### Co-authorship network on CollEc

### Featured entries

This author is featured on the following reading lists, publication compilations, Wikipedia, or ReplicationWiki entries:- Peter C. B. Phillips in Wikipedia (German)

### NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 255 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-ECM:
**Econometrics**(191) 1999-06-08 1999-06-08 1999-06-08 1999-06-08 1999-06-08 1999-06-08 2000-01-07 2000-01-07 2000-01-07 2001-11-27 2001-11-27 2001-11-27 2001-11-27 2001-11-27 2001-11-27 2003-02-10 2003-02-10 2003-02-10 2003-02-10 2003-02-26 2003-03-25 2003-10-12 2003-10-12 2003-10-12 2003-10-12 2004-07-26 2004-07-26 2004-07-26 2004-07-26 2004-07-26 2004-07-26 2004-07-26 2004-08-16 2005-06-14 2005-06-14 2005-06-14 2005-06-14 2005-06-27 2005-06-27 2005-11-05 2005-12-09 2005-12-09 2006-01-24 2006-01-24 2006-01-24 2006-01-24 2006-01-24 2006-01-24 2006-10-28 2006-10-28 2006-10-28 2006-12-09 2006-12-09 2007-01-13 2007-01-13 2007-01-13 2007-01-13 2007-06-23 2007-06-23 2007-06-23 2007-06-23 2008-05-24 2008-05-24 2008-05-24 2008-05-24 2008-05-24 2008-05-24 2008-05-24 2008-05-31 2009-04-18 2009-05-23 2009-06-17 2009-06-17 2009-06-17 2009-06-17 2009-06-17 2009-06-17 2009-09-11 2010-01-16 2010-01-30 2010-01-30 2010-01-30 2010-01-30 2010-09-25 2010-09-25 2010-09-25 2010-11-06 2010-11-27 2011-01-23 2011-01-23 2011-01-23 2011-01-23 2011-01-23 2011-07-21 2011-09-05 2011-09-05 2011-10-01 2011-11-07 2012-01-03 2012-01-18 2012-01-18 2012-03-08 2012-09-16 2012-09-16 2012-09-30 2012-10-06 2013-09-06 2013-09-06 2013-09-06 2013-09-24 2013-09-24 2013-09-26 2013-09-28 2013-10-11 2013-12-29 2014-08-25 2014-12-24 2014-12-24 2014-12-29 2015-01-03 2015-01-03 2015-01-09 2015-04-02 2015-04-02 2015-07-04 2015-07-04 2015-07-04 2015-07-04 2015-07-04 2015-07-18 2015-12-28 2016-04-04 2016-06-09 2016-07-02 2016-08-21 2016-08-21 2016-08-21 2016-12-18 2016-12-18 2016-12-18 2017-01-01 2017-01-29 2017-03-26 2017-03-26 2017-03-26 2017-04-09 2017-09-17 2017-12-11 2018-04-23 2018-04-23 2018-04-23 2018-04-23 2018-05-28 2018-12-24 2018-12-24 2019-05-06 2019-09-16 2019-09-16 2019-10-28 2019-11-18 2019-12-16 2019-12-23 2019-12-23 2020-04-06 2020-08-31 2020-08-31 2020-08-31 2020-08-31 2020-09-21 2021-06-14 2021-08-23 2021-11-01 2021-11-01 2021-11-01 2021-11-01 2021-11-01 2022-03-21 2022-08-22 2022-08-22 2022-08-29 2022-08-29 2022-08-29 2022-10-17 2022-12-12 2023-01-09 2023-01-09 2023-01-16 2023-02-27 2023-04-03 2023-08-14 2023-08-14. Author is listed - NEP-ETS:
**Econometric Time Series**(176) 1999-06-08 1999-06-08 1999-06-08 1999-06-08 1999-06-08 1999-06-08 2000-01-07 2000-01-07 2000-01-07 2000-01-07 2001-11-27 2001-11-27 2001-11-27 2001-11-27 2001-11-27 2001-11-27 2003-02-03 2003-02-03 2003-03-25 2003-10-12 2003-10-12 2003-10-12 2003-10-12 2004-07-18 2004-07-18 2004-07-18 2004-07-18 2004-07-18 2004-07-18 2004-07-26 2004-07-26 2004-07-26 2004-07-26 2004-07-26 2004-07-26 2004-07-26 2004-08-16 2004-08-16 2005-06-14 2005-06-14 2005-06-14 2005-06-14 2005-06-14 2005-06-27 2005-06-27 2005-11-05 2005-11-19 2005-12-09 2006-01-24 2006-01-24 2006-01-24 2006-01-24 2006-01-24 2006-09-30 2006-10-28 2006-10-28 2006-10-28 2006-12-09 2006-12-09 2007-01-13 2007-01-13 2007-01-13 2007-01-13 2007-01-13 2007-02-10 2007-06-23 2007-06-23 2007-06-23 2008-05-24 2008-05-24 2008-05-24 2008-05-24 2008-05-24 2008-05-24 2008-05-24 2008-05-31 2009-04-18 2009-05-23 2009-06-17 2009-06-17 2009-06-17 2009-06-17 2009-06-17 2009-09-11 2010-01-16 2010-01-30 2010-01-30 2010-04-17 2010-09-25 2010-09-25 2010-09-25 2010-09-25 2010-11-06 2011-01-23 2011-01-23 2011-01-23 2011-01-23 2011-01-23 2011-07-21 2011-09-05 2011-09-05 2011-10-01 2011-11-07 2012-01-18 2012-01-18 2012-01-18 2012-03-08 2012-04-17 2012-04-17 2012-09-16 2012-09-16 2012-09-16 2012-09-30 2012-10-06 2012-10-06 2013-09-06 2013-09-06 2013-09-06 2013-09-24 2013-09-24 2013-09-26 2013-09-28 2013-09-28 2013-10-11 2013-11-02 2013-11-16 2013-12-29 2014-12-29 2015-01-03 2015-01-03 2015-01-09 2015-07-04 2015-07-04 2015-07-04 2015-12-28 2015-12-28 2016-04-04 2016-12-18 2017-01-29 2017-01-29 2017-03-26 2017-09-17 2018-04-23 2018-04-23 2018-04-23 2018-04-23 2018-04-23 2018-04-23 2018-05-28 2018-12-24 2019-05-06 2019-09-16 2019-09-16 2019-12-16 2019-12-23 2020-04-06 2020-08-31 2020-08-31 2020-08-31 2020-11-09 2021-11-01 2021-11-01 2021-11-01 2021-11-01 2022-03-21 2022-08-22 2022-08-22 2022-08-29 2022-08-29 2022-08-29 2022-10-17 2022-12-12 2023-01-16 2023-02-27 2023-08-14 2023-08-14. Author is listed - NEP-SEA:
**South East Asia**(63) 2006-09-30 2006-09-30 2007-01-13 2007-01-13 2007-01-13 2009-06-17 2010-01-16 2010-01-30 2010-04-17 2010-04-17 2010-09-25 2010-11-27 2010-11-27 2011-01-23 2011-07-21 2011-09-05 2011-09-05 2011-11-07 2012-01-18 2012-01-18 2012-04-17 2012-04-17 2013-09-06 2013-09-06 2013-09-26 2013-09-28 2013-09-28 2013-10-05 2013-10-05 2014-08-25 2014-12-24 2014-12-24 2015-01-09 2015-01-09 2015-07-04 2015-12-28 2015-12-28 2016-08-21 2016-08-21 2016-08-21 2017-01-01 2017-12-11 2018-04-23 2018-07-23 2019-11-18 2020-04-06 2020-06-22 2020-08-31 2020-08-31 2021-06-14 2022-03-21 2022-04-11 2022-08-22 2022-08-22 2022-08-29 2022-08-29 2022-08-29 2022-08-29 2022-12-12 2022-12-12 2023-01-09 2023-04-03 2023-08-14. Author is listed - NEP-ORE:
**Operations Research**(46) 2008-05-24 2008-05-24 2008-05-24 2008-05-24 2008-05-31 2009-06-17 2009-06-17 2010-01-16 2010-09-25 2010-11-06 2011-01-23 2011-01-23 2011-10-01 2012-09-16 2013-10-05 2015-01-03 2015-07-04 2015-12-28 2016-04-04 2016-08-21 2016-12-18 2017-04-09 2018-12-24 2018-12-24 2019-09-16 2019-10-28 2019-11-18 2019-12-16 2019-12-16 2019-12-23 2019-12-23 2019-12-23 2020-04-13 2020-06-22 2020-08-31 2020-08-31 2020-08-31 2020-09-21 2020-11-09 2021-06-14 2021-06-21 2021-11-01 2021-11-01 2021-11-01 2022-03-21 2022-04-11. Author is listed - NEP-HIS:
**Business, Economic & Financial History**(11) 2000-01-07 2010-01-30 2013-09-06 2013-09-26 2013-10-05 2015-07-04 2016-09-04 2016-12-18 2017-03-26 2017-03-26 2022-08-29. Author is listed - NEP-MAC:
**Macroeconomics**(11) 2003-02-24 2005-06-27 2015-07-04 2015-07-04 2016-07-02 2016-09-04 2016-12-18 2018-07-23 2019-09-16 2019-12-16 2020-11-09. Author is listed - NEP-CMP:
**Computational Economics**(10) 2003-02-03 2003-02-24 2004-07-26 2013-09-06 2013-09-28 2013-10-05 2019-09-16 2019-12-16 2022-10-17 2023-01-09. Author is listed - NEP-URE:
**Urban & Real Estate Economics**(10) 2010-04-17 2010-09-25 2014-12-24 2015-01-09 2015-07-18 2015-10-04 2019-10-28 2019-12-23 2020-08-31 2022-08-29. Author is listed - NEP-FMK:
**Financial Markets**(9) 2001-05-16 2003-02-03 2006-09-30 2007-02-10 2009-06-17 2009-06-17 2013-09-06 2013-09-26 2016-12-18. Author is listed - NEP-HPE:
**History & Philosophy of Economics**(8) 2003-02-03 2003-02-24 2010-01-30 2010-09-25 2010-11-27 2015-07-04 2017-03-26 2022-08-29. Author is listed - NEP-ENT:
**Entrepreneurship**(6) 2001-11-27 2001-11-27 2001-11-27 2001-11-27 2001-11-27 2001-11-27. Author is listed - NEP-FOR:
**Forecasting**(6) 2012-09-30 2012-10-06 2012-10-06 2015-07-04 2016-04-04 2020-11-09. Author is listed - NEP-NET:
**Network Economics**(6) 2001-11-27 2001-11-27 2001-11-27 2001-11-27 2001-11-27 2001-11-27. Author is listed - NEP-BIG:
**Big Data**(5) 2019-05-06 2019-09-16 2019-12-16 2022-10-17 2023-01-09. Author is listed - NEP-ENV:
**Environmental Economics**(5) 2006-01-24 2017-03-26 2018-12-24 2018-12-24 2019-09-16. Author is listed - NEP-MST:
**Market Microstructure**(5) 2006-09-30 2007-01-13 2007-01-13 2007-02-10 2009-04-18. Author is listed - NEP-RMG:
**Risk Management**(5) 2003-02-03 2013-09-06 2013-09-26 2013-10-05 2018-12-24. Author is listed - NEP-DCM: Discrete Choice Models (4) 2005-06-14 2019-12-23 2023-08-14 2023-09-04
- NEP-DEV: Development (3) 2003-02-24 2004-07-18 2005-06-14
- NEP-IFN: International Finance (3) 2000-01-07 2001-05-16 2005-12-09
- NEP-MON: Monetary Economics (3) 2000-01-07 2016-09-04 2016-12-18
- NEP-AGR: Agricultural Economics (2) 2018-12-24 2018-12-24
- NEP-BAN: Banking (2) 2022-03-21 2022-04-11
- NEP-ENE: Energy Economics (2) 2010-09-25 2018-12-24
- NEP-EXP: Experimental Economics (2) 2020-06-22 2020-08-31
- NEP-ICT: Information & Communication Technologies (2) 2006-10-28 2006-12-09
- NEP-MIC: Microeconomics (2) 2010-09-25 2011-11-07
- NEP-AFR: Africa (1) 2005-06-14
- NEP-CBA: Central Banking (1) 2012-04-17
- NEP-CDM: Collective Decision-Making (1) 2011-11-07
- NEP-CFN: Corporate Finance (1) 2003-02-03
- NEP-CNA: China (1) 2020-08-31
- NEP-EEC: European Economics (1) 2018-04-23
- NEP-GEO: Economic Geography (1) 2003-02-24
- NEP-INV: Investment (1) 2023-08-14
- NEP-ISF: Islamic Finance (1) 2021-08-23
- NEP-POL: Positive Political Economics (1) 2011-11-07
- NEP-SOG: Sociology of Economics (1) 2011-11-07
- NEP-TRA: Transition Economics (1) 2005-06-14

## Corrections

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