# Peter C. B. Phillips

### Contents:

## Personal Details

First Name: | Peter |

Middle Name: | C. B. |

Last Name: | Phillips |

Suffix: | |

RePEc Short-ID: | pph8 |

Email: | |

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

Postal Address: | 30 Hillhouse Avenue New Haven CT 06520 USA |

Phone: | 203 432 3695 |

Homepage: http://cowles.econ.yale.edu/

Email:

Phone: (203) 432-3702

Fax: (203) 432-6167

Postal: PO Box 8281, New Haven CT, 06520-8281

Handle: RePEc:edi:cowleus (more details at EDIRC)

Homepage: http://www.econ.auckland.ac.nz/

Email:

Phone: 64-9-373 7599 extn: 87661

Fax: 64-9-373 7427

Postal: Private Bag 92019, Auckland

Handle: RePEc:edi:deaucnz (more details at EDIRC)

Homepage: http://www.economics.soton.ac.uk/

Email:

Phone: (+44) 23 80592537

Fax: (+44) 23 80593858

Postal: Highfield, Southampton SO17 1BJ

Handle: RePEc:edi:desotuk (more details at EDIRC)

Homepage: http://www.economics.smu.edu.sg/

Email:

Phone: 65-6828 0832

Fax: 65-6828 0833

Postal: 90 Stamford Road, Singapore 178903

Handle: RePEc:edi:sesmusg (more details at EDIRC)

This author is featured on the following reading lists, publication compilations or Wikipedia entries:

- Peter C. B. Phillips in Wikipedia (German)

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

- Peter C.B. Phillips & Shu-Ping Shi & Jun Yu, 2013.
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- Peter C. B. Phillips & Shu-Ping Shi & Jun Yu, 2013.
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**Testing for Multiple Bubbles 1: Historical Episodes of Exuberance and Collapse in the S&P 500**," Working Papers 04-2013, Singapore Management University, School of Economics.- Peter C.B. Phillips & Shu-Ping Shi & Jun Yu, 2013.
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**Testing for Multiple Bubbles: Historical Episodes of Exuberance and Collapse in the S&P 500**," Cowles Foundation Discussion Papers 1914, Cowles Foundation for Research in Economics, Yale University.

- Peter C.B. Phillips & Shu-Ping Shi & Jun Yu, 2013.
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- Peter C.B. Phillips & Sainan Jin, 2013.
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**Testing the Martingale Hypothesis**," Cowles Foundation Discussion Papers 1912, Cowles Foundation for Research in Economics, Yale University. - Jiti Gao & Peter C.B. Phillips, 2013.
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**Functional Coefficient Nonstationary Regression with Non- and Semi-Parametric Cointegration**," Monash Econometrics and Business Statistics Working Papers 16/13, Monash University, Department of Econometrics and Business Statistics. - Yae In Baek & Jin Seo Cho & Peter C.B. Phillips, 2013.
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**Testing Linearity Using Power Transforms of Regressors**," Cowles Foundation Discussion Papers 1917, Cowles Foundation for Research in Economics, Yale University. - Jiti Gao & Peter C.B. Phillips, 2013.
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**Functional Coefficient Nonstationary Regression**," Cowles Foundation Discussion Papers 1911, Cowles Foundation for Research in Economics, Yale University. - Yoonseok Lee & Peter C.B. Phillips, 2013.
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**Model Selection in the Presence of Incidental Parameters**," Center for Policy Research Working Papers 159, Center for Policy Research, Maxwell School, Syracuse University.- Yoonseok Lee & Peter C.B. Phillips, 2013.
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**Model Selection in the Presence of Incidental Parameters**," Cowles Foundation Discussion Papers 1919, Cowles Foundation for Research in Economics, Yale University.

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

- Peter C. B. Phillips & Degui Li & Jiti Gao, 2013.
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- Offer Lieberman & Peter C.B. Phillips, 2013.
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**Norming Rates and Limit Theory for Some Time-Varying Coefficient Autoregressions**," Cowles Foundation Discussion Papers 1916, Cowles Foundation for Research in Economics, Yale University. - Peter C.B. Phillips, 2013.
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**Unit Roots in Life -- A Graduate Student Story**," Cowles Foundation Discussion Papers 1913, Cowles Foundation for Research in Economics, Yale University. - Degui Li & Peter C. B. Phillips & Jiti Gao, 2013.
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**Uniform Consistency of Nonstationary Kernel-Weighted Sample Covariances for Nonparametric Regression**," Monash Econometrics and Business Statistics Working Papers 27/13, Monash University, Department of Econometrics and Business Statistics.- Degui Li & Peter C.B. Phillips & Jiti Gao, 2013.
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**Uniform Consistency of Nonstationary Kernel-Weighted Sample Covariances for Nonparametric Regression**," Cowles Foundation Discussion Papers 1929, Cowles Foundation for Research in Economics, Yale University.

- Degui Li & Peter C.B. Phillips & Jiti Gao, 2013.
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- Peter C.B. Phillips, 2012.
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**On Confidence Intervals for Autoregressive Roots and Predictive Regression**," Cowles Foundation Discussion Papers 1879, Cowles Foundation for Research in Economics, Yale University. - Peter C.B. Phillips & Zhipeng Liao, 2012.
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**Series Estimation of Stochastic Processes: Recent Developments and Econometric Applications**," Cowles Foundation Discussion Papers 1871, Cowles Foundation for Research in Economics, Yale University. - Peter C.B. Phillips & Ji Hyung Lee, 2012.
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**VARs with Mixed Roots Near Unity**," Cowles Foundation Discussion Papers 1845, Cowles Foundation for Research in Economics, Yale University. - Peter C. B. Phillips & Shu-Ping Shi & Jun Yu, 2012.
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**Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior**," Working Papers 17-2012, Singapore Management University, School of Economics.- Peter C. B. Phillips & Shuping Shi & Jun Yu, 2014.
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**Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behaviour**," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 76(3), pages 315-333, 06.

- Peter C. B. Phillips & Shu-Ping Shi & Jun Yu, 2011.
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**Speci cation Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior**," Working Papers CoFie-09-2011, Sim Kee Boon Institute for Financial Economics. - Peter C. B. Phillips & Shu-Ping Shi & Jun Yu, 2011.
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**Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior**," Working Papers 15-2011, Singapore Management University, School of Economics. - Peter C.B. Phillips & Shu-Ping Shi & Jun Yu, 2012.
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**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.
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- Ioannis Kasparis & Elena Andreou & Peter C.B. Phillips, 2012.
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**Nonparametric Predictive Regression**," Cowles Foundation Discussion Papers 1878, Cowles Foundation for Research in Economics, Yale University.- Ioannis Kasparis & Elena Andreou & Peter C. B. Phillips, 2012.
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**Nonparametric Predictive Regression**," University of Cyprus Working Papers in Economics 14-2012, University of Cyprus Department of Economics. - Andreou, Elena & Kasparis, Ioannis & Phillips, Peter C. B., 2013.
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**Nonparametric Predictive Regression**," CEPR Discussion Papers 9570, C.E.P.R. Discussion Papers.

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

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

- Giuseppe Cavaliere & Peter C. B. Phillips & Stephan Smeekes & A. M. Robert Taylor, 2015.
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- Ioannis Kasparis & Peter C.B. Phillips & Tassos Magdalinos, 2012.
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**Non-linearity Induced Weak Instrumentation**," University of Cyprus Working Papers in Economics 02-2012, University of Cyprus Department of Economics.- Ioannis Kasparis & Peter C.B. Phillips & Tassos Magdalinos, 2012.
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**Non-linearity Induced Weak Instrumentation**," Cowles Foundation Discussion Papers 1872, Cowles Foundation for Research in Economics, Yale University.

- Ioannis Kasparis & Peter C.B. Phillips & Tassos Magdalinos, 2012.
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- Zhipeng Liao & Peter C.B. Phillips, 2012.
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**Automated Estimation of Vector Error Correction Models**," Cowles Foundation Discussion Papers 1873, Cowles Foundation for Research in Economics, Yale University. - Yonghui Zhang & Liangjun Su & Peter C.B. Phillips, 2011.
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**Testing for Common Trends in Semiparametric Panel Data Models with Fixed Effects**," Cowles Foundation Discussion Papers 1832, Cowles Foundation for Research in Economics, Yale University.- Yonghui Zhang & Liangjun Su & Peter C. B. Phillips, 2012.
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**Testing for common trends in semi‐parametric panel data models with fixed effects**," Econometrics Journal, Royal Economic Society, vol. 15(1), pages 56-100, 02.

- Yonghui Zhang & Liangjun Su & Peter C. B. Phillips, 2012.
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- Qiying Wang & Peter C.B. Phillips, 2011.
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**Specification Testing for Nonlinear Cointegrating Regression**," Cowles Foundation Discussion Papers 1779, Cowles Foundation for Research in Economics, Yale University, revised Feb 2011. - Xiaohu Wang & Peter C.B. Phillips & Jun Yu, 2011.
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**Bias in Estimating Multivariate and Univariate Diffusions**," Cowles Foundation Discussion Papers 1778, Cowles Foundation for Research in Economics, Yale University.- Wang, Xiaohu & Phillips, Peter C.B. & Yu, Jun, 2011.
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**Bias in estimating multivariate and univariate diffusions**," Journal of Econometrics, Elsevier, vol. 161(2), pages 228-245, April.

- Wang, Xiaohu & Phillips, Peter C.B. & Yu, Jun, 2011.
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- Chirok Han & Peter C.B. Phillips, 2011.
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**First Difference MLE and Dynamic Panel Estimation**," Cowles Foundation Discussion Papers 1780, Cowles Foundation for Research in Economics, Yale University. - Jiti Gao & Peter C.B. Phillips, 2011.
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**Semiparametric Estimation in Multivariate Nonstationary Time Series Models**," Monash Econometrics and Business Statistics Working Papers 17/11, Monash University, Department of Econometrics and Business Statistics. - Peter C.B. Phillips, 2011.
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**Folklore Theorems, Implicit Maps and New Unit Root Limit Theory**," Cowles Foundation Discussion Papers 1781, Cowles Foundation for Research in Economics, Yale University. - Peter C.B. Phillips & Shu-Ping Shi & Jun Yu, 2011.
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**Testing for Multiple Bubbles**," Working Papers 09-2011, Singapore Management University, School of Economics.- Peter C.B. Phillips & Shu-Ping Shi & Jun Yu, 2012.
"
**Testing for Multiple Bubbles**," Cowles Foundation Discussion Papers 1843, Cowles Foundation for Research in Economics, Yale University. - Peter C. B. Phillips & Shu-Ping Shi & Jun Yu, 2011.
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**Testing for Multiple Bubbles**," Working Papers CoFie-03-2011, Sim Kee Boon Institute for Financial Economics. - Peter C. B. Phillips & Shu-Ping Shi & Jun Yu, 2012.
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**Testing for Multiple Bubbles**," Working Papers 13-2012, Singapore Management University, School of Economics.

- Peter C.B. Phillips & Shu-Ping Shi & Jun Yu, 2012.
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- Shu-Ping Shi & Peter C. B. Phillips & Jun Yu, 2011.
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**Specification Sensitivities in Right-Tailed Unit Root Testing for Financial Bubbles**," Working Papers 172011, Hong Kong Institute for Monetary Research.- Shu-Ping Shi & Peter C.B. Phillips & Jun Yu, 2011.
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**Speci fication Sensitivities in Right-Tailed Unit Root Testing for Financial Bubbles**," Working Papers 08-2011, Singapore Management University, School of Economics. - Shu-Ping Shi & Peter C. B. Phillips & Jun Yu, 2011.
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**SpeciÖcation Sensitivities in Right-Tailed Unit Root Testing for Financial Bubbles**," Working Papers CoFie-01-2011, Sim Kee Boon Institute for Financial Economics.

- Shu-Ping Shi & Peter C.B. Phillips & Jun Yu, 2011.
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- Peter C.B. Phillips & Tassos Magdalinos, 2011.
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**Inconsistent VAR Regression with Common Explosive Roots**," Cowles Foundation Discussion Papers 1777, Cowles Foundation for Research in Economics, Yale University.- Phillips, Peter C.B. & Magdalinos, Tassos, 2013.
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**Inconsistent Var Regression With Common Explosive Roots**," Econometric Theory, Cambridge University Press, vol. 29(04), pages 808-837, August.

- Phillips, Peter C.B. & Magdalinos, Tassos, 2013.
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- Peter C.B. Phillips, 2011.
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**Meritocracy Voting: Measuring the Unmeasurable**," Cowles Foundation Discussion Papers 1833, Cowles Foundation for Research in Economics, Yale University. - Yixiao Sun & Peter C.B. Phillips & Sainan Jin, 2010.
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**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.
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**Power Maximization And Size Control In Heteroskedasticity And Autocorrelation Robust Tests With Exponentiated Kernels**," Econometric Theory, Cambridge University Press, vol. 27(06), pages 1320-1368, December.

- Sun, Yixiao & Phillips, Peter C.B. & Jin, Sainan, 2011.
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- Chirok Han & Peter C.B. Phillips & Donggyu Sul, 2010.
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**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.
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**Uniform Asymptotic Normality In Stationary And Unit Root Autoregression**," Econometric Theory, Cambridge University Press, vol. 27(06), pages 1117-1151, December.

- Han, Chirok & Phillips, Peter C. B. & Sul, Donggyu, 2011.
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- Peter C.B. Phillips & Jun Yu & Eric Ghysels, 2010.
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**Measurement and High Finance**," Working Papers 17-2010, Singapore Management University, School of Economics. - Xiaoxia Shi & Peter C. B. Phillips, 2010.
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**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.
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**Nonlinear Cointegrating Regression Under Weak Identification**," Econometric Theory, Cambridge University Press, vol. 28(03), pages 509-547, June.

- Shi, Xiaoxia & Phillips, Peter C.B., 2012.
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- Peter C.B. Phillips & Jun Yu, 2010.
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**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.
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**Semiparametric Estimation in Simultaneous Equations of Time Series Models**," School of Economics Working Papers 2010-26, University of Adelaide, School of Economics. - Peter C. B. Phillips, 2010.
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**The Mysteries of Trend**," Cowles Foundation Discussion Papers 1771, Cowles Foundation for Research in Economics, Yale University. - Jiti Gao & Peter C. B. Phillips, 2010.
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**Semiparametric Estimation in Time Series of Simultaneous Equations**," Cowles Foundation Discussion Papers 1769, Cowles Foundation for Research in Economics, Yale University. - Peter C.B. Phillips, 2010.
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**Two New Zealand Pioneer Econometricians**," Cowles Foundation Discussion Papers 1750, Cowles Foundation for Research in Economics, Yale University.- Peter Phillips, 2010.
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**Two New Zealand pioneer econometricians**," New Zealand Economic Papers, Taylor & Francis Journals, vol. 44(1), pages 1-26.

- Peter Phillips, 2010.
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- Chirok Han & Peter C.B. Phillips & Donggyu Sul, 2010.
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**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.
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**X-Differencing And Dynamic Panel Model Estimation**," Econometric Theory, Cambridge University Press, vol. 30(01), pages 201-251, February.

- Han, Chirok & Phillips, Peter C. B. & Sul, Donggyu, 2014.
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- Werner Ploberger & Peter C.B. Phillips, 2010.
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**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.
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**Optimal estimation under nonstandard conditions**," Journal of Econometrics, Elsevier, vol. 169(2), pages 258-265.

- Ploberger, Werner & Phillips, Peter C.B., 2012.
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- Peter C.B. Phillips & Jun Yu, 2010.
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**A Conversation with Eric Ghysels Co-President of the Society for Financial Econometrics**," Working Papers 15-2010, Singapore Management University, School of Economics. - Chirok Han & Jin Seo Cho & Peter C.B. Phillips, 2009.
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**Infinite Density at the Median and the Typical Shape of Stock Return Distributions**," Cowles Foundation Discussion Papers 1701, Cowles Foundation for Research in Economics, Yale University.- Chirok Han & Jin Seo Cho & Peter C. B. Phillips, 2011.
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**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. - Han, Chirok & Cho, Jin Seo & Phillips, Peter C. B., 2011.
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**Infinite Density at the Median and the Typical Shape of Stock Return Distributions**," Journal of Business & Economic Statistics, American Statistical Association, vol. 29(2), pages 282-294.

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

- Chirok Han & Jin Seo Cho & Peter C. B. Phillips, 2011.
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- Xu Cheng & Peter C. B. Phillips, 2009.
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**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.
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**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.
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- Peter C. B. Phillips, 2009.
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**Bootstrapping I(1) Data**," Cowles Foundation Discussion Papers 1689, Cowles Foundation for Research in Economics, Yale University.- Phillips, Peter C.B., 2010.
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**Bootstrapping I(1) data**," Journal of Econometrics, Elsevier, vol. 158(2), pages 280-284, October.

- Phillips, Peter C.B., 2010.
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- Jin Seo Cho & Chirok Han & Peter C.B. Phillips, 2009.
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**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.
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**Lad Asymptotics Under Conditional Heteroskedasticity With Possibly Infinite Error Densities**," Econometric Theory, Cambridge University Press, vol. 26(03), pages 953-962, June.

- Peter C.B.Phillips & Jin Seo Cho & Chirok Han, 2009.
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**LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities**," Working Papers CoFie-02-2009, Sim Kee Boon Institute for Financial Economics. - Jin Seo Cho & Chirok-Han & Peter C. B. Phillips, 2009.
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**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.
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- Qiying Wang & Peter C. B. Phillips, 2009.
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**Asymptotic Theory for Zero Energy Density Estimation with Nonparametric Regression Applications**," Cowles Foundation Discussion Papers 1687, Cowles Foundation for Research in Economics, Yale University. - Peter C.B.Phillips & Tassos Magdalinos, 2009.
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**Econometric Inference in the Vicinity of Unity**," Working Papers CoFie-06-2009, Sim Kee Boon Institute for Financial Economics. - Liudas Giraitis & Peter C. B. Phillips, 2009.
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**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.
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**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.
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- Peter C.B. Phillips & Liangjun Su, 2009.
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**A Paradox of Inconsistent Parametric and Consistent Nonparametric Regression**," Cowles Foundation Discussion Papers 1704, Cowles Foundation for Research in Economics, Yale University. - Peter C. B. Phillips & Jun Yu, 2009.
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**Dating the Timeline of Financial Bubbles During the Subprime Crisis**," Working Papers 18-2009, Singapore Management University, School of Economics.- Peter C. B. Phillips & Jun Yu, 2011.
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**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.
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**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.
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**Dating the Timeline of Financial Bubbles During the Subprime Crisis**," Working Papers CoFie-07-2009, Sim Kee Boon Institute for Financial Economics. - Peter C. B. Phillips & Jun Yu, 2010.
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**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.
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- Peter C.B. Phillips & Liangjun Su, 2009.
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**Nonparametric Structural Estimation via Continuous Location Shifts in an Endogenous Regressor**," Cowles Foundation Discussion Papers 1702, Cowles Foundation for Research in Economics, Yale University. - Ioannis Kasparis & Peter C. B. Phillips, 2009.
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**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.
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**Dynamic misspecification in nonparametric cointegrating regression**," Journal of Econometrics, Elsevier, vol. 168(2), pages 270-284.

- Peter C.B.Phillips & Ioannis Kasparis, 2009.
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**Dynamic Misspecification in Nonparametric Cointegrating Regression**," Working Papers CoFie-01-2009, Sim Kee Boon Institute for Financial Economics. - Ioannis Kasparis & Peter C.B. Phillips, 2009.
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**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.
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- Peter C.B. Phillips, 2008.
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**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.
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**Local Limit Theory And Spurious Nonparametric Regression**," Econometric Theory, Cambridge University Press, vol. 25(06), pages 1466-1497, December.

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

- Qiying Wang & Peter C. B. Phillips, 2009.
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- Peter C.B. Phillips & Tassos Magdalinos & Liudas Giraitis, 2008.
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**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.
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**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.
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- Xu Cheng & Peter C.B. Phillips, 2008.
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**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.
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**Semiparametric cointegrating rank selection**," Econometrics Journal, Royal Economic Society, vol. 12(s1), pages S83-S104, 01.

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

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

- Phillips, Peter C.B., 2009.
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- Yixiao Sun & Peter C.B. Phillips, 2008.
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**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 & Yangru Wu & Jun Yu, 2007.
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**Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values?**," Working Papers 222007, Hong Kong Institute for Monetary Research.- Peter C. B. Phillips & Yangru Wu & Jun Yu, 2011.
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**EXPLOSIVE BEHAVIOR IN THE 1990s NASDAQ: WHEN DID EXUBERANCE ESCALATE ASSET VALUES?**," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 52(1), pages 201-226, 02.

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

- Peter C. B. Phillips & Yangru Wu & Jun Yu, 2011.
"
- Peter C.B. Phillips & Jun Yu, 2007.
"
**Simulation-based Estimation of Contingent-claims Prices**," Cowles Foundation Discussion Papers 1596, Cowles Foundation for Research in Economics, Yale University.- Peter C. B. Phillips & Jun Yu, 2009.
"
**Simulation-Based Estimation of Contingent-Claims Prices**," Review of Financial Studies, Society for Financial Studies, vol. 22(9), pages 3669-3705, September.

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

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

- Phillips, Peter C.B. & Kim, Chang Sik, 2007.
"
- Peter C.B. Phillips & 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, 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, 2008.
"
**Information Loss in Volatility Measurement with Flat Price Trading**," Working Papers CoFie-01-2008, Sim Kee Boon Institute for Financial Economics.

- Peter C.B. Phillips & Jun Yu, 2007.
"
- Peter C.B. Phillips & Tassos Magdalinos, 2007.
"
**Limit Theory for Explosively Cointegrated Systems**," Cowles Foundation Discussion Papers 1614, Cowles Foundation for Research in Economics, Yale University.- Phillips, Peter C.B. & Magdalinos, Tassos, 2008.
"
**Limit Theory For Explosively Cointegrated Systems**," Econometric Theory, Cambridge University Press, vol. 24(04), pages 865-887, August.

- Phillips, Peter C.B. & Magdalinos, Tassos, 2008.
"
- Peter C.B. Phillips & 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 & 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.
"
- Chirok Han & Peter C.B. Phillips, 2007.
"
**GMM Estimation for Dynamic Panels with Fixed Effects and Strong Instruments at Unity**," Cowles Foundation Discussion Papers 1599, Cowles Foundation for Research in Economics, Yale University.- Han, Chirok & Phillips, Peter C. B., 2010.
"
**Gmm Estimation For Dynamic Panels With Fixed Effects And Strong Instruments At Unity**," Econometric Theory, Cambridge University Press, vol. 26(01), pages 119-151, February.

- Han, Chirok & Phillips, Peter C. B., 2010.
"
- Peter C.B. Phillips, 2007.
"
**Exact Distribution Theory in Structural Estimation with an Identity**," Cowles Foundation Discussion Papers 1613, Cowles Foundation for Research in Economics, Yale University.- Phillips, Peter C.B., 2009.
"
**Exact Distribution Theory In Structural Estimation With An Identity**," Econometric Theory, Cambridge University Press, vol. 25(04), pages 958-984, August.

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

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

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

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

- Wang, Qiying & Phillips, Peter C.B., 2009.
"
- Nicholas Z. Muller & Peter C. B. Phillips, 2006.
"
**Sinusoidal Modeling Applied to Spatially Variant Tropospheric Ozone Air Pollution**," Cowles Foundation Discussion Papers 1548, Cowles Foundation for Research in Economics, Yale University. - Yixiao Sun & Peter C. B. Phillips & Sainan Jin, 2006.
"
**Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing**," Cowles Foundation Discussion Papers 1545, Cowles Foundation for Research in Economics, Yale University.- Yixiao Sun & Peter C. B. Phillips & Sainan Jin, 2008.
"
**Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing**," Econometrica, Econometric Society, vol. 76(1), pages 175-194, 01.

- Yixiao Sun & Peter C. B. Phillips & Sainan Jin, 2008.
"
- Peter C. B. Phillips, 2005.
"
**A Remark on Bimodality and Weak Instrumentation in Structural Equation Estimation**," Cowles Foundation Discussion Papers 1540, Cowles Foundation for Research in Economics, Yale University.- Phillips, Peter C.B., 2006.
"
**A Remark On Bimodality And Weak Instrumentation In Structural Equation Estimation**," Econometric Theory, Cambridge University Press, vol. 22(05), pages 947-960, October.

- Phillips, Peter C.B., 2006.
"
- 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. - Sun, Yixiao X & Phillips, Peter C. B. & Jin, Sainan, 2005.
"
**Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testingâˆ—**," University of California at San Diego, Economics Working Paper Series qt16b3j2hd, Department of Economics, UC San Diego. - 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 & 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 & Yixiao Sun & Sainan Jin, 2005.
"
**Improved HAR Inference**," Cowles Foundation Discussion Papers 1513, Cowles Foundation for Research in Economics, Yale University. - 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.
"
**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 & 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.
"
- 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.
"
**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. - 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.
"
- 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.
"
**Comments on “A Selective Overview of Nonparametric Methods in Financial Econometrics” by Jianqing Fan**," Working Papers 08-2005, Singapore Management University, School of Economics. - Phillips, Peter C.B. & Sun, Yixiao & Jin, Sainan, 2004.
"
**Spectral Density Estimation and Robust Hypothesis Testing Using Steep Origin Kernels Without Truncation**," University of California at San Diego, Economics Working Paper Series qt6mf9q2rt, Department of Economics, UC San Diego.- Peter C. B. Phillips & Yixiao Sun & Sainan Jin, 2006.
"
**Spectral Density Estimation And Robust Hypothesis Testing Using Steep Origin Kernels Without Truncation**," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 47(3), pages 837-894, 08.

- Peter C. B. Phillips & Yixiao Sun & Sainan Jin, 2006.
"
- Peter C.B. Phillips, 2004.
"
**HAC Estimation by Automated Regression**," Cowles Foundation Discussion Papers 1470, Cowles Foundation for Research in Economics, Yale University.- Phillips, Peter C.B., 2005.
"
**Hac Estimation By Automated Regression**," Econometric Theory, Cambridge University Press, vol. 21(01), pages 116-142, February.

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

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

- Ibragimov, Rustam & Phillips, Peter C.B., 2008.
"
- 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.
"
- Peter C.B. Phillips, 2004.
"
**Automated Discovery in Econometrics**," Cowles Foundation Discussion Papers 1469, Cowles Foundation for Research in Economics, Yale University.- Phillips, Peter C.B., 2005.
"
**Automated Discovery In Econometrics**," Econometric Theory, Cambridge University Press, vol. 21(01), pages 3-20, February.

- Phillips, Peter C.B., 2005.
"
- Peter C. B. Phillips & Chirok Han, 2004.
"
**GMM with Many Moment Conditions**," Econometric Society 2004 Far Eastern Meetings 525, Econometric Society.- Chirok Han & Peter C. B. Phillips, 2006.
"
**GMM with Many Moment Conditions**," Econometrica, Econometric Society, vol. 74(1), pages 147-192, 01.

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

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

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

- Liudas Giraitis & Peter C. B. Phillips, 2006.
"
- 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 & Jun Yu, 2003.
"
**Jackknifing Bond Option Prices**," Cowles Foundation Discussion Papers 1392, Cowles Foundation for Research in Economics, Yale University.- Peter C. B. Phillips, 2005.
"
**Jackknifing Bond Option Prices**," Review of Financial Studies, Society for Financial Studies, vol. 18(2), pages 707-742.

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

- Peter C. B. Phillips, 2005.
"
- Peter C.B. Phillips & Donggyu Sul, 2003.
"
**Bias in Dynamic Panel Estimation with Fixed Effects, Incidental Trends and Cross Section Dependence**," Cowles Foundation Discussion Papers 1438, Cowles Foundation for Research in Economics, Yale University, revised Jun 2004.- Phillips, Peter C.B. & Sul, Donggyu, 2007.
"
**Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence**," Journal of Econometrics, Elsevier, vol. 137(1), pages 162-188, March.

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

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

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

- Donggyu Sul & Peter C. B. Phillips & Chi-Young Choi, 2005.
"
- 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 & Donggyu Sul, 2003.
"
**The Elusive Empirical Shadow of Growth Convergence**," Cowles Foundation Discussion Papers 1398, Cowles Foundation for Research in Economics, Yale University.- Peter C.B. Phillips & Donggyu Sul, 2004.
"
**The Elusive Empirical Shadow of Growth Convergence**," Yale School of Management Working Papers ysm342, Yale School of Management.

- Peter C.B. Phillips & Donggyu Sul, 2004.
"
- Victoria Zinde-Walsh & Peter C.B. Phillips, 2003.
"
**Fractional Brownian Motion as a Differentiable Generalized Gaussian Process**," Cowles Foundation Discussion Papers 1391, Cowles Foundation for Research in Economics, Yale University. - Peter C.B. Phillips & Yixiao Sun & Sainan Jin, 2003.
"
**Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation**," Cowles Foundation Discussion Papers 1407, Cowles Foundation for Research in Economics, Yale University.- Phillips, Peter C.B. & Sun, Yixiao & Jin, Sainan, 2004.
"
**Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation**," University of California at San Diego, Economics Working Paper Series qt6d36x00z, Department of Economics, UC San Diego. - Peter C.B. Phillips & Sainan Jin & Yixiao Sun, 2004.
"
**Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation**," Yale School of Management Working Papers ysm347, Yale School of Management. - Sainan Jin & Peter Phillips & Yixiao Sun, 2004.
"

- Phillips, Peter C.B. & Sun, Yixiao & Jin, Sainan, 2004.
"
- Peter C.B. Phillips, 2003.
"
**Vision and Influence in Econometrics: John Denis Sargan**," Cowles Foundation Discussion Papers 1393, Cowles Foundation for Research in Economics, Yale University.- Phillips, Peter C.B., 2003.
"
**Vision And Influence In Econometrics: John Denis Sargan**," Econometric Theory, Cambridge University Press, vol. 19(03), pages 495-511, June.

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

- Peter C.B. Phillips & Sainan Jin & Yixiao Sun, 2004.
"
- Peter C.B. Phillips, 2003.
"
**Laws and Limits of Econometrics**," Cowles Foundation Discussion Papers 1397, Cowles Foundation for Research in Economics, Yale University.- Peter C. B. Phillips, 2003.
"
**Laws and Limits of Econometrics**," Economic Journal, Royal Economic Society, vol. 113(486), pages C26-C52, March.

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

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

- Offer Lieberman & Peter C. B. Phillips, 2004.
"
- 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. - 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.
"
- 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.
"
- Andrew Jeffrey & Linton, Oliver Linton & Thong Nguyen & Peter C.B. Phillips, 2001.
"
**Nonparametric Estimation of a Multifactor Heath-Jarrow-Morton Model: An Integrated Approach**," Cowles Foundation Discussion Papers 1311, Cowles Foundation for Research in Economics, Yale University. - Zhijie Xiao & Peter C.B. Phillips, 2001.
"
**A CUSUM Test for Cointegration Using Regression Residuals**," Cowles Foundation Discussion Papers 1329, Cowles Foundation for Research in Economics, Yale University.- Xiao, Zhijie & Phillips, Peter C. B., 2002.
"
**A CUSUM test for cointegration using regression residuals**," Journal of Econometrics, Elsevier, vol. 108(1), pages 43-61, May.

- Xiao, Zhijie & Phillips, Peter C. B., 2002.
"
- 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, 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. - 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. - 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. - Hyungsik Roger Moon & Peter C.B. Phillips, 2000.
"
**GMM Estimation of Autoregressive Roots Near Unity with Panel Data**," Cowles Foundation Discussion Papers 1274, Cowles Foundation for Research in Economics, Yale University.- Hyungsik Roger Moon & Peter C. B. Phillips, 2004.
"
**GMM Estimation of Autoregressive Roots Near Unity with Panel Data**," Econometrica, Econometric Society, vol. 72(2), pages 467-522, 03.

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

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

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

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

- Joon Y. Park & Peter C. B. Phillips, 2000.
"
- 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.
"
- 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.
"
- Hyungsik R. Moon & Peter C.B. Phillips, 1999.
"
**Maximum Likelihood Estimation in Panels with Incidental Trends**," Cowles Foundation Discussion Papers 1246, Cowles Foundation for Research in Economics, Yale University.- Moon, Hyungsik R & Phillips, Peter C B, 1999.
"
**Maximum Likelihood Estimation in Panels with Incidental Trends**," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 61(0), pages 711-47, Special I.

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

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

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

- Moon, Hyungsik R. & Phillips, Peter C.B., 2000.
"
- Peter C.B. Phillips, 1999.
"
**Discrete Fourier Transforms of Fractional Processes**," Cowles Foundation Discussion Papers 1243, Cowles Foundation for Research in Economics, Yale University. - Peter C.B. Phillips & 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 & 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.
"
- 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(03), pages 269-298, June.

- Park, Joon Y. & Phillips, Peter C.B., 1999.
"
- Joon Y. Park & Peter C.B. Phillips, 1998.
"
**Nonlinear Regressions with Integrated Time Series**," Cowles Foundation Discussion Papers 1190, Cowles Foundation for Research in Economics, Yale University.- Park, Joon Y & Phillips, Peter C B, 2001.
"
**Nonlinear Regressions with Integrated Time Series**," Econometrica, Econometric Society, vol. 69(1), pages 117-61, January.

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

- Park, Joon Y & Phillips, Peter C B, 2001.
"
- Peter C.B. Phillips, 1998.
"
**Econometric Analysis of Fisher's Equation**," Cowles Foundation Discussion Papers 1180, Cowles Foundation for Research in Economics, Yale University. - Peter C.B. Phillips & Hyungsik R. Moon & Zhijie Xiao, 1998.
"
**How to Estimate Autoregressive Roots Near Unity**," Cowles Foundation Discussion Papers 1191, Cowles Foundation for Research in Economics, Yale University.- Phillips, Peter C.B. & Moon, Hyungsik Roger & Xiao, Zhijie, 2001.
"
**How To Estimate Autoregressive Roots Near Unity**," Econometric Theory, Cambridge University Press, vol. 17(01), pages 29-69, February.

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

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

- Phillips, Peter C. B., 2002.
"
- 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 & Joon Y. Park, 1998.
"
**Nonstationary Density Estimation and Kernel Autoregression**," Cowles Foundation Discussion Papers 1181, Cowles Foundation for Research in Economics, Yale University. - Peter C.B. Phillips & Zhijie Xiao, 1998.
"
**A Primer on Unit Root Testing**," Cowles Foundation Discussion Papers 1189, Cowles Foundation for Research in Economics, Yale University.- Phillips, Peter C B & Xiao, Zhijie, 1998.
"
**A Primer on Unit Root Testing**," Journal of Economic Surveys, Wiley Blackwell, vol. 12(5), pages 423-69, December. - Peter C. B. Phillips & Zhijie Xiao, 1998.
"
**A Primer on Unit Root Testing**," Journal of Economic Surveys, Wiley Blackwell, vol. 12(5), pages 423-470, December.

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

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

- Dean Corbae & Sam Ouliaris & Peter C. B. Phillips, 2002.
"
- 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, 1996.
"
**Spurious Regression Unmasked**," Cowles Foundation Discussion Papers 1135, 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, 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.
"
- 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.
"
**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. - 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, 1993.
"
**Robust Nonstationary Regression**," Cowles Foundation Discussion Papers 1064, Cowles Foundation for Research in Economics, Yale University.- Phillips, Peter C.B., 1995.
"
**Robust Nonstationary Regression**," Econometric Theory, Cambridge University Press, vol. 11(05), pages 912-951, October.

- Phillips, Peter C.B., 1995.
"
- 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 1023-78, September.

- Phillips, Peter C B, 1995.
"
- Peter C.B. Phillips, 1992.
"
**Bayes Models and Forecasts of Australian Macroeconomic Time Series**," Cowles Foundation Discussion Papers 1024, Cowles Foundation for Research in Economics, Yale University. - Peter C.B. Phillips, 1992.
"
**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.
"
**Time Series Modeling with a Bayesian Frame of Reference: Concepts, Illustrations and Asymptotics**," Cowles Foundation Discussion Papers 1038, Cowles Foundation for Research in Economics, Yale University. - Peter C.B. Phillips, 1992.
"
**Bayes Methods for Trending Multiple Time Series with an Empirical Application to the US Economy**," Cowles Foundation Discussion Papers 1025, Cowles Foundation for Research in Economics, Yale University. - Peter C.B. Phillips & Werner Ploberger, 1992.
"
**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.
"
**Hyper-Consistent Estimation of a Unit Root in Time Series Regression**," Cowles Foundation Discussion Papers 1040, 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.
"
- 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.
"
- 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. - Dean Corbea & Sam Ouliaris & Peter C.B. Phillips, 1991.
"
**A Reexamination of the Consumption Function Using Frequency Domain Regressors**," Cowles Foundation Discussion Papers 997, Cowles Foundation for Research in Economics, Yale University.- Corbae, Dean & Ouliaris, Sam & Phillips, Peter C B, 1994.
"
**A Reexamination of the Consumption Function Using Frequency Domain Regressions**," Empirical Economics, Springer, vol. 19(4), pages 595-609.

- Corbae, Dean & Ouliaris, Sam & Phillips, Peter C B, 1994.
"
- Peter C.B. Phillips, 1991.
"
**Bayesian Routes and Unit Roots: de rebus prioribus semper est disputandum**," Cowles Foundation Discussion Papers 986, Cowles Foundation for Research in Economics, Yale University.- Phillips, P C B, 1991.
"
**Bayesian Routes and Unit Roots: De Rebus Prioribus Semper Est Disputandum**," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 6(4), pages 435-73, Oct.-Dec..

- Phillips, P C B, 1991.
"
- 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 & Werner Ploberger, 1991.
"
**Time Series Modelling with a Bayesian Frame of Reference: 1. Concepts and Illustrations**," Cowles Foundation Discussion Papers 980, Cowles Foundation for Research in Economics, Yale University. - Peter C.B. Phillips, 1991.
"
**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.
"
**Unit Roots**," Cowles Foundation Discussion Papers 998, 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, .
"
**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.
"
- 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.
"
**Vector Autoregression and Causality: A Theoretical Overview and Simulation Study**," Cowles Foundation Discussion Papers 1001, 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. - 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**," Cowles Foundation Discussion Papers 977, Cowles Foundation for Research in Economics, Yale University.- Toda, Hiro Y & Phillips, Peter C B, 1993.
"
**Vector Autoregressions and Causality**," Econometrica, Econometric Society, vol. 61(6), pages 1367-93, November.

- Toda, Hiro Y & Phillips, Peter C B, 1993.
"
- 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.
"
**To Criticize the Critics: An Objective Bayesian Analysis of Stochastic Trends**," Cowles Foundation Discussion Papers 950, Cowles Foundation for Research in Economics, Yale University.- Phillips, P C B, 1991.
"
**To Criticize the Critics: An Objective Bayesian Analysis of Stochastic Trends**," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 6(4), pages 333-64, Oct.-Dec..

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

- Phillips, P.C.B., 1991.
"
- Schmidt, P. & Phillips, P.C.B., 1990.
"
**Testing forUnit Root in the Presence of Deterministic Trends**," Papers 8904, Michigan State - Econometrics and Economic Theory. - 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(01), pages 44-62, March.

- 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, 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 & Mico Loretan, 1989.
"
**Estimating Long Run Economic Equilibria**," Cowles Foundation Discussion Papers 928, Cowles Foundation for Research in Economics, Yale University.- Phillips, Peter C B & Loretan, Mico, 1991.
"
**Estimating Long-run Economic Equilibria**," Review of Economic Studies, Wiley Blackwell, vol. 58(3), pages 407-36, May.

- Phillips, Peter C B & Loretan, Mico, 1991.
"
- Peter C.B. Phillips & Peter Schmidt, 1989.
"
**Testing for a Unit Root in the Presence of Deterministic Trends**," Cowles Foundation Discussion Papers 933, Cowles Foundation for Research in Economics, Yale University. - Peter C.B. Phillips & 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 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 & 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, 1988.
"
**Reflections on Econometric Methodology**," Cowles Foundation Discussion Papers 893, Cowles Foundation for Research in Economics, Yale University.- Phillips, P C B, 1988.
"
**Reflections on Econometric Methodology**," The Economic Record, The Economic Society of Australia, vol. 64(187), pages 344-59, December.

- Phillips, P C B, 1988.
"
- Peter C.B. Phillips, 1988.
"
**Error Correction and Long Run Equilibrium in Continuous Time**," Cowles Foundation Discussion Papers 882R, Cowles Foundation for Research in Economics, Yale University, revised Jul 1989.- Phillips, P C B, 1991.
"
**Error Correction and Long-Run Equilibrium in Continuous Time**," Econometrica, Econometric Society, vol. 59(4), pages 967-80, July.

- Phillips, P C B, 1991.
"
- Peter C.B. Phillips & 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.
"
**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 & 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.
"
**Spectral Regression for Cointegrated Time Series**," Cowles Foundation Discussion Papers 872, Cowles Foundation for Research in Economics, Yale University. - Peter C.B. Phillips & Bruce E. Hansen, 1988.
"
**Statistical Inference in Instrumental Variables**," Cowles Foundation Discussion Papers 869R, Cowles Foundation for Research in Economics, Yale University, revised Apr 1989. - Peter C.B. Phillips, 1988.
"
**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, 1987.
"
**Partially Identified Econometric Models**," Cowles Foundation Discussion Papers 845R, Cowles Foundation for Research in Economics, Yale University, revised Aug 1988.- Phillips, P.C.B., 1989.
"
**Partially Identified Econometric Models**," Econometric Theory, Cambridge University Press, vol. 5(02), pages 181-240, August.

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

- Phillips, Peter C. B., 1988.
"
- Peter C.B. Phillips & Vassilis A. Hajivassiliou, 1987.
"
**Bimodal t-Ratios**," Cowles Foundation Discussion Papers 842, Cowles Foundation for Research in Economics, Yale University. - Peter C.B. Phillips & Sam Ouliaris, 1987.
"
**Asymptotic Properties of Residual Based Tests for Cointegration**," Cowles Foundation Discussion Papers 847R, Cowles Foundation for Research in Economics, Yale University, revised Jul 1988.- Phillips, Peter C B & Ouliaris, S, 1990.
"
**Asymptotic Properties of Residual Based Tests for Cointegration**," Econometrica, Econometric Society, vol. 58(1), pages 165-93, January.

- Phillips, Peter C B & Ouliaris, S, 1990.
"
- Peter C.B. Phillips, 1987.
"
**Weak Convergence of Sample Covariance Matrices to Stochastic Integrals via Martingale Approximations**," Cowles Foundation Discussion Papers 846, Cowles Foundation for Research in Economics, Yale University.- Phillips, P.C.B., 1988.
"
**Weak Convergence of Sample Covariance Matrices to Stochastic Integrals Via Martingale Approximations**," Econometric Theory, Cambridge University Press, vol. 4(03), pages 528-533, December.

- Phillips, P.C.B., 1988.
"
- Peter C.B. Phillips, 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.
"
**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, 1986.
"
**Weak Convergence to the Matrix Stochastic Integral BdB**," Cowles Foundation Discussion Papers 796, Cowles Foundation for Research in Economics, Yale University. - Steven N. Durlauf & Peter C.B. Phillips, 1986.
"
**Trends Versus Random Walks in Time Series Analysis**," Cowles Foundation Discussion Papers 788, Cowles Foundation for Research in Economics, Yale University.- Durlauf, Steven N & Phillips, Peter C B, 1988.
"
**Trends versus Random Walks in Time Series Analysis**," Econometrica, Econometric Society, vol. 56(6), pages 1333-54, November.

- Durlauf, Steven N & Phillips, Peter C B, 1988.
"
- Peter C.B. Phillips & Joon Y. Park, 1986.
"
**Statistical Inference in Regressions with Integrated Processes: Part 1**," Cowles Foundation Discussion Papers 811R, Cowles Foundation for Research in Economics, Yale University, revised Aug 1987.- Park, Joon Y. & Phillips, Peter C.B., 1988.
"
**Statistical Inference in Regressions with Integrated Processes: Part 1**," Econometric Theory, Cambridge University Press, vol. 4(03), pages 468-497, December.

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

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

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

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

- Park, Joon Y. & Phillips, Peter C.B., 1989.
"
- 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. - 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. - 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 & Sam Ouliaris, 1986.
"
**Testing for Cointegration Using Principal Component Measures**," Cowles Foundation Discussion Papers 809R, Cowles Foundation for Research in Economics, Yale University, revised Jul 1987. - Peter C.B. Phillips, 1985.
"
**Asymptotic Expansions in Nonstationary Vector Autoregressions**," Cowles Foundation Discussion Papers 765, Cowles Foundation for Research in Economics, Yale University.- Phillips, P. C. B., 1987.
"
**Asymptotic Expansions in Nonstationary Vector Autoregressions**," Econometric Theory, Cambridge University Press, vol. 3(01), pages 45-68, February.

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

- Phillips, P.C.B., 1986.
"
- Peter C.B. Phillips, 1985.
"
**Fractional Matrix Calculus and the Distribution of Multivariate Tests**," Cowles Foundation Discussion Papers 767, Cowles Foundation for Research in Economics, Yale University. - Peter C.B. Phillips & Steven N. Durlauf, 1985.
"
**Multiple Time Series Regression with Integrated Processes**," Cowles Foundation Discussion Papers 768, Cowles Foundation for Research in Economics, Yale University.- Phillips, P C B & Durlauf, S N, 1986.
"
**Multiple Time Series Regression with Integrated Processes**," Review of Economic Studies, Wiley Blackwell, vol. 53(4), pages 473-95, August.

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

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

- Phillips, P C B, 1987.
"
- 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 & R.C. Reiss, 1984.
"
**Testing for Serial Correlation and Unit Roots Using a Computer Function Routine Bases on ERA's**," Cowles Foundation Discussion Papers 721, Cowles Foundation for Research in Economics, Yale University. - Peter C.B. Phillips, 1984.
"
**The Exact Distribution of the Wald Statistic**," Cowles Foundation Discussion Papers 722, Cowles Foundation for Research in Economics, Yale University.- Phillips, P C B, 1986.
"
**The Exact Distribution of the Wald Statistic**," Econometrica, Econometric Society, vol. 54(4), pages 881-95, July.

- Phillips, P C B, 1986.
"
- 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.
"
**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 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.
"
**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, 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, 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 249-61, February. - Phillips, Peter C B, 1985.
"
**The Exact Distribution of LIML: II**," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 26(1), pages 21-36, February.

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

- Phillips, Peter C B, 1984.
"
- Peter C.B. Phillips, 1982.
"
**Small Sample Distribution Theory in Econometric Models of Simultaneous Equations**," Cowles Foundation Discussion Papers 617, Cowles Foundation for Research in Economics, Yale University. - Peter C.B. Phillips, 1982.
"
**Exact Small Sample Theory in the Simultaneous Equations Model**," Cowles Foundation Discussion Papers 621, Cowles Foundation for Research in Economics, Yale University.- Phillips, P.C.B., 1983.
"
**Exact small sample theory in the simultaneous equations model**," Handbook of Econometrics, in: Z. Griliches† & M. D. Intriligator (ed.), Handbook of Econometrics, edition 1, volume 1, chapter 8, pages 449-516 Elsevier.

- Phillips, P.C.B., 1983.
"
- Peter C.B. Phillips, 1982.
"
**On the Exact Distribution of LIML (revised and extended, see CFDP 658)**," Cowles Foundation Discussion Papers 626, Cowles Foundation for Research in Economics, Yale University. - Peter C.B. Phillips, 1982.
"
**ERA's: A New Approach to Small Sample Theory**," Cowles Foundation Discussion Papers 645, Cowles Foundation for Research in Economics, Yale University.- Phillips, Peter C B, 1983.
"
**ERAs: A New Approach to Small Sample Theory**," Econometrica, Econometric Society, vol. 51(5), pages 1505-25, September.

- Phillips, Peter C B, 1983.
"
- Peter C.B. Phillips, 1982.
"
**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.
"
**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, 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. - 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. - 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. - 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.
"
- 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 1307-24, 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. - 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 & Jun Yu, .
"
**Limit Theory for Dating the Origination and Collapse of Mildly Explosive Periods in Time Series Data**," Working Papers CoFie-05-2009, Sim Kee Boon Institute for Financial Economics.

- Phillips, Peter C.B. & Yu, Jun, 2014.
"
**Special Issue Of Econometric Theory On Seta 2010: Editors’ Introduction**," Econometric Theory, Cambridge University Press, vol. 30(01), pages 1-2, February. - Han, Chirok & Phillips, Peter C. B. & Sul, Donggyu, 2014.
"
**X-Differencing And Dynamic Panel Model Estimation**," Econometric Theory, Cambridge University Press, vol. 30(01), pages 201-251, February.- Chirok Han & Peter C.B. Phillips & Donggyu Sul, 2010.
"
**X-Differencing and Dynamic Panel Model Estimation**," Cowles Foundation Discussion Papers 1747, Cowles Foundation for Research in Economics, Yale University.

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

- Peter C. B. Phillips, 2006.
"
- Phillips, Peter C.B. & Magdalinos, Tassos, 2013.
"
**Inconsistent Var Regression With Common Explosive Roots**," Econometric Theory, Cambridge University Press, vol. 29(04), pages 808-837, August.- Peter C.B. Phillips & Tassos Magdalinos, 2011.
"
**Inconsistent VAR Regression with Common Explosive Roots**," Cowles Foundation Discussion Papers 1777, Cowles Foundation for Research in Economics, Yale University.

- Peter C.B. Phillips & Tassos Magdalinos, 2011.
"
- Han, Chirok & Phillips, Peter C.B., 2013.
"
**First difference maximum likelihood and dynamic panel estimation**," Journal of Econometrics, Elsevier, vol. 175(1), pages 35-45. - Gao, Jiti & Phillips, Peter C.B., 2013.
"
**Semiparametric estimation in triangular system equations with nonstationarity**," Journal of Econometrics, Elsevier, vol. 176(1), pages 59-79. - Phillips, Peter C.B. & 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, 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.
"
- 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(03), pages 509-547, June.- Xiaoxia Shi & Peter C. B. Phillips, 2010.
"
**Nonlinear Cointegrating Regression under Weak Identification**," Cowles Foundation Discussion Papers 1768, Cowles Foundation for Research in Economics, Yale University.

- Xiaoxia Shi & Peter C. B. Phillips, 2010.
"
- Peter C. B. Phillips, 2012.
"
**Folklore Theorems, Implicit Maps, and Indirect Inference**," Econometrica, Econometric Society, vol. 80(1), pages 425-454, 01. - Yonghui Zhang & Liangjun Su & Peter C. B. Phillips, 2012.
"
**Testing for common trends in semi‐parametric panel data models with fixed effects**," Econometrics Journal, Royal Economic Society, vol. 15(1), pages 56-100, 02.- Yonghui Zhang & Liangjun Su & Peter C.B. Phillips, 2011.
"
**Testing for Common Trends in Semiparametric Panel Data Models with Fixed Effects**," Cowles Foundation Discussion Papers 1832, Cowles Foundation for Research in Economics, Yale University.

- Yonghui Zhang & Liangjun Su & Peter C.B. Phillips, 2011.
"
- 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.
"
- Phillips, Peter C.B., 2012.
"
**The 2009–2011 Tjalling C. Koopmans Econometric Theory Prize**," Econometric Theory, Cambridge University Press, vol. 28(04), pages 933-934, August. - Phillips, Peter C.B. & Yu, Jun, 2012.
"
**The Et Interview: A Conversation With Eric Ghysels**," Econometric Theory, Cambridge University Press, vol. 28(01), pages 207-217, February. - Peter C. B. Phillips & Yangru Wu & Jun Yu, 2011.
"
**EXPLOSIVE BEHAVIOR IN THE 1990s NASDAQ: WHEN DID EXUBERANCE ESCALATE ASSET VALUES?**," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 52(1), pages 201-226, 02.- Peter C. B. Phillips & Yangru Wu & Jun Yu, 2007.
"
**Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values?**," Working Papers 222007, Hong Kong Institute for Monetary Research. - Peter C.B. PHILIPS & Yangru WU & Jun YU, 2009.
"
**Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values?**," Working Papers 19-2009, Singapore Management University, School of Economics. - Peter C.B.Phillips & Yangru Wu & Jun Yu, 2009.
"
**Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values?**," Working Papers CoFie-03-2008, Sim Kee Boon Institute for Financial Economics. - Peter C.B. Phillips & Yangru Wu & Jun Yu, 2009.
"
**Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values?**," Cowles Foundation Discussion Papers 1699, Cowles Foundation for Research in Economics, Yale University. - Peter C.B. Philips & Yangru Wu & Jun Yu, 2009.
"
**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, 2007.
"
- Peter C. B. Phillips & Jun Yu, 2011.
"
**Dating the timeline of financial bubbles during the subprime crisis**," Quantitative Economics, Econometric Society, vol. 2(3), pages 455-491, November.- Peter C. B. Phillips & Jun Yu, 2009.
"
**Dating the Timeline of Financial Bubbles During the Subprime Crisis**," Finance Working Papers 23051, East Asian Bureau of Economic Research. - Peter C.B.Phillips & Jun Yu, 2009.
"
**Dating the Timeline of Financial Bubbles During the Subprime Crisis**," Working Papers CoFie-07-2009, Sim Kee Boon Institute for Financial Economics. - Peter C. B. Phillips & Jun Yu, 2010.
"
**Dating the Timeline of Financial Bubbles during the Subprime Crisis**," Cowles Foundation Discussion Papers 1770, Cowles Foundation for Research in Economics, Yale University. - Peter C. B. Phillips & Jun Yu, 2009.
"
**Dating the Timeline of Financial Bubbles During the Subprime Crisis**," Working Papers 18-2009, Singapore Management University, School of Economics.

- Peter C. B. Phillips & Jun Yu, 2009.
"
- Sun, Yixiao & Phillips, Peter C.B. & Jin, Sainan, 2011.
"
**Power Maximization And Size Control In Heteroskedasticity And Autocorrelation Robust Tests With Exponentiated Kernels**," Econometric Theory, Cambridge University Press, vol. 27(06), pages 1320-1368, December.- Yixiao Sun & Peter C.B. Phillips & Sainan Jin, 2010.
"
**Power Maximization and Size Control in Heteroskedasticity and Autocorrelation Robust Tests with Exponentiated Kernels**," Cowles Foundation Discussion Papers 1749, Cowles Foundation for Research in Economics, Yale University.

- Yixiao Sun & Peter C.B. Phillips & Sainan Jin, 2010.
"
- 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.

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

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

- Chirok Han & Peter C.B. Phillips & Donggyu Sul, 2010.
"
- Wang, Qiying & Phillips, Peter C.B., 2011.
"
**Asymptotic Theory For Zero Energy Functionals With Nonparametric Regression Applications**," Econometric Theory, Cambridge University Press, vol. 27(02), pages 235-259, April. - Wang, Xiaohu & Phillips, Peter C.B. & Yu, Jun, 2011.
"
**Bias in estimating multivariate and univariate diffusions**," Journal of Econometrics, Elsevier, vol. 161(2), pages 228-245, April.- Xiaohu Wang & Peter C.B. Phillips & Jun Yu, 2011.
"
**Bias in Estimating Multivariate and Univariate Diffusions**," Cowles Foundation Discussion Papers 1778, Cowles Foundation for Research in Economics, Yale University.

- Xiaohu Wang & Peter C.B. Phillips & Jun Yu, 2011.
"
- 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.
"
- 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.
"
- Carlo V. Fiorio & Vassilis A. Hajivassiliou & Peter C. B. Phillips, 2010.
"
**Bimodal t-ratios: the impact of thick tails on inference**," Econometrics Journal, Royal Economic Society, vol. 13(2), pages 271-289, 07. - 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 & 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.
"
- Han, Chirok & Phillips, Peter C. B., 2010.
"
**Gmm Estimation For Dynamic Panels With Fixed Effects And Strong Instruments At Unity**," Econometric Theory, Cambridge University Press, vol. 26(01), pages 119-151, February.- Chirok Han & Peter C.B. Phillips, 2007.
"
**GMM Estimation for Dynamic Panels with Fixed Effects and Strong Instruments at Unity**," Cowles Foundation Discussion Papers 1599, Cowles Foundation for Research in Economics, Yale University.

- Chirok Han & Peter C.B. Phillips, 2007.
"
- 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.
"
- Cho, Jin Seo & Han, Chirok & Phillips, Peter C.B., 2010.
"
**Lad Asymptotics Under Conditional Heteroskedasticity With Possibly Infinite Error Densities**," Econometric Theory, Cambridge University Press, vol. 26(03), pages 953-962, June.- Peter C.B.Phillips & Jin Seo Cho & Chirok Han, 2009.
"
**LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities**," Working Papers CoFie-02-2009, Sim Kee Boon Institute for Financial Economics. - Jin Seo Cho & Chirok-Han & Peter C. B. Phillips, 2009.
"
**LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities**," Discussion Paper Series 0917, Institute of Economic Research, Korea University. - Jin Seo Cho & Chirok Han & Peter C.B. Phillips, 2009.
"
**LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities**," Cowles Foundation Discussion Papers 1703, Cowles Foundation for Research in Economics, Yale University.

- Peter C.B.Phillips & Jin Seo Cho & Chirok Han, 2009.
"
- Phillips, Peter C.B., 2009.
"
**Econometric Theory And Practice**," Econometric Theory, Cambridge University Press, vol. 25(03), pages 583-586, June. - Phillips, Peter C.B., 2009.
"
**Exact Distribution Theory In Structural Estimation With An Identity**," Econometric Theory, Cambridge University Press, vol. 25(04), pages 958-984, August.- Peter C.B. Phillips, 2007.
"
**Exact Distribution Theory in Structural Estimation with an Identity**," Cowles Foundation Discussion Papers 1613, Cowles Foundation for Research in Economics, Yale University.

- Peter C.B. Phillips, 2007.
"
- Peter C. B. Phillips & Donggyu Sul, 2009.
"
**Economic transition and growth**," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(7), pages 1153-1185.- Peter C.B. Phillips & Donggyu Sul, 2005.
"
**Economic Transition and Growth**," Cowles Foundation Discussion Papers 1514, Cowles Foundation for Research in Economics, Yale University.

- Peter C.B. Phillips & Donggyu Sul, 2005.
"
- 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., 2009.
"
**Long memory and long run variation**," Journal of Econometrics, Elsevier, vol. 151(2), pages 150-158, August.- Peter C.B. Phillips, 2008.
"
**Long Memory and Long Run Variation**," Cowles Foundation Discussion Papers 1656, Cowles Foundation for Research in Economics, Yale University.

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

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

- Xu Cheng & Peter C.B. Phillips, 2008.
"
- Chambers, Marcus J. & Phillips, Peter C.B. & Taylor, A.M. Robert, 2009.
"
**Econometric Theory Memorial To Albert Rex Bergstrom–Introduction**," Econometric Theory, Cambridge University Press, vol. 25(04), pages 891-900, August. - Magdalinos, Tassos & Phillips, Peter C.B., 2009.
"
**Limit Theory For Cointegrated Systems With Moderately Integrated And Moderately Explosive Regressors**," Econometric Theory, Cambridge University Press, vol. 25(02), pages 482-526, April. - Phillips, Peter C.B. & Magdalinos, Tassos, 2009.
"
**Unit Root And Cointegrating Limit Theory When Initialization Is In The Infinite Past**," Econometric Theory, Cambridge University Press, vol. 25(06), pages 1682-1715, December.- Peter C.B. Phillips & Tassos Magdalinos, 2008.
"
**Unit Root and Cointegrating Limit Theory When Initialization Is in the Infinite Past**," Cowles Foundation Discussion Papers 1655, Cowles Foundation for Research in Economics, Yale University.

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

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

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

- Rustam Ibragimov & Peter C.B. Phillips, 2004.
"
- Yixiao Sun & Peter C. B. Phillips & Sainan Jin, 2008.
"
**Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing**," Econometrica, Econometric Society, vol. 76(1), pages 175-194, 01.- Yixiao Sun & Peter C. B. Phillips & Sainan Jin, 2006.
"
**Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing**," Cowles Foundation Discussion Papers 1545, Cowles Foundation for Research in Economics, Yale University.

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

- Peter C. B. Phillips & Chirok Han, 2006.
"
- 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.
"
- Hall, V.B. & Phillips, P.C.B., 2008.
"
**The A.R. Bergstrom Prize In Econometrics: 2007**," Econometric Theory, Cambridge University Press, vol. 24(05), pages 1461-1462, October. - Phillips, Peter C.B. & Magdalinos, Tassos, 2008.
"
**Limit Theory For Explosively Cointegrated Systems**," Econometric Theory, Cambridge University Press, vol. 24(04), pages 865-887, August.- Peter C.B. Phillips & Tassos Magdalinos, 2007.
"
**Limit Theory for Explosively Cointegrated Systems**," Cowles Foundation Discussion Papers 1614, Cowles Foundation for Research in Economics, Yale University.

- Peter C.B. Phillips & Tassos Magdalinos, 2007.
"
- 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.
"
- Moon, Hyungsik Roger & Perron, Benoit & Phillips, Peter C.B., 2007.
"
**Incidental trends and the power of panel unit root tests**," Journal of Econometrics, Elsevier, vol. 141(2), pages 416-459, December.- Peter C.B. Phillips & Hyungsik Roger Moon & Benoit Perron, 2004.
"
**Incidental Trends and the Power of Panel Unit Root Tests**," Yale School of Management Working Papers ysm414, Yale School of Management. - Hyungsik Roger Moon & Benoit Perron & Peter C.B. Phillips, 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.
"
- Bandi, Federico M. & Phillips, Peter C.B., 2007.
"
**A simple approach to the parametric estimation of potentially nonstationary diffusions**," Journal of Econometrics, Elsevier, vol. 137(2), pages 354-395, April.- Federico M. Bandi & Peter C.B. Phillips, 2005.
"
**A Simple Approach to the Parametric Estimation of Potentially Nonstationary Diffusions**," Cowles Foundation Discussion Papers 1522, Cowles Foundation for Research in Economics, Yale University.

- Federico M. Bandi & Peter C.B. Phillips, 2005.
"
- Phillips, Peter C.B., 2007.
"
**The Econometric Theory Awards 2007**," Econometric Theory, Cambridge University Press, vol. 23(02), pages 369-369, April. - 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., 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., 2007.
"
**Regression With Slowly Varying Regressors And Nonlinear Trends**," Econometric Theory, Cambridge University Press, vol. 23(04), pages 557-614, August. - Phillips, Peter C.B. & Kim, Chang Sik, 2007.
"
**Long-Run Covariance Matrices For Fractionally Integrated Processes**," Econometric Theory, Cambridge University Press, vol. 23(06), pages 1233-1247, December.- Peter C.B. Phillips & Chang Sik Kim, 2007.
"
**Long Run Covariance Matrices for Fractionally Integrated Processes**," Cowles Foundation Discussion Papers 1611, Cowles Foundation for Research in Economics, Yale University.

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

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

- Peter C.B. Phillips & Donggyu Sul, 2003.
"
- 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. - Jin, Sainan & Phillips, Peter C.B. & Sun, Yixiao, 2006.
"
**A new approach to robust inference in cointegration**," Economics Letters, Elsevier, vol. 91(2), pages 300-306, May.- Sainan Jin & Peter C.B. Phillips & Yixiao Sun, 2005.
"
**A New Approach to Robust Inference in Cointegration**," Cowles Foundation Discussion Papers 1538, Cowles Foundation for Research in Economics, Yale University.

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

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

- L Giraitis & P C B Phillips, .
"
- Hall, V.B. & Phillips, P.C.B., 2006.
"
**The A.R. Bergstrom Prize In Econometrics: 2005**," Econometric Theory, Cambridge University Press, vol. 22(01), pages 169-170, February. - Phillips, Peter C.B. & Yu, Jun, 2006.
"
**Comment**," Journal of Business & Economic Statistics, American Statistical Association, vol. 24, pages 202-208, April. - Moon, H.R. & Perron, B. & Phillips, P.C.B., 2006.
"
**On The Breitung Test For Panel Unit Roots And Local Asymptotic Power**," Econometric Theory, Cambridge University Press, vol. 22(06), pages 1179-1190, December. - 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. - Phillips, Peter C.B., 2006.
"
**The Econometric Theory Awards 2006**," Econometric Theory, Cambridge University Press, vol. 22(02), pages 345-345, April. - Phillips, Peter C. B., 2006.
"
**The 2003 2005 Tjalling C. Koopmans Econometric Theory Prize**," Econometric Theory, Cambridge University Press, vol. 22(04), pages 763-764, August. - Chirok Han & Peter C. B. Phillips, 2006.
"
**GMM with Many Moment Conditions**," Econometrica, Econometric Society, vol. 74(1), pages 147-192, 01.- Peter C. B. Phillips & Chirok Han, 2004.
"
**GMM with Many Moment Conditions**," Econometric Society 2004 Far Eastern Meetings 525, Econometric Society. - Chirok Han & Peter C.B. Phillips, 2005.
"
**GMM with Many Moment Conditions**," Cowles Foundation Discussion Papers 1515, Cowles Foundation for Research in Economics, Yale University.

- Peter C. B. Phillips & Chirok Han, 2004.
"
- Phillips, Peter C.B., 2006.
"
**A Remark On Bimodality And Weak Instrumentation In Structural Equation Estimation**," Econometric Theory, Cambridge University Press, vol. 22(05), pages 947-960, October.- Peter C. B. Phillips, 2005.
"
**A Remark on Bimodality and Weak Instrumentation in Structural Equation Estimation**," Cowles Foundation Discussion Papers 1540, Cowles Foundation for Research in Economics, Yale University.

- Peter C. B. Phillips, 2005.
"
- Peter C. B. Phillips & Ke-Li Xu, 2006.
"
**Inference in Autoregression under Heteroskedasticity**," Journal of Time Series Analysis, Wiley Blackwell, vol. 27(2), pages 289-308, 03. - Phillips, Peter C.B., 2005.
"
**Automated Discovery In Econometrics**," Econometric Theory, Cambridge University Press, vol. 21(01), pages 3-20, February.- Peter C.B. Phillips, 2004.
"
**Automated Discovery in Econometrics**," Cowles Foundation Discussion Papers 1469, Cowles Foundation for Research in Economics, Yale University.

- Peter C.B. Phillips, 2004.
"
- Phillips, Peter C.B., 2005.
"
**AUTOMATED INFERENCE AND THE FUTURE OF ECONOMETRICS: A Colloquium for ET's 20th Anniversary**," Econometric Theory, Cambridge University Press, vol. 21(01), pages 1-2, February. - Peter 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 & Jun Yu, 2003.
"
- Donggyu Sul & Peter C. B. Phillips & Chi-Young Choi, 2005.
"
**Prewhitening Bias in HAC Estimation**," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 67(4), pages 517-546, 08.- Donggyu Sul & Peter C.B. Phillips & Choi, Chi-Young, 2003.
"
**Prewhitening Bias in HAC Estimation**," Cowles Foundation Discussion Papers 1436, Cowles Foundation for Research in Economics, Yale University. - Peter C.B. Phillips & Chi-Young Choi & Donggyu Sul, 2004.
"
**Prewhitening Bias in HAC Estimation**," Yale School of Management Working Papers ysm426, Yale School of Management.

- Donggyu Sul & Peter C.B. Phillips & Choi, Chi-Young, 2003.
"
- Phillips, Peter C.B., 2005.
"
**Hac Estimation By Automated Regression**," Econometric Theory, Cambridge University Press, vol. 21(01), pages 116-142, February.- Peter C.B. Phillips, 2004.
"
**HAC Estimation by Automated Regression**," Cowles Foundation Discussion Papers 1470, Cowles Foundation for Research in Economics, Yale University.

- Peter C.B. Phillips, 2004.
"
- 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.
"
**Phillips on Fisher's Equation**," American Journal of Economics and Sociology, Wiley Blackwell, vol. 64(1), pages 125-168, 01. - Phillips, Peter C. B., 2005.
"
**The Econometric Theory Awards 2005**," Econometric Theory, Cambridge University Press, vol. 21(02), pages 489-489, April. - Phillips, Peter C.B., 2005.
"
**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.
"
- 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.
"
- Offer Lieberman & Peter C. B. Phillips, 2004.
"
**Error bounds and asymptotic expansions for toeplitz product functionals of unbounded spectra**," Journal of Time Series Analysis, Wiley Blackwell, vol. 25(5), pages 733-753, 09.- Offer Lieberman & Peter C.B. Phillips, 2002.
"
**Error Bounds and Asymptotic Expansions for Toeplitz Product Functionals of Unbounded Spectra**," Cowles Foundation Discussion Papers 1374, Cowles Foundation for Research in Economics, Yale University.

- Offer Lieberman & Peter C.B. Phillips, 2002.
"
- 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.
"
- Paruolo, Paolo & Phillips, Peter C.B., 2004.
"
**NOTES AND PROBLEMS: A new format for the PROBLEMS AND SOLUTIONS SERIES**," Econometric Theory, Cambridge University Press, vol. 20(04), pages 643-644, August. - Phillips, Peter C. B., 2004.
"
**The Econometric Theory Awards 2004**," Econometric Theory, Cambridge University Press, vol. 20(03), pages 641-641, June. - Hyungsik Roger Moon & Peter C. B. Phillips, 2004.
"
**GMM Estimation of Autoregressive Roots Near Unity with Panel Data**," Econometrica, Econometric Society, vol. 72(2), pages 467-522, 03.- Hyungsik Roger Moon, 2000.
"
**GMM Estimation of Autoregressive Roots Near Unity with Panel Data**," Econometric Society World Congress 2000 Contributed Papers 0913, Econometric Society. - Hyungsik Roger Moon & Peter C.B. Phillips, 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(03), pages 464-484, June. - 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.
"
- Phillips, Peter C.B., 2003.
"
**The 2000 2002 Tjalling C. Koopmans Econometric Theory Prize**," Econometric Theory, Cambridge University Press, vol. 19(06), pages 1201-1202, December. - 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.
"
- Phillips, Peter C.B., 2003.
"
**Vision And Influence In Econometrics: John Denis Sargan**," Econometric Theory, Cambridge University Press, vol. 19(03), pages 495-511, June.- Peter C.B. Phillips, 2003.
"
**Vision and Influence in Econometrics: John Denis Sargan**," Cowles Foundation Discussion Papers 1393, Cowles Foundation for Research in Economics, Yale University.

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

- Peter C.B. Phillips & Werner Ploberger, 1999.
"
- Peter C. B. Phillips & Donggyu Sul, 2003.
"
**Dynamic panel estimation and homogeneity testing under cross section dependence ***," Econometrics Journal, Royal Economic Society, vol. 6(1), pages 217-259, 06. - Hall, V.B. & Phillips, P.C.B., 2003.
"
**The A.R. Bergstrom Prize In Econometrics: 2003**," Econometric Theory, Cambridge University Press, vol. 19(06), pages 1199-1200, December. - 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. - Phillips, Peter C.B. & Sun, Yixiao, 2003.
"
**02.3.1. Regression with an Evaporating Logarithmic Trend Solution**," Econometric Theory, Cambridge University Press, vol. 19(04), pages 692-701, August. - Phillips, Peter C.B., 2003.
"
**In Memory Of John Denis Sargan**," Econometric Theory, Cambridge University Press, vol. 19(03), pages 417-422, June. - Peter C. B. Phillips, 2003.
"
**Laws and Limits of Econometrics**," Economic Journal, Royal Economic Society, vol. 113(486), pages C26-C52, March.- Peter C.B. Phillips, 2003.
"
**Laws and Limits of Econometrics**," Cowles Foundation Discussion Papers 1397, Cowles Foundation for Research in Economics, Yale University.

- Peter C.B. Phillips, 2003.
"
- Sun, Yixiao & Phillips, Peter C. B., 2003.
"
**Nonlinear log-periodogram regression for perturbed fractional processes**," Journal of Econometrics, Elsevier, vol. 115(2), pages 355-389, August.- Yixiao Sun & Peter C.B. Phillips, 2002.
"
**Nonlinear Log-Periodogram Regression for Perturbed Fractional Processes**," Cowles Foundation Discussion Papers 1366, Cowles Foundation for Research in Economics, Yale University.

- Yixiao Sun & Peter C.B. Phillips, 2002.
"
- Werner Ploberger & Peter C. B. Phillips, 2003.
"
**An Introduction to Best Empirical Models when the Parameter Space is Infinite Dimensional**," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 65(s1), pages 877-890, December. - Xiao, Zhijie & Phillips, Peter C. B., 2002.
"
**Higher order approximations for Wald statistics in time series regressions with integrated processes**," Journal of Econometrics, Elsevier, vol. 108(1), pages 157-198, May. - Phillips, Peter C. B., 2002.
"
**New unit root asymptotics in the presence of deterministic trends**," Journal of Econometrics, Elsevier, vol. 111(2), pages 323-353, December.- Peter C.B. Phillips, 1998.
"
**New Unit Root Asymptotics in the Presence of Deterministic Trends**," Cowles Foundation Discussion Papers 1196, Cowles Foundation for Research in Economics, Yale University.

- Peter C.B. Phillips, 1998.
"
- 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.
"
- Dean Corbae & Sam Ouliaris & Peter C. B. Phillips, 2002.
"
**Band Spectral Regression with Trending Data**," Econometrica, Econometric Society, vol. 70(3), pages 1067-1109, May.- Dean Corbae & Sam Ouliaris & Peter C.B. Phillips, 1997.
"
**Band Spectral Regression with Trending Data**," Cowles Foundation Discussion Papers 1163, Cowles Foundation for Research in Economics, Yale University. - Corbae, D. & Ouliaris, S. & Phillips, P.C.B., 1997.
"
**Band Spectral Regression with Trending Data**," Working Papers 97-09, University of Iowa, Department of Economics.

- Dean Corbae & Sam Ouliaris & Peter C.B. Phillips, 1997.
"
- Phillips, Peter C. B., 2002.
"
**The 2002 Econometric Theory Awards**," Econometric Theory, Cambridge University Press, vol. 18(01), pages 195-195, February. - 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.
"
- Chao, John C. & Phillips, Peter C. B., 2002.
"
**Jeffreys prior analysis of the simultaneous equations model in the case with n+1 endogenous variables**," Journal of Econometrics, Elsevier, vol. 111(2), pages 251-283, December.- John C. Chao & Peter C.B. Phillips, 1998.
"
**Jeffreys Prior Analysis of the Simultaneous Equations Model in the Case with n+1 Endogenous Variables**," Cowles Foundation Discussion Papers 1198, Cowles Foundation for Research in Economics, Yale University.

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

- Peter C.B. Phillips & Hyungsik R. Moon & Zhijie Xiao, 1998.
"
- 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. - Quintos, Carmela & Fan, Zhenhong & Phillips, Peter C B, 2001.
"
**Structural Change Tests in Tail Behaviour and the Asian Crisis**," Review of Economic Studies, Wiley Blackwell, vol. 68(3), pages 633-63, July. - Jun Yu & Peter C. B. Phillips, 2001.
"
**A Gaussian approach for continuous time models of the short-term interest rate**," Econometrics Journal, Royal Economic Society, vol. 4(2), pages 3. - Park, Joon Y & Phillips, Peter C B, 2001.
"
**Nonlinear Regressions with Integrated Time Series**," Econometrica, Econometric Society, vol. 69(1), pages 117-61, January.- Joon Y. Park & Peter C.B. Phillips, 1998.
"
**Nonlinear Regressions with Integrated Time Series**," Cowles Foundation Discussion Papers 1190, Cowles Foundation for Research in Economics, Yale University. - Joon Y. Park & Peter C. B. Phillips, 1999.
"
**Nonlinear Regressions with Integrated Time Series**," Working Paper Series no6, Institute of Economic Research, Seoul National University.

- Joon Y. Park & Peter C.B. Phillips, 1998.
"
- Oxley, Les & Phillips, Peter C. B., 2001.
"
**Econometric Society Intensive Workshop For Young Scholars**," Econometric Theory, Cambridge University Press, vol. 17(06), pages 1161-1163, December. - 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.
"
- 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.
"
- Joon Y. Park & Peter C. B. Phillips, 2000.
"
**Nonstationary Binary Choice**," Econometrica, Econometric Society, vol. 68(5), pages 1249-1280, September.- Joon Y. Park & Peter C. B. Phillips, 1999.
"
**Nonstationary Binary Choice**," Working Paper Series no5, Institute of Economic Research, Seoul National University. - Peter C.B. Phillips & Joon Y. Park, 1999.
"
**Nonstationary Binary Choice**," Cowles Foundation Discussion Papers 1223, Cowles Foundation for Research in Economics, Yale University.

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

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

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

- Moon, Hyungsik R. & Phillips, Peter C.B., 1999.
"
- 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.
"
- 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(04), pages 519-548, August. - Moon, Hyungsik R & Phillips, Peter C B, 1999.
"
**Maximum Likelihood Estimation in Panels with Incidental Trends**," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 61(0), pages 711-47, Special I.- Hyungsik R. Moon & Peter C.B. Phillips, 1999.
"
**Maximum Likelihood Estimation in Panels with Incidental Trends**," Cowles Foundation Discussion Papers 1246, Cowles Foundation for Research in Economics, Yale University. - Moon, Hyungsik & Phillips, Peter C.B., 1999.
"
**Maximum Likelihood Estimation in Panels with Incidental Trends**," University of California at Santa Barbara, Economics Working Paper Series qt3f55r5mj, Department of Economics, UC Santa Barbara.

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

- Hendry, David F. & Phillips, Peter C.B., 2009.
"
- Park, Joon Y. & Phillips, Peter C.B., 1999.
"
**Asymptotics For Nonlinear Transformations Of Integrated Time Series**," Econometric Theory, Cambridge University Press, vol. 15(03), pages 269-298, June.- Peter C.B. Phillips & Joon Y. Park, 1998.
"
**Asymptotics for Nonlinear Transformations of Integrated Time Series**," Cowles Foundation Discussion Papers 1182, Cowles Foundation for Research in Economics, Yale University.

- Peter C.B. Phillips & Joon Y. Park, 1998.
"
- 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.
"
- Phillips, Peter C.B., 1998.
"
**The Tjalling C. Koopmans Econometric Theory Prize: 1994 1996**," Econometric Theory, Cambridge University Press, vol. 14(06), pages 699-699, December. - Peter C. B. Phillips, 1998.
"
**New Tools for Understanding Spurious Regressions**," Econometrica, Econometric Society, vol. 66(6), pages 1299-1326, November. - Phillips, Peter C.B., 1998.
"
**Editor'S Tribute**," Econometric Theory, Cambridge University Press, vol. 14(02), pages 293-294, April. - Zhije Xiao & Peter C.B. Phillips, 1998.
"
**An ADF coefficient test for a unit root in ARMA models of unknown order with empirical applications to the US economy**," Econometrics Journal, Royal Economic Society, vol. 1(RegularPa), pages 27-43.- Zhijie Xiao & Peter C.B. Phillips, 1997.
"
**An ADF Coefficient Test for a Unit Root in ARMA Models of Unknown Order with Empirical Applications to the U.S. Economy**," Cowles Foundation Discussion Papers 1161, Cowles Foundation for Research in Economics, Yale University.

- Zhijie Xiao & Peter C.B. Phillips, 1997.
"
- Xiao, Zhijie & Phillips, Peter C. B., 1998.
"
**Higher-order approximations for frequency domain time series regression**," Journal of Econometrics, Elsevier, vol. 86(2), pages 297-336, June. - Chao, J. C. & Phillips, P. C. B., 1998.
"
**Posterior distributions in limited information analysis of the simultaneous equations model using the Jeffreys prior**," Journal of Econometrics, Elsevier, vol. 87(1), pages 49-86, August. - Phillips, Peter C B & Xiao, Zhijie, 1998.
"
**A Primer on Unit Root Testing**," Journal of Economic Surveys, Wiley Blackwell, vol. 12(5), pages 423-69, December.- Peter C. B. Phillips & Zhijie Xiao, 1998.
"
**A Primer on Unit Root Testing**," Journal of Economic Surveys, Wiley Blackwell, vol. 12(5), pages 423-470, December.

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

- Peter C. B. Phillips & Zhijie Xiao, 1998.
"
- 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.
"
- Hall, V.B. & Phillips, P.C.B., 1997.
"
**The A.R. Bergstrom Prize in Econometrics, 1996**," Econometric Theory, Cambridge University Press, vol. 13(02), pages 148-148, April. - Phillips, Peter C.B., 1997.
"
**New Heraldry for ET**," Econometric Theory, Cambridge University Press, vol. 13(06), pages 769-769, December. - 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., 1997.
"
**The Econometric Theory Awards**," Econometric Theory, Cambridge University Press, vol. 13(02), pages 145-147, April. - 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 & 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.
"
- Phillips, Peter C B, 1996.
"
**Econometric Model Determination**," Econometrica, Econometric Society, vol. 64(4), pages 763-812, July. - Phillips, Peter C.B., 1995.
"
**Reduced Rank Regression Asymptotics in Multivariate Regression – Solution**," Econometric Theory, Cambridge University Press, vol. 11(03), pages 661-666, June. - Phillips, Peter C B, 1995.
"
**Fully Modified Least Squares and Vector Autoregression**," Econometrica, Econometric Society, vol. 63(5), pages 1023-78, September.- Peter C.B. Phillips, 1993.
"
**Fully Modified Least Squares and Vector Autoregression**," Cowles Foundation Discussion Papers 1047, Cowles Foundation for Research in Economics, Yale University.

- Peter C.B. Phillips, 1993.
"
- Phillips, Peter C.B., 1995.
"
**Trending Multiple Time Series: Editor's Introduction**," Econometric Theory, Cambridge University Press, vol. 11(05), pages 811-817, October. - Kitamura, Yuichi & Phillips, Peter C.B., 1995.
"
**Efficient IV Estimation in Nonstationary Regression**," Econometric Theory, Cambridge University Press, vol. 11(05), pages 1095-1130, October. - Phillips, Peter C. B., 1995.
"
**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.
"
- Chang, Yoosoon & Phillips, Peter C.B., 1995.
"
**Time Series Regression with Mixtures of Integrated Processes**," Econometric Theory, Cambridge University Press, vol. 11(05), pages 1033-1094, October. - Phillips, Peter C.B., 1995.
"
**Spurious Regression in Forecast-Encompassing Tests**," Econometric Theory, Cambridge University Press, vol. 11(05), pages 1188-1190, October.- Phillips, Peter C.B., 1994.
"
**Spurious Regression in Forecast-Encompassing Tests**," Econometric Theory, Cambridge University Press, vol. 10(3-4), pages 818-819, August.

- Phillips, Peter C.B., 1994.
"
- Phillips, Peter C.B., 1995.
"
**Nonlinear Testing and Forecasting Asymptotics with Potential Rank Failure**," Econometric Theory, Cambridge University Press, vol. 11(03), pages 666-668, June.- Phillips, Peter C.B., 1993.
"
**Nonlinear Testing and Forecasting Asympotics with Potential Rank Failure**," Econometric Theory, Cambridge University Press, vol. 9(04), pages 689-690, August.

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

- Peter C.B. Phillips, 1993.
"
- Phillips, Peter C. B., 1995.
"
**Bayesian prediction a response**," Journal of Econometrics, Elsevier, vol. 69(1), pages 351-365, September. - 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. & Hodgson, Douglas J., 1994.
"
**Some Exponential Martingales**," Econometric Theory, Cambridge University Press, vol. 10(3-4), pages 819-819, August. - Phillips, Peter C.B., 1994.
"
**Unit Root Testing with Intermittent Data**," Econometric Theory, Cambridge University Press, vol. 10(3-4), pages 817-818, August. - 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.
"
- 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, 1994.
"
**Reflections on the Day**," Journal of Economic Surveys, Wiley Blackwell, vol. 8(3), pages 311-16, September. - Phillips, Peter C.B. & Chang, Yoosoon, 1994.
"
**Fully Modified Least Squares in I(2) Regression**," Econometric Theory, Cambridge University Press, vol. 10(05), pages 967-967, December. - 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. & Ploberger, Werner, 1994.
"
**Posterior Odds Testing for a Unit Root with Data-Based Model Selection**," Econometric Theory, Cambridge University Press, vol. 10(3-4), pages 774-808, August.- Peter C.B. Phillips & Werner Ploberger, 1992.
"
**Posterior Odds Testing for a Unit Root with Data-Based Model Selection**," Cowles Foundation Discussion Papers 1017, Cowles Foundation for Research in Economics, Yale University.

- Peter C.B. Phillips & Werner Ploberger, 1992.
"
- Phillips, Peter C.B. & Hodgson, Douglas J., 1994.
"
**Spurious Regression and Generalized Least Squares**," Econometric Theory, Cambridge University Press, vol. 10(05), pages 967-968, December. - Quintos, Carmela E & Phillips, Peter C B, 1993.
"
**Parameter Constancy in Cointegrating Regressions**," Empirical Economics, Springer, vol. 18(4), pages 675-706. - Phillips, Peter C.B. & Pötscher, Benedikt M., 1993.
"
**Efficiency of Maximum Likelihood**," Econometric Theory, Cambridge University Press, vol. 9(03), pages 534-536, June.- Phillips, Peter C.B., 1992.
"
**Efficiency of Maximum Likelihood**," Econometric Theory, Cambridge University Press, vol. 8(03), pages 427-427, September.

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

- Phillips, Peter C.B., 1992.
"
- Phillips, Peter C.B. & Toda, Hiro Y., 1993.
"
**Limit Theory in Cointegrated Vector Autoregressions**," Econometric Theory, Cambridge University Press, vol. 9(01), pages 150-153, January. - Toda, Hiro Y. & Phillips, Peter C. B., 1993.
"
**The spurious effect of unit roots on vector autoregressions : An analytical study**," Journal of Econometrics, Elsevier, vol. 59(3), pages 229-255, October. - Choi, In & Phillips, Peter C. B., 1993.
"
**Testing for a unit root by frequency domain regression**," Journal of Econometrics, Elsevier, vol. 59(3), pages 263-286, October. - Toda, Hiro Y & Phillips, Peter C B, 1993.
"
**Vector Autoregressions and Causality**," Econometrica, Econometric Society, vol. 61(6), pages 1367-93, November.- Hiro Y. Toda & Peter C.B. Phillips, 1991.
"
**Vector Autoregression and Causality**," Cowles Foundation Discussion Papers 977, Cowles Foundation for Research in Economics, Yale University.

- Hiro Y. Toda & Peter C.B. Phillips, 1991.
"
- Choi, In & Phillips, Peter C. B., 1992.
"
**Asymptotic and finite sample distribution theory for IV estimators and tests in partially identified structural equations**," Journal of Econometrics, Elsevier, vol. 51(1-2), pages 113-150.- In Choi & Peter C.B. Phillips, 1989.
"
**Asymptotic and Finite Sample Distribution Theory for IV Estimators and Tests in Partially Identified Structural Equations**," Cowles Foundation Discussion Papers 929, Cowles Foundation for Research in Economics, Yale University.

- In Choi & Peter C.B. Phillips, 1989.
"
- Phillips, Peter C.B., 1992.
"
**Generalized Inverses of Partitioned Matrices**," Econometric Theory, Cambridge University Press, vol. 8(03), pages 426-427, September. - Schmidt, Peter & Phillips, C B Peter, 1992.
"
**LM Tests for a Unit Root in the Presence of Deterministic Trends**," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 54(3), pages 257-87, August. - Kwiatkowski, Denis & Phillips, Peter C. B. & Schmidt, Peter & Shin, Yongcheol, 1992.
"
**Testing the null hypothesis of stationarity against the alternative of a unit root : How sure are we that economic time series have a unit root?**," Journal of Econometrics, Elsevier, vol. 54(1-3), pages 159-178.- Kwiatkowski, D. & Phillips, P.C.B. & Schmidt, P., 1990.
"
**Testing the Null Hypothesis of Stationarity Against the Alternative of Unit Root : How Sure are we that Economic Time Series have a Unit Root?**," Papers 8905, Michigan State - Econometrics and Economic Theory. - Denis Kwiatkowski & Peter C.B. Phillips & Peter Schmidt, 1991.
"
**Testing the Null Hypothesis of Stationarity Against the Alternative of a Unit Root: How Sure Are We That Economic Time Series Have a Unit Root?**," Cowles Foundation Discussion Papers 979, Cowles Foundation for Research in Economics, Yale University.

- Kwiatkowski, D. & Phillips, P.C.B. & Schmidt, P., 1990.
"
- Phillips, Peter C.B., 1992.
"
**Geometry of the Equivalence of OLS and GLS in the Linear Model**," Econometric Theory, Cambridge University Press, vol. 8(01), pages 158-159, March. - Phillips, Peter C.B., 1992.
"
**Partitioned Regression with Rank-Deficient Regressions**," Econometric Theory, Cambridge University Press, vol. 8(02), pages 307-309, June. - Phillips, P.C.B., 1991.
"
**A Shortcut to LAD Estimator Asymptotics**," Econometric Theory, Cambridge University Press, vol. 7(04), pages 450-463, December.- Peter C.B. Phillips, 1990.
"
**A Shortcut to LAD Estimator Asymptotics**," Cowles Foundation Discussion Papers 949, Cowles Foundation for Research in Economics, Yale University.

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

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

- Kwiatkowski, D. & Phillips, P.C.B. & Schmidt, P., 1992.
"
- Phillips, Peter C B & Loretan, Mico, 1991.
"
**Estimating Long-run Economic Equilibria**," Review of Economic Studies, Wiley Blackwell, vol. 58(3), pages 407-36, May.- Peter C.B. Phillips & Mico Loretan, 1989.
"
**Estimating Long Run Economic Equilibria**," Cowles Foundation Discussion Papers 928, Cowles Foundation for Research in Economics, Yale University.

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

- Peter C.B. Phillips, 1988.
"
- Phillips, 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.
"
**To Criticize the Critics: An Objective Bayesian Analysis of Stochastic Trends**," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 6(4), pages 333-64, Oct.-Dec..- Peter C.B. Phillips, 1990.
"
**To Criticize the Critics: An Objective Bayesian Analysis of Stochastic Trends**," Cowles Foundation Discussion Papers 950, Cowles Foundation for Research in Economics, Yale University.

- Peter C.B. Phillips, 1990.
"
- Phillips, Peter C.B., 1991.
"
**Estimation and Testing in Linear Models with Singular Covariance Matrices**," Econometric Theory, Cambridge University Press, vol. 7(01), pages 153-162, March.- Phillips, Peter C.B., 1989.
"
**Estimation and Testing in Linear Models with Singular Covariance Matrices**," Econometric Theory, Cambridge University Press, vol. 5(03), pages 455-455, December.

- Phillips, Peter C.B., 1989.
"
- Phillips, P C B, 1991.
"
**Error Correction and Long-Run Equilibrium in Continuous Time**," Econometrica, Econometric Society, vol. 59(4), pages 967-80, July.- 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, .
"
**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.
"
- Phillips, Peter C.B., 1990.
"
**The Geometry of the Equivalence of OLS and GLS in the Linear Model**," Econometric Theory, Cambridge University Press, vol. 6(04), pages 489-490, December. - Phillips, Peter C. B., 1990.
"
**The Tjalling C. Koopmans Econometric Theory Prize**," Econometric Theory, Cambridge University Press, vol. 6(02), pages i-i, June. - Phillips, Peter C B & Ouliaris, S, 1990.
"
**Asymptotic Properties of Residual Based Tests for Cointegration**," Econometrica, Econometric Society, vol. 58(1), pages 165-93, January.- Tom Doan, .
"
**POTESTRESIDS: RATS procedure to perform Phillips-Ouliaris-Hansen test for Cointegration on 1st stage residuals**," Statistical Software Components RTS00248, Boston College Department of Economics. - 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, .
"
**POTEST: RATS procedure to perform Phillips-Ouliaris-Hansen test for Cointegration**," Statistical Software Components RTS00247, Boston College Department of Economics.

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

- Peter C.B. Phillips, 1989.
"
- Phillips, Peter C B & Hansen, Bruce E, 1990.
"
**Statistical Inference in Instrumental Variables Regression with I(1) Processes**," Review of Economic Studies, Wiley Blackwell, vol. 57(1), pages 99-125, January.- Tom Doan, .
"
**FM: RATS procedure to estimate cointegrating vectors using Fully Modified Least Squares**," Statistical Software Components RTS00069, Boston College Department of Economics.

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

- Phillips, Peter C.B. & Dolado, Juan J. & Boswijk, H. Peter, 1991.
"
- Phillips, Peter C.B., 1989.
"
**Structural Estimation under Partial Identification**," Econometric Theory, Cambridge University Press, vol. 5(02), pages 321-324, August.- Phillips, P.C.B., 1988.
"
**Structural Estimation Under Partial Identification**," Econometric Theory, Cambridge University Press, vol. 4(01), pages 172-173, April.

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

- Peter C.B. Phillips & Joon Y. Park, 1986.
"
- Phillips, Peter C.B., 1989.
"
**The Limit Distribution of the Generalized Inverse of a Singular Covariance Matrix Estimate**," Econometric Theory, Cambridge University Press, vol. 5(03), pages 455-456, December. - Phillips, 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(02), pages 181-240, August.- Peter C.B. Phillips, 1987.
"
**Partially Identified Econometric Models**," Cowles Foundation Discussion Papers 845R, Cowles Foundation for Research in Economics, Yale University, revised Aug 1988.

- Peter C.B. Phillips, 1987.
"
- Phillips, Peter C B & Park, Joon Y, 1988.
"
**On the Formulation of Wald Tests of Nonlinear Restrictions**," Econometrica, Econometric Society, vol. 56(5), pages 1065-83, September.- Peter C.B. Phillips & Joon Y. Park, 1986.
"
**On the Formulation of Wald Tests of Nonlinear Restrictions**," Cowles Foundation Discussion Papers 801, Cowles Foundation for Research in Economics, Yale University.

- Peter C.B. Phillips & Joon Y. Park, 1986.
"
- Phillips, Peter C. B., 1988.
"
**The ET Interview: Professor James Durbin**," Econometric Theory, Cambridge University Press, vol. 4(01), pages 125-157, April. - 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. - Durlauf, Steven N & Phillips, Peter C B, 1988.
"
**Trends versus Random Walks in Time Series Analysis**," Econometrica, Econometric Society, vol. 56(6), pages 1333-54, November.- Steven N. Durlauf & Peter C.B. Phillips, 1986.
"
**Trends Versus Random Walks in Time Series Analysis**," Cowles Foundation Discussion Papers 788, Cowles Foundation for Research in Economics, Yale University.

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

- Peter C.B. Phillips, 1987.
"
- Phillips, P. C. B. & Ouliaris, S., 1988.
"
**Testing for cointegration using principal components methods**," Journal of Economic Dynamics and Control, Elsevier, vol. 12(2-3), pages 205-230. - Park, Joon Y. & Phillips, Peter C.B., 1988.
"
**Statistical Inference in Regressions with Integrated Processes: Part 1**," Econometric Theory, Cambridge University Press, vol. 4(03), pages 468-497, December.- Peter C.B. Phillips & Joon Y. Park, 1986.
"
**Statistical Inference in Regressions with Integrated Processes: Part 1**," Cowles Foundation Discussion Papers 811R, Cowles Foundation for Research in Economics, Yale University, revised Aug 1987.

- Peter C.B. Phillips & Joon Y. Park, 1986.
"
- Phillips, P.C.B., 1988.
"
**Asymptotic Properties of OLS and GLS**," Econometric Theory, Cambridge University Press, vol. 4(01), pages 171-172, April. - Phillips, P C B, 1988.
"
**Reflections on Econometric Methodology**," The Economic Record, The Economic Society of Australia, vol. 64(187), pages 344-59, December.- Peter C.B. Phillips, 1988.
"
**Reflections on Econometric Methodology**," Cowles Foundation Discussion Papers 893, Cowles Foundation for Research in Economics, Yale University.

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

- Peter C.B. Phillips, 1986.
"
- Phillips, P.C.B. & Choi, I. & Schochet, P.Z., 1988.
"
**Worldwide Institutional and Individual Rankings in Statistical Theory by Journal Publications over the period 1980–1986**," Econometric Theory, Cambridge University Press, vol. 4(01), pages 1-34, April. - Phillips, P.C.B., 1988.
"
**Weak Convergence of Sample Covariance Matrices to Stochastic Integrals Via Martingale Approximations**," Econometric Theory, Cambridge University Press, vol. 4(03), pages 528-533, December.- Peter C.B. Phillips, 1987.
"
**Weak Convergence of Sample Covariance Matrices to Stochastic Integrals via Martingale Approximations**," Cowles Foundation Discussion Papers 846, Cowles Foundation for Research in Economics, Yale University.

- Peter C.B. Phillips, 1987.
"
- Phillips, Peter C. B., 1988.
"
**The Et Interview: Professor Albert Rex Bergstrom**," Econometric Theory, Cambridge University Press, vol. 4(02), pages 301-327, August. - Phillips, P. C. B., 1987.
"
**Asymptotic Expansions in Nonstationary Vector Autoregressions**," Econometric Theory, Cambridge University Press, vol. 3(01), pages 45-68, February.- Peter C.B. Phillips, 1985.
"
**Asymptotic Expansions in Nonstationary Vector Autoregressions**," Cowles Foundation Discussion Papers 765, Cowles Foundation for Research in Economics, Yale University.

- Peter C.B. Phillips, 1985.
"
- Phillips, Peter C.B., 1987.
"
**The Distribution of LIML in the Leading Case – Solution**," Econometric Theory, Cambridge University Press, vol. 3(03), pages 469-470, June. - Phillips, P. C. B., 1987.
"
**An everywhere convergent series representation of the distribution of Hotelling's generalized T02**," Journal of Multivariate Analysis, Elsevier, vol. 21(2), pages 238-249, April. - Phillips, P C B, 1987.
"
**Time Series Regression with a Unit Root**," Econometrica, Econometric Society, vol. 55(2), pages 277-301, March.- Tom Doan, .
"
**PPUNIT: RATS procedure to perform Phillips-Perron Unit Root test**," Statistical Software Components RTS00160, Boston College Department of Economics. - Peter C.B. Phillips, 1985.
"
**Time Series Regression with a Unit Root**," Cowles Foundation Discussion Papers 740R, Cowles Foundation for Research in Economics, Yale University, revised Feb 1986.

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

- Perron, P. & Phillips, P.C.B., 1986.
"
- Phillips, Peter C. B., 1987.
"
**Editorial**," Econometric Theory, Cambridge University Press, vol. 3(02), pages 169-169, April. - Phillips, Peter C. B., 1986.
"
**An Integral Over a Matrix Space**," Econometric Theory, Cambridge University Press, vol. 2(03), pages 446-447, December. - Phillips, P C B, 1986.
"
**The Exact Distribution of the Wald Statistic**," Econometrica, Econometric Society, vol. 54(4), pages 881-95, July.- Peter C.B. Phillips, 1984.
"
**The Exact Distribution of the Wald Statistic**," Cowles Foundation Discussion Papers 722, Cowles Foundation for Research in Economics, Yale University.

- Peter C.B. Phillips, 1984.
"
- Phillips, P.C.B., 1986.
"
**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 & Durlauf, S N, 1986.
"
**Multiple Time Series Regression with Integrated Processes**," Review of Economic Studies, Wiley Blackwell, vol. 53(4), pages 473-95, August.- Peter C.B. Phillips & Steven N. Durlauf, 1985.
"
**Multiple Time Series Regression with Integrated Processes**," Cowles Foundation Discussion Papers 768, Cowles Foundation for Research in Economics, Yale University.

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

- Peter C.B. Phillips, 1985.
"
- Phillips, Peter C. B., 1986.
"
**Proffessor T.W. Anderson**," Econometric Theory, Cambridge University Press, vol. 2(02), pages 249-288, August. - Ullah, A. & Phillips, P.C.B., 1986.
"
**Distribution of F-Ratio**," Econometric Theory, Cambridge University Press, vol. 2(03), pages 449-452, December. - Phillips, Peter C.B., 1985.
"
**Editorial**," Econometric Theory, Cambridge University Press, vol. 1(01), pages 1-5, April. - P. C. B. Phillips, 1985.
"
**A Theorem on the Tail Behaviour of Probability Distributions with an Application to the Stable Family**," Canadian Journal of Economics, Canadian Economics Association, vol. 18(1), pages 58-65, February. - Holly, Alberto & Phillips, Peter C.B., 1985.
"
**Editorial Note**," Econometric Theory, Cambridge University Press, vol. 1(01), pages 141-142, April. - Phillips, Peter C B, 1985.
"
**The Exact Distribution of the SUR Estimator**," Econometrica, Econometric Society, vol. 53(4), pages 745-56, July. - Phillips, P. C. B., 1985.
"
**The distribution of matrix quotients**," Journal of Multivariate Analysis, Elsevier, vol. 16(1), pages 157-161, February.- Peter C.B. Phillips, 1982.
"
**The Distribution of Matrix Quotients**," Cowles Foundation Discussion Papers 637, Cowles Foundation for Research in Economics, Yale University.

- Peter C.B. Phillips, 1982.
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- Phillips, Peter C.B., 1985.
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**Professor J. D. Sargan**," Econometric Theory, Cambridge University Press, vol. 1(01), pages 119-139, April. - Phillips, Peter C B, 1984.
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**The Exact Distribution of LIML: I**," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 25(1), pages 249-61, February.- Phillips, Peter C B, 1985.
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**The Exact Distribution of LIML: II**," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 26(1), pages 21-36, February.

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

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

- Peter C.B. Phillips, 1983.
"
- Phillips, P. C. B., 1984.
"
**The exact distribution of exogenous variable coefficient estimators**," Journal of Econometrics, Elsevier, vol. 26(3), pages 387-398, December.- Peter C.B. Phillips, 1983.
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**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.
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- Phillips, Peter C B, 1983.
"
**ERAs: A New Approach to Small Sample Theory**," Econometrica, Econometric Society, vol. 51(5), pages 1505-25, September.- Peter C.B. Phillips, 1982.
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**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. - Phillips, P C B, 1982.
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**On the Consistency of Nonlinear FIML**," Econometrica, Econometric Society, vol. 50(5), pages 1307-24, September.- Phillips, Peter C.B., 1980.
"
**On the Consistency of Non-Linear FIML**," Cowles Foundation Discussion Papers 573, Cowles Foundation for Research in Economics, Yale University.

- Phillips, Peter C.B., 1980.
"
- Maasoumi, Esfandiar & Phillips, Peter C. B., 1982.
"
**On the behavior of inconsistent instrumental variable estimators**," Journal of Econometrics, Elsevier, vol. 19(2-3), pages 183-201, August.- Esfandier Maasoumi & Peter C.B. Phillips, 1980.
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**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, 1980.
"
**The Exact Distribution of Instrumental Variable Estimators in an Equation Containing n + 1 Endogenous Variables**," Econometrica, Econometric Society, vol. 48(4), pages 861-78, May. - Phillips, P C B, 1980.
"
**Finite Sample Theory and the Distributions of Alternative Estimators of the Marginal Propensity to Consume**," Review of Economic Studies, Wiley Blackwell, vol. 47(1), pages 183-224, January. - Phillips, P. C. B., 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 1527-47, November. - Phillips, Peter C. B., 1979.
"
**The sampling distribution of forecasts from a first-order autoregression**," Journal of Econometrics, Elsevier, vol. 9(3), pages 241-261, February. - Phillips, Peter C. B., 1977.
"
**An approximation to the finite sample distribution of Zellner's seemingly unrelated regression estimator**," Journal of Econometrics, Elsevier, vol. 6(2), pages 147-164, September. - Phillips, P. C. B., 1977.
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**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.
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**Approximations to Some Finite Sample Distributions Associated with a First-Order Stochastic Difference Equation**," Econometrica, Econometric Society, vol. 45(2), pages 463-85, March. - Phillips, Peter C B, 1977.
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**A General Theorem in the Theory of Asymptotic Expansions as Approximations to the Finite Sample Distributions of Econometric Estimators**," Econometrica, Econometric Society, vol. 45(6), pages 1517-34, September. - Phillips, P C B, 1976.
"
**The Iterated Minimum Distance Estimator and the Quasi-Maximum Likelihood Estimator**," Econometrica, Econometric Society, vol. 44(3), pages 449-60, May. - Phillips, P C B, 1974.
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**The Estimation of Some Continuous Time Models**," Econometrica, Econometric Society, vol. 42(5), pages 803-23, September. - Phillips, P. C. B., 1973.
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**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.
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**The Structural Estimation of a Stochastic Differential Equation System**," Econometrica, Econometric Society, vol. 40(6), pages 1021-41, November.

- 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.
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**Exact Small Sample Theory in the Simultaneous Equations Model**," Cowles Foundation Discussion Papers 621, Cowles Foundation for Research in Economics, Yale University.

- Peter C.B. Phillips, 1982.
"

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#### Most cited item

- 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.

#### Most downloaded item (past 12 months)

- 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.

#### Access and download statistics for all items

#### Co-authorship network on CollEc

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