## Citations for "Partially Identified Econometric Models"

### by Phillips, P.C.B.

- Peter C.B. Phillips, 2014.
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**Dynamic Panel GMM with Near Unity**," Cowles Foundation Discussion Papers 1962, Cowles Foundation for Research in Economics, Yale University. - Phillips, P C B, 1991.
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**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.
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**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.
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- Peter C. B. Phillips, 2006.
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**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.
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**Optimal estimation of cointegrated systems with irrelevant instruments**," Journal of Econometrics, Elsevier, vol. 178(P2), pages 210-224.

- Phillips, Peter C.B., 2014.
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- Clare, A. D. & Smith, P. N. & Thomas, S. H., 1997.
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**UK stock returns and robust tests of mean variance efficiency**," Journal of Banking & Finance, Elsevier, vol. 21(5), pages 641-660, May. - Frank Kleibergen & Herman K. van Dijk, 1998.
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**Bayesian Simultaneous Equations Analysis using Reduced Rank Structures**," Tinbergen Institute Discussion Papers 98-025/4, Tinbergen Institute.

- Kleibergen, Frank & van Dijk, Herman K., 1998.
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**Bayesian Simultaneous Equations Analysis Using Reduced Rank Structures**," Econometric Theory, Cambridge University Press, vol. 14(06), pages 701-743, December.

- Kleibergen, F.R. & van Dijk, H.K., 1997.
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**Bayesian Simultaneous Equations Analysis using Reduced Rank Structures**," Econometric Institute Research Papers EI 9714/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.

- Kleibergen, Frank & van Dijk, Herman K., 1998.
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- Tchatoka, Firmin Doko, 2015.
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**Subset Hypotheses Testing And Instrument Exclusion In The Linear Iv Regression**," Econometric Theory, Cambridge University Press, vol. 31(06), pages 1192-1228, December.

- Firmin Doko Tchatoka, 2011.
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**Subset hypotheses testing and instrument exclusion in the linear IV regression**," Working Papers 10668, University of Tasmania, Tasmanian School of Business and Economics. - Doko Tchatoka, Firmin, 2010.
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**Subset hypotheses testing and instrument exclusion in the linear IV regression**," MPRA Paper 29611, University Library of Munich, Germany, revised 02 Feb 2012.

- Firmin Doko Tchatoka, 2011.
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- Manuel Arellano & Lars P. Hansen & Enrique Sentana, 2000.
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**Underidentification?**," Econometric Society World Congress 2000 Contributed Papers 1824, Econometric Society.

- Arellano, Manuel & Hansen, Lars Peter & Sentana, Enrique, 2012.
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**Underidentification?**," Journal of Econometrics, Elsevier, vol. 170(2), pages 256-280.

- Manuel Arellano & Lars Peter Hansen & Enrique Sentana, 2009.
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**Underidentification?**," CeMMAP working papers CWP24/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. - Manuel Arellano & Lars Peter Hansen & Enrique Sentana, 2009.
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**Underidentification?**," Working Papers wp2009_0905, CEMFI.

- Arellano, Manuel & Hansen, Lars Peter & Sentana, Enrique, 2012.
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- Andreas A. Andrikopoulos & Dimitrios C. Gkountanis, 2011.
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**Issues and Models in Applied Econometrics: A partial survey**," South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region, vol. 9(2), pages 107-165. - John C. Chao & Norman R. Swanson, 2005.
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**Consistent Estimation with a Large Number of Weak Instruments**," Econometrica, Econometric Society, vol. 73(5), pages 1673-1692, 09.

- John Chao & Norman Swanson, 2004.
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**Consistent Estimation with a Large Number of Weak Instruments**," Departmental Working Papers 200421, Rutgers University, Department of Economics. - Chao, John Chao & Norman R. Swanson, 2003.
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**Consistent Estimation with a Large Number of Weak Instruments**," Cowles Foundation Discussion Papers 1417, Cowles Foundation for Research in Economics, Yale University. - John C. Chao & Norman Rasmus Swanson, 2004.
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**Consistent Estimation with a Large Number of Weak Instruments**," Yale School of Management Working Papers ysm374, Yale School of Management.

- John Chao & Norman Swanson, 2004.
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- Martin, G.M., 1998.
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**U.S. Deficit Sustainability: A New Approach Based on Multiple Endogenous Breaks**," Monash Econometrics and Business Statistics Working Papers 1/98, Monash University, Department of Econometrics and Business Statistics.

- Gael M. Martin, 2000.
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**US deficit sustainability: a new approach based on multiple endogenous breaks**," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 15(1), pages 83-105.

- Gael M. Martin, 2000.
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- Peter C.B. Phillips & Zhipeng Liao, 2012.
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**Series Estimation of Stochastic Processes: Recent Developments and Econometric Applications**," Cowles Foundation Discussion Papers 1871, Cowles Foundation for Research in Economics, Yale University. - Masao Ogaki & Ling Hu & Chi-Young Choi, 2004.
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**A Spurious Regression Approach to Estimating Structural Parameters**," Working Papers 04-01, Ohio State University, Department of Economics.

- Chi-Young Choi; Ling Hu; Masao Ogaki, 2004.
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**A Spurious Regression Approach to Estimating Structural Parameters**," Econometric Society 2004 Far Eastern Meetings 555, Econometric Society.

- Chi-Young Choi; Ling Hu; Masao Ogaki, 2004.
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- Dovonon, Prosper & Renault, Eric, 2011.
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**Testing for Common GARCH Factors**," MPRA Paper 40224, University Library of Munich, Germany.

- Prosper Dovonon & Éric Renault, 2012.
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**Testing for Common GARCH Factors**," CIRANO Working Papers 2012s-34, CIRANO.

- Prosper Dovonon & Éric Renault, 2012.
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- Donald W.K. Andrews & Xu Cheng, 2011.
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**GMM Estimation and Uniform Subvector Inference with Possible Identification Failure**," Cowles Foundation Discussion Papers 1828, Cowles Foundation for Research in Economics, Yale University, revised Jan 2013.

- Andrews, Donald W.K. & Cheng, Xu, 2014.
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**Gmm Estimation And Uniform Subvector Inference With Possible Identification Failure**," Econometric Theory, Cambridge University Press, vol. 30(02), pages 287-333, April.

- Donald W.K. Andrews & Xu Cheng, 2011.
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**GMM Estimation and Uniform Subvector Inference with Possible Identification Failure**," Cowles Foundation Discussion Papers 1828, Cowles Foundation for Research in Economics, Yale University.

- Andrews, Donald W.K. & Cheng, Xu, 2014.
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- Juan Carlos Escanciano & Lin Zhu, 2013.
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**Set inferences and sensitivity analysis in semiparametric conditionally identified models**," CeMMAP working papers CWP55/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. - Luca Anderlini & Daniele Terlizzese, 2009.
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**Equilibrium Trust**," Levine's Working Paper Archive 814577000000000379, David K. Levine.

- Luca Anderlini & Daniele Terlizzese, 2009.
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**Equilibrium Trust**," EIEF Working Papers Series 0913, Einaudi Institute for Economics and Finance (EIEF), revised Dec 2009.

- Luca Anderlini & Daniele Terlizzese, 2009.
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- Phillips, Peter C.B., 2006.
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**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.
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**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.
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- D. S. Poskitt & C. L. Skeels, 2005.
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**Small Concentration Asymptotics and Instrumental Variables Inference**," Monash Econometrics and Business Statistics Working Papers 4/05, Monash University, Department of Econometrics and Business Statistics.

- D.S. Poskitt & C.L. Skeels, 2005.
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**Small Concentration Asymptotics and Instrumental Variables Inference**," Department of Economics - Working Papers Series 948, The University of Melbourne.

- D.S. Poskitt & C.L. Skeels, 2005.
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- John C. Chao & Peter C.B. Phillips, 1998.
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**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.
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**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.
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- Kleibergen, F.R. & Paap, R., 1998.
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**Priors, posteriors and Bayes factors for a Bayesian analysis of cointegration**," Econometric Institute Research Papers EI 9821, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.

- Kleibergen, Frank & Paap, Richard, 2002.
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**Priors, posteriors and bayes factors for a Bayesian analysis of cointegration**," Journal of Econometrics, Elsevier, vol. 111(2), pages 223-249, December.

- Kleibergen, Frank & Paap, Richard, 2002.
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- Chao, J. C. & Phillips, P. C. B., 1998.
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**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. - Kleibergen, F.R. & Hoek, H., 1995.
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**Bayesian Analysis of ARMA models using Noninformative Priors**," Econometric Institute Research Papers EI 9553-/B, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute. - John C. Chao & Norman Rasmus Swanson, 2004.
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**Alternative Approximations of the Bias and MSE of the IV Estimator Under Weak Identification with an Application to Bias Correction**," Yale School of Management Working Papers ysm375, Yale School of Management.

- Chao, John & Swanson, Norman R., 2007.
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**Alternative approximations of the bias and MSE of the IV estimator under weak identification with an application to bias correction**," Journal of Econometrics, Elsevier, vol. 137(2), pages 515-555, April.

- John Chao & Norman R. Swanson, 2003.
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**Alternative Approximations of the Bias and MSE of the IV Estimator under Weak Identification with an Application to Bias Correction**," Cowles Foundation Discussion Papers 1418, Cowles Foundation for Research in Economics, Yale University. - John Chao & Norman Swanson, 2003.
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**Alternative Approximations of the Bias and MSE of the IV Estimator Under Weak Identification With an Application to Bias Correction**," Departmental Working Papers 200315, Rutgers University, Department of Economics.

- Chao, John & Swanson, Norman R., 2007.
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- Atsushi Inoue & Lutz Kilian, 2014.
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**Joint Confidence Sets for Structural Impulse Responses**," Departmental Working Papers 1401, Southern Methodist University, Department of Economics.

- Inoue, Atsushi & Kilian, Lutz, 2016.
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**Joint confidence sets for structural impulse responses**," Journal of Econometrics, Elsevier, vol. 192(2), pages 421-432.

- Inoue, Atsushi & Kilian, Lutz, 2014.
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**Joint Confidence Sets for Structural Impulse Responses**," CEPR Discussion Papers 9892, C.E.P.R. Discussion Papers. - Atsushi Inoue & Lutz Kilian, 2016.
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**Joint Confidence Sets for Structural Impulse Responses**," CESifo Working Paper Series 5746, CESifo Group Munich.

- Inoue, Atsushi & Kilian, Lutz, 2016.
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- Chi-Young Choi & Ling Hu & Masao Ogaki, 2005.
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**Structural Spurious Regressions and A Hausman-type Cointegration Test**," RCER Working Papers 517, University of Rochester - Center for Economic Research (RCER). - Frank Kleibergen, 2004.
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**Expansions of GMM statistics that indicate their properties under weak and/or many instruments and the bootstrap**," Econometric Society 2004 North American Summer Meetings 408, Econometric Society. - Lee, JiHyung, 2015.
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**Predictive quantile regression with persistent covariates: IVX-QR approach**," MPRA Paper 65150, University Library of Munich, Germany.

- Lee, Ji Hyung, 2016.
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**Predictive quantile regression with persistent covariates: IVX-QR approach**," Journal of Econometrics, Elsevier, vol. 192(1), pages 105-118.

- Lee, Ji Hyung, 2016.
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- D. S. Poskitt & C. L. Skeels, 2004.
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**Approximating the Distribution of the Instrumental Variables Estimator when the Concentration Parameter is Small**," Monash Econometrics and Business Statistics Working Papers 19/04, Monash University, Department of Econometrics and Business Statistics. - Giovanni Forchini, 2006.
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**The Asymptotic distribution of the LIML Estimator in a Partially Identified Structural Equation**," Monash Econometrics and Business Statistics Working Papers 1/06, Monash University, Department of Econometrics and Business Statistics.

- Forchini, Giovanni, 2010.
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**The Asymptotic Distribution Of The Liml Estimator In A Partially Identified Structural Equation**," Econometric Theory, Cambridge University Press, vol. 26(03), pages 917-930, June.

- Forchini, Giovanni, 2010.
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- Benoit Perron, 2000.
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**Semi-Parametric Weak Instrument Regressions with an Application to the Risk-return Trade-off**," Econometric Society World Congress 2000 Contributed Papers 1576, Econometric Society.

- Benoit Perron, 2003.
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**Semiparametric Weak-Instrument Regressions with an Application to the Risk-Return Tradeoff**," The Review of Economics and Statistics, MIT Press, vol. 85(2), pages 424-443, May.

- Benoit Perron, 2002.
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**Semi-Parametric Weak Instrument Regressions with an Application to the Risk-Return Trade-off**," CIRANO Working Papers 2002s-88, CIRANO. - PERRON, Benoît, 1999.
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**Semi-Parametric Weak Instrument Regressions with an Application to the Risk-Return Trade-off**," Cahiers de recherche 9901, Universite de Montreal, Departement de sciences economiques.

- Benoit Perron, 2003.
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- Doko Tchatoka, Firmin, 2012.
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**Testing for partial exogeneity with weak identification**," Working Papers 14565, University of Tasmania, Tasmanian School of Business and Economics, revised 31 May 2012.

- Doko Tchatoka, Firmin, 2011.
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**Testing for partial exogeneity with weak identification**," MPRA Paper 39504, University Library of Munich, Germany, revised Mar 2012.

- Doko Tchatoka, Firmin, 2011.
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- Peter C.B. Phillips, 2003.
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**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.
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**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.
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- Frank Kleibergen & Henk Hoek, 1997.
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**Bayesian Analysis of ARMA Models using Noninformative Priors**," Tinbergen Institute Discussion Papers 97-006/4, Tinbergen Institute. - Jean-Marie Dufour, 2001.
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**Logiques et tests d'hypothèses : réflexions sur les problèmes mal posés en économétrie**," CIRANO Working Papers 2001s-40, CIRANO.

- DUFOUR, Jean-Marie, 2001.
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**Logique et tests d'hypotheses: reflexions sur les problemes mal poses en econometrie**," Cahiers de recherche 2001-15, Universite de Montreal, Departement de sciences economiques. - Dufour, J.M., 2001.
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**Logique et tests d'hypotheses: reflexions sur les problemes mal poses en econometrie**," Cahiers de recherche 2001-15, Centre interuniversitaire de recherche en économie quantitative, CIREQ.

- DUFOUR, Jean-Marie, 2001.
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- Giovanni Forchini, 2012.
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**Structural Â Equations Â and Â Invariance**," School of Economics Discussion Papers 0312, School of Economics, University of Surrey. - Kleibergen, Frank, 2009.
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**Tests of risk premia in linear factor models**," Journal of Econometrics, Elsevier, vol. 149(2), pages 149-173, April. - repec:esx:essedp:531 is not listed on IDEAS
- Antoine, Bertille & Renault, Eric, 2012.
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**Efficient minimum distance estimation with multiple rates of convergence**," Journal of Econometrics, Elsevier, vol. 170(2), pages 350-367.

- Bertille Antoine & Eric Renault, 2012.
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**Efficient Minimum Distance Estimation with Multiple Rates of Convergence**," Discussion Papers dp12-03, Department of Economics, Simon Fraser University.

- Bertille Antoine & Eric Renault, 2012.
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- Peter C. B. Phillips, 2003.
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**Laws and Limits of Econometrics**," Economic Journal, Royal Economic Society, vol. 113(486), pages C26-C52, March.

- Peter C.B. Phillips, 2003.
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**Laws and Limits of Econometrics**," Cowles Foundation Discussion Papers 1397, Cowles Foundation for Research in Economics, Yale University.

- Peter C.B. Phillips, 2003.
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- Patrik Buggenberger & Richard Smith, 2003.
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**Generalized empirical likelihood estimators and tests under partial, weak and strong identification**," CeMMAP working papers CWP08/03, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

- Guggenberger, Patrik & Smith, Richard J., 2005.
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**Generalized Empirical Likelihood Estimators And Tests Under Partial, Weak, And Strong Identification**," Econometric Theory, Cambridge University Press, vol. 21(04), pages 667-709, August.

- Guggenberger, Patrik & Smith, Richard J., 2005.
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- Aviv Nevo & Adam M. Rosen, 2008.
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**Identification with Imperfect Instruments**," NBER Working Papers 14434, National Bureau of Economic Research, Inc.

- Aviv Nevo & Adam M. Rosen, 2012.
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**Identification With Imperfect Instruments**," The Review of Economics and Statistics, MIT Press, vol. 94(3), pages 659-671, August.

- Aviv Nevo* & Adam Rosen, 2008.
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**Identification with imperfect instruments**," CeMMAP working papers CWP16/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

- Aviv Nevo & Adam M. Rosen, 2012.
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- Werner Ploberger & Peter C.B. Phillips, 1998.
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**Rissanen's Theorem and Econometric Time Series**," Cowles Foundation Discussion Papers 1197, Cowles Foundation for Research in Economics, Yale University. - Baek, Yae In & Cho, Jin Seo & Phillips, Peter C.B., 2015.
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**Testing linearity using power transforms of regressors**," Journal of Econometrics, Elsevier, vol. 187(1), pages 376-384.

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

- Yae In Baek & Jin Seo Cho & Peter C.B. Phillips, 2013.
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- Kyungchul Song, 2009.
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**Point Decisions for Interval-Identified Parameters**," PIER Working Paper Archive 09-036, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania. - Peter C.B. Phillips & Hyungsik R. Moon, 1999.
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**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.
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**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.
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- Phillips, P C B, 1991.
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**Optimal Inference in Cointegrated Systems**," Econometrica, Econometric Society, vol. 59(2), pages 283-306, March.

- Peter C.B. Phillips, 1988.
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**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.
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- van Dijk, H.K., 2002.
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**On Bayesian structural inference in a simultaneous equation model**," Econometric Institute Research Papers EI 2002-10, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute. - Richard Startz & Charles Nelson & Eric Zivot, 1999.
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**Improved Inference for the Instrumental Variable Estimator**," Econometrics 9905001, EconWPA.

- Richard Startz & Charles Nelson & Eric Zivot, 1999.
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**Improved Inference for the Instrumental Variable Estimator**," Discussion Papers in Economics at the University of Washington 0039, Department of Economics at the University of Washington. - Charles Nelson & Richard Startz & Eric Zivot, 2000.
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**Improved Inference for the Instrumental Variables Estimator**," Econometric Society World Congress 2000 Contributed Papers 1600, Econometric Society. - Richard Startz & Charles Nelson & Eric Zivot, 1999.
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**Improved Inference for the Instrumental Variable Estimator**," Working Papers 0039, University of Washington, Department of Economics.

- Richard Startz & Charles Nelson & Eric Zivot, 1999.
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- Peter C.B. Phillips, 1994.
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**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. - Kleibergen, F.R. & Hoek, H., 1995.
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**Bayesian analysis of ARMA models using noninformative priors**," Discussion Paper 1995-116, Tilburg University, Center for Economic Research. - Frank Kleibergen & Eric Zivot, 1998.
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**Bayesian and Classical Approaches to Instrumental Variable Regression**," Discussion Papers in Economics at the University of Washington 0063, Department of Economics at the University of Washington.

- Kleibergen, Frank & Zivot, Eric, 2003.
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**Bayesian and classical approaches to instrumental variable regression**," Journal of Econometrics, Elsevier, vol. 114(1), pages 29-72, May.

- Kleibergen, F.R. & Zivot, E., 1998.
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**Bayesian and classical approaches to instrumental variable regression**," Econometric Institute Research Papers EI 9835, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute. - Frank Kleibergen & Eric Zivot, 2003.
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**Bayesian and Classical Approaches to Instrumental Variable Regression**," Working Papers UWEC-2002-21-P, University of Washington, Department of Economics. - Frank Kleibergen & Eric Zivot, 1998.
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**Bayesian and Classical Approaches to Instrumental Variable Regression**," Working Papers 0063, University of Washington, Department of Economics. - Frank Kleibergen & Eric Zivot, 1998.
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**Bayesian and Classical Approaches to Instrumental Variables Regression**," Econometrics 9812002, EconWPA.

- Kleibergen, Frank & Zivot, Eric, 2003.
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- Gael Martin, 2001.
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**Bayesian Analysis Of A Fractional Cointegration Model**," Econometric Reviews, Taylor & Francis Journals, vol. 20(2), pages 217-234. - Pierre-Daniel G. Sarte, 1997.
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**On the identification of structural vector autoregressions**," Economic Quarterly, Federal Reserve Bank of Richmond, issue Sum, pages 45-68. - Andrews, Donald W.K. & Cheng, Xu, 2013.
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**Maximum likelihood estimation and uniform inference with sporadic identification failure**," Journal of Econometrics, Elsevier, vol. 173(1), pages 36-56.

- Donald W. K. Andrews & Xu Cheng, 2011.
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**Maximum Likelihood Estimation and Uniform Inference with Sporadic Identification Failure**," Cowles Foundation Discussion Papers 1824, Cowles Foundation for Research in Economics, Yale University. - Donald W. K. Andrews & Xu Cheng, 2011.
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**Maximum Likelihood Estimation and Uniform Inference with Sporadic Identification Failure**," Cowles Foundation Discussion Papers 1824R, Cowles Foundation for Research in Economics, Yale University, revised Oct 2012.

- Donald W. K. Andrews & Xu Cheng, 2011.
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- Moon, Hyungsik Roger, 2004.
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**Maximum score estimation of a nonstationary binary choice model**," Journal of Econometrics, Elsevier, vol. 122(2), pages 385-403, October. - Chirok Han & Peter C. B. Phillips, 2006.
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**GMM with Many Moment Conditions**," Econometrica, Econometric Society, vol. 74(1), pages 147-192, 01.

- Peter C. B. Phillips & Chirok Han, 2004.
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**GMM with Many Moment Conditions**," Econometric Society 2004 Far Eastern Meetings 525, Econometric Society. - Chirok Han & Peter C.B. Phillips, 2005.
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**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.
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- Peter C.B. Phillips, 1992.
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**Hyper-Consistent Estimation of a Unit Root in Time Series Regression**," Cowles Foundation Discussion Papers 1040, Cowles Foundation for Research in Economics, Yale University. - Cragg, John G. & Donald, Stephen G., 1997.
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**Inferring the rank of a matrix**," Journal of Econometrics, Elsevier, vol. 76(1-2), pages 223-250. - Hahn, Jinyong & Hausman, Jerry, 2002.
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**Notes on bias in estimators for simultaneous equation models**," Economics Letters, Elsevier, vol. 75(2), pages 237-241, April. - Poskitt, D.S. & Skeels, C.L., 2007.
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**Approximating the distribution of the two-stage least squares estimator when the concentration parameter is small**," Journal of Econometrics, Elsevier, vol. 139(1), pages 217-236, July. - Phillips, Garry D. A., 2000.
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**An alternative approach to obtaining Nagar-type moment approximations in simultaneous equation models**," Journal of Econometrics, Elsevier, vol. 97(2), pages 345-364, August.

- Phillips, G.D.A., 1999.
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**An Alternative Approach to Obtaining Nagar-Type Moment Approximations in Sumultaneous Equation Models**," Discussion Papers 9905, Exeter University, Department of Economics.

- Phillips, G.D.A., 1999.
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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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- Jinyong Hahn & Jerry Hausman & Guido Kuersteiner, 2005.
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**Bias Corrected Instrumental Variables Estimation for Dynamic Panel Models with Fixed E¤ects**," Boston University - Department of Economics - Working Papers Series WP2005-024, Boston University - Department of Economics. - Dufour, Jean-Marie, 2001.
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**Logique et tests d’hypothèses**," L'Actualité Economique, Société Canadienne de Science Economique, vol. 77(2), pages 171-190, juin. - Phillips, P C B, 1988.
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**Reflections on Econometric Methodology**," The Economic Record, The Economic Society of Australia, vol. 64(187), pages 344-59, December.

- Peter C.B. Phillips, 1988.
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**Reflections on Econometric Methodology**," Cowles Foundation Discussion Papers 893, Cowles Foundation for Research in Economics, Yale University.

- Peter C.B. Phillips, 1988.
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- Shiqing Ling & Michael McAleer, 2001.
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**On Adaptive Estimation in Nonstationary ARMA Models with GARCH Errors**," ISER Discussion Paper 0548, Institute of Social and Economic Research, Osaka University. - 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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- D.S. Poskitt & C.L. Skeels, 2002.
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**Assessing Instrumental Variable Relevance:An Alternative Measure and Some Exact Finite Sample Theory**," Department of Economics - Working Papers Series 862, The University of Melbourne. - Peter Phillips & Hyungsik Moon, 2000.
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**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.
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**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.
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- Cai, Zongwu & Li, Qi & Park, Joon Y., 2009.
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