## Citations for "Spectral Regression for Cointegrated Time Series"

### by Peter C.B. Phillips

- Graham Elliott & James H. Stock, 1992.
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**Inference in Time Series Regression When the Order of Integration of a Regressor is Unknown**," NBER Technical Working Papers 0122, National Bureau of Economic Research, Inc.

- Elliott, Graham & Stock, James H., 1994.
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**Inference in Time Series Regression When the Order of Integration of a Regressor is Unknown**," Econometric Theory, Cambridge University Press, vol. 10(3-4), pages 672-700, August.

- Elliott, Graham & Stock, James H., 1994.
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- Mototsugu Shintani, 2000.
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**A Simple Cointegrating Rank Test Without Vector Autoregression**," Vanderbilt University Department of Economics Working Papers 0044, Vanderbilt University Department of Economics.

- Shintani, Mototsugu, 2001.
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**A simple cointegrating rank test without vector autoregression**," Journal of Econometrics, Elsevier, vol. 105(2), pages 337-362, December.

- Shintani, Mototsugu, 2001.
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- Stefan Gerlach & Katrin Assenmacher-Wesche, 2006.
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**Interpreting Euro area inflation at high and low frequencies**," BIS Working Papers 195, Bank for International Settlements.

- Assenmacher-Wesche, Katrin & Gerlach, Stefan, 2008.
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**Interpreting euro area inflation at high and low frequencies**," European Economic Review, Elsevier, vol. 52(6), pages 964-986, August.

- Assenmacher-Wesche, Katrin & Gerlach, Stefan, 2006.
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**Interpreting Euro Area Inflation at High and Low Frequencies**," CEPR Discussion Papers 5632, C.E.P.R. Discussion Papers.

- Assenmacher-Wesche, Katrin & Gerlach, Stefan, 2008.
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- Peter C.B. Phillips & In Choi, 1989.
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**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. - 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.

- 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.

- Peter C. B. Phillips, 2006.
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- Peter C.B. Phillips, 1991.
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**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. - Richard A. Ashley. & Randall J. Verbrugge., 2006.
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**Mis-Specification and Frequency Dependence in a New Keynesian Phillips Curve**," Working Papers e06-12, Virginia Polytechnic Institute and State University, Department of Economics. - Corbae, D. & Ouliaris, S. & Phillips, P.C.B., 1997.
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**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.
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**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.
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**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.
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- Campbell, J.Y. & Perron, P., 1991.
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**Pitfalls and Opportunities: What Macroeconomics should know about unit roots**," Papers 360, Princeton, Department of Economics - Econometric Research Program.

- John Y. Campbell & Pierre Perron, 1991.
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**Pitfalls and Opportunities: What Macroeconomists Should Know About Unit Roots**," NBER Chapters, in: NBER Macroeconomics Annual 1991, Volume 6, pages 141-220 National Bureau of Economic Research, Inc.

- John Y. Campbell & Pierre Perron, 1991.
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**Pitfalls and Opportunities: What Macroeconomists Should Know About Unit Roots**," NBER Technical Working Papers 0100, National Bureau of Economic Research, Inc. - Campbell, John & Perron, Pierre, 1991.
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**Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots**," Scholarly Articles 3374863, Harvard University Department of Economics.

- John Y. Campbell & Pierre Perron, 1991.
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- Phillips, Peter C B, 1995.
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**Fully Modified Least Squares and Vector Autoregression**," Econometrica, Econometric Society, vol. 63(5), pages 1023-78, September.

- Peter C.B. Phillips, 1993.
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**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.
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- Dean Corbea & Sam Ouliaris & Peter C.B. Phillips, 1991.
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**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.
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**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.
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- Katrin Assenmacher-Wesche & Stefan Gerlach, 2006.
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**Money Growth, Output Gaps and Inflation at Low and High Frequency: Spectral Estimates for Switzerland**," Working Papers 2006-05, Swiss National Bank.

- Assenmacher-Wesche, Katrin & Gerlach, Stefan, 2008.
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**Money growth, output gaps and inflation at low and high frequency: Spectral estimates for Switzerland**," Journal of Economic Dynamics and Control, Elsevier, vol. 32(2), pages 411-435, February.

- Assenmacher-Wesche, Katrin & Gerlach, Stefan, 2006.
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**Money Growth, Output Gaps and Inflation at Low and High Frequency: Spectral Estimates for Switzerland**," CEPR Discussion Papers 5723, C.E.P.R. Discussion Papers.

- Assenmacher-Wesche, Katrin & Gerlach, Stefan, 2008.
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- Kang Hao & Inder, Brett, 1996.
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**Diagnostic test for structural change in cointegrated regression models**," Economics Letters, Elsevier, vol. 50(2), pages 179-187, February.

- Hao, K. & Inder, B., 1994.
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**A Diagnostic Test for Structural Change in Cointegrated Regression Models**," Monash Econometrics and Business Statistics Working Papers 19/94, Monash University, Department of Econometrics and Business Statistics.

- Hao, K. & Inder, B., 1994.
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- Phillips, Peter C B, 1994.
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**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.
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**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.

- Peter C.B. Phillips, 1992.
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- Peter C.B. Phillips, 1998.
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**Econometric Analysis of Fisher's Equation**," Cowles Foundation Discussion Papers 1180, Cowles Foundation for Research in Economics, Yale University. - Kwiatkowski, D. & Phillips, P.C.B. & Schmidt, P., 1990.
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**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.
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**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.

- Denis Kwiatkowski & Peter C.B. Phillips & Peter Schmidt, 1991.
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**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.
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- Eiji Kurozumi, 2002.
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**Testing For Periodic Stationarity**," Econometric Reviews, Taylor & Francis Journals, vol. 21(2), pages 243-270. - Erik Hjalmarsson, 2006.
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**New methods for inference in long-run predictive regressions**," International Finance Discussion Papers 853, Board of Governors of the Federal Reserve System (U.S.). - Dietmar Bauer & Martin Wagner, 2002.
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**Asymptotic Properties of Pseudo Maximum Likelihood Estimates for Multiple Frequency I(1) Processes**," Diskussionsschriften dp0205, Universitaet Bern, Departement Volkswirtschaft. - Yuichi Kitamura & Peter C.B. Phillips, 1994.
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**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.
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**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.
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- James H. Stock & Mark W. Watson, 1989.
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**A Simple MLE of Cointegrating Vectors in Higher Order Integrated Systems**," NBER Technical Working Papers 0083, National Bureau of Economic Research, Inc. - 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. - Peter C.B. Phillips, 1999.
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**Discrete Fourier Transforms of Fractional Processes**," Cowles Foundation Discussion Papers 1243, Cowles Foundation for Research in Economics, Yale University. - Richard A. Ashley & Randall J. Verbrugge., 2006.
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**Mis-Specification in Phillips Curve Regressions: Quantifying Frequency Dependence in This Relationship While Allowing for Feedback**," Working Papers e06-11, Virginia Polytechnic Institute and State University, Department of Economics.