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Publications by Peter C.B. Phillips

Point Optimal Testing With Roots That Are Functionally Local to Unity

Journal of Econometrics
Philosophy of ScienceApplied MathematicsEconomicsEconometricsHistory
2020English

The 2009–2011 Tjalling C. Koopmans Econometric Theory Prize

Econometric Theory
EconomicsEconometricsSocial Sciences
2012English

A CUSUM Test for Cointegration Using Regression Residuals

Journal of Econometrics
Philosophy of ScienceApplied MathematicsEconomicsEconometricsHistory
2002English

Asymptotic and Finite Sample Distribution Theory for IV Estimators and Tests in Partially Identified Structural Equations

Journal of Econometrics
Philosophy of ScienceApplied MathematicsEconomicsEconometricsHistory
1992English

NOTES AND PROBLEMS: A New Format for the PROBLEMS AND SOLUTIONS SERIES

Econometric Theory
EconomicsEconometricsSocial Sciences
2004English

Editorial

Econometric Theory
EconomicsEconometricsSocial Sciences
1985English

Nonstationary Panel Data Analysis: An Overview of Some Recent Developments

Econometric Reviews
EconomicsEconometrics
2000English

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