Citation: Jc. Chao et Pcb. Phillips, POSTERIOR DISTRIBUTIONS IN LIMITED INFORMATION ANALYSIS OF THE SIMULTANEOUS-EQUATIONS MODEL USING THE JEFFREYS PRIOR, Journal of econometrics, 87(1), 1998, pp. 49-86
Citation: Zj. Xiao et Pcb. Phillips, HIGHER-ORDER APPROXIMATIONS FOR FREQUENCY-DOMAIN TIME-SERIES REGRESSION, Journal of econometrics, 86(2), 1998, pp. 297-336
Citation: Pcb. Phillips, IMPULSE-RESPONSE AND FORECAST ERROR VARIANCE ASYMPTOTICS IN NONSTATIONARY VARS, Journal of econometrics, 83(1-2), 1998, pp. 21-56
Citation: Y. Kitamura et Pcb. Phillips, FULLY MODIFIED IV, GIVE AND GMM ESTIMATION WITH POSSIBLY NONSTATIONARY REGRESSORS AND INSTRUMENTS, Journal of econometrics, 80(1), 1997, pp. 85-123
Citation: Pcb. Phillips et Jw. Mcfarland, FORWARD EXCHANGE MARKET UNBIASEDNESS - THE CASE OF THE AUSTRALIAN DOLLAR SINCE 1984, Journal of international money and finance, 16(6), 1997, pp. 885-907
Citation: Pcb. Phillips et al., ROBUST-TESTS OF FORWARD EXCHANGE MARKET-EFFICIENCY WITH EMPIRICAL-EVIDENCE FROM THE 1920S, Journal of applied econometrics, 11(1), 1996, pp. 1-22
Citation: Dj. Blood et Pcb. Phillips, RECESSION HEADLINE NEWS, CONSUMER SENTIMENT, THE STATE OF THE ECONOMYAND PRESIDENTIAL POPULARITY - A TIME-SERIES ANALYSIS 1989-1993, International journal of public opinion research, 7(1), 1995, pp. 1-22
Citation: Y. Kitamura et Pcb. Phillips, EFFICIENT IV ESTIMATION IN NONSTATIONARY REGRESSION - AN OVERVIEW ANDSIMULATION STUDY, Econometric theory, 11(5), 1995, pp. 1095-1130
Citation: Pcb. Phillips et W. Ploberger, POSTERIOR ODDS TESTING FOR A UNIT-ROOT WITH DATA-BASED MODEL SELECTION, Econometric theory, 10(3-4), 1994, pp. 774-808