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Disambiguation of "Phillips, P. C. B."

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Testing for cointegration using principal components methods

, and . Journal of Economic Dynamics and Control, 12 (2-3): 205--230 (00 1988)

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Oliver Phillips

Joseph Phillips

James Phillips

Marina Phillips

Andrew Phillips

 

Other publications of authors with the same name

Spherical matrix distributions and cauchy quotients. Statistics & Probability Letters, 8 (1): 51--53 (May 1989)The concentration ellipsoid of a random vector. Journal of Econometrics, 11 (2-3): 363--365 (00 1979)Asymptotic Properties of Residual Based Tests for Cointegration, and . Econometrica, 58 (1): 165--193 (1990)Comment on university education in ecnometrics. Econometric Reviews, 2 (2): 307--315 (1983)Optimal Inference in Cointegrated Systems. Econometrica, 59 (2): pp. 283-306 (1991)The problem of identification in finite parameter continuous time models. Journal of Econometrics, 1 (4): 351--362 (December 1973)Testing for cointegration using principal components methods, and . Journal of Economic Dynamics and Control, 12 (2-3): 205--230 (00 1988)Posterior distributions in limited information analysis of the simultaneous equations model using the Jeffreys prior, and . Journal of Econometrics, 87 (1): 49--86 (Aug 24, 1998)The exact distribution of the Stein-rule estimator. Journal of Econometrics, 25 (1-2): 123--131 (00 1984)Handbook of Econometrics. Volume 1, chapter Chapter 8 Exact small sample theory in the simultaneous equations model, page 449--516. Elsevier, (1983)