| Name |
Title of Dissertation |
Thesis Advisors |
| Bandi, Frederico M. (1999) |
"Essays in the Econometrics of
Continuous-time Finance " |
Peter C.B. Phillips
N. Prabhala
Christopher Sims |
| Calvet, Laurent (1998) |
"Essays in the Economics of
Heterogeneity" |
John Geanakoplos
Peter C.B. Phillips |
| Chang, Yoosoon (1995) |
"Regression Theory for Mixtures of
Integrated Processes" |
Peter C.B. Phillips |
| Chao, John C. (1994) |
"Essays in Bayesian Econometrics" |
Peter C.B. Phillips |
| Choi, Buhmsoo (1990) |
"3 Essays on the Federal Funds Market
and Development and Evaluation of Testing Procedures for Unit Roots" |
Donald W.K. Andrews
Peter C.B. Phillips |
| Choi, In (1989) |
"Three Essays in Econometrics" |
Peter C.B. Phillips |
| Corbae, Dean (1990) |
"Essays in Dynamic
Macroeconomics" |
Peter C.B. Phillips
Truman Bewley |
| Durlauf, Steven N. (1986) |
"Essays in Econometrics and
Macroeconomies" |
Peter C.B. Phillips |
| Epstein, Roy J. (1984) |
"Econometric Methodology in Historical
Perspective" |
Peter C.B. Phillips |
| Guggenberger, Patrik (2003) |
"Econometric Essays on Generalized
Empirical Likelihood, Long-memory Time Series, and Volatility" |
Donald W.K. Andrews
Peter C.B. Phillips
Joseph Altonji |
| Guo, Binbin (1998) |
"Testing and Efficient Estimation of
Autoregressions with Conditional Heteroskedasticity" |
Peter C.B. Phillips |
| Hansen, Bruce E. (1989) |
"Statistical Inference in
Non-stationary Economic Systems" |
Peter C.B. Phillips |
| Hjalmarsson, Erik (2005) |
"Panel Data Tests of Stock Return
Predictability and Measuring the Distance Between Risk-Neutral and Objective
Probabilities" |
Peter C.B. Phillips
Robert J. Shiller
Zhiwu Chen |
| Hodgson, Douglas J. (1995) |
"Adaptive Estimation of Cointegrated
Models" |
Peter C.B. Phillips |
| Hong, Seung Hyun (Luke) (2004) |
"Modeling and Testing Nonlinearity
with Nonstationary Time Series" |
Peter C.B. Phillips
Donald W.K. Andrews
Donald J. Brown
G. Kuersteiner |
| Hu, Ling (2002) |
"Dependence Patterns across Financial
Markets: Methods and Evidence" |
Peter C.B. Phillips
Robert Shiller
Ray Fair
R. Ibbotson |
| Ibragimov, Rustam (2005) |
"New Majorization Theory in Economics
and Martingale Convergence Results in Econometrics" |
Peter C.B. Phillips
Donald W.K. Andrews
Herbert Scarf
Donald J. Brown
W. Segraves |
| Jin, Sainan (2004) |
"Discrete Choice Modeling with
Nonstationary Panels and Robust Covariance Matrix Estimation" |
Peter C.B. Phillips
Donald W.K. Andrews
Galina Hale |
| Kim, Chang Sik (2000) |
"Econometric Analysis of Fractional
Processes" |
Peter C.B. Phillips
Donald W.K. Andrews
Oliver Linton |
| Kim, Jong Hoon (2003) |
"Econometric Analysis of Bootstrap
Performance" |
Donald W.K. Andrews
Peter C.B. Phillips
Donald J. Brown |
| Kim, Woocheol (1999) |
"Econometric Analysis of Nonparametric
Time Series Models " |
Peter C.B. Phillips
Oliver Linton
Donald W.K. Andrews |
| Kitamura, Yuichi (1993) |
"Statistical Estimation and Inference
for Possibly Nonstationary Time Series" |
Peter C.B. Phillips |
| Kuersteiner, Guido M. (1997) |
"Efficient Inference in Time Series
Models with Conditional Heterogeneity" |
Peter C.B. Phillips |
| Lee, Chin Chin (1996) |
"Filtering, efficiency and the Power
of Classical Unit Root Tests" |
Peter C.B. Phillips |
| Lee, Inpyo (1992) |
"Three Essays on Unit Roots,
Cointegration and Structural Changes" |
Koichi Hamada
Peter C.B. Phillips
Donald W.K. Andrews |
| Li, Yan (Grace) |
"Estimation of the Information Time
Stock Return Model" |
Peter C.B. Phillips
Robert J. Shiller
S. Athanasoulis
John Geanakoplos |
| Loretan, Mico S. (1991) |
"Essays in Time Series Econometrics
and Applied Econometrics" |
Peter C.B. Phillips |
| Lu, Biao (Bill) (1998) |
"Essays in Term Structure Models and
GMM Estimation with Incomplete Knowledge" |
Donald W.K. Andrews |
| McDermott, C. John (1994) |
"Structural and Evolutionary Change in
Econometric Models" |
Peter C.B. Phillips |
| McKenzie, David (2001) |
"Dynamic Pseudo-Panel Theory and
analysis of Consumption in Taiwan and Mexico" |
Peter C.B. Phillips
Christopher Udry
Donald W.K. Andrews
T. Paul Schultz |
| Mäkelä, Timo (2003) |
"Econometrics of Nonstationary Panel
Data Applied to CEO Compensation Analysis" |
Peter C.B. Phillips
Donald W.K. Andrews
Michael Keane |
| Marmer, Vadim (2005) |
"Nonlinearities in Econometric
Forecasting and Inference" |
Donald W.K. Andrews
Peter C.B. Phillips
Yuichi Kitamura
W. Segraves |
| Maynard, Alex (1999) |
"Long Memory and the Forward Discount
Anomaly" |
Peter C.B. Phillips
Christopher Sims
Oliver Linton
William Nordhaus
G. Corsetti |
| Milev, Jordan (2004) |
"Genetic Programming Techniques for
Identifying Structural Models Applied to the Earnings-Returns Relation" |
Peter C.B. Phillips
Penny Goldberg
Ray Fair |
| Moon, Hyungsik (Roger) (1998) |
"Nonstationary Econometrics with Panel
Data" |
Peter C.B. Phillips |
| Nguyen, Thong (2000) |
"Essays on the Term Structure of
Interest Rates" |
A. Jeffrey
Oliver Linton
Peter C.B. Phillips |
| Ouliaris, Sam (1987) |
"Testing for Cointegration and Unit
Roots in Multiple Time Series Models" |
Peter C.B. Phillips |
| Park, Joon Y. (1987) |
Statistical Inference in Regressions with
Integrated Processes" |
Peter C.B. Phillips |
| Perron, Benoit (1998) |
"Essays on the Non-parametric
Estimation of Conditional Variation in Financial Markets" |
Peter C.B. Phillips |
| Perron, Pierre (1986) |
"Hypothesis Testing in Time Series
Regression with a Unit Root" |
Peter C.B. Phillips |
| Quintos, Carmela E. (1993) |
"Structural Change Tests in
Cointegrating Regressions" |
Peter C.B. Phillip |
| Rau, Hsiu-Hua (Annie) (1992) |
"Joint Estimation of Cointegrating
Relations and Short Run Dynamics" |
Peter C.B. Phillips |
| Schafgans, Marcia (1996) |
"The Semiparametric Estimation of a
Sample Selection Model: Estimation of the Intercept; Theory and Applications. |
Donald W.K. Andrews
Peter C.B. Phillips |
| Schorfheide, Frank (1998) |
"Econometric Modeling of Macroeconomic
Aggregates" |
Peter C.B. Phillips
Christopher A. Sims |
| Shimotsu, Katsumi (2000) |
"Econometric Estimation of Models of
Fractional Integration" |
Peter C.B. Phillips
Donald W.K. Andrews
Oliver Linton |
| Shintani, Mototsugu (2000) |
"Nonparametric Econometrics for
Nonstationary and Chaotic Data" |
Peter C.B. Phillips
Christopher A. Sims
Oliver Linton
Kuichi Hamada |
| Song, Kyungchul (Kevin) (2005) |
"Semiparametric Specification Testing
in Econometrics and Heterogeneous Panel Modeling" |
Peter C.B. Phillips
Donald W.K. Andrews
Joseph Altonji |
| Sun, Yixiao (2002) |
"Econometrics of Panel Structure
Models and Fractional Component Processes" |
Peter C.B. Phillips
Donald W.K. Andrews
Christopher Udry |
| Toda, Hiro Y. (1991) |
"Vector Autoregression and
Causality" |
Peter C.B. Phillips |
| Tuypens, Bjorn (2003) |
"Questioning the Inefficient Market
Hypothesis: Theory and Econometrics" |
Peter C.B. Phillips
Robert J. Shiller
S. Krieger |
| Tyurin, Konstantin (2001) |
"Semiparametric Modeling of Competing
Risks in a Limit Order Market" |
Peter C.B. Phillips
Donald W.K. Andrews
M. Spiegel
Robert Shiller |
| Whang, Yoon-Jae (1991) |
"Statistical Inference in
Nonparametric and Semiparametric Models" |
Donald W.K. Andrews
Peter C.B. Phillips |
| Xiao, Zhijie (1997) |
"Efficiency Issues in Stationary and
Nonstationary Time Series Regression" |
Peter C.B. Phillips |
| Eric W. Zivot (1992) |
"Essays on Bayesian and Classical
Methods of Trend Determination In Economic Time Series" |
Peter C.B. Phillips |
| Zhu, Feng (2004) |
"Essays on Deflation, Monetary Policy,
and Macroeconomic Stability and on Income Distribution Dynamics" |
Peter C.B. Phillips
G. Moscarini
Christopher Sims
J. Bullard
Z. Xiao |