Филлипс, Питер Чарльз Бонест: биография

Библиография

• Phillips P.C.B. The Structural Estimation of a Stochastic Differential Equation System//Econometrica, Vol. 40, No. 6, November 1972 — pp. 1021—1041
• Phillips P.C.B. The Problem of Identification in Finite Parameter Continuous Time Models//Journal of Econometrics, Vol. 1, No. 4, December 1973, — pp. 351—262.
• Phillips P.C.B. The Estimation of Some Continuous Time Models//Econometrica, Vol. 42, No. 5, September, 1974, — pp. 803—823.
• Phillips P.C.B., Yeabsley J. A Quarterly Forecasting Model of the New Zealand Economy// New Zealand Economic Papers, Vol. 9, 1975, — pp. 181—195
• Phillips P.C.B. The Estimation of Linear Stochastic Differential Equations with Exogenous Variables/ A. R. Bergstrom (ed.)// Statistical Inference in Continuous Time Economic Models — North-Holland, 1976
• Phillips P.C.B. Some Computations Based on Observed Data Series of the Exogenous Variable Component in Continuous Systems/A. R. Bergstrom (ed.)//Statistical Inference in Continuous Time Economic Models — North-Holland, 1976.
• Phillips P.C.B. The Iterated Minimum Distance Estimator and the Quasi-Maximum Likelihood Estimator//Econometrica, Vol. 44, No. 3, May 1976 — pp. 449—460.
• Phillips P.C.B. Approximations to Some Finite Sample Distributions Associated with a First Order Stochastic Difference Equation//Econometrica, Vol. 45, No. 2, March 1977, — pp. 463—485.
• Phillips P.C.B. A Large Deviation Limit Theorem for Multivariate Distributions//Journal of Multivariate Analysis, Vol. 7, No. 1, March 1977 — pp. 50-62.
• Phillips P.C.B. A General Theorem in the Theory of Asymptotic Expansions as Approximations to Finite Sample Distributions of Econometric Estimators//Econometrica, Vol. 45, No. 6, September 1977,- pp. 1517—1534
• Phillips P.C.B. An Approximation to the Finite Sample Distribution of Zellner’s Seemingly Unrelated Regression Estimator//Journal of Econometrics, Vol. 6, No. 2, September 1977, — pp. 147—164.
• Phillips P.C.B. Econometrics: A View from the Toolroom/ Inaugural Lecture, published by the University of Birmingham, April 1977.
• Phillips P.C.B., Wickens M. R. Exercises in Econometrics, Volume I- Ballinger & Philip Allan, 1978
• Phillips P.C.B., Wickens M. R. Exercises in Econometrics, Volume II, — Ballinger & Philip Allan, 1978.
• Phillips P.C.B. Models, Methods and Applications of Econometrics: Essays in Honor of A. R. Bergstrom — Basil Blackwell, 1993.
• Phillips P.C.B., Maddala G. S., Srinivasan T. N. Advances in Econometrics and Quantitative Economics: Essays in Honor of Professor C. R. Rao — Basil Blackwell, 1995.