LINEAR NONSTATIONARY MODELS—A REVIEW OF THE WORK OF PROFESSOR P.C.B. PHILLIPS
综述了P.C.B. Phillips在线性非平稳模型领域的工作，重点讨论了鞅逼近的应用以及随机趋势与确定性趋势的选择问题，并尝试进行扩展。
The work of Professor P.C.B. Phillips, even if it is focused on the area of linear nonstationary models, is enormous. So it is hard for me to explore the whole of his work in this paper. Therefore, I have decided to take up only a few results of his work. The topics chosen here are applications of the martingale approximation and the problem of choosing between stochastic and deterministic trends, which I discuss and, hopefully, extend.