RPTR ACFT MADE GAR AT UNCTLED ARPT AFTER HEARING UNIDENTED ACFT XMIT THAT IT WAS A NMAC. NO XMISSIONS HAD BEEN HEARD FROM OTHER ACFT ON UNICOM.

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ON FEB/XX/95 WHILE ON FINAL APCH TO RWY 18 AT SKY HARBOR ARPT LAS VEGAS; NV. AT APPROX XB30 HRS ALL MEMBERS ON BOARD HEARD A RADIO XMISSION 'THAT WAS CLOSE SMT X.' ALL MEMBERS ON BOARD SCANNED FOR TFC AND NO CONTACT WAS MADE. THE ONLY TFC NOTED WAS A TRAINER TAXIING OFF RWY 18. THE PF AND INSTRUCTOR PLT; ELECTED TO MAKE A GAR. DURING THE GAR; ALL MEMBERS ON BOARD SCANNED FOR THE PHANTOM ACFT WITHOUT CONTACT UNTIL REACHING THE DEP END OF THE RWY WHEN THE CHIEF PLT SEATED IN SEAT #4 OF OUR C402B AND I OBSERVED FROM BEHIND AT OUR 5 O'CLOCK AN ACFT HIGHER THAN US TURNING R XWIND. NO FURTHER XMISSIONS WERE HEARD FROM THE PHANTOM ACFT. THE TRAINING SESSION CONTINUED WITHOUT INCIDENT. ALL THE APPROPRIATE RADIO CALLS WERE MADE DURING R CLOSED TFC TO RWY 18 DURING THE ENTIRE FLT. IT IS OUR BELIEF THAT THE OTHER ACFT WAS EITHER EXPERIENCING RADIO PROBS OR TUNED TO THE WRONG FREQ BEFORE ENTERING THE PATTERN FROM THE N WHERE PRACTICE APCHS ARE OFTEN CONDUCTED AT A NEARBY ARPT KNOWN AS LAS MCCARRAN.