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{{short description|British econometrician (born 1948)}}
{{Use dmy dates|date=September 2010}}
{{Use dmy dates|date=May 2020}}
{{Infobox economist
{{Infobox economist
| name = Peter C. B. Phillips
|name = Peter C. B. Phillips
⚫
|image =
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|birth_date = {{Birth date and age|df=yes|1948|3|23}}
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|birth_place = [[Weymouth, Dorset|Weymouth]], England
| caption =
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|death_date =
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| birth_date = {{Birth date and age|df=yes|1948|3|23}}
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|death_place =
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| birth_place = [[Weymouth, Dorset|Weymouth]], England, UK
|institution = [[Yale University]]<br>[[University of Auckland]]<br>[[Singapore Management University]]<br>[[University of Southampton]]
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| death_date =
|field = [[Econometrics]]
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| death_place =
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|doctoral_advisor = [[Denis Sargan]]<br>[[Rex Bergstrom]]
| nationality = [[New Zealand]]
|influences =
| institution = [[Yale University]]
| field = [[Econometrics]]
|contributions =
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| alma_mater = [[London School of Economics]]<br>[[University of Auckland]]
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|signature = <!-- file name only -->
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| influences = [[Denis Sargan]]<br>[[Albert Rex Bergstrom]]
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|repec_prefix = e
| influenced = {{link-interwiki|en=Torben M. Andersen|lang=da}}<br>[[Laurent-Emmanuel Calvet]]<br>[[Steven Durlauf]]<br>[[Pierre Perron]]<br>[[Mototsugu Shintani]]<br>[[Eric Zivot]]
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| contributions =
|doctoral_students = [[Steven Durlauf]]
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| awards =
|education=[[University of Auckland]] ([[B. A.|BA]], [[M. A.|MA]])<br>[[London School of Economics]] ([[PhD]])}}
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| signature = <!-- file name only -->
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'''Peter Charles Bonest Phillips''' (born 23 March 1948) is an [[econometrician]]. Since 1979 he has been Professor of Economics and Statistics at [[Yale University]]. He also holds positions at the [[University of Auckland]], [[Singapore Management University]] and the [[University of Southampton]]. He is currently the co-director of Center for Financial Econometrics of Sim Kee Boon Institute for Financial Economics at [[Singapore Management University]] and is an adjunct professor of econometrics at the [[University of Southampton]].
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| repec_prefix = e | repec_id = pph8
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== Education ==
⚫
'''Peter Charles Bonest Phillips''' (born 23 March 1948) is a leading [[econometrician]]. He received his [[PhD]] from [[London School of Economics]] under the supervision of [[John Denis Sargan]] in 1974. Since 1979 he has been Professor of Economics and Statistics at [[Yale University]]. He also holds positions at the [[University of Auckland]], New Zealand, [[Singapore Management University]] and [[Southampton University]] (in U.K.). He is currently the co-director of Center for Financial Econometrics of Sim Kee Boon Institute for Financial Economics at [[Singapore Management University]].
During his schooling, Phillips was the dux of [[Mount Albert Grammar School]] in New Zealand. He received a B.A. and M.A. from the University of Auckland and won prizes in both mathematics and economics.<ref>{{cite web |url= http://www.nzae.org.nz/nzae-news/distinguished-fellow/peter-phillips-awarded-distinguished-fellow-of-nzae/ |title=Peter Phillips awarded Distinguished Fellow of NZAE |first=John |last=Yeabsley |date=1 July 2014 |publisher=New Zealand Association of Economists |accessdate=5 September 2016}}</ref> He received his [[PhD]] from [[London School of Economics]] under the supervision of [[John Denis Sargan]] in 1974.


== Research ==
He is a founding [[editing|editor]] of the journal ''[[Econometric Theory]]''. Peter Phillips has published many theoretical articles and advanced many research areas in [[econometrics]]. He has published important articles on continuous time econometrics, finite-sample theory, [[asymptotic expansions]], [[unit root]] and [[cointegration]], long-range dependent [[time series]], and [[panel data]] econometrics. He also introduced the use of the [[functional central limit theorem]] to derive asymptotic distributions of unit roots tests. Phillips mainly used [[frequentist]] statistical methods. Phillips has also supervised numerous Ph.D. students.
He is a founding [[editing|editor]] of the journal ''[[Econometric Theory]]''. Peter Phillips has published many theoretical articles and advanced many research areas in [[econometrics]]. He has published important articles on continuous time econometrics, finite-sample theory, [[asymptotic expansions]], [[unit root]] and [[cointegration]], long-range dependent [[time series]], and [[panel data]] econometrics. He also introduced the use of the [[functional central limit theorem]] to derive asymptotic distributions of unit roots tests. Phillips mainly used [[frequentist]] statistical methods. Phillips has also supervised numerous Ph.D. students, including [[Steven Durlauf|Steve Durlauf]]. In 1993 he was elected as a [[Fellow of the American Statistical Association]].<ref>[http://www.amstat.org/awards/fellowslist.cfm View/Search Fellows of the ASA], accessed 18 December 2016.</ref>
According to the November 2015 ranking of economists by [[Research Papers in Economics]], he is the 5th most influential economist.


==Festschrift==
==Festschrift==
In 2012, The [[Journal of Econometrics]] dedicated two [[Festschrift]]<ref>[http://www.sciencedirect.com/science/journal/03044076/169/2 Volume 169, Issues 1 and 2]</ref> to Phillips under the title ''Recent Advances in Nonstationary Time Series: A Festschrift in honor of Peter C.B. Phillips''.
In 2012, The [[Journal of Econometrics]] dedicated two [[Festschrift]]s<ref>[http://www.sciencedirect.com/science/journal/03044076/169/2 Volume 169, Issues 1 and 2]</ref> to Phillips under the title ''Recent Advances in Nonstationary Time Series: A Festschrift in honor of Peter C.B. Phillips''.


==Selected publications==
==Selected publications==
* {{cite book |title=Econometric Theory and Practice; Frontiers of Analysis and Applied Research |editor-first=Dean |editor-last=Corbae |editor2-first=Steven N. |editor2-last=Durlauf |editor3-first=Bruce E. |editor3-last=Hansen }}
* {{cite book |title=Econometric Theory and Practice; Frontiers of Analysis and Applied Research |editor-first=Dean |editor-last=Corbae |editor2-first=Steven N. |editor2-last=Durlauf |editor3-first=Bruce E. |editor3-last=Hansen }}
* {{cite journal |title=Time Series Regression with a Unit Root |first=Peter C. B. |last=Phillips |authormask=3 |journal=[[Econometrica]] |volume=55 |issue=2 |year=1987 |pages=277–301 |doi=10.2307/1913237}}
* {{cite journal |title=Time Series Regression with a Unit Root |first=Peter C. B. |last=Phillips |author-mask=3 |journal=[[Econometrica]] |volume=55 |issue=2 |year=1987 |pages=277–301 |doi=10.2307/1913237|citeseerx=10.1.1.453.7174 |jstor=1913237 }}
* {{cite journal |title=Testing for a Unit Root in Time Series Regression |first=Peter C. B. |last=Phillips |authormask=3 |first2=Pierre |last2=Perron |journal=[[Biometrika]] |year=1988 |volume=75 |issue=2 |pages=335–346 |doi=10.1093/biomet/75.2.335 }}
* {{cite journal |title=Testing for a Unit Root in Time Series Regression |first1=Peter C. B. |last1=Phillips |author-mask=3 |first2=Pierre |last2=Perron |journal=[[Biometrika]] |year=1988 |volume=75 |issue=2 |pages=335–346 |doi=10.1093/biomet/75.2.335 |url=http://cowles.yale.edu/sites/default/files/files/pub/d07/d0795-r.pdf }}
* {{cite journal |title=Structural Nonparametric Cointegrating Regression |first=Peter C. B. |last=Phillips |authormask=3 |first2=Qiying |last2=Wang |year=2009 |journal=[[Econometrica]] |volume=77 |issue=6 |pages=1901–1948 |doi=10.3982/ECTA7732 }}
* {{cite journal |title=Structural Nonparametric Cointegrating Regression |first1=Peter C. B. |last1=Phillips |author-mask=3 |first2=Qiying |last2=Wang |year=2009 |journal=[[Econometrica]] |volume=77 |issue=6 |pages=1901–1948 |doi=10.3982/ECTA7732 |citeseerx=10.1.1.193.8082 |s2cid=438765 }}


==References==
==References==
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{{Authority control}}
{{Authority control}}

{{Persondata <!-- Metadata: see [[Wikipedia:Persondata]] -->
| NAME =Phillips, Peter
{{DEFAULTSORT:Phillips, Peter C. B.}}
| ALTERNATIVE NAMES =
| SHORT DESCRIPTION =British econometrician
| DATE OF BIRTH =23 March 1948
| PLACE OF BIRTH = [[Weymouth, Dorset|Weymouth]], [[United Kingdom|UK]]
| DATE OF DEATH =
| PLACE OF DEATH =
}}
{{DEFAULTSORT:Phillips, Peter}}
[[Category:1948 births]]
[[Category:1948 births]]
[[Category:Living people]]
[[Category:Living people]]
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[[Category:Time series econometricians]]
[[Category:Time series econometricians]]
[[Category:Yale University faculty]]
[[Category:Yale University faculty]]
[[Category:University of Auckland faculty]]
[[Category:Academic staff of the University of Auckland]]
[[Category:Yale Sterling Professors]]
[[Category:Yale Sterling Professors]]
[[Category:Guggenheim Fellows]]
[[Category:People educated at Mount Albert Grammar School]]
[[Category:People educated at Mount Albert Grammar School]]
[[Category:Fellows of the Econometric Society]]
[[Category:Fellows of the American Statistical Association]]
[[Category:Fellows of the American Academy of Arts and Sciences]]
[[Category:Corresponding fellows of the British Academy]]
[[Category:University of Auckland alumni]]
[[Category:Alumni of the London School of Economics]]

Latest revision as of 08:07, 13 September 2024

Peter C. B. Phillips
Born (1948-03-23) 23 March 1948 (age 76)
Weymouth, England
EducationUniversity of Auckland (BA, MA)
London School of Economics (PhD)
Academic career
FieldEconometrics
InstitutionYale University
University of Auckland
Singapore Management University
University of Southampton
Doctoral
advisor		Denis Sargan
Rex Bergstrom
Doctoral
students		Steven Durlauf
Information at IDEAS / RePEc

Peter Charles Bonest Phillips (born 23 March 1948) is an econometrician. Since 1979 he has been Professor of Economics and Statistics at Yale University. He also holds positions at the University of Auckland, Singapore Management University and the University of Southampton. He is currently the co-director of Center for Financial Econometrics of Sim Kee Boon Institute for Financial Economics at Singapore Management University and is an adjunct professor of econometrics at the University of Southampton.

Education

[edit]

During his schooling, Phillips was the dux of Mount Albert Grammar School in New Zealand. He received a B.A. and M.A. from the University of Auckland and won prizes in both mathematics and economics.[1] He received his PhD from London School of Economics under the supervision of John Denis Sargan in 1974.

Research

[edit]

He is a founding editor of the journal Econometric Theory. Peter Phillips has published many theoretical articles and advanced many research areas in econometrics. He has published important articles on continuous time econometrics, finite-sample theory, asymptotic expansions, unit root and cointegration, long-range dependent time series, and panel data econometrics. He also introduced the use of the functional central limit theorem to derive asymptotic distributions of unit roots tests. Phillips mainly used frequentist statistical methods. Phillips has also supervised numerous Ph.D. students, including Steve Durlauf. In 1993 he was elected as a Fellow of the American Statistical Association.[2] According to the November 2015 ranking of economists by Research Papers in Economics, he is the 5th most influential economist.

Festschrift

[edit]

In 2012, The Journal of Econometrics dedicated two Festschrifts[3] to Phillips under the title Recent Advances in Nonstationary Time Series: A Festschrift in honor of Peter C.B. Phillips.

Selected publications

[edit]
  • Corbae, Dean; Durlauf, Steven N.; Hansen, Bruce E. (eds.). Econometric Theory and Practice; Frontiers of Analysis and Applied Research.
  • ——— (1987). "Time Series Regression with a Unit Root". Econometrica. 55 (2): 277–301. CiteSeerX 10.1.1.453.7174. doi:10.2307/1913237. JSTOR 1913237.
  • ———; Perron, Pierre (1988). "Testing for a Unit Root in Time Series Regression" (PDF). Biometrika. 75 (2): 335–346. doi:10.1093/biomet/75.2.335.
  • ———; Wang, Qiying (2009). "Structural Nonparametric Cointegrating Regression". Econometrica. 77 (6): 1901–1948. CiteSeerX 10.1.1.193.8082. doi:10.3982/ECTA7732. S2CID 438765.

References

[edit]
  1. ^ Yeabsley, John (1 July 2014). "Peter Phillips awarded Distinguished Fellow of NZAE". New Zealand Association of Economists. Retrieved 5 September 2016.
  2. ^ View/Search Fellows of the ASA, accessed 18 December 2016.
  3. ^ Volume 169, Issues 1 and 2
[edit]
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