Peter Phillips (economist): Difference between revisions
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| alma_mater = [[London School of Economics]]<br>[[University of Auckland]] |
| alma_mater = [[London School of Economics]]<br>[[University of Auckland]] |
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| influences = [[Denis Sargan]]<br>[[Albert Rex Bergstrom]] |
| influences = [[Denis Sargan]]<br>[[Albert Rex Bergstrom]] |
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| 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]] |
| influenced = {{link-interwiki|vertical-align=sup|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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| NAME =Phillips, Peter |
| NAME =Phillips, Peter |
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Revision as of 10:51, 21 May 2015
Peter C. B. Phillips | |
|---|---|
| Born | 23 March 1948 Weymouth, England, UK |
| Nationality | New Zealand |
| Academic career | |
| Field | Econometrics |
| Institution | Yale University |
| Alma mater | London School of Economics University of Auckland |
| Influences | Denis Sargan Albert Rex Bergstrom |
| Information at IDEAS / RePEc | |
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.
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.
Festschrift
In 2012, The Journal of Econometrics dedicated two Festschrift[1] to Phillips under the title Recent Advances in Nonstationary Time Series: A Festschrift in honor of Peter C.B. Phillips.
Selected publications
- Corbae, Dean; Durlauf, Steven N.; Hansen, Bruce E. (eds.). Econometric Theory and Practice; Frontiers of Analysis and Applied Research.
- Phillips, Peter C. B. (1987). "Time Series Regression with a Unit Root". Econometrica. 55 (2): 277–301. doi:10.2307/1913237.
{{cite journal}}: Unknown parameter|authormask=ignored (|author-mask=suggested) (help) - Phillips, Peter C. B.; Perron, Pierre (1988). "Testing for a Unit Root in Time Series Regression". Biometrika. 75 (2): 335–346. doi:10.1093/biomet/75.2.335.
{{cite journal}}: Unknown parameter|authormask=ignored (|author-mask=suggested) (help) - Phillips, Peter C. B.; Wang, Qiying (2009). "Structural Nonparametric Cointegrating Regression". Econometrica. 77 (6): 1901–1948. doi:10.3982/ECTA7732.
{{cite journal}}: Unknown parameter|authormask=ignored (|author-mask=suggested) (help)
References
External links
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