Peter Phillips (economist): Difference between revisions
Added free to read link in citations with OAbot #oabot |
CharlesBluth (talk | contribs) added student |
||
| Line 1: | Line 1: | ||
{{Use dmy dates|date=September 2010}} |
{{Use dmy dates|date=September 2010}} |
||
{{Infobox economist|name=Peter C. B. Phillips|school_tradition=|color=|image=|image_size=|caption=|birth_date={{Birth date and age|df=yes|1948|3|23}}|birth_place=[[Weymouth, Dorset|Weymouth]], England, UK|death_date=|death_place=|nationality=[[New Zealand]]|institution=[[Yale University]]<br>[[University of Auckland]]<br>[[Singapore Management University]]<br>[[University of Southampton]]|field=[[Econometrics]]|alma_mater=[[London School of Economics]]<br>[[University of Auckland]]|doctoral_advisor=[[Denis Sargan]]<br>[[Albert Rex Bergstrom]]|influences=|influenced={{Interlanguage link multi|Torben M. Andersen|da|vertical-align=sup}}<br>[[Laurent-Emmanuel Calvet]]<br>[[Steven Durlauf]]<br>[[Pierre Perron]]<br>[[Mototsugu Shintani]]<br>[[Eric Zivot]]|contributions=|awards=|signature=<!-- file name only -->|repec_prefix=e|repec_id=pph8|doctoral students=[[Steve Durlauf]]}} |
|||
{{Infobox economist |
|||
| name = Peter C. B. Phillips |
|||
| school_tradition = |
|||
| color = |
|||
| image = |
|||
| image_size = |
|||
| caption = |
|||
| birth_date = {{Birth date and age|df=yes|1948|3|23}} |
|||
| birth_place = [[Weymouth, Dorset|Weymouth]], England, UK |
|||
| death_date = |
|||
| death_place = |
|||
| nationality = [[New Zealand]] |
|||
| institution = [[Yale University]]<br>[[University of Auckland]]<br>[[Singapore Management University]]<br>[[University of Southampton]] |
|||
| field = [[Econometrics]] |
|||
| alma_mater = [[London School of Economics]]<br>[[University of Auckland]] |
|||
| doctoral_advisor = [[Denis Sargan]]<br>[[Albert Rex Bergstrom]] |
|||
| influences = |
|||
| influenced = {{Interlanguage link multi|Torben M. Andersen|da|vertical-align=sup}}<br>[[Laurent-Emmanuel Calvet]]<br>[[Steven Durlauf]]<br>[[Pierre Perron]]<br>[[Mototsugu Shintani]]<br>[[Eric Zivot]] |
|||
| contributions = |
|||
| awards = |
|||
| signature = <!-- file name only --> |
|||
| repec_prefix = e | repec_id = pph8 |
|||
}} |
|||
'''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]]. |
'''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]]. |
||
Revision as of 06:48, 15 January 2019
Peter C. B. Phillips | |
|---|---|
| Born | 23 March 1948 Weymouth, England, UK |
| Nationality | New Zealand |
| Academic career | |
| Field | Econometrics |
| Institution | Yale University University of Auckland Singapore Management University University of Southampton |
| Alma mater | London School of Economics University of Auckland |
| Doctoral advisor | Denis Sargan Albert Rex Bergstrom |
| 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.
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. In 1993 he was elected as a Fellow of the American Statistical Association.[1] According to the November 2015 ranking of economists by Research Papers in Economics, he is the 5th most influential economist.
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.[2] He received his PhD from London School of Economics under the supervision of John Denis Sargan in 1974.
Festschrift
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
- 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. CiteSeerX 10.1.1.453.7174. 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
- ^ View/Search Fellows of the ASA, accessed 2016-12-18.
- ^ Yeabsley, John (1 July 2014). "Peter Phillips awarded Distinguished Fellow of NZAE". New Zealand Association of Economists. Retrieved 5 September 2016.
- ^ Volume 169, Issues 1 and 2
External links
- Use dmy dates from September 2010
- 1948 births
- Living people
- New Zealand economists
- Time series econometricians
- Yale University faculty
- University of Auckland faculty
- Yale Sterling Professors
- Guggenheim Fellows
- People educated at Mount Albert Grammar School
- Fellows of the Econometric Society
- Fellows of the American Statistical Association
- Fellows of the American Academy of Arts and Sciences