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Peter Phillips (economist)

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in New Zealand. He received a B.A. and M.A. from the University of Auckland and won prizes in both mathematics and economics. He received his
463: 575: 595: 203:. He is currently the co-director of Center for Financial Econometrics of Sim Kee Boon Institute for Financial Economics at 550: 17: 565: 555: 278: 545: 204: 196: 125: 515: 294: 168: 220: 378: 228: 83: 208: 200: 129: 423: 352: 407:———; Wang, Qiying (2009). "Structural Nonparametric Cointegrating Regression". 306: 540: 418: 347: 192: 121: 70: 496: 258: 257:. He has published important articles on continuous time econometrics, finite-sample theory, 253:. Peter Phillips has published many theoretical articles and advanced many research areas in 535: 315:
Recent Advances in Nonstationary Time Series: A Festschrift in honor of Peter C.B. Phillips
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statistical methods. Phillips has also supervised numerous Ph.D. students, including
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to derive asymptotic distributions of unit roots tests. Phillips mainly used
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Econometric Theory and Practice; Frontiers of Analysis and Applied Research
254: 141: 107: 336:——— (1987). "Time Series Regression with a Unit Root". 310: 282: 270: 520: 386: 369: 274: 164: 432: 262: 361: 187:. Since 1979 he has been Professor of Economics and Statistics at 244: 78: 74: 327:
Corbae, Dean; Durlauf, Steven N.; Hansen, Bruce E. (eds.).
293:. According to the November 2015 ranking of economists by 224: 87: 464:"Peter Phillips awarded Distinguished Fellow of NZAE" 586:
Fellows of the American Academy of Arts and Sciences
379:"Testing for a Unit Root in Time Series Regression" 207:and is an adjunct professor of econometrics at the 527: 277:econometrics. He also introduced the use of the 581:Fellows of the American Statistical Association 326: 571:People educated at Mount Albert Grammar School 377:———; Perron, Pierre (1988). 376: 291:Fellow of the American Statistical Association 219:During his schooling, Phillips was the dux of 591:Corresponding fellows of the British Academy 561:Academic staff of the University of Auckland 406: 297:, he is the 5th most influential economist. 422: 351: 601:Alumni of the London School of Economics 461: 335: 320: 466:. New Zealand Association of Economists 14: 528: 24: 576:Fellows of the Econometric Society 27:British econometrician (born 1948) 25: 612: 505: 191:. He also holds positions at the 279:functional central limit theorem 205:Singapore Management University 197:Singapore Management University 126:Singapore Management University 490: 485:View/Search Fellows of the ASA 478: 462:Yeabsley, John (1 July 2014). 455: 300: 289:. In 1993 he was elected as a 13: 1: 596:University of Auckland alumni 516:Mathematics Genealogy Project 448: 181:Peter Charles Bonest Phillips 487:, accessed 18 December 2016. 313:to Phillips under the title 295:Research Papers in Economics 214: 7: 551:Time series econometricians 238: 221:Mount Albert Grammar School 183:(born 23 March 1948) is an 10: 617: 497:Volume 169, Issues 1 and 2 229:London School of Economics 84:London School of Economics 231:under the supervision of 209:University of Southampton 201:University of Southampton 174: 163: 151: 135: 130:University of Southampton 113: 103: 98: 94: 66: 41: 34: 566:Yale Sterling Professors 556:Yale University faculty 400:10.1093/biomet/75.2.335 307:Journal of Econometrics 269:, long-range dependent 169:IDEAS / RePEc 546:New Zealand economists 193:University of Auckland 122:University of Auckland 71:University of Auckland 321:Selected publications 259:asymptotic expansions 36:Peter C. B. Phillips 18:Peter C.B. Phillips 250:Econometric Theory 243:He is a founding 233:John Denis Sargan 178: 177: 16:(Redirected from 608: 499: 494: 488: 482: 476: 475: 473: 471: 459: 444: 433:10.3982/ECTA7732 426: 417:(6): 1901–1948. 403: 383: 373: 355: 332: 55: 51: 49: 32: 31: 21: 616: 615: 611: 610: 609: 607: 606: 605: 526: 525: 508: 503: 502: 495: 491: 483: 479: 469: 467: 460: 456: 451: 424:10.1.1.193.8082 381: 362:10.2307/1913237 353:10.1.1.453.7174 323: 303: 247:of the journal 241: 217: 189:Yale University 153: 144: 137: 128: 124: 120: 118:Yale University 99:Academic career 82: 62: 56: 53: 47: 45: 37: 28: 23: 22: 15: 12: 11: 5: 614: 604: 603: 598: 593: 588: 583: 578: 573: 568: 563: 558: 553: 548: 543: 538: 524: 523: 518: 512:Peter Phillips 507: 506:External links 504: 501: 500: 489: 477: 453: 452: 450: 447: 446: 445: 404: 394:(2): 335–346. 374: 346:(2): 277–301. 333: 322: 319: 309:dedicated two 302: 299: 240: 237: 216: 213: 185:econometrician 176: 175: 172: 171: 161: 160: 158:Steven Durlauf 155: 149: 148: 139: 133: 132: 115: 111: 110: 105: 101: 100: 96: 95: 92: 91: 68: 64: 63: 57: 43: 39: 38: 35: 26: 9: 6: 4: 3: 2: 613: 602: 599: 597: 594: 592: 589: 587: 584: 582: 579: 577: 574: 572: 569: 567: 564: 562: 559: 557: 554: 552: 549: 547: 544: 542: 541:Living people 539: 537: 534: 533: 531: 522: 519: 517: 513: 510: 509: 498: 493: 486: 481: 465: 458: 454: 442: 438: 434: 430: 425: 420: 416: 412: 411: 405: 401: 397: 393: 389: 388: 380: 375: 371: 367: 363: 359: 354: 349: 345: 341: 340: 334: 330: 325: 324: 318: 316: 312: 308: 305:In 2012, The 298: 296: 292: 288: 287:Steve Durlauf 284: 280: 276: 272: 268: 267:cointegration 264: 260: 256: 252: 251: 246: 236: 234: 230: 226: 222: 212: 210: 206: 202: 198: 194: 190: 186: 182: 173: 170: 166: 162: 159: 156: 150: 147: 146:Rex Bergstrom 143: 140: 134: 131: 127: 123: 119: 116: 112: 109: 106: 102: 97: 93: 89: 85: 80: 76: 72: 69: 65: 60: 54:(age 76) 52:23 March 1948 44: 40: 33: 30: 19: 492: 480: 468:. Retrieved 457: 414: 410:Econometrica 408: 391: 385: 343: 339:Econometrica 337: 328: 314: 311:Festschrifts 304: 255:econometrics 248: 242: 218: 180: 179: 142:Denis Sargan 108:Econometrics 29: 536:1948 births 470:5 September 301:Festschrift 283:frequentist 271:time series 165:Information 114:Institution 530:Categories 449:References 387:Biometrika 275:panel data 48:1948-03-23 419:CiteSeerX 348:CiteSeerX 263:unit root 235:in 1974. 215:Education 67:Education 61:, England 521:Homepage 239:Research 199:and the 154:students 152:Doctoral 136:Doctoral 59:Weymouth 514:at the 370:1913237 138:advisor 441:438765 439:  421:  368:  350:  273:, and 245:editor 437:S2CID 382:(PDF) 366:JSTOR 227:from 104:Field 472:2016 265:and 42:Born 429:doi 396:doi 358:doi 225:PhD 167:at 88:PhD 532:: 435:. 427:. 415:77 413:. 392:75 390:. 384:. 364:. 356:. 344:55 342:. 317:. 261:, 211:. 195:, 79:MA 77:, 75:BA 50:) 474:. 443:. 431:: 402:. 398:: 372:. 360:: 331:. 90:) 86:( 81:) 73:( 46:( 20:)

Index

Peter C.B. Phillips
Weymouth
University of Auckland
BA
MA
London School of Economics
PhD
Econometrics
Yale University
University of Auckland
Singapore Management University
University of Southampton
Denis Sargan
Rex Bergstrom
Steven Durlauf
Information
IDEAS / RePEc
econometrician
Yale University
University of Auckland
Singapore Management University
University of Southampton
Singapore Management University
University of Southampton
Mount Albert Grammar School
PhD
London School of Economics
John Denis Sargan
editor
Econometric Theory

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