Peter C. B. Phillips
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Peter Charles Bonest Phillips (March 23, 1948 Weymouth, UK) is a leading econometrician from New Zealand. He received his PhD from LSE in 1974. Since 1979 he has been Professor of Economics and Statistics at Yale University. He is a founding editor of the journal Econometric Theory. Peter Phillips has published an enormous amount of theoretical articles and poineered many research areas in Econometrics. His work on finite sample theory, asymptotic expansions, unit root and cointegration, long-range dependent time series, panel data econometrics, and the interface of bayesian and frequentist methods, to name only a subset of the areas of his scholarship, evidences an extraordinary combination of mathematical analysis of the highest order as well as a level of creativity and insight that reflect a real touch of genius.
[edit] Articles
- Econometric Theory and Practice Frontiers of Analysis and Applied Research Edited by Dean Corbae, Steven N. Durlauf and Bruce E. Hansen
- Time Series Regression with a Unit Root, Econometrica, Vol. 55, No. 2, March 1987, pp. 277–301.
- Testing for a Unit Root in Time Series Regression (with Pierre Perron), Biometrika, Vol. 75, No. 2
