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Peter C. B. Phillips
Prof. Dr.
Alternative spellings: P. C. B. Phillips P. C. E. Phillips Peter C. Phillips
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, including Steve Durlauf. In 1993 he was elected as a Fellow of the American Statistical Association.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. He received his PhD from London School of Economics under the supervision of John Denis Sargan in 1974. (Source: DBPedia)
Q2074245
Publishing years
17
2023
22
2022
12
2021
19
2020
13
2019
14
2018
26
2017
19
2016
26
2015
24
2014
16
2013
15
2012
24
2011
19
2010
26
2009
15
2008
20
2007
17
2006
21
2005
15
2004
23
2003
17
2002
16
2001
13
2000
13
1999
7
1998
6
1997
4
1996
3
1995
5
1994
6
1993
11
1992
18
1991
7
1990
3
1989
7
1988
6
1987
4
1986
1
1980
Series
Cowles Foundation discussion paper (237)
Working paper series / Department of Economics, Auckland Business School, The University of Auckland (12)
Econometric theory (7)
Working paper / Department of Econometrics and Business Statistics, Monash University (6)
Working paper (5)
Econometric reviews (3)
Discussion papers / Department of Economics, University of California San Diego (2)
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