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Peter C B Phillips

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Nationality  New Zealand
Name  Peter B.
Fields  Econometrics

Peter C. B. Phillips economicssmuedusgsitesdefaultfilesstylesla
Born  23 March 1948 (age 67) (1948-03-23) Weymouth, England, UK
Institution  Yale University University of Southampton Singapore Management University University of Auckland
Alma mater  London School of Economics University of Auckland
Influences  Denis Sargan Albert Rex Bergstrom
Books  Testing for a Unit Root in Time Series Regression, Does GNP Have a Unit Root? : a Reevaluation
Education  London School of Economics and Political Science (1974), University of Auckland
Awards  Guggenheim Fellowship for Social Sciences, Latin America & Caribbean
Influenced by  Denis Sargan, Albert Rex Bergstrom
Similar People  Steven N Durlauf, Laurent‑Emmanuel Calvet, Benoit Mandelbrot

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 C. B. Phillips economicsyaleedusitesdefaultfilesphillipsre

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. According to the November 2015 ranking of economists by Research Papers in Economics, he is the 5th most influential economist.

Peter C. B. Phillips Keppel Professorship Lecture by Professor Peter CB Phillip

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.

Peter C. B. Phillips A Leader in Econometrics A Talk with Peter Phillips Sterling


Peter C. B. Phillips Professor Peter CB PHILLIPS in the 14th International Conference

In 2012, The Journal of Econometrics dedicated two Festschrifts to Phillips under the title Recent Advances in Nonstationary Time Series: A Festschrift in honor of Peter C.B. Phillips.

Selected publications

Peter C. B. Phillips Elizabeth Retires December 1997
  • Corbae, Dean; Durlauf, Steven N.; Hansen, Bruce E. (eds.). Econometric Theory and Practice; Frontiers of Analysis and Applied Research. 
  • ——— (1987). "Time Series Regression with a Unit Root". Econometrica. 55 (2): 277–301. doi:10.2307/1913237. 
  • ———; Perron, Pierre (1988). "Testing for a Unit Root in Time Series Regression". Biometrika. 75 (2): 335–346. doi:10.1093/biomet/75.2.335. 
  • ———; Wang, Qiying (2009). "Structural Nonparametric Cointegrating Regression". Econometrica. 77 (6): 1901–1948. doi:10.3982/ECTA7732. 
  • References

    Peter C. B. Phillips Wikipedia