Peter C. B. Phillips
Encyclopedia
Peter Charles Bonest Phillips (23 March 1948, in Weymouth, UK
) is a leading econometrician. He received his PhD
from London School of Economics
under the supervision of John Denis Sargan in 1974. Since 1979 he has been Professor of Economics and Statistics at Yale University
. He also holds positions at the University of Auckland
, New Zealand, Singapore Management University
and Southampton University (in U.K.). He is currently the co-director of Center for Financial Econometrics of Sim Kee Boon Institute for Financial Economics at Singapore Management University
. He was ranked among the most influential economists in the world according to IDEAS/RePEc
as of 2008.
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. Phillips mainly used frequentist statistical methods. Phillips has also supervised numerous Ph.D. students.
United Kingdom
The United Kingdom of Great Britain and Northern IrelandIn the United Kingdom and Dependencies, other languages have been officially recognised as legitimate autochthonous languages under the European Charter for Regional or Minority Languages...
) is a leading econometrician. He received his PhD
PHD
PHD may refer to:*Ph.D., a doctorate of philosophy*Ph.D. , a 1980s British group*PHD finger, a protein sequence*PHD Mountain Software, an outdoor clothing and equipment company*PhD Docbook renderer, an XML renderer...
from London School of Economics
London School of Economics
The London School of Economics and Political Science is a public research university specialised in the social sciences located in London, United Kingdom, and a constituent college of the federal University of London...
under the supervision of John Denis Sargan in 1974. Since 1979 he has been Professor of Economics and Statistics at Yale University
Yale University
Yale University is a private, Ivy League university located in New Haven, Connecticut, United States. Founded in 1701 in the Colony of Connecticut, the university is the third-oldest institution of higher education in the United States...
. He also holds positions at the University of Auckland
University of Auckland
The University of Auckland is a university located in Auckland, New Zealand. It is the largest university in the country and the highest ranked in the 2011 QS World University Rankings, having been ranked worldwide...
, New Zealand, Singapore Management University
Singapore Management University
The Singapore Management University was officially incorporated on January 12, 2000, and was Singapore's first private university funded by the government...
and Southampton University (in U.K.). He is currently the co-director of Center for Financial Econometrics of Sim Kee Boon Institute for Financial Economics at Singapore Management University
Singapore Management University
The Singapore Management University was officially incorporated on January 12, 2000, and was Singapore's first private university funded by the government...
. He was ranked among the most influential economists in the world according to IDEAS/RePEc
Řepeč
Řepeč is a village and municipality in Tábor District in the South Bohemian Region of the Czech Republic.The municipality covers an area of , and has a population of 267 ....
as of 2008.
He is a founding editor
Editing
Editing is the process of selecting and preparing written, visual, audible, and film media used to convey information through the processes of correction, condensation, organization, and other modifications performed with an intention of producing a correct, consistent, accurate, and complete...
of the journal Econometric Theory
Econometric Theory
Econometric Theory is an economic journal specialising in econometrics. Its editor is Peter Phillips. According to research in 2003 it is the seventh most important economic journal.-Source:...
. Peter Phillips has published many theoretical articles and advanced many research areas in econometrics
Econometrics
Econometrics has been defined as "the application of mathematics and statistical methods to economic data" and described as the branch of economics "that aims to give empirical content to economic relations." More precisely, it is "the quantitative analysis of actual economic phenomena based on...
. He has published important articles on continuous time econometrics, finite-sample theory, asymptotic expansions, unit root
Unit root
In time series models in econometrics , a unit root is a feature of processes that evolve through time that can cause problems in statistical inference if it is not adequately dealt with....
and cointegration
Cointegration
Cointegration is a statistical property of time series variables. Two or more time series are cointegrated if they share a common stochastic drift.-Introduction:...
, long-range dependent time series
Time series
In statistics, signal processing, econometrics and mathematical finance, a time series is a sequence of data points, measured typically at successive times spaced at uniform time intervals. Examples of time series are the daily closing value of the Dow Jones index or the annual flow volume of the...
, and panel data
Panel data
In statistics and econometrics, the term panel data refers to multi-dimensional data. Panel data contains observations on multiple phenomena observed over multiple time periods for the same firms or individuals....
econometrics. Phillips mainly used frequentist statistical methods. Phillips has also supervised numerous Ph.D. students.
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, EconometricaEconometricaEconometrica is a peer-reviewed academic journal of economics, publishing articles not only in econometrics but in many areas of economics. It is published by the Econometric Society and distributed by Wiley-Blackwell. Econometrica is one of the most highly ranked economics journals in the world...
, Vol. 55, No. 2, March 1987, pp. 277–301. - Testing for a Unit Root in Time Series Regression (with Pierre Perron), BiometrikaBiometrika- External links :* . The Internet Archive. 2011....
, Vol. 75, No. 2