Peter C. B. Phillips
| Peter C. B. Phillips | |
|---|---|
| Born |
23 March 1948 Weymouth, England, UK |
| Nationality | New Zealand |
| Institution |
Yale University University of Southampton Singapore Management University University of Auckland |
| Field | Econometrics |
| Alma mater |
London School of Economics University of Auckland |
| Doctoral advisor |
Denis Sargan Albert Rex Bergstrom |
| Influenced |
Torben M. Andersen[] Laurent-Emmanuel Calvet Steven Durlauf Pierre Perron Mototsugu Shintani Eric Zivot |
| Information at IDEAS / RePEc | |
Peter Charles Bonest Phillips (born 23 March 1948) is a leading econometrician. 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 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. 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.
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