Peter C. B. Phillips

Peter Charles Bonest Phillips ( born March 23, 1948 in Weymouth, England) is a New Zealand economist. With a variety of research articles, in particular for econometrics and econometric time series analysis, Philipps one of the strongest research economists in the world. Since 2013 it is one of Thomson Reuters due to the number of its citations to favorites to a Nobel Prize (Thomson Reuters Citation Laureates ).

Life and work

Peter Phillips, was born as the son of Charles and Gladys Eileen Bonest Philipps, born charging. He attended from 1961 to 1965, the Mount Albert Grammar School in Auckland, New Zealand. The subsequent study of economics, mathematics and applied mathematics at the University of Auckland he graduated in 1969 with a BA from. In 1971 he acquired there his M. A. in economics. His thesis entitled The Structural Estimation of Stochastic Differential Equation Systems. In 1974 he was in the tray Econometrics at the London School of Economics and Political Science for Ph.D. doctorate. His dissertation dealt with the problem in the Estimation of Continuous Time Models.

In 1969 he was Teaching Fellow and 1970-1971 Junior Lecturer in Economics at the University of Aukland, 1972-1976 Lecturer in Economics at the University of Essex, 1976-1979 Professor of Econometrics and Social Statistics at the University of Birmingham ( 1976-1978 and Dean ) and from 1979 to 1989 Professor of Economics and Statistics at Yale University. Since 1989 he has ibid. Sterling Professor of Economics and Professor of Statistics. Visiting professor taken him to the École polytechnique (1977 ) at Yale University ( 1978), the University of Aukland ( 1978, 1979, 1988), Indiana University ( 1982), Monash University ( 1986), at the Institute for Advanced Studies in Vienna (1989 ), the London School of Economics (1989 ), Tulane University ( 1993-1997), University of York ( 1999-2009 ), Singapore Management University (2005, 2006, 2007, 2008 -) and to the University of Southampton ( 2009 -).

Phillips conducts research mainly in the field of econometrics, time series analysis and empirical applications of econometric methods in macroeconomics and finance. In particular, it deals with non-stationary economic time series and panel data, with laws for market interventions, macroeconomic forecasts, empirical limits on econometric models and new methods for analyzing long-term dependencies in time series.

On 10 February 1971 he married Emily Dowdell Bird Ling, with whom he has a son. After the divorce in 1980 he married on June 13, 1981 Deborah Jane Blood, which was also co-author of some of his works. From this marriage a son and a daughter were born. His hobbies include running, reading, and poetry. He published two poems in the New Zealand literary journal Landfall.




In addition to more than 230 scientific papers in journals, he published:

  • Michael R. Wickens: Exercises in Econometrics. 2 volumes, Ballinger & Philip Allan, Oxford [ua ] 1978, ISBN 0-86003-006-7, ISBN 0-86003-009-1
  • As editor: Models, Methods and Applications of Econometrics. Essays in Honor of A. R. Bergstrom. Basil Blackwell, Cambridge, Mass.. [ among other things ] 1993, ISBN 1-55786-110-2
  • As editor with Gangadharrao S. Maddala and Thirukodikaval N. Srinivasan: Advances in Econometrics and Quantitative Economics. Essays in Honor of Professor C. R. Rao. Basil Blackwell, Oxford [ua ] 1995, ISBN 1-55786-382-2
  • The Structural Estimation of a Stochastic Differential Equation System. In: Econometrica. Volume 40, No. 6, November 1972, pp. 1021-1041.
  • Approximations to Some Finite Sample Distributions Associated with a First -Order Stochastic Difference Equation. In: Econometrica. Volume 45, No. 2, March 1977, pp. 463-485.
  • The Exact Finite Sample Density of Instrumental Variable Estimators in to Equation with n 1 Endogenous Variables. In: Econometrica. Volume 48, No. 4, May 1980 pp. 861-878.
  • Understanding spurious regressions in econometrics. In: Journal of Econometrics. Volume 33, No. 3, Dec. 1986, pp. 311-340.
  • Time Series Regression with a Unit Root. In: Econometrica. Volume 55, No. 2, March 1987, pp. 277-301.
  • Partially Identified Econometric Models. In: Econometric Theory. Volume 5, No. 2, August 1989, p 181-240.
  • Optimal Inference in Cointegrated Systems. In: Econometrica. Volume 59, No. 2, March 1991, pp. 283-306.
  • To Criticize the Critics. An Objective Bayesian Analysis of Stochastic Trends. In: Journal of Applied Econometrics. Volume 6, No. 4, October-December 1991, pp. 333-364.
  • With V. Solo: Asymptotics for Linear Processes. In: Annals of Statistics. Volume 20, No. 2, June 1992, pp. 971-1001.
  • Fully Modified Least Squares and Vector Autoregression. In: Econometrica. Volume 63, No. 5, September 1995, pp. 1023-1078.
  • With Werner Ploberger: An Asymptotic Theory of Bayesian Inference for Time Series. In: Econometrica. Volume 64, No. 2, March 1996, pp. 381-412.
  • Econometric Model Determination. In: Econometrica. Volume 64, No. 4, July 1996, pp. 763-812.
  • New Tools for Understanding Spurious Regressions. In: Econometrica. Volume 66, No. 6, November 1998, pp. 1299-1326.
  • With Hyungsik R. Moon: Linear Regression Limit Theory for Nonstationary Panel Data. In: Econometrica. Volume 67, No. 5, September 1999, pp. 1057-1112.
  • With Joon Y. Park: Nonstationary Binary Choice. In: Econometrica. Volume 68, No. 5, September 2000, pp. 1249-1280.
  • With Joon Y. Park: Nonlinear Regression with Integrated Time Series. In: Econometrica. Volume 69, No. 1, January 2001, pp. 117-161.
  • With Dean and Sam Corbae Ouliaris: Band Spectral Regression with Trending Data. In: Econometrica. Belt 70, No. 3, May 2002 pp. 1067-1109.