Peter C. B. Phillips

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Peter Charles Bonest Phillips (March 23, 1948 Weymouth, UK) is a leading econometrician from New Zealand. He received his PhD from LSE in 1974. Since 1979 he was Professor of Economics and Statistics at Yale University. He is a founding editor of the journal Econometric Theory. Phillips has published an enormous amount of theoretical articles, which are notorious for their difficulty.

[edit] Articles

  1. Time Series Regression with a Unit Root, Econometrica, Vol. 55, No. 2, March 1987, pp. 277–301.
  2. Testing for a Unit Root in Time Series Regression (with Pierre Perron), Biometrika, Vol. 75, No. 2

[edit] External links