British academy

Photo of Professor Peter Phillips

British Academy Fellows

Record for: PHILLIPS, Professor Peter

Post: Sterling Professor of Economics, Yale University

Specialisms: Econometrics, trends and transitions in economic activity, the modeling of volatility in financial data, and automated model building for policy analysis and forecasting

Appointments:
Sterling Professor of Economics, Yale University Yale University (1979-)
Adjunct Professor University of Southampton (2009-)
Distinguished Professor University of Auckland (2012-)
Keppel Professor Singapore Management University (2013-)

Principal publications:
The Exact Finite Sample Density of Instrumental Variable Estimators in an Equation with n+1 Endogenous Variables, Econometrica, Vol. 48, No. 4, pp. 861-878., May 1980
Time Series Regression with a Unit Root, Econometrica, Vol. 55, No. 2, pp. 277-301, March 1987
Understanding Spurious Regressions in Econometrics, Journal of Econometrics, Vol. 33, No. 3, pp. 311-340, December 1986

Elected to the Fellowship: 2008 § S2

Website:

http://korora.econ.yale.edu/phillips/index.htm