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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-)
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