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

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