【全名】Peter Mark Andrew Phillips
【专家简介】
Peter C. B. Phillips教授，先后毕业于新西兰奥克兰大学和伦敦政治经济学院，目前担任美国耶鲁大学经济系和统计系教授、奥克兰大学杰出校友暨经济学客座教授、约克大学经济学客座教授等职务。
Phillips教授在计量经济学多个领域都做出了开创性的贡献，并在当今世界计量经济学界享有盛誉。
【主要研究领域】
理论计量经济学、金融计量经济学、时间序列和面板数据计量经济学，并长年从事应用宏观经济学方面的研究。
【主要论著】
1."Exact Distribution Theory in Structural Estimation with an Identity" (2007) [27pp, abstract] Reprinted in Econometric Theory (August 2009), 25:(4): 958-984 [CFP 1271]
2."Limit Theory for Explosively Cointegrated Systems" (2007) (with Tassos Magdalinos) [24pp, abstract] Reprinted in Econometric Theory (August 2008), 24(4): 865-887 [CFP 1244]
3."Unit Root Model Selection" (May 2008) [abstract, 14pp] Reprinted in Journal of the Japan Statistical Society (2008), 38(1): 65-74 [CFP 1231]
4."Local Limit Theory and Spurious Nonparametric Regression" (May 2008) [abstract, 31pp]
5."Unit Root and Cointegrating Limit Theory When Initialization Is in the Infinite Past" (May 2008) (with Tassos Magdalinos) [abstract, 31pp]
6."Long Memory and Long Run Variation" (May 2008) [abstract, 23pp] [CFP 1267]
7."Structural Nonparametric Cointegrating Regression" (May 2008) (with Qiying Wang) [abstract, 25pp]
8."Semiparametric Cointegrating Rank Selection" (May 2008) (with Xu Cheng) [abstract, 23pp] [CFP 1272]
9."Smoothing Local-to-Moderate Unit Root Theory" (May 2008) (with Tassos Magdalinos, Liudas Giraitis) [abstract, 17pp]
10. "Obituary: Clive W.J. Granger." Econometric Theory (2009), 25: 1139-1142 (with David F. Hendry)
11."Simulation-based Estimation of Contingent-claims Prices." Review of Financial Studies (March 2009), 22(9): 3669-3705 (with Jun Yu) [CFDP 1596]
13."Semiparametric Cointegrating Rank Selection." Econometrics Journal (2009), 12: S83-S104 (with Xu Cheng) [CFDP 1658]
14."Exact Distribution Theory in Structural Estimation with an Identity." Econometric Theory (August 2009), 25:(4): 958-984 [CFDP 1613]
