Peter CB Phillips

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Peter Charles Bonest Phillips (born March 23, 1948 in Weymouth , England ) is a New Zealand economist . With a large number of research articles, in particular on econometrics and econometric time series analysis , Philipps is one of the most research-intensive economists in the world. Since 2013 Thomson Reuters has counted him among the favorites for a Nobel Prize ( Thomson Reuters Citation Laureates ) due to the number of his citations .

Live and act

Peter Phillips was the son of Charles Bonest and Gladys Eileen Philipps, b. Ark, born. He attended Mount Albert Grammar School in Auckland , New Zealand from 1961 to 1965 . He completed his BA in economics , mathematics and applied mathematics at the University of Auckland in 1969 . In 1971 he obtained his MA in economics there. His thesis is entitled The Structural Estimation of Stochastic Differential Equation Systems. In 1974 he received his Ph.D. in econometrics from the London School of Economics and Political Science. PhD . In his dissertation he dealt with Problems in the Estimation of Continuous Time Models.

In 1969 he was a Teaching Fellow and from 1970 to 1971 Junior Lecturer in Economics at the University of Aukland, 1972 to 1976 Lecturer in Economics at the University of Essex , 1976 to 1979 Professor of Econometrics and Social Statistics at the University of Birmingham (1976 to 1978 also Dean ) and from 1979 to 1989 Professor of Economics and Statistics at Yale University . Since 1989 he has been Sterling Professor of Economics and Professor of Statistics there. Visiting professorships took him to the École polytechnique (1977), to Yale University (1978), the University of Aukland (1978, 1979, 1988), Indiana University (1982), Monash University (1986), to the Institute for Advanced Studies in Vienna (1989), to the London School of Economics (1989), Tulane University (1993–1997), University of York (1999–2009), Singapore Management University (2005, 2006, 2007, 2008–) and to the University of Southampton (2009-).

Phillips researches mainly in the field of econometrics , time series analysis and the empirical applications of econometric methods in macroeconomics and finance . In particular, he deals with non-stationary economic time series and panel data , with laws for market intervention, with macroeconomic forecasts, empirical limits for econometric models and new methods for analyzing long-term dependencies in time series.

On February 10, 1971, he married Emily Dowdell Birdling, with whom he has a son. After divorcing in 1980, he married Deborah Jane Blood on June 13, 1981, who also co-wrote some of his work. From this marriage a son and a daughter were born. His hobbies are running , reading and poetry. He published two poems in the New Zealand literary magazine Landfall .

Awards

  • 1968 Annual Prize in Economics (Aukland University)
  • 1979 Honorary MA, Yale University
  • 1996 Econometric Theory Plura Scripsit Award
  • 1997 GEC Teacher of the Year Award (Yale University Graduate Economics Club)
  • 1998 New Zealand Medal in Science and Technology
  • 1999 Econometric Theory Plurima Scripsit Award
  • 2000 NZIER / QUANTAS New Zealand Economist of the Year
  • 2001 Distinguished Author (Journal of Applied Econometrics)
  • 2002 Advisor of the Year Award (Yale University Graduate Economics Club)
  • 2003 Biennial Medal, Socioeconomic Systems (Modeling and Simulation Society of Australia and New Zealand)

Memberships

Works

In addition to more than 230 scientific papers in journals, he published:

Books
  • with Michael R. Wickens: Exercises in Econometrics. 2 volumes, Ballinger & Philip Allan, Oxford [a. a.] 1978, ISBN 0-86003-006-7 , ISBN 0-86003-009-1
  • as editor: Models, Methods and Applications of Econometrics. Essays in Honor of AR Bergstrom. Basil Blackwell, Cambridge, Mass. [u. a.] 1993, ISBN 1-55786-110-2
  • as editor with Gangadharrao S. Maddala and Thirukodikaval N. Srinivasan: Advances in Econometrics and Quantitative Economics. Essays in Honor of Professor CR Rao . Basil Blackwell, Oxford [and a.] 1995, ISBN 1-55786-382-2
Article (selection)
  • The Structural Estimation of a Stochastic Differential Equation System. In: Econometrica. Volume 40, No. 6, November 1972, pp. 1021-1041.
  • Approximations to Some Finite Sample Distributions Associated with a First-Order Stochastic Difference Equation. In: Econometrica. Volume 45, No. 2, March 1977, pp. 463-485.
  • The Exact Finite Sample Density of Instrumental Variable Estimators in an Equation with n + 1 Endogenous Variables. In: Econometrica. Volume 48, No. 4, May 1980, pp. 861-878.
  • Understanding spurious regressions in econometrics. In: Journal of Econometrics. Volume 33, No. 3, December 1986, pp. 311-340.
  • Time Series Regression with a Unit Root. In: Econometrica. Vol. 55, No. 2, March 1987, pp. 277-301.
  • Partially Identified Econometric Models. In: Econometric Theory. Volume 5, No. 2, August 1989, pp. 181-240.
  • Optimal inference in cointegrated systems. In: Econometrica. Vol. 59, No. 2, March 1991, pp. 283-306.
  • To Criticize the Critics. An Objective Bayesian Analysis of Stochastic Trends. In: Journal of Applied Econometrics. Volume 6, No. 4, October-December 1991, pp. 333-364.
  • with V. Solo: Asymptotics for Linear Processes. In: Annals of Statistics. Vol. 20, No. 2, June 1992, pp. 971-1001.
  • Fully Modified Least Squares and Vector Autoregression. In: Econometrica. Vol. 63, No. 5, September 1995, pp. 1023-1078.
  • with Werner Ploberger: An Asymptotic Theory of Bayesian Inference for Time Series. In: Econometrica. Volume 64, No. 2, March 1996, pp. 381-412.
  • Econometric Model Determination. In: Econometrica. Volume 64, No. 4, July 1996, pp. 763-812.
  • New Tools for Understanding Spurious Regressions. In: Econometrica. Volume 66, No. 6, November 1998, pp. 1299-1326.
  • with Hyungsik R. Moon: Linear Regression Limit Theory for Nonstationary Panel Data. In: Econometrica. Volume 67, No. 5, September 1999, pp. 1057-1112.
  • with Joon Y. Park: Nonstationary Binary Choice. In: Econometrica. Volume 68, No. 5, September 2000, pp. 1249-1280.
  • with Joon Y. Park: Nonlinear Regressions with Integrated Time Series. In: Econometrica. Volume 69, No. 1, January 2001, pp. 117-161.
  • with Dean Corbae and Sam Ouliaris: Volume Spectral Regression with Trending Data. In: Econometrica. Volume 70, No. 3, May 2002, pp. 1067-1109.

literature

  • Who's Who in America 2009. 63rd Edition, Volume 2, Marquis Who's Who LLC, New Providence 2008, ISSN  0083-9396 , ISBN 978-0-8379-7017-2 (Complete Works ), ISBN 978-0-8379-7014- 1 (Volume 2), p. 3897
  • Mark Blaug and Howard R. Vane (Eds.): Who's who in economics . 4th edition, Elgar, Cheltenham and Northampton 2003, ISBN 1-84064-992-5 , pp. 646-648
  • Peter CB Phillips: Reflections on the Day. In: Journal of Economic Surveys. Volume 8, No. 3, September 1994, pp. 311-316 ( online )
  • American Men & Women of Science 1995-96. 19th edition, Volume 5: M-P. RR Bowker, New Providence 1994, ISBN 0-8352-3468-1 (Volume 5), ISBN 0-8352-3463-0 (Complete Works ), p. 1226

Web links

Individual evidence

  1. ↑ Overall ranking of the economic publications database IDEAS (English)
  2. ↑ 2013 Predictions at Thomson Reuters (sciencewatch.com); Retrieved September 25, 2013
  3. ↑ signposts. In: Landfall. Volume 34, No. 2, June 1980, p. 145; and to ms libra. In: Landfall. Volume 34, No. 4, December 1980, p. 341.


personal data
SURNAME Phillips, Peter CB
ALTERNATIVE NAMES Phillips, Peter Charles Bonest (full name)
BRIEF DESCRIPTION New Zealand economist
DATE OF BIRTH March 23, 1948
PLACE OF BIRTH Weymouth , England