Peter C.B. Phillips

Testing for a unit root in time series regression

Peter C.B. Phillips, Pierre Perrón · Biometrika · 1988 · 17.9K citations

Social Sciences, Economics, Econometrics +16

Testing the null hypothesis of stationarity against the alternative of a unit root

Denis Kwiatkowski, Peter C.B. Phillips, Peter Schmidt et al. · Journal of Econometrics · 1992 · 12.6K citations

Social Sciences, Economics, Econometrics +9

Statistical Inference in Instrumental Variables Regression with I(1) Processes

Peter C.B. Phillips, Bruce E. Hansen · The Review of Economic Studies · 1990 · 4.8K citations

Social Sciences, Economics, Causal Inference +11

Understanding spurious regressions in econometrics

Peter C.B. Phillips · Journal of Econometrics · 1986 · 1.8K citations

Social Sciences, Business Economics, Economics +11

Testing the Null Hypothesis of Stationarity Against the Alternative of a Unit Root: How Sure Are We That Economic Time Series Have a Unit Root?

Denis Kwiatkowski, Peter C.B. Phillips, Peter Schmidt · RePEc: Research Papers in Economics · 1991 · 1.6K citations

Social Sciences, Economics, Econometrics +12