Peter C.B. Phillips - Concepedia

Author

Peter C.B. Phillips

Also Known As

G. Pezzullo, P Phillips, P. C. B. PHILLIPS, P. C. B. Phillips, P. C. Phillips, P. Phillips, P. W. Phillips, P.C. Phillips, P.C.B Phillips, P.C.B. PHILLIPS

949

Publications

72.1K

Citations

H-Index

241

Concepts

All Affiliations

Yale University Singapore Management University University of Auckland University of Southampton University of York

About

Peter C.B. Phillips is an author at Yale University specializing in statistics, business, and econometrics.

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Business	64	145	41.9K
2	Engineering	47	99	10K
3	Arts	1	1	41
4	Education	1	1	103
5	Health Sciences	1	1	75

Peter C.B. Phillips

295

Publications

69.6K

Citations

H-Index

Page 1

	Year	Citations
Testing for a unit root in time series regression Peter C.B. Phillips, Pierre Perrón Biometrika EconomicsBacktestingNew TestsTime Series RegressionUnit Root	1988	17.7K
Testing the null hypothesis of stationarity against the alternative of a unit root Denis Kwiatkowski, Peter C.B. Phillips, Peter Schmidt, Journal of Econometrics Unit RootNull Hypothesis	1992	12.4K
Statistical Inference in Instrumental Variables Regression with I(1) Processes Peter C.B. Phillips, Bruce E. Hansen The Review of Economic Studies	1990	4.6K
Understanding spurious regressions in econometrics Peter C.B. Phillips Journal of Econometrics Econometric ModelEconomicsSpurious RegressionsBusinessEconomic Analysis	1986	1.8K
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 EconomicsStandard ConclusionInternational FinanceMacroeconomicsFinancial Time Series Analysis	1991	1.6K
Linear Regression Limit Theory for Nonstationary Panel Data Peter C.B. Phillips, Hyungsik Roger Moon Econometrica Econometric ModelEconomicsFinanceMacroeconomicsBusiness	1999	1.4K
Testing for a Unit Root in Time Series Regression Peter C.B. Phillips, Pierre Perrón Biometrika EconomicsBacktestingNew TestsTime Series RegressionUnit Root	1988	1.4K
Dynamic Panel Estimation and Homogenity Testing Under Cross Section Dependence Peter C.B. Phillips, Donggyu Sul RePEc: Research Papers in Economics	2006	1.2K
Optimal Inference in Cointegrated Systems Peter C.B. Phillips Econometrica Parameter EstimationEngineeringFull System EstimationEconomic FluctuationError Correction Mechanisms	1991	1.1K
EXPLOSIVE BEHAVIOR IN THE 1990s NASDAQ: WHEN DID EXUBERANCE ESCALATE ASSET VALUES?* Peter C.B. Phillips, Yangru Wu, Jun Yu International Economic Review Market MicrostructureEmpirical FinanceEconomicsFinancial EconomicsExperimental Finance	2011	1.1K

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