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PP

Peter C.B. Phillips

University of Auckland NZ

0000-0003-2341-0451

946

Publications

72,616

Citations

88

H-Index

315

i10-Index

2.07

2yr Mean Cite

-

Cite/Paper

Data combined from OpenAlex + Semantic Scholar. OA = OpenAlex S2 = Semantic Scholar

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Publication & Citation Trends

Most Cited Works

Testing for a unit root in time series regression

Peter C.B. Phillips, Pierre Perrón

Biometrika 1988

17,794

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

Denis Kwiatkowski, Peter C.B. Phillips, Peter Schmidt, Yongcheol Shin

Journal of Econometrics 1992

12,454

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

Peter C.B. Phillips, Bruce E. Hansen

The Review of Economic Studies 1990

4,699

Understanding spurious regressions in econometrics

Peter C.B. Phillips

Journal of Econometrics 1986

1,784

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

1,618

Publications

932 total

Cursor_ Zeitschrift für explorative Theologie

Peter C. B. Phillips - Unknown Venue, 2020

Cited by 0 Semantic Scholar

TESTING FOR MULTIPLE BUBBLES: HISTORICAL EPISODES OF EXUBERANCE AND COLLAPSE IN THE S&P 500

Peter C.B. Phillips, Shuping Shi, Jun Yu - International Economic Review, 2015

Cited by 1,030 OpenAlex

EXPLOSIVE BEHAVIOR IN THE 1990s NASDAQ: WHEN DID EXUBERANCE ESCALATE ASSET VALUES?* PDF

Peter C.B. Phillips, Yangru Wu, Jun Yu - International Economic Review, 2011

Cited by 1,120 OpenAlex

Albert Rex Bergstrom 1925–2005

Peter C. B. Phillips - Unknown Venue, 2005

Cited by 6 Semantic Scholar

Dynamic Panel Estimation and Homogenity Testing Under Cross Section Dependence

Peter C.B. Phillips, Donggyu Sul - RePEc: Research Papers in Economics, 2002

Cited by 1,246 OpenAlex

Linear Regression Limit Theory for Nonstationary Panel Data

Peter C.B. Phillips, Hyungsik Roger Moon - Econometrica, 1999

Cited by 1,424 OpenAlex

Vector Autoregressions and Causality

Hiro Y. Toda, Peter C.B. Phillips - Econometrica, 1993

Cited by 867 OpenAlex

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

Denis Kwiatkowski, Peter C.B. Phillips, Peter Schmidt, Yongcheol Shin - Journal of Econometrics, 1992

Cited by 12,454 OpenAlex

Asymptotics for Linear Processes PDF

Peter C.B. Phillips, Victor Solo - The Annals of Statistics, 1992

Cited by 912 OpenAlex

LM TESTS FOR A UNIT ROOT IN THE PRESENCE OF DETERMINISTIC TRENDS*

Peter Schmidt, Peter C.B. Phillips - Oxford Bulletin of Economics and Statistics, 1992

Cited by 828 OpenAlex

Research Topics

Monetary Policy and Economic Impact (318) Financial Risk and Volatility Modeling (215) Statistical Methods and Inference (159) Complex Systems and Time Series Analysis (154) Market Dynamics and Volatility (121)

Frequent Co-Authors

PI

Pierre Perrón

2 joint publications

DE

Denis Kwiatkowski

2 joint publications

PE

Peter Schmidt

2 joint publications

JU

Jun Yu

2 joint publications

YO

Yongcheol Shin

1 joint publication

BR

Bruce E. Hansen

1 joint publication

Affiliations

University of Essex

GB 2002 - 2002

Southern Illinois University Carbondale

US 1992 - 1988

University of Southern California

US 2004 - 2004

New Economics Foundation

GB 2014 - 2014

Austen Riggs Center

US 2018 - 1987

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