influenced birth_place influences nationality article_title institution field birth_date repec_prefix repec_id name alma_mater
sup pierre perron mototsugu shintani eric zivot torben m. andersen da laurent-emmanuel calvet steven durlauf weymouth , england , uk denis sargan albert rex bergstrom new zealand peter c. b. phillips
 yale university singapore management university university of auckland econometrics 23 march 1948 e pph8 peter c. b. phillips london school of economics university of auckland
peter c. b. phillips

peter charles bonest phillips -lrb- born 23 march 1948 -rrb- is a leading econometrician .
he received his phd from london school of economics under the supervision of john denis sargan in 1974 .
since 1979 he has been professor of economics and statistics at yale university .
he also holds positions at the university of auckland , new zealand , singapore management university and southampton university -lrb- in u.k. -rrb- .
he is currently the co-director of center for financial econometrics of sim kee boon institute for financial economics at singapore management university .
he is a founding editor of the journal `` econometric theory '' .
peter phillips has published many theoretical articles and advanced many research areas in econometrics .
he has published important articles on continuous time econometrics , finite-sample theory , asymptotic expansions , unit root and cointegration , long-range dependent time series , and panel data econometrics .
he also introduced the use of the functional central limit theorem to derive asymptotic distributions of unit roots tests .
phillips mainly used frequentist statistical methods .
phillips has also supervised numerous ph.d. students .
