D-Index & Metrics Best Publications

D-Index & Metrics

Discipline name D-index D-index (Discipline H-index) only includes papers and citation values for an examined discipline in contrast to General H-index which accounts for publications across all disciplines. Citations Publications World Ranking National Ranking
Economics and Finance D-index 79 Citations 36,123 264 World Ranking 135 National Ranking 103

Research.com Recognitions

Awards & Achievements

1996 - Fellow of the American Academy of Arts and Sciences

1993 - Fellow of the American Statistical Association (ASA)

1984 - Fellow of John Simon Guggenheim Memorial Foundation

1981 - Fellows of the Econometric Society

Overview

What is he best known for?

The fields of study he is best known for:

  • Statistics
  • Normal distribution
  • Mathematical analysis

Peter C.B. Phillips mainly focuses on Econometrics, Statistics, Unit root, Applied mathematics and Estimator. His research in Econometrics intersects with topics in Statistical hypothesis testing, Asymptotic theory and Regression. He has researched Unit root in several fields, including Power, KPSS test, Unit root test and Null hypothesis, Alternative hypothesis.

His Unit root test research includes elements of Economic bubble, Asset, Augmented Dickey–Fuller test and Time series. He focuses mostly in the field of Applied mathematics, narrowing it down to topics relating to Discrete Fourier transform and, in certain cases, Periodogram. His Estimator study integrates concerns from other disciplines, such as Estimation theory, Sample size determination, Convergence of random variables and Moment.

His most cited work include:

  • Testing for a Unit Root in Time Series Regression (11377 citations)
  • 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? (8711 citations)
  • Statistical Inference in Instrumental Variables Regression with I(1) Processes (2520 citations)

What are the main themes of his work throughout his whole career to date?

His primary scientific interests are in Econometrics, Applied mathematics, Estimator, Unit root and Statistics. His biological study deals with issues like Regression, which deal with fields such as Endogeneity. His Applied mathematics research is multidisciplinary, incorporating perspectives in Asymptotic expansion, Asymptotic distribution, Limit, Nonlinear system and Series.

His studies deal with areas such as Panel data, Sample size determination, Instrumental variable and Time series as well as Estimator. The study incorporates disciplines such as Power, Gaussian, Autoregressive model and Unit root test in addition to Unit root. His study ties his expertise on Distribution together with the subject of Statistics.

He most often published in these fields:

  • Econometrics (50.15%)
  • Applied mathematics (45.25%)
  • Estimator (37.76%)

What were the highlights of his more recent work (between 2012-2021)?

  • Econometrics (50.15%)
  • Estimator (37.76%)
  • Applied mathematics (45.25%)

In recent papers he was focusing on the following fields of study:

His main research concerns Econometrics, Estimator, Applied mathematics, Unit root and Autoregressive model. The various areas that Peter C.B. Phillips examines in his Econometrics study include Sample and Regression. His Estimator study introduces a deeper knowledge of Statistics.

His work on Null distribution and Test statistic as part of general Statistics study is frequently linked to Pareto interpolation, therefore connecting diverse disciplines of science. His Unit root study incorporates themes from Statistical physics, Asymptotic distribution, Limit theory, Series and Kurtosis. He interconnects Gaussian, Random walk and Mathematical analysis, Limit in the investigation of issues within Autoregressive model.

Between 2012 and 2021, his most popular works were:

  • TESTING FOR MULTIPLE BUBBLES: HISTORICAL EPISODES OF EXUBERANCE AND COLLAPSE IN THE S&P 500 (361 citations)
  • TESTING FOR MULTIPLE BUBBLES: LIMIT THEORY OF REAL‐TIME DETECTORS (154 citations)
  • Identifying Latent Structures in Panel Data (85 citations)

In his most recent research, the most cited papers focused on:

  • Statistics
  • Normal distribution
  • Mathematical analysis

Peter C.B. Phillips spends much of his time researching Econometrics, Estimator, Unit root, Applied mathematics and Autoregressive model. His biological study spans a wide range of topics, including Martingale, Sample and Regression. His Estimator study combines topics from a wide range of disciplines, such as Regression analysis, Linear model, Least squares and Consistency.

His work carried out in the field of Unit root brings together such families of science as Geometric Brownian motion, Implied volatility, Call option, Covariance and Kurtosis. His Applied mathematics research incorporates elements of Discrete mathematics, Kernel, Nonparametric regression, Mathematical optimization and Null. His Autoregressive model study is related to the wider topic of Statistics.

This overview was generated by a machine learning system which analysed the scientist’s body of work. If you have any feedback, you can contact us here.

Best Publications

Testing for a Unit Root in Time Series Regression

Peter Charles Bonest Phillips;Pierre Perron.
Biometrika (1988)

19620 Citations

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;Yongcheol Shin.
Journal of Econometrics (1992)

11762 Citations

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

Peter C. B. Phillips;Bruce E. Hansen.
The Review of Economic Studies (1990)

4278 Citations

Time series regression with a unit root

Peter C.B. Phillips.
Econometrica (1987)

3807 Citations

Asymptotic Properties of Residual Based Tests for Cointegration

Peter Charles Bonest Phillips;Sam Ouliaris.
Econometrica (1990)

2369 Citations

Understanding spurious regressions in econometrics

Peter C.B. Phillips.
Journal of Econometrics (1986)

2265 Citations

Linear Regression Limit Theory for Nonstationary Panel Data

Peter C.B. Phillips;Hyungsik Roger Moon.
Econometrica (1999)

1450 Citations

Optimal Inference in Cointegrated Systems

Peter C.B. Phillips.
Econometrica (1991)

1373 Citations

Vector Autoregressions and Causality

Hiro Y. Toda;Peter C. B. Phillips.
Econometrica (1993)

1235 Citations

Estimating Long Run Economic Equilibria

Peter C. B. Phillips;Mico Loretan.
The Review of Economic Studies (1991)

982 Citations

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