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Author
Peter C.B. Phillips
also known as Hellman, Sten, P Phillips, P. C. B. PHILLIPS
University of Auckland · Yale University · Singapore Management University · University of Essex
About this author
Works
945
Cited by
72,714
h-index
88
i10
316
ORCID ↗
Top papers
Testing for a unit root in time series regression
Peter C.B. Phillips, Pierre Perrón
·
1988
·
Biometrika
↗ 17,824
Testing the null hypothesis of stationarity against the alternative of a unit root
Denis Kwiatkowski, Peter C.B. Phillips, Peter Schmidt, et al.
·
1992
·
Journal of Econometrics
↗ 12,474
Statistical Inference in Instrumental Variables Regression with I(1) Processes
Peter C.B. Phillips, Bruce E. Hansen
·
1990
·
The Review of Economic Studies
↗ 4,705
Understanding spurious regressions in econometrics
Peter C.B. Phillips
·
1986
·
Journal of Econometrics
↗ 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
·
1991
·
RePEc: Research Papers in Economics
↗ 1,618
Linear Regression Limit Theory for Nonstationary Panel Data
Peter C.B. Phillips, Hyungsik Roger Moon
·
1999
·
Econometrica
↗ 1,424
Testing for a Unit Root in Time Series Regression
Peter C.B. Phillips, Pierre Perrón
·
1988
·
Biometrika
↗ 1,413
Dynamic Panel Estimation and Homogenity Testing Under Cross Section Dependence
Peter C.B. Phillips, Donggyu Sul
·
2002
·
RePEc: Research Papers in Economics
↗ 1,247
EXPLOSIVE BEHAVIOR IN THE 1990s NASDAQ: WHEN DID EXUBERANCE ESCALATE ASSET VALUES?*
Peter C.B. Phillips, Yangru Wu, Jun Yu
·
2011
·
International Economic Review
↗ 1,123
OA
Optimal Inference in Cointegrated Systems
Peter C.B. Phillips
·
1991
·
Econometrica
↗ 1,117
TESTING FOR MULTIPLE BUBBLES: HISTORICAL EPISODES OF EXUBERANCE AND COLLAPSE IN THE S&P 500
Peter C.B. Phillips, Shuping Shi, Jun Yu
·
2015
·
International Economic Review
↗ 1,035
Asymptotics for Linear Processes
Peter C.B. Phillips, Victor Solo
·
1992
·
The Annals of Statistics
↗ 912
OA