Peter C. B. PHILLIPS
Visiting Faculty, Distinguished Term Professor
Distinguished Professor of Economics; Lee Kong Chian Distinguished Fellow
School of Economics
SOE
QUALIFICATIONS:
- Ph.D., University of London : London School of Economics and Political Science, 1974
- M.A., Yale University, Honours, 1979
- M.A., First Class Honours, University of Auckland, 1971
- B.A., University of Auckland, 1969
RESEARCH INTERESTS:
- Stationary and nonstationary time series econometrics
- Financial econometrics
- Bayesian methods
- Econometric model determination
- Time series forecasting
- Finite sample econometrics
- Nonparametric and semi-parametric techniques
- Panel data asymptotics and modelling
- Dynamic nonlinear modeling
