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Faculty Profile

School of Economics SOE

Peter C. B. PHILLIPS

Visiting Faculty, Distinguished Term Professor
Distinguished Professor of Economics; Lee Kong Chian Distinguished Fellow

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
     

RESEARCH ADVISOR/CO-RESEARCH ADVISOR TO:

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