Peter C.B. Phillips
Author
Alternate names P.C.B Phillips, P. C. Phillips, Peter Phillips, P. Phillips, Peter C. B. Phillips +4 more
Institution Singapore Management University
Past institutions University of Auckland, Singapore Management University, Yale University, University of Southampton, University of Ulster +5 more
ORCID: Yes
H-index: 93
I10-index: 360
Works count: 1,087
Citations count: 75,810
Testing for a unit root in time series regression
1988 · Peter C.B. Phillips, Pierre Perrón · Biometrika
Testing the null hypothesis of stationarity against the alternative of a unit root
1992 · Denis Kwiatkowski, Peter C.B. Phillips, et al. · Journal of Econometrics
Statistical Inference in Instrumental Variables Regression with I(1) Processes
1990 · Peter C.B. Phillips, Bruce E. Hansen · The Review of Economic Studies