Peter C.B. Phillips

Researcher Next ID · RN-008476

Researcher · Economics, Econometrics and Finance

Auckland, New Zealand

Not currently recruitingFunding unknown

Research interests

Economics, Econometrics and Finance

Mathematics

Monetary Policy and Economic Impact

Financial Risk and Volatility Modeling

Statistical Methods and Inference

Complex Systems and Time Series Analysis

Market Dynamics and Volatility

Testing the null hypothesis of stationarity against the alternative of a unit root
Journal of Econometrics · 1992 · https://doi.org/10.1016/0304-4076(92)90104-y
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?
RePEc: Research Papers in Economics · 1991
Statistical Inference in Instrumental Variables Regression with I(1) Processes
The Review of Economic Studies · 1990 · https://doi.org/10.2307/2297545
Testing for a unit root in time series regression
Biometrika · 1988 · https://doi.org/10.1093/biomet/75.2.335
Understanding spurious regressions in econometrics
Journal of Econometrics · 1986 · https://doi.org/10.1016/0304-4076(86)90001-1

No projects listed.