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Peter Charles Bonest Phillips is a leading econometrician. He received his PhD from London School of Economics under the supervision of John Denis Sargan in 1974. Since 1979 he has been Professor of Economics and Statistics at Yale University. He also holds positions at the University of Auckland, New Zealand, Singapore Management University and Southampton University. He is currently the co-director of Center for Financial Econometrics of Sim Kee Boon Institute for Financial Economics at Singapore Management University.
He is a founding editor of the journal Econometric Theory. Peter Phillips has published many theoretical articles and advanced many research areas in econometrics. He has published important articles on continuous time econometrics, finite-sample theory, asymptotic expansions, unit root and cointegration, long-range dependent time series, and panel data econometrics. He also introduced the use of the functional central limit theorem to derive asymptotic distributions of unit roots tests. Phillips mainly used frequentist statistical methods. Phillips has also supervised numerous Ph.D. students.
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