Peter C.B. Phillips
Impact in
-
- Monetary Policy and Economic Impact
- Finance top 0.01%
- Financial Risk and Volatility Modeling
- Global Financial Crisis and Policies
Papers in
-
- Complex Systems and Time Series Analysis 81
- Market Dynamics and Volatility 75
- Spatial and Panel Data Analysis 43
-
- Monetary Policy and Economic Impact 190
- Co-authors
- Pierre Perrón (3 shared papers)Peter Schmidt (3 shared papers)Yongcheol Shin (1 shared paper)Bruce E. Hansen (1 shared paper)Jun Yu (40 shared papers)Shuping Shi (30 shared papers)Donggyu Sul (13 shared papers)Hyungsik Roger Moon (6 shared papers)
- Journals
- Journal of Econometrics (76 papers)Econometric Theory (69 papers)Econometrica (21 papers)Econometrics Journal (13 papers)Econometric Reviews (12 papers)
- Partner nations
- United StatesNew ZealandSingapore
In The Last Decade
Peter C.B. Phillips
436 papers receiving 42.9k citations
Peter C.B. Phillips's Hit Papers
Peers
Comparison fields: 5 of 202
- General Economics, Econometrics and Finance 23.2k
- Finance 15.4k
- Economics and Econometrics 35.6k
- Statistics and Probability 3.3k
- Renewable Energy, Sustainability and the Environment 5.7k
Countries citing papers authored by Peter C.B. Phillips
This map shows the geographic impact of Peter C.B. Phillips's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Peter C.B. Phillips with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Peter C.B. Phillips more than expected).
Fields of papers citing papers by Peter C.B. Phillips
This network shows the impact of papers produced by Peter C.B. Phillips. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Peter C.B. Phillips. The network helps show where Peter C.B. Phillips may publish in the future.
Co-authors
The 25 scholars most cited alongside Peter C.B. Phillips, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
Showing the 20 most-cited of 460 papers — load more, or switch the sort, to bring in the rest.
| # | Work | ||
|---|---|---|---|
| 1 | Testing for a unit root in time series regression Hit paper breakdown → | 1988 | 13455 |
| 2 | Testing the null hypothesis of stationarity against the alternative of a unit root Hit paper breakdown → | 1992 | 9019 |
| 3 | Statistical Inference in Instrumental Variables Regression with I(1) Processes Hit paper breakdown → | 1990 | 3459 |
| 4 | Understanding spurious regressions in econometrics Hit paper breakdown → | 1986 | 1149 |
| 5 | Dynamic Panel Estimation and Homogenity Testing Under Cross Section Dependence Hit paper breakdown → | 2002 | 941 |
| 6 | Linear Regression Limit Theory for Nonstationary Panel Data Hit paper breakdown → | 1999 | 940 |
| 7 | Testing for a Unit Root in Time Series Regression Hit paper breakdown → | 1988 | 814 |
| 8 | TESTING FOR MULTIPLE BUBBLES: HISTORICAL EPISODES OF EXUBERANCE AND COLLAPSE IN THE S&P 500 Hit paper breakdown → | 2015 | 769 |
| 9 | EXPLOSIVE BEHAVIOR IN THE 1990s NASDAQ: WHEN DID EXUBERANCE ESCALATE ASSET VALUES?* Hit paper breakdown → | 2011 | 756 |
| 10 | Optimal Inference in Cointegrated Systems Hit paper breakdown → | 1991 | 689 |
| 11 | Vector Autoregressions and Causality Hit paper breakdown → | 1993 | 686 |
| 12 | LM TESTS FOR A UNIT ROOT IN THE PRESENCE OF DETERMINISTIC TRENDS* Hit paper breakdown → | 1992 | 594 |
| 13 | Asymptotics for Linear Processes Hit paper breakdown → | 1992 | 579 |
| 14 | Estimating Long-Run Economic Equilibria Hit paper breakdown → | 1991 | 528 |
| 15 | 1988 | 443 | |
| 16 | 1995 | 415 | |
| 17 | Exact Local Whittle Estimation of Fractional
\nIntegration | 2002 | 389 |
| 18 | 1994 | 375 | |
| 19 | Testing for multiple bubbles: limit theory of real-time detectors: Testing for multiple bubbles Hit paper breakdown → | 2015 | 327 |
| 20 | 1989 | 299 |
About Peter C.B. Phillips
Peter C.B. Phillips is a scholar working on Economics and Econometrics, General Economics, Econometrics and Finance, Finance, Statistics and Probability and Management Science and Operations Research, having authored 460 papers that have together received 47.8k indexed citations. Recurring topics across this work include Monetary Policy and Economic Impact (190 papers), Financial Risk and Volatility Modeling (138 papers), Statistical Methods and Inference (93 papers), Complex Systems and Time Series Analysis (81 papers), Market Dynamics and Volatility (75 papers), Advanced Statistical Methods and Models (51 papers), Spatial and Panel Data Analysis (43 papers) and Stochastic processes and financial applications (33 papers). The work is most often cited by research in General Economics, Econometrics and Finance (23.2k citations), Finance (15.4k citations), Economics and Econometrics (35.6k citations), Statistics and Probability (3.3k citations) and Renewable Energy, Sustainability and the Environment (5.7k citations). Peter C.B. Phillips has collaborated with scholars based in United States, New Zealand and Singapore. Frequent co-authors include Pierre Perrón, Peter Schmidt, Yongcheol Shin, Bruce E. Hansen, Jun Yu, Shuping Shi, Donggyu Sul, Hyungsik Roger Moon, Joon‐Young Park and Hiro Y. Toda. Their work appears in journals such as Journal of Econometrics, Econometric Theory, Econometrica, Econometrics Journal and Econometric Reviews.
Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.