Wykłada i prowadzi badania z zakresu teorii ekonometrycznej, statystyki, ekonometrii finansów na Yale University. Jest założycielem i redaktorem naczelnym „Econometric Theory”.
Ważniejsze publikacje:
- Limit Theory for Cointegrated Systems with Moderately Integrated and Moderately Explosive Regressors (with Tassos Magdalinos), „Econometric Theory”, 2009
- Asymptotic Theory for Local Time Density Estimation and Nonparametric Cointegrating Regression (with Qiying Wang), „Econometric Theory”, Vol. 25, 2009, pp. 710-738
- Long memory and long run variation, „Journal of Econometrics”, 2009
- Econometric theory and practice, „Econometric Theory”, Vol. 25, 2009, pp. 583-586
- GMM Estimation for Dynamic Panels with Fixed Effects and Strong Instruments at Unity (with Chirok Han), „Econometric Theory”, 2009
- Economic Transition and Growth (with Donggyu Sul), „Journal of Applied Econometrics”, 2009
- Simulation based estimation of contingent-claims prices (with Jun Yu), „Review of Financial Studies”, September 2009
- Nonstationary Continuous-Time Processes (with Federico Bandi), in: Handbook of Financial Econometrics, Y. Aït Sahalia and L. P. Hansen (ed.), Elsevier, 2009
- Advances in Econometrics and Quantitative Economics: Essays in Honor of Professor C.R. Rao, Basil Blackwell, 1993
mail: peter.phillips@yale.edu
strona: korora.econ.yale.edu
Postal Address: 30 Hillhouse Avenue New Haven CT 06520 USA