Phillips Peter Charles Bonest
|Дата рождения||23 марта 1948 г.|
|Образование||бакалавр: Economics, Mathematics and Applied Mathematics [University of Auckland, 1969]
магистр: Economics [University of Auckland, 1971]
PhD: Econometrics [University of London: London School of Economics and Political Science, 1974]
|Место работы||University of York / Adjunct Visiting Professor of Econometrics|
- Stationary and nonstationary time series econometrics
- Bayesian methods
- Econometric model determination
- Time series forecasting
- Finite sample econometrics
- Nonparametric and semi-parametric techniques
- Panel data asymptotics and modelling
- Dynamic nonlinear modeling
- Financial econometrics
- Macroeconomic forecasting and policy analysis of Asia-Pacific countries using automated econometric techniques
- Discrete choice modeling of Fed monetary policy intervention
- Web site development of econometric model determination methodology
- "The Structural Estimation of a Stochastic Differential Equation System," Econometrica, Vol. 40, No. 6, November 1972, pp. 1021-1041.
- "The Problem of Identification in Finite Parameter Continuous Time Models," Journal of Econometrics, Vol. 1, No. 4, December 1973, pp. 351-262.
- "The Estimation of Some Continuous Time Models," Econometrica, Vol. 42, No. 5, September, 1974, pp. 803-823.
- "A Quarterly Forecasting Model of the New Zealand Economy" (with J. Yeabsley), New Zealand Economic Papers, Vol. 9, 1975, pp. 181-195.
- "The Estimation of Linear Stochastic Differential Equations with Exogenous Variables," in A. R. Bergstrom (ed.), Statistical Inference in Continuous Time Economic Models, North-Holland, 1976.
- "Some Computations Based on Observed Data Series of the Exogenous Variable Component in Continuous Systems," in A. R. Bergstrom (ed.), Statistical Inference in Continuous Time Economic Models, North-Holland, 1976.
- "The Iterated Minimum Distance Estimator and the Quasi-Maximum Likelihood Estimator," Econometrica, Vol. 44, No. 3, May 1976, pp. 449-460.
- "Approximations to Some Finite Sample Distributions Associated with a First Order Stochastic Difference Equation," Econometrica, Vol. 45, No. 2, March 1977, pp. 463-485.
- "A Large Deviation Limit Theorem for Multivariate Distributions," Journal of Multivariate Analysis, Vol. 7, No. 1, March 1977, pp. 50-62.
- "A General Theorem in the Theory of Asymptotic Expansions as Approximations to Finite Sample Distributions of Econometric Estimators," Econometrica, Vol. 45, No. 6, September 1977, pp. 1517- 1534.
- "An Approximation to the Finite Sample Distribution of Zellner's Seemingly Unrelated Regression Estimator," Journal of Econometrics, Vol. 6, No. 2, September 1977, pp. 147-164.
- "Econometrics: A View from the Toolroom," Inaugural Lecture, published by the University of Birmingham, April 1977.
- "The Treatment of Flow Data in the Estimation of Continuous Time Systems," Chapter 15 and pp. 257-274 in A. R. Bergstrom, A. J. L. Catt and M. Preston (eds.), Stability and Inflation: Essays in Memory of A. W. Phillips, New York, 1978.
- "Edgeworth and Saddlepoint Approximations in a First Order Non-Circular Autoregression," Biometrika, Vol. 65, No. 1, February 1978, pp. 91-98.
- Exercises in Econometrics, Volume I (with M. R. Wickens), Ballinger & Philip Allan, 1978.
- Exercises in Econometrics, Volume II (with M. R. Wickens), Ballinger & Philip Allan, 1978.
- Models, Methods and Applications of Econometrics: Essays in Honor of A. R. Bergstrom (Editor), Basil Blackwell, 1993.
- Advances in Econometrics and Quantitative Economics: Essays in Honor of Professor C. R. Rao (Edited with G. S. Maddala and T. N. Srinivasan), Basil Blackwell, 1995.
|Адрес||Department of Economics
New Haven, CT 06520-8281
bias in dynamic panel estimation distribution of matrix quotients econometric models Economic Time Series F Distribution log periodogram regression macroeconometric models Marginal Densities non-circular autoregression variable estimators
Journal of Political Economy. 1978. Vol. 86. P. 45-61.
Econometrica. 1978. Vol. 46. No. 6. P. 1251-1272.
Journal of Econometrics. 1987. Vol. 34. No. 1-2. P. 5-32.