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Phillips Peter Charles Bonest

Обновлено: 09-12-2010
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

Профессиональные интересы:
  • 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

Applied Macroeconometrics:

  • 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



  1. "The Structural Estimation of a Stochastic Differential Equation System," Econometrica, Vol. 40, No. 6, November 1972, pp. 1021-1041.
  2. "The Problem of Identification in Finite Parameter Continuous Time Models," Journal of Econometrics, Vol. 1, No. 4, December 1973, pp. 351-262.
  3. "The Estimation of Some Continuous Time Models," Econometrica, Vol. 42, No. 5, September, 1974, pp. 803-823.
  4. "A Quarterly Forecasting Model of the New Zealand Economy" (with J. Yeabsley), New Zealand Economic Papers, Vol. 9, 1975, pp. 181-195.
  5. "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.
  6. "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.
  7. "The Iterated Minimum Distance Estimator and the Quasi-Maximum Likelihood Estimator," Econometrica, Vol. 44, No. 3, May 1976, pp. 449-460.
  8. "Approximations to Some Finite Sample Distributions Associated with a First Order Stochastic Difference Equation," Econometrica, Vol. 45, No. 2, March 1977, pp. 463-485.
  9. "A Large Deviation Limit Theorem for Multivariate Distributions," Journal of Multivariate Analysis, Vol. 7, No. 1, March 1977, pp. 50-62.
  10. "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.
  11. "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.
  12. "Econometrics: A View from the Toolroom," Inaugural Lecture, published by the University of Birmingham, April 1977.
  13. "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.
  14. "Edgeworth and Saddlepoint Approximations in a First Order Non-Circular Autoregression," Biometrika, Vol. 65, No. 1, February 1978, pp. 91-98.

  1. Exercises in Econometrics, Volume I (with M. R. Wickens), Ballinger & Philip Allan, 1978.
  2. Exercises in Econometrics, Volume II (with M. R. Wickens), Ballinger & Philip Allan, 1978.
  3. Models, Methods and Applications of Econometrics: Essays in Honor of A. R. Bergstrom (Editor), Basil Blackwell, 1993.
  4. 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.

Домашняя страница http://korora.econ.yale.edu/phillips/
E-mail peter.phillips@yale.edu
Телефон (203) 432-3695
Факс (203) 432-5429
Адрес Department of Economics
Yale University
Box 208281
New Haven, CT 06520-8281
Ключевые слова

См. также:
Christian Gourieroux, Alain Monfort, Alain Trognon, Eric Renault
Journal of Econometrics. 1987.  Vol. 34. No. 1-2. P. 5-32. 
Ray C. Fair
Journal of Political Economy. 1978.  Vol. 86. P. 45-61. 
Jerry Hausman
Econometrica. 1978.  Vol. 46. No. 6. P. 1251-1272.