P. C. B. Phillips

9.2k citations

45 papers · 6.0k indexed · 4 hit papers · h-index 23

Economics and Econometrics top 0.1%
General Economics, Econometrics and Finance top 0.1%
Finance top 0.2%
Statistics and Probability top 0.2%
Management Science and Operations Research top 2%

Co-authors: Sam Ouliaris Steven N. Durlauf Joon‐Young Park Michael Wickens Alberto Holly Hyungsik Roger Moon Bernard Perron In-Mook Choi
Topics: Monetary Policy and Economic Impact (12 papers)Financial Risk and Volatility Modeling (9 papers)Advanced Statistical Methods and Models (7 papers)
Cited by: General Economics, Econometrics and Finance Finance Statistics and Probability
Journals: Journal of the American Statistical Association Econometrica Biometrika
Partner nations: United States United Kingdom Canada

In The Last Decade

P. C. B. Phillips

43 papers receiving 5.1k citations

Hit Papers

align trajectories

What are hit papers?

Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the same subfield and year (this is the minimum needed to enter the top 1%, not the average within it), or reaches the top citation threshold in at least one of its specific research topics.

Time Series Regression with a Unit Root

1987 2.0k citations P. C. B. Phillips Econometrica profile →
Asymptotic Properties of Residual Based Tests for Cointegration

1990 1.4k citations P. C. B. Phillips et al. Econometrica profile →
Towards a unified asymptotic theory for autoregression

1987 532 citations P. C. B. Phillips Biometrika profile →
Multiple Time Series Regression with Integrated Processes

1986 507 citations P. C. B. Phillips et al. profile →

Peers

Countries citing papers authored by P. C. B. Phillips

Since Specialization

Citations

This map shows the geographic impact of P. 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 P. 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 P. C. B. Phillips more than expected).

Fields of papers citing papers by P. C. B. Phillips

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by P. 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 P. C. B. Phillips. The network helps show where P. C. B. Phillips may publish in the future.

Co-authorship network of co-authors of P. C. B. Phillips

This figure shows the co-authorship network connecting the top 25 collaborators of P. C. B. Phillips. A scholar is included among the top collaborators of P. C. B. Phillips based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with P. C. B. Phillips. P. C. B. Phillips is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

Sort: Min cites: Since: Top N: Style:

20 of 20 papers shown

#	Work	Indexed citations
1	Automated Inference and the Future of Econometrics 2005 ·Econometric Theory ·P. C. B. Phillips	1
2	Bayesian routes and unit roots: De rebus prioribus semper est disputandum 1991 ·Journal of Applied Econometrics ·P. C. B. Phillips	45
3	Time Series Regression With a Unit Root and Infinite-Variance Errors 1990 ·Econometric Theory ·P. C. B. Phillips	84
4	Worldwide Institutional and Individual Rankings in Statistical Theory by Journal Publications over the period 1980–1986 1988 ·Econometric Theory ·P. C. B. Phillips,In-Mook Choi,Peter Z. Schochet	12
5	Regression Theory for Near-Integrated Time Series 1988 ·Econometrica ·P. C. B. Phillips	198
6	Time Series Regression with a Unit Rootbreakdown → 1987 ·Econometrica ·P. C. B. Phillips	2009
7	The distribution of matrix quotients 1985 ·Journal of Multivariate Analysis ·P. C. B. Phillips	10
8	The Exact Distribution of the SUR Estimator 1985 ·Econometrica ·P. C. B. Phillips	18
9	ERA's: A New Approach to Small Sample Theory 1983 ·Econometrica ·P. C. B. Phillips	29
10	The True Characteristic Function of the F Distribution 1982 ·Biometrika ·P. C. B. Phillips	5
11	Exercises in Econometrics 1978 ·Medical Entomology and Zoology ·P. C. B. Phillips,Michael Wickens	23
12	Edgeworth and Saddlepoint Approximations in the First-Order Noncircular Autoregression 1978 ·Biometrika ·P. C. B. Phillips	4
13	Edgeworth and saddlepoint approximations in the first-order noncircular autoregression 1978 ·Biometrika ·P. C. B. Phillips	63
14	Approximations to Some Finite Sample Distributions Associated with a First-Order Stochastic Difference Equation 1977 ·Econometrica ·P. C. B. Phillips	125
15	The Iterated Minimum Distance Estimator and the Quasi-Maximum Likelihood Estimator 1976 ·Econometrica ·P. C. B. Phillips	19
16	A quarterly forecasting model of the New Zealand economy∗ 1975 ·New Zealand Economic Papers ·P. C. B. Phillips,(unknown)	2
17	The Estimation of Some Continuous Time Models 1974 ·Econometrica ·P. C. B. Phillips	49
18	A Forecasting Model for the United Kingdom Invisible Account 1974 ·National Institute Economic Review ·P. C. B. Phillips	3
19	The problem of identification in finite parameter continuous time models 1973 ·Journal of Econometrics ·P. C. B. Phillips	85
20	The Structural Estimation of a Stochastic Differential Equation System 1972 ·Econometrica ·P. C. B. Phillips	72

About P. C. B. Phillips

P. C. B. Phillips is a scholar working on Statistics and Probability, General Economics, Econometrics and Finance and Finance, having authored 45 papers that have together received 6.0k indexed citations. Recurring topics across this work include Monetary Policy and Economic Impact (12 papers), Financial Risk and Volatility Modeling (9 papers) and Advanced Statistical Methods and Models (7 papers). The work is most often cited by research in General Economics, Econometrics and Finance (3.8k citations), Finance (2.6k citations) and Statistics and Probability (1.2k citations). P. C. B. Phillips has collaborated with scholars based in United States, United Kingdom and Canada. Frequent co-authors include Sam Ouliaris, Steven N. Durlauf, Joon‐Young Park, Michael Wickens, Alberto Holly, Hyungsik Roger Moon, Bernard Perron, In-Mook Choi, Peter Z. Schochet and Karim M. Abadir. Their work appears in journals such as Journal of the American Statistical Association, Econometrica and Biometrika.

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.

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