P. C. B. Phillips

9.2k total citations · 4 hit papers
45 papers, 6.0k citations indexed

About

P. C. B. Phillips is a scholar working on Statistics and Probability, Finance and General Economics, Econometrics and Finance. According to data from OpenAlex, P. C. B. Phillips has authored 45 papers receiving a total of 6.0k indexed citations (citations by other indexed papers that have themselves been cited), including 18 papers in Statistics and Probability, 12 papers in Finance and 12 papers in General Economics, Econometrics and Finance. Recurrent topics in P. C. B. Phillips's work include Monetary Policy and Economic Impact (12 papers), Financial Risk and Volatility Modeling (9 papers) and Advanced Statistical Methods and Models (7 papers). P. C. B. Phillips is often cited by papers focused on Monetary Policy and Economic Impact (12 papers), Financial Risk and Volatility Modeling (9 papers) and Advanced Statistical Methods and Models (7 papers). P. C. B. Phillips collaborates with scholars based in United States, United Kingdom and Canada. P. C. B. Phillips's 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 and has published in prestigious journals such as Journal of the American Statistical Association, Econometrica and Biometrika.

In The Last Decade

P. C. B. Phillips

43 papers receiving 5.1k citations

Hit Papers

Time Series Regression with a Unit Root 1986 2026 1999 2012 1987 1990 1987 1986 500 1000 1.5k 2.0k
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.

  1. Time Series Regression with a Unit Root
    1987 2.0k citations P. C. B. Phillips Econometrica profile →
  2. Asymptotic Properties of Residual Based Tests for Cointegration
    1990 1.4k citations P. C. B. Phillips et al. Econometrica profile →
  3. Towards a unified asymptotic theory for autoregression
    1987 532 citations P. C. B. Phillips Biometrika profile →
  4. Multiple Time Series Regression with Integrated Processes
    1986 507 citations P. C. B. Phillips et al. profile →

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
P. C. B. Phillips United States 23 3.8k 3.8k 2.6k 1.2k 372 45 6.0k
James Davidson United Kingdom 25 3.0k 0.8× 2.4k 0.6× 1.9k 0.7× 737 0.6× 374 1.0× 70 4.5k
Thomas J. Rothenberg United States 12 3.9k 1.0× 2.8k 0.7× 1.4k 0.5× 585 0.5× 290 0.8× 21 5.6k
Timothy J. Vogelsang United States 29 2.9k 0.8× 2.3k 0.6× 1.5k 0.6× 812 0.7× 246 0.7× 67 4.4k
Pentti Saikkonen Finland 33 3.5k 0.9× 2.9k 0.8× 1.9k 0.7× 530 0.5× 221 0.6× 94 4.7k
Werner Ploberger United States 17 2.2k 0.6× 1.9k 0.5× 1.4k 0.5× 686 0.6× 196 0.5× 27 3.4k
Stephen M. Goldfeld United States 27 3.0k 0.8× 2.4k 0.6× 1.4k 0.5× 411 0.4× 292 0.8× 63 4.9k
Adrian Pagan Australia 28 5.2k 1.4× 3.9k 1.0× 3.3k 1.3× 603 0.5× 577 1.6× 99 7.7k
Stephen J. Leybourne United Kingdom 33 4.4k 1.2× 3.5k 0.9× 2.3k 0.9× 385 0.3× 813 2.2× 137 5.9k
Anil K. Bera United States 16 2.6k 0.7× 1.2k 0.3× 1.4k 0.5× 499 0.4× 519 1.4× 45 4.5k
P. A. V. B. Swamy United States 27 2.6k 0.7× 1.5k 0.4× 797 0.3× 545 0.5× 433 1.2× 126 4.1k

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

20 of 20 papers shown
1.
Phillips, P. C. B.. (2005). Automated Inference and the Future of Econometrics. Econometric Theory. 1–2. 1 indexed citations
2.
Phillips, P. C. B.. (1991). Bayesian routes and unit roots: De rebus prioribus semper est disputandum. Journal of Applied Econometrics. 6(4). 435–473. 45 indexed citations
3.
Phillips, P. C. B.. (1990). Time Series Regression With a Unit Root and Infinite-Variance Errors. Econometric Theory. 6(1). 44–62. 84 indexed citations
4.
Phillips, P. C. B., In-Mook Choi, & Peter Z. Schochet. (1988). Worldwide Institutional and Individual Rankings in Statistical Theory by Journal Publications over the period 1980–1986. Econometric Theory. 4(1). 1–34. 12 indexed citations
5.
Phillips, P. C. B.. (1988). Regression Theory for Near-Integrated Time Series. Econometrica. 56(5). 1021–1021. 198 indexed citations
6.
Phillips, P. C. B.. (1987). Time Series Regression with a Unit Root. Econometrica. 55(2). 277–277. 2009 indexed citations breakdown →
7.
Phillips, P. C. B.. (1985). The distribution of matrix quotients. Journal of Multivariate Analysis. 16(1). 157–161. 10 indexed citations
8.
Phillips, P. C. B.. (1985). The Exact Distribution of the SUR Estimator. Econometrica. 53(4). 745–745. 18 indexed citations
9.
Phillips, P. C. B.. (1983). ERA's: A New Approach to Small Sample Theory. Econometrica. 51(5). 1505–1505. 29 indexed citations
10.
Phillips, P. C. B.. (1982). The True Characteristic Function of the F Distribution. Biometrika. 69(1). 261–261. 5 indexed citations
11.
Phillips, P. C. B. & Michael Wickens. (1978). Exercises in Econometrics. Medical Entomology and Zoology. 23 indexed citations
12.
Phillips, P. C. B.. (1978). Edgeworth and Saddlepoint Approximations in the First-Order Noncircular Autoregression. Biometrika. 65(1). 91–91. 4 indexed citations
13.
Phillips, P. C. B.. (1978). Edgeworth and saddlepoint approximations in the first-order noncircular autoregression. Biometrika. 65(1). 91–98. 63 indexed citations
14.
Phillips, P. C. B.. (1977). Approximations to Some Finite Sample Distributions Associated with a First-Order Stochastic Difference Equation. Econometrica. 45(2). 463–463. 125 indexed citations
15.
Phillips, P. C. B.. (1976). The Iterated Minimum Distance Estimator and the Quasi-Maximum Likelihood Estimator. Econometrica. 44(3). 449–449. 19 indexed citations
16.
Phillips, P. C. B., et al.. (1975). A quarterly forecasting model of the New Zealand economy∗. New Zealand Economic Papers. 9(1). 181–195. 2 indexed citations
17.
Phillips, P. C. B.. (1974). The Estimation of Some Continuous Time Models. Econometrica. 42(5). 803–803. 49 indexed citations
18.
Phillips, P. C. B.. (1974). A Forecasting Model for the United Kingdom Invisible Account. National Institute Economic Review. 69. 58–76. 3 indexed citations
19.
Phillips, P. C. B.. (1973). The problem of identification in finite parameter continuous time models. Journal of Econometrics. 1(4). 351–362. 85 indexed citations
20.
Phillips, P. C. B.. (1972). The Structural Estimation of a Stochastic Differential Equation System. Econometrica. 40(6). 1021–1021. 72 indexed citations

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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