Peter C.B. Phillips

72.4k total citations · 17 hit papers
460 papers, 47.3k citations indexed

About

Peter C.B. Phillips is a scholar working on Economics and Econometrics, General Economics, Econometrics and Finance and Finance. According to data from OpenAlex, Peter C.B. Phillips has authored 460 papers receiving a total of 47.3k indexed citations (citations by other indexed papers that have themselves been cited), including 224 papers in Economics and Econometrics, 197 papers in General Economics, Econometrics and Finance and 168 papers in Finance. Recurrent topics in Peter C.B. Phillips's work include Monetary Policy and Economic Impact (190 papers), Financial Risk and Volatility Modeling (138 papers) and Statistical Methods and Inference (93 papers). Peter C.B. Phillips is often cited by papers focused on Monetary Policy and Economic Impact (190 papers), Financial Risk and Volatility Modeling (138 papers) and Statistical Methods and Inference (93 papers). Peter C.B. Phillips collaborates with scholars based in United States, New Zealand and Singapore. Peter C.B. Phillips's co-authors include Pierre Perrón, Peter Schmidt, Yongcheol Shin, Bruce E. Hansen, Jun Yu, Donggyu Sul, Shuping Shi, Hyungsik Roger Moon, Joon‐Young Park and Hiro Y. Toda and has published in prestigious journals such as Journal of the American Statistical Association, Environmental Science & Technology and Econometrica.

In The Last Decade

Peter C.B. Phillips

434 papers receiving 42.3k citations

Hit Papers

Testing for a unit root in time series regression 1986 2026 1999 2012 1988 1992 1990 1986 2002 4.0k 8.0k 12.0k

Peers — A (Enhanced Table)

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

Name h Career Trend Papers Cites
Peter C.B. Phillips United States 69 35.4k 23.2k 15.3k 5.7k 3.3k 460 47.3k
Pierre Perrón United States 45 32.1k 0.9× 23.6k 1.0× 13.0k 0.9× 5.1k 0.9× 1.6k 0.5× 143 40.5k
David A. Dickey United States 37 28.3k 0.8× 19.4k 0.8× 11.6k 0.8× 4.5k 0.8× 1.4k 0.4× 102 43.3k
Søren Johansen Denmark 43 30.6k 0.9× 24.8k 1.1× 12.8k 0.8× 4.6k 0.8× 1.5k 0.5× 168 40.9k
Wayne A. Fuller United States 47 29.7k 0.8× 20.1k 0.9× 12.1k 0.8× 4.5k 0.8× 5.4k 1.7× 162 48.2k
James H. Stock United States 65 27.6k 0.8× 21.5k 0.9× 11.9k 0.8× 3.1k 0.5× 2.9k 0.9× 197 41.4k
Clive W. J. Granger United States 86 37.6k 1.1× 21.6k 0.9× 20.6k 1.3× 3.6k 0.6× 3.1k 1.0× 280 60.7k
Bruce E. Hansen United States 42 17.6k 0.5× 11.1k 0.5× 7.4k 0.5× 2.7k 0.5× 2.4k 0.7× 87 24.2k
Robert F. Engle United States 85 63.6k 1.8× 34.3k 1.5× 50.7k 3.3× 5.3k 0.9× 3.7k 1.1× 255 84.7k
Donald W. K. Andrews United States 51 16.5k 0.5× 11.8k 0.5× 8.1k 0.5× 2.4k 0.4× 4.3k 1.3× 145 24.5k
James D. Hamilton United States 50 24.8k 0.7× 17.0k 0.7× 13.8k 0.9× 5.4k 0.9× 1.4k 0.4× 118 35.5k

Countries citing papers authored by Peter C.B. Phillips

Since Specialization
Citations

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

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

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

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

This figure shows the co-authorship network connecting the top 25 collaborators of Peter C.B. Phillips. A scholar is included among the top collaborators of Peter 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 Peter C.B. Phillips. Peter 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, Peter C.B., et al.. (2024). Robust inference of panel data models with interactive fixed effects under long memory: A frequency domain approach. Journal of Econometrics. 241(2). 105761–105761. 1 indexed citations
2.
Yu, Ping, Qin Liao, & Peter C.B. Phillips. (2023). NEW CONTROL FUNCTION APPROACHES IN THRESHOLD REGRESSION WITH ENDOGENEITY. Econometric Theory. 40(5). 1065–1119. 5 indexed citations
3.
Phillips, Peter C.B. & Tony Cassidy. (2023). Social Representations and Symbolic Coping: A Cross-Cultural Discourse Analysis of the COVID-19 Pandemic in Newspapers. Health Communication. 39(3). 451–459. 3 indexed citations
4.
Phillips, Peter C.B., Thomas Leirvik, & Trude Storelvmo. (2019). Econometric estimates of Earth’s transient climate sensitivity. Journal of Econometrics. 214(1). 6–32. 18 indexed citations
5.
Li, Degui, Peter C.B. Phillips, & Jiti Gao. (2019). Kernel-based Inference in Time-Varying Coefficient Cointegrating Regression. Journal of Econometrics. 215(2). 607–632. 7 indexed citations
6.
Phillips, Peter C.B.. (2016). Diversity and fish community structure in a Central American mangrove embayment. Revista de Biología Tropical. 29(2). 227–236. 1 indexed citations
7.
Sun, Yixiao & Peter C.B. Phillips. (2008). Optimal Bandwidth Choice for Interval Estimation in GMM Regression. SSRN Electronic Journal. 7 indexed citations
8.
Kim, Chang Sik & Peter C.B. Phillips. (2006). Log Periodogram Regression: The Nonstationary Case. SSRN Electronic Journal. 11 indexed citations
9.
Phillips, Peter C.B. & Jun Yu. (2006). Realized Variance and Market Microstructure Noise - Comment. Journal of Business and Economic Statistics. 24(2). 202–208. 9 indexed citations
10.
Wang, Qiying & Peter C.B. Phillips. (2006). Asymptotic Theory for Local Time Density Estimation and Nonparametric Cointegration Regression. SSRN Electronic Journal. 23 indexed citations
11.
Bandi, Federico M. & Peter C.B. Phillips. (2005). A Simple Approach to the Parametric Estimation of Potentially Nonstationary Diffusions. Institutional Knowledge (InK) - Institutional Knowledge at Singapore Management University (Singapore Management University). 6 indexed citations
12.
Phillips, Peter C.B., Yixiao Sun, & Sainan Jin. (2003). Long Run Variance Estimation Using Steep Origin Kernels without Truncation. RePEc: Research Papers in Economics. 5 indexed citations
13.
Ouliaris, Sam, et al.. (2002). Band Spectral Regression with Trending Data. SSRN Electronic Journal. 7 indexed citations
14.
Jin, Sainan & Peter C.B. Phillips. (2002). The KPSS Test with Seasonal Dummies. Singapore Management University Institutional Knowledge (InK) (Singapore Management University). 1 indexed citations
15.
Phillips, Peter C.B.. (2001). Bootstrapping Spurious Regression. SSRN Electronic Journal. 8 indexed citations
16.
Phillips, Peter C.B. & Hyungsik Roger Moon. (2000). Nonstationary panel data analysis: an overview of some recent developments. Econometric Reviews. 19(3). 263–286. 245 indexed citations
17.
Phillips, Peter C.B.. (1999). Unit Root Log Periodogram Regression. Institutional Knowledge (InK) - Institutional Knowledge at Singapore Management University (Singapore Management University). 8 indexed citations
18.
Phillips, Peter C.B., et al.. (1992). Testing the null hypothesis of stationarity against the alternative of a unit root. Journal of Econometrics. 54(1-3). 159–178. 8941 indexed citations breakdown →
19.
Phillips, Peter C.B. & Pierre Perrón. (1988). Testing for a unit root in time series regression. Biometrika. 75(2). 335–346. 13342 indexed citations breakdown →
20.
Bailey, R. W., Viv Hall, & Peter C.B. Phillips. (1980). A Model of Output, Employment, Capital Formation and Inflation. RePEc: Research Papers in Economics. 5 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.

Explore authors with similar magnitude of impact

Rankless by CCL
2026