Peter C.B. Phillips

72.4k citations
460 papers · 47.3k indexed · 17 hit papers · h-index 69

Peter C.B. Phillips

434 papers receiving 42.3k citations

Hit Papers

Causal Change...19919862026199920122.5k5.0k7.5k

Peers

Peter C.B. Phillips
Comparison fields: 5 of 206
  • General Economics, Econometrics and Finance 23.2k
  • Finance 15.3k
  • Economics and Econometrics 35.4k
  • Statistics and Probability 3.3k
  • Renewable Energy, Sustainability and the Environment 5.7k
Replace Pierre Perrón with:
Pierre Perrón United States
David A. Dickey United States
Søren Johansen Denmark
Wayne A. Fuller United States
James H. Stock United States
Clive W. J. Granger United States
Robert F. Engle United States
Bruce E. Hansen United States
Donald W. K. Andrews United States
James D. Hamilton United States
Peter C.B. Phillips relative to Pierre Perrón United States Pierre Perrón's profile →
Citations per field
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Pierre Perrón · 1×
Citations per year

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

The 25 scholars most cited alongside Peter C.B. Phillips, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.

Border = papers with Peter C.B. Phillips Line = papers co-authored together Peter C.B. Phillips links everyone, so they are left out of the graph.

All Works

20 of 20 papers shown
#Work
1 20250
2 20251
3 20241
4 20235
5 20197
6 201918
7
Diversity and fish community structure in a Central American mangrove embayment
20161
8
Testing for multiple bubbles: limit theory of real-time detectors: Testing for multiple bubblesbreakdown →
2015314
9 201015
10 200713
11
Refined Inference on Long Memory in Realized Volatility
20063
12
Indirect Inference for Dynamic Panel Models
200610
13
Asymptotic Theory for Local Time Density Estimation and Nonparametric Cointegration Regression
200623
14
Realized Variance and Market Microstructure Noise - Comment
20069
15
Long Run Variance Estimation Using Steep Origin Kernels without Truncation
20035
16
The Elusive Empirical Shadow of Growth Convergence
200314
17
Exact Local Whittle Estimation of Fractional \nIntegration
2002388
18
Dynamic Panel Estimation and Homogenity Testing Under Cross Section Dependencebreakdown →
2002937
19
Bootstrapping Spurious Regression
20018
20 2000245

About Peter C.B. Phillips

Peter C.B. Phillips is a scholar working on General Economics, Econometrics and Finance, Finance and Statistics and Probability, having authored 460 papers that have together received 47.3k indexed citations. Recurring topics across this work include Monetary Policy and Economic Impact (190 papers), Financial Risk and Volatility Modeling (138 papers), Statistical Methods and Inference (93 papers), Complex Systems and Time Series Analysis (81 papers), Market Dynamics and Volatility (75 papers), Advanced Statistical Methods and Models (51 papers), Spatial and Panel Data Analysis (43 papers) and Stochastic processes and financial applications (33 papers). The work is most often cited by research in General Economics, Econometrics and Finance (23.2k citations), Finance (15.3k citations) and Economics and Econometrics (35.4k citations). Peter C.B. Phillips has collaborated with scholars based in United States, New Zealand and Singapore. Frequent 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. Their work appears in journals such as Journal of Econometrics, Econometric Theory, Econometrica, Econometrics Journal and Econometric Reviews.

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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