PETER C.B. PHILLIPS
Sterling Professor of Economics
Professor of Statistics
E-mail: peter.phillips [at] yale.edu
Office Address:
30 Hillhouse Ave., Room 12
Office: (203) 432-3695
Fax: (203) 432-5429
Office Hours: Wednesdays, 1:30 pm - 3:30 pm
Mailing Address:
Department of Economics
Yale University
Box 208281
New Haven, CT 06520-8281
Research and Other Department Affiliations:
Cowles Foundation
Department of StatisticsResearch Interests: Inference
with nonstationary economic time series and panel data, Laws for market intervention,
Automated model determination and macroeconomic forecasting, New descriptive techniques
for economic data, Empirical limits to econometric modeling, Economic news and economic
activity, Understanding spurious regressions, New methods for the analysis of long range
dependence in economic data
Teaching Fields: Econometrics, Time series, Empirical modeling in macroeconomics
and finance
Administrative Assistant:
Denise Fennelly
denise.fennelly [at] yale.edu
30 Hillhouse Avenue, Room 14
(203) 432-3718 |
