He is currently the co-director of Center for Financial Econometrics of Sim Kee Boon Institute for Financial Economics at Singapore Management University and is an adjunct professor of econometrics at the University of Southampton.
[1] He received his PhD from London School of Economics under the supervision of John Denis Sargan in 1974.
Peter Phillips has published many theoretical articles and advanced many research areas in econometrics.
He has published important articles on continuous time econometrics, finite-sample theory, asymptotic expansions, unit root and cointegration, long-range dependent time series, and panel data econometrics.
He also introduced the use of the functional central limit theorem to derive asymptotic distributions of unit roots tests.