UNIT ROOTS: A SELECTIVE REVIEW OF THE CONTRIBUTIONS OF PETER C. B. PHILLIPS

B-Tier
Journal: Econometric Theory
Year: 2014
Volume: 30
Issue: 4
Pages: 775-814

Score contribution per author:

2.011 = (α=2.01 / 1 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

Peter C. B. Phillips has made fundamental contributions to unit root econometrics. This paper provides a selective review of Peter’s contribution to unit roots, with a focus on unit root asymptotics, unit root tests, and testing for stationarity against the unit root alternative. The discussion puts a relatively heavier weight on Peter’s most recent work.

Technical Details

RePEc Handle
repec:cup:etheor:v:30:y:2014:i:04:p:775-814_00
Journal Field
Econometrics
Author Count
1
Added to Database
2026-01-29