Title

Recent Advances in Nonstationary Time Series: A Festschrift in honor of Peter C. B. Phillips

Publication Type

Journal Article

Publication Date

1-2013

Abstract

On July 14–15, 2008, the School of Economics and the Sim Kee Boon Institute for Financial Economics at Singapore Management University (SMU) co-hosted a conference honoring the contribution of Peter Phillips to econometrics and statistics, in celebration of his 60th birthday. In total, 51 papers were presented by his colleagues and former students, who deeply appreciate and respect Peter as a true scholar and a good friend. These papers mainly cover two areas of Peter’s current research interests—nonstationary time series analysis, and panel, nonlinear and nonparametric models. On the basis of this conference, we have taken the opportunity to edit two special issues of the Journal of Econometrics (JoE), focused on these two research areas, to honor Peter Phillips on his 60th birthday. All papers in the two issues were selected from the SMU conference presentations and subjected to JoE’s normal refereeing process. This special issue contains 16 papers dealing with nonstationary time series analysis.

Discipline

Econometrics

Research Areas

Econometrics

Publication

Journal of Econometrics

Volume

169

Issue

2

First Page

139

Last Page

141

ISSN

0304-4076

Identifier

10.1016/j.jeconom.2012.01.015

Publisher

Elsevier

Creative Commons License

Creative Commons Attribution-Noncommercial-No Derivative Works 4.0 License
This work is licensed under a Creative Commons Attribution-Noncommercial-No Derivative Works 4.0 License.

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