What follows is a graduate student story. It draws on the first part of the speech I gave that evening at the NZESG conference dinner. It mixes personal reflections with recollections of the extraordinary New Zealanders who shaped my thinking as a graduate student and beginning researcher-people who have had an enduring impact on my work and career as an econometrician. The story traces out these human initial conditions and unit roots that figure in my early life of teaching and research.
Least Squares Estimators, Serial-Correlation, Distributions, Approximations, Parameters, Equations, Systems, Models
Cambridge University Press (CUP): HSS Journals
PHILLIPS, Peter C. B..
Unit Roots In Life: A Graduate Student Story. (2014). Econometric Theory. 30, (4), 719-736. Research Collection School Of Economics.
Available at: http://ink.library.smu.edu.sg/soe_research/1834
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