Publication Type
Journal Article
Version
publishedVersion
Publication Date
8-2012
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
Citation
MARIANO, Robert S.; XIAO, Zhijie; and YU, Jun.
Recent Advances in Nonstationary Time Series: A Festschrift in honor of Peter C. B. Phillips. (2012). Journal of Econometrics. 169, (2), 139-141.
Available at: https://ink.library.smu.edu.sg/soe_research/1439
Creative Commons License
This work is licensed under a Creative Commons Attribution-NonCommercial-No Derivative Works 4.0 International License.
Additional URL
https://doi.org/10.1016/j.jeconom.2012.01.015