Peter Charles Bonest Phillips (March 23, 1948) is a leading econometrician from New Zealand . He graduated from University of Auckland with a B.A. in Economics and Mathematics in 1969 and with a M.A. and 1 st Class Honours in 1971. In 1974 he received his PhD from LSE . He was supervised by A.R. Bergstrom in Auckland and by J. D. Sargan in LSE. His master thesis is titled “The Structural Estimation of Stochastic Differential Equation Systems” while the doctoral thesis is titled “Problems in the Estimation of Continuous Time Models”.

In 1972, Peter Phillips took a Lectureship in the Department of Economics at University of Essex . In 1978 he was appointed as a full professor at University of Birmingham and served as Chairman of Department from 1976 to 1978. Since 1979 he has been Professor of Economics and Statistics at Yale University. In 1989 he became Sterling Professor of Economics at Yale University. A Fellow of Econometric Society, he is a founding editor of the journal Econometric Theory.

Peter Phillips has published more than 200 research articles, more than 30 of which appear in Econometrica . He has poineered many research areas in Econometrics. His work on finite sample theory, asymptotic expansions, unit root and cointegration, long-range dependent time series, panel data econometrics, continuous time econometrics, and the interface of Bayesian and frequentist methods, to name only a subset of the areas of his scholarship, evidences an extraordinary combination of mathematical analysis of the highest order as well as a level of creativity and insight that reflect a real touch of genius.

Perhaps a even more remarkable record created by Peter Phillips is the quality and quantity of the PhD students that he has supervised over the years. In the last 30 years, he has been directly advising nearly 70 students. His students have obtained positions throughout the world and at many of the leading research institutions. He also directly influences many econometricians via research collaborations. Peter's indirect contributions to economics via this college of econometricians would by itself earn him a distinguished place in the annals of scholarship.