Peter C. B. Phillips (IAAE Lecturer)
Educated at the University of Auckland and the London School of Economics and Political Science, he is currently Sterling Professor of Economics and Professor of Statistics at Yale University, Distinguished Professor at the University of Auckland, Distinguished Term Professor at Singapore Management University, and Adjunct Professor at the University of Southampton. His main research interests are in econometric theory, financial econometrics, time series and panel data econometrics, and applied macroeconomics. His work on finite sample theory, trends, unit roots, bubbles, and partially identified models have subsequently developed into major fields of scientific inquiry. He is founder and Editor of Econometric Theory and founding Editor of Themes in Modern Econometrics for Cambridge University Press. He has an extended family fellowship of more than 80 Ph.D students in econometrics, many of whom are now prominent econometricians.
Keynote lecture title: HP Filter: Asymptotic Theory and Prediction