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Unit Roots In Life—A Graduate Student Story


  • Phillips, Peter C. B.


This is a graduate student story. 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.
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Suggested Citation

  • Phillips, Peter C. B., 2014. "Unit Roots In Life—A Graduate Student Story," Econometric Theory, Cambridge University Press, vol. 30(04), pages 719-736, August.
  • Handle: RePEc:cup:etheor:v:30:y:2014:i:04:p:719-736_00

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    References listed on IDEAS

    1. Peter Phillips, 2010. "Two New Zealand pioneer econometricians," New Zealand Economic Papers, Taylor & Francis Journals, vol. 44(1), pages 1-26.
    2. Wang, Xiaohu & Phillips, Peter C.B. & Yu, Jun, 2011. "Bias in estimating multivariate and univariate diffusions," Journal of Econometrics, Elsevier, vol. 161(2), pages 228-245, April.
    3. J. E. King (ed.), 2007. "A Biographical Dictionary of Australian and New Zealand Economists," Books, Edward Elgar Publishing, number 4197.
    4. Peter Phillips, 2005. "Albert Rex Bergstrom 1925-2005," New Zealand Economic Papers, Taylor & Francis Journals, vol. 39(2), pages 129-152.
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    JEL classification:

    • A10 - General Economics and Teaching - - General Economics - - - General
    • A23 - General Economics and Teaching - - Economic Education and Teaching of Economics - - - Graduate


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