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Unit Roots in Life -- A Graduate Student Story

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Abstract

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.

Suggested Citation

  • Peter C.B. Phillips, 2013. "Unit Roots in Life -- A Graduate Student Story," Cowles Foundation Discussion Papers 1913, Cowles Foundation for Research in Economics, Yale University.
    • Handle: RePEc:cwl:cwldpp:1913
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    File URL: https://cowles.yale.edu/sites/default/files/files/pub/d19/d1913.pdf
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    References listed on IDEAS

    as
    1. Peter Phillips, 2005. "Albert Rex Bergstrom 1925-2005," New Zealand Economic Papers, Taylor & Francis Journals, vol. 39(2), pages 129-152.
    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. Peter Phillips, 2010. "Two New Zealand pioneer econometricians," New Zealand Economic Papers, Taylor & Francis Journals, vol. 44(1), pages 1-26.
    4. Thomas Mikosch & Jens-Peter Kreiß & Richard A. Davis & Torben Gustav Andersen (ed.), 2009. "Handbook of Financial Time Series," Springer Books, Springer, number 978-3-540-71297-8, January.
    5. J. E. King (ed.), 2007. "A Biographical Dictionary of Australian and New Zealand Economists," Books, Edward Elgar Publishing, number 4197.
    Full references (including those not matched with items on IDEAS)

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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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