NZESG - New Zealand Economic Study Group

The Special 18th Meeting of the New Zealand Econometric Study Group (NZESG) in Honor of Professor Peter C.B. Phillips

7 to 9 March 2008, University of Auckland, Auckland

The University of Auckland Department of Economics and School of Business are delighted to host a special New Zealand Econometric Study Group (NZESG) meeting to honor Professor Peter Charles Bonest (P. C. B.) Phillips on his 60th birthday over March 7-9, 2008. Peter is well known in economics as one of the profession's most prolific writers, deepest thinkers, and technically accomplished scholars, whose work has pioneered many fields. He has published more than 220 research papers that cover virtually the entire arena of econometrics and include 34 articles in the profession's leading quantitative journal Econometrica.

The following is taken from the entry in Wikipedia:

Peter Charles Bonest Phillips (March 23, 1948 Weymouth, UK) is a leading econometrician from New Zealand. He received his PhD from LSE in 1974. Since 1979 he has been Professor of Economics and Statistics at Yale University. He is a founding editor of the journal Econometric Theory. Peter Phillips has published an enormous amount of theoretical articles and pioneered many research areas in Econometrics. His work on finite sample theory, asymptotic expansions, unit roots and cointegration, long-range dependent time series, panel data 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.

This special meeting of NZESG features seven leading econometricians among Peter's associates, colleagues and former students who will be reviewing his 38 years of scientific work in the following areas:
  • Finite Sample Econometrics by Grant Hillier from the University of Southampton
  • Unit Root by Zhijie Xiao from Boston College
  • Linear Nonstationary Models by Katsuto Tanaka from Hitotsubashi University
  • Nonlinear Nonstationary Models by Joon Y. Park from Texas A&M University
  • Model Choice by Werner Ploberger from Washington University
  • Panel Data Method by Roger H. Moon from University of Southern California
  • Financial Econometrics by Jun Yu from Singapore Management University

Programme Committee:

  • Joon Park, Texas A&M
  • Bruce Hansen, University of Wisconsin
New Zealand
  • Chirok Han
  • Erwann Sbai
  • Donggyu Sul

Special thanks go to RBNZ for financial support.