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PETER C.B. PHILLIPS’S CONTRIBUTIONS TO PANEL DATA METHODS

Published online by Cambridge University Press:  24 February 2014

Hyungsik Roger Moon  and
Benoit Perron
Hyungsik Roger Moon*
Affiliation:
University of Southern California, Yonsei University
Benoit Perron
Affiliation:
Université de Montréal, CIREQ, CIRANO
*
*Address correspondence and reprint requests to Hyungsik Roger Moon, Department of Economics, University of Southern California, 3620 South Vermont Ave, Los Angeles, CA 90089, U.S.A.; and Department of Economics, Yonsei University, Seoul, Korea.
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Abstract

This paper discusses Peter Phillips’s contributions to panel data methods. These include contributions in the areas of seemingly unrelated regressions, nonstationary panel data, dynamic panels, and the development of multiple index asymptotic theory. We also discuss his empirical contributions in the area of economic growth and convergence that use macro panel data.

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ARTICLES
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Econometric Theory , Volume 30 , Issue 4 , August 2014 , pp. 882 - 893
Copyright
Copyright © Cambridge University Press 2014 

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