Estimation of systems of difference equations with moving average disturbances

Phillips, A.W.

doi:10.1017/cbo9780511521980.047

Cited by 9 publications

(11 citation statements)

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“…An invaluable and long-lasting illustration of the fact that research results do not always (perhaps rarely) come quickly or easily, was provided by the prolonged gestation period for the production and eventual publication (Phillips, 1978) of what was to become the Walras-Bowley lecture to the Econometric Society meeting in San Francisco in 1966. Early versions of the paper on the estimation of linear dynamic systems with vector moving-average errors were presented to the Econometrics Doctoral workshop run by Sargan and Phillips.…”

Section: Phillips the Researchermentioning

confidence: 99%

The influence of A.W. Phillips on econometrics

Hendry¹,

Mizon²

2000

A. W. H. Phillips: Collected Works in Contemporary Perspective

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Section: Phillips the Researchermentioning

confidence: 99%

The influence of A.W. Phillips on econometrics

Hendry¹,

Mizon²

2000

A. W. H. Phillips: Collected Works in Contemporary Perspective

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“…Despite the date on Sargan (1980d), this idea was developed by Denis during 1977 and explained in advance by Hendry and Mizon (1978) and Mizon and Hendry (1980), but its fundamental implications still needed reiterationby Mizon (1995). Since Bill Phillips (1966) had researched moving-average errors, Hendry and Trivedi (1972) investigated how well each form (autoregressive and moving average) approximated the other, and concluded that having the correct order (say 2nd) was more important than knowing the correct form.…”

Section: Dynamic Models and Autocorrelated Errorsmentioning

confidence: 99%

John Denis Sargan at the London School of Economics

Hendry

Phillips²

2017

SSRN Journal

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During his period at the LSE from the early 1960s to the mid 1980s, John Denis Sargan rose to international prominence and the LSE emerged as the world's leading centre for econometrics. Within this context, we examine the life of Denis Sargan, describe his major research accomplishments, recount the work of his many doctoral students, and track this remarkable period that constitutes the Sargan era of econometrics at the LSE.

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“…I think that a careful reading of Brown's book shows that Brown's approach was, in fact, a dead end. 6 It was published posthumously (Phillips, 2000) in the Collected Works volume edited by Leeson. . .…”

Section: A Steep Academic Ascentmentioning

confidence: 99%

Retrospectives: The Phillips Curve: A Rushed Job?

Sleeman

2011

Journal of Economic Perspectives

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Half a century ago, Economica published what its webpage claims is "the most heavily cited macroeconomics title of the 20th century"—the paper by A. W. H. "Bill" Phillips (1958) that introduced the Phillips curve. Based on admittedly circumstantial evidence, I will argue that Bill Phillips was not satisfied with the paper and had not intended to publish it in 1958. I believe that Phillips was persuaded to allow his paper to be published in 1958 by James Meade. After a brief overview of Phillips' early life and career, I attempt to show why Phillips was probably unhappy with the paper that introduced the curve that came to be identified with his name and how, nevertheless, it came to be published.

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Estimation of systems of difference equations with moving average disturbances

Cited by 9 publications

References 0 publications

The influence of A.W. Phillips on econometrics

The influence of A.W. Phillips on econometrics

John Denis Sargan at the London School of Economics

Retrospectives: The Phillips Curve: A Rushed Job?

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