KmikeyM covers the Econ Nobel

Rankings / Candidate

Peter C. B. Phillips

Yale University · Econometrics

Currently #11, tier Field, score 14.3, named by 1 source.Score history: 100.0, 25.0, 14.3

The work. Phillips wrote the asymptotic theory for regressions on nonstationary data, the math that tells you when a trend is real and when two random walks just look related. The Phillips-Perron unit root test carries his name.

The case for. Granger got the 2003 prize for cointegration; Phillips supplied much of the rigor underneath it.

The case against. The committee may think it paid for this line in 2003, and his work is proof-heavy in a way citation writers struggle to summarize.

The KmikeyM angle. The KmikeyM share price plotted against Mike's life outcomes is the spurious regression Phillips warned about: two random walks that look related and are not.

What the sources say

  1. Clarivate alumni (prior years) named Peter C. B. Phillips: named in 2013: for their contributions to economic time-series, including modeling, testing and forecasting (heat 100) Preseason: the Clarivate alumni pool