Sterling Professor of Economics and Statistics
Peter was educated at the University of Auckland in New Zealand and the London School of Economics and Political Science in the UK. Having taught at Yale since 1979, where he is Sterling Professor of Economics, he has companion appointments as Distinguished Professor at the University of Auckland, Distinguished Term Professor at Singapore Management University, and Adjunct Professor at the University of Southampton. He is an elected fellow of many learned societies in economics and statistics, including the Econometric Society, the Institute of Mathematical Statistics, and the American Statistical Association, as well as the American Academy of Arts and Sciences, the British Academy, and the Royal Society of New Zealand. He is a distinguished fellow of the New Zealand Association of Economists.
Peter’s research interests include econometric theory, financial econometrics, time series, panel data, and spatial econometrics, microeconometrics, applied macroeconomics and climatological trends. His work on finite sample theory, continuous time, trends, unit roots, bubbles, and partially identified models have subsequently developed into major fields of scientific inquiry. His recent work includes econometric analyses of real estate bubbles and financial crises, which have led to a warning alert system that is used by central bank surveillance teams for real time monitoring of financial markets.
Peter is founder and Editor of Econometric Theory and founding Editor of Themes in Modern Econometrics for Cambridge University Press. He has an extended family fellowship of more than 80 Ph.D students, many of whom are now prominent econometricians.
|Econometrics, Time series, Panel and spatial econometrics, Microeconometrics, Empirical modeling in macroeconomics and finance, Macroeconomic forecasting|
Department of Economics
P.O. Box 208281
New Haven, CT 06520-8281
30 Hillhouse Ave, Room 10