Econometric theory and practice
frontiers of analysis and applied research
- ISBN: 9780521807234
- Editorial: Cambridge University Press
- Fecha de la edición: 2006
- Lugar de la edición: Cambridge. Reino Unido
- Encuadernación: Cartoné
- Medidas: 24 cm
- Nº Pág.: 370
- Idiomas: Inglés
Papel: Cartoné
73,35 €
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This book is a collection of essays written in honor of Professor Peter C. B. Phillips of Yale University by some of his former students. The essays analyze a number of state of the art issues in econometrics, all of which Professor Phillips has directly influenced through his seminal scholarly contribution as well as through his remarkable achievements as a teacher. The essays are organized to cover topics in higher-order asymptotics, deficient instruments, nonstationary, LAD and quantile regression, and nonstationary panels. These topics span both theoretical and applied approaches and are intended for use by professionals and advanced graduate students.
Eds. Dean Corbae, Steven N. Durlauf, Bruce E. Hansen
