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Econometric Theory and Practice

Name: Econometric Theory and Practice
Brand: Cambridge University Press
SKU: 02025102
Price: 64.19 EUR
Availability: InStock
Author: Dean CorbaeSteven N. DurlaufBruce E. Hansen
ISBN: 9780521184304

Frontiers of Analysis and Applied Research

Dean CorbaeSteven N. DurlaufBruce E. Hansen

Language

English

Book Paperback

Libristo code: 02025102

Publishers Cambridge University Press, December 2010

This book is a collection of essays written in honor of Professor Peter C. B. Phillips of Yale Unive... Full description

Libristo code: 02025102

157 b

64.19 € VAT included

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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, which were originally publishedin 2006, analyze a number of important 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.