Econometric Theory and Practice: Frontiers of Analysis and Applied Research

ISBN 10: 0521184304 / ISBN 13: 9780521184304

Published by Cambridge University Press, 2010

About this Item

Seller Inventory # mon0003814332

Bibliographic Details

• Title: Econometric Theory and Practice: Frontiers of Analysis and Applied Research
• Publisher: Cambridge University Press
• Publication Date: 2010
• Language: English
• ISBN 10: 0521184304
• ISBN 13: 9780521184304
• Binding: paperback
• Condition: Very Good

About this title

Synopsis

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 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.

Book Description

The essays in this book analyze a number of important issues in econometrics, all of which Professor Peter C. B. Phillips has directly influenced through his seminal scholarly contribution. The essays are organized to cover topics in higher-order asymptotics, deficient instruments, nonstationary, LAD and quantile regression, and nonstationary panels.