Econometric Theory and Practice: Frontiers of Analysis and Applied Research - Softcover

Softcover

ISBN 10: 0521184304 ISBN 13: 9780521184304

Publisher: Cambridge University Press, 2010

Synopsis

Written in honor of Peter C.B. Phillips of Yale University by some of his former students, these essays analyze a number of state of the art issues in econometrics, all of which Professor Phillips has directly influenced through his 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.

About this title

Book Description

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.

About the Author

Dean Corbae is Rex A. and Dorothy B. Sebastian Centennial Professor in the Department of Economics at the University of Texas at Austin. He is an Associate Editor of the International Economic Review, as well as Economic Theory. Professor Corbae's research interests include applied time series analysis in macroeconomics and international finance. Steven N. Durlauf is the Kenneth J. Arrow Professor of Economics at the University of Wisconsin. He is a former Director of the Economics Program at the Santa Fe Institute. A Fellow of the Econometric Society, Professor Durlauf is co-editor of the Journal of Applied Econometrics. His research interests include income inequality, economic growth, and applied econometrics. Bruce Hansen is Professor of Economics at the University of Wisconsin, Madison. He is a current co-editor of Econometric Theory and Associate Editor of Econometrica. Professor Hansen is a Fellow of the Econometric Society and the Journal of Econometrics. He has published widely in the leading econometrics journals.

Edition details

• Publisher: Cambridge University Press
• Publication date: 2010
• Language: English
• ISBN 10: 0521184304
• ISBN 13: 9780521184304
• Binding: Paperback
• Number of pages: 384
• Editor: Corbae Dean, Durlauf Steven N., Hansen Bruce E.