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

 
9780521807234: Econometric Theory and Practice: Frontiers of Analysis and Applied Research
Hardcover
ISBN 10: 0521807239 ISBN 13: 9780521807234
Publisher: Cambridge University Press, 2006

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.

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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

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.

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Publisher
Cambridge University Press
Publication date
2006
Language
English
ISBN 10 
0521807239
ISBN 13 
9780521807234
Binding
Hardcover
Number of pages
384
Editor
Corbae Dean, Durlauf Steven N., Hansen Bruce E.