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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.
"About this title" may belong to another edition of this title.
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Econometric Theory and Practice: Frontiers of Analysis and Applied Research
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Cambridge University Press, 2006
ISBN 10: 0521807239
ISBN 13: 9780521807234
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Econometric Theory and Practice: Frontiers of Analysis and Applied Research
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ISBN 10: 0521807239
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Econometric Theory and Practice
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Econometric Theory and Practice
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Econometric Theory and Practice: Frontiers of Analysis and Applied Research
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Econometric Theory and Practice: Frontiers of Analysis and Applied Research
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Econometric Theory and Practice
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Econometric Theory and Practice: Frontiers of Analysis and Applied Research
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Econometric Theory and Practice (Hardcover)
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Hardcover. Condition: new. Hardcover. 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. 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. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. Seller Inventory # 9780521807234
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Econometric Theory and Practice: Frontiers of Analysis and Applied Research
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ISBN 10: 0521807239
ISBN 13: 9780521807234
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