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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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- PublisherCambridge University Press
- Publication date2006
- ISBN 10 0521807239
- ISBN 13 9780521807234
- BindingHardcover
- Number of pages384
- EditorCorbae Dean, Durlauf Steven N., Hansen Bruce E.
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