Econometric Theory and Practice: Frontiers of Analysis and Applied Research

Paperback / softback

Main Details

Title Econometric Theory and Practice: Frontiers of Analysis and Applied Research
Authors and Contributors      Edited by Dean Corbae
Edited by Steven N. Durlauf
Edited by Bruce E. Hansen
Physical Properties
Format:Paperback / softback
Pages:384
Dimensions(mm): Height 229,Width 152
Category/GenreEconometrics
ISBN/Barcode 9780521184304
ClassificationsDewey:330.015195
Audience
Professional & Vocational
Illustrations Worked examples or Exercises

Publishing Details

Publisher Cambridge University Press
Imprint Cambridge University Press
Publication Date 23 December 2010
Publication Country United Kingdom

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 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.