Econometric Theory and Practice: Frontiers of Analysis and Applied Research (Hardcover) (ISBN-13: 9780521807234)

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.

Author: Dean Corbae
ISBN-10: 0521807239
ISBN-13: 9780521807234
Publisher: Cambridge University Press
Language: English
Published: 01/09/2006
Pages: 384
Format: Hardcover
Weight: 1.41lbs
Size: 9.26h x 6.36w x 1.00d