Econometric Theory And Practice: Frontiers Of Analysis And Applied Research.

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ISBN:9780521807234
Editorial: Cambridge University Press
Fecha de la edición:2006
Encuadernación:Tapa dura
Dimensiones: 16 cm x 24 cm
Nº Pág.:384
Idiomas:Ingles

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/ Economía Cuantitativa

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.