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Essays in Honor of Peter C. B. Phillips (Advances in Econometrics)
Thomas B. Fomby (Ed.)
€ 183.85
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Description for Essays in Honor of Peter C. B. Phillips (Advances in Econometrics)
Hardcover. This volume honors Professor Peter C.B. Phillips' many contributions to the field of econometrics. The topics include non-stationary time series, panel models, financial econometrics, predictive tests, IV estimation and inference, difference-in-difference regressions, stochastic dominance techniques, and information matrix testing. Editor(s): Fomby, Thomas B.; Chang, Yoosoon; Park, Joon Y. Series: Advances in Econometrics. Num Pages: 500 pages. BIC Classification: KCH. Category: (P) Professional & Vocational. Dimension: 235 x 156 x 63. Weight in Grams: 1274.
These essays honor Professor Peter C.B. Phillips of Yale University and his many contributions to the field of econometrics. Professor Phillips's research spans many topics in econometrics including: non-stationary time series and panel models partial identification and weak instruments Bayesian model evaluation and prediction financial econometrics and finite-sample statistical methods and results. The papers in this volume reflect additions to and amplifications of many of Professor Phillips' research contributions. Some of the topics discussed in the volume include panel macro-econometric modeling, efficient estimation and inference in difference-in-difference models, limiting and empirical distributions of IV estimates when some of ... Read more
These essays honor Professor Peter C.B. Phillips of Yale University and his many contributions to the field of econometrics. Professor Phillips's research spans many topics in econometrics including: non-stationary time series and panel models partial identification and weak instruments Bayesian model evaluation and prediction financial econometrics and finite-sample statistical methods and results. The papers in this volume reflect additions to and amplifications of many of Professor Phillips' research contributions. Some of the topics discussed in the volume include panel macro-econometric modeling, efficient estimation and inference in difference-in-difference models, limiting and empirical distributions of IV estimates when some of ... Read more
Product Details
Format
Hardback
Publication date
2014
Publisher
Emerald Group Publishing Limited
Condition
New
Series
Advances in Econometrics
Number of Pages
500
Place of Publication
Bingley, United Kingdom
ISBN
9781784411831
SKU
V9781784411831
Shipping Time
Usually ships in 7 to 11 working days
Ref
99-50
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