Econometric Theory and Practice : Frontiers of Analysis and Applied Research
Book Details
Format
Paperback / Softback
ISBN-10
0521184304
ISBN-13
9780521184304
Publisher
Cambridge University Press
Imprint
Cambridge University Press
Country of Manufacture
GB
Country of Publication
GB
Publication Date
Dec 23rd, 2010
Print length
384 Pages
Weight
510 grams
Dimensions
22.90 x 15.20 x 2.10 cms
Product Classification:
Econometrics and economic statisticsEconomic statistics
Ksh 8,050.00
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The essays in this book analyze a number of important issues in econometrics, all of which Professor Peter C. B. Phillips has directly influenced through his seminal scholarly contribution. The essays are organized to cover topics in higher-order asymptotics, deficient instruments, nonstationary, LAD and quantile regression, and nonstationary panels.
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.
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