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Econometric Theory and Practice

By: Austin) Corbae Dean (University of Texas (Author) , Madison) Durlauf Steven N. (University of Wisconsin (Author) , Madison) Hansen Bruce E. (University of Wisconsin (Author)

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Ksh 11,050.00

Format: Hardback or Cased Book

ISBN-13: 9780521807234

Publisher: Cambridge University Press

Publication Date: Jan 9th, 2006

Weight: 642 grams

Dimension: 16.30 x 23.50 x 2.60 cms

Category: Economic statistics

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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.

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