Essays in Honor of Peter C. B. Phillips
Book Details
Format
Hardback or Cased Book
Book Series
Advances in Econometrics
ISBN-10
1784411833
ISBN-13
9781784411831
Publisher
Emerald Publishing Limited
Imprint
Emerald Group Publishing Limited
Country of Manufacture
GB
Country of Publication
GB
Publication Date
Nov 21st, 2014
Print length
500 Pages
Weight
1,274 grams
Dimensions
23.50 x 15.60 x 6.30 cms
Product Classification:
Econometrics
Ksh 24,300.00
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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.
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