Cover of Econometric Theory and Practice by Corbae, Dean, Durlauf, Steven N., Hansen, Bruce E., ISBN 9780521807234
Econometrics

Econometric Theory and Practice

ECONOMETRIC THEORY & PRAC

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Key Specifications

ISBN 9780521807234
Subtitle ECONOMETRIC THEORY & PRAC
Publisher Cambridge University Press
Publication date November 2006
Language English
MRP Β£50.00 GBP
Page count 384
Item weight 162 g

Written in honor of Peter C.B. Phillips of Yale University by some of his former students, these essays analyze a number of state of the art issues in econometrics, all of which Professor Phillips has directly influenced through his 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.