Econometric theory and practice frontiers of analysis and applied research
"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 several state-of-the-art issues in econometrics, all of which Professor Phillips has directly influenced through his seminal scholarly con...
| Otros Autores: | , , , |
|---|---|
| Formato: | Libro electrónico |
| Idioma: | Inglés |
| Publicado: |
Cambridge ; New York :
Cambridge University Press
2006.
|
| Colección: | CUP ebooks.
|
| Acceso en línea: | Conectar con la versión electrónica |
| Ver en Universidad de Navarra: | https://innopac.unav.es/record=b39792997*spi |
| Sumario: | "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 several state-of-the-art issues in econometrics, all of which Professor Phillips has directly influenced through his seminal scholarly contribution and remarkable achievements as a teacher. The essays are organized to cover topics in higher-order asymptotics, deficient instruments, nonstationarity, least absolute deviation (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."--Jacket. |
|---|---|
| Notas: | A collection of essays written in honor of Prof. Peter C.B. Phillips of Yale University. |
| Descripción Física: | 1 recurso electrónico |
| Formato: | Forma de acceso: World Wide Web. |
| Bibliografía: | Incluye referencias bibliográficas e índice. |
| ISBN: | 9781139164863 |
