Econometric theory and practice: frontiers of analysis and applied research
Éditeur :
Cambridge University Press
ISBN :
9780521807234
Date de publication :
9 janv. 2006
Dimensions :
22,9 x 15,2 x 2,5 cm
Poids :
730 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
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.