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Essays in Honor of Peter C. B. Phillips
part of the Advances in Econometrics series
- Binding:
- Hardback
- Pages:
- 500
- Published:
- November 20, 2014
- Dimensions:
- 156x235x63 mm.
- Weight:
- 1274 g.
Delivery:
2-3 weeks
Expected delivery: December 15, 2024
Description of Essays in Honor of Peter C. B. Phillips
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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