ECONOMETRIC THEORY AND PRACTICE by Dean Corbae (Editor), Steven N. Durlauf (Editor), Bruce E. Hansen (Editor) ( 9780521807234 )

Item Details

Title:

ECONOMETRIC THEORY AND PRACTICE
FRONTIERS OF ANALYSIS AND APPLIED RESEARCH

By:

Dean Corbae (Editor), Steven N. Durlauf (Editor), Bruce E. Hansen (Editor)

Format:

Hardback

List price:

£48.00

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£42.00

Discount:

12.5% off

You save:

£6.00

ISBN 10:

0521807239

ISBN 13:

9780521807234

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Publisher:

CAMBRIDGE UNIVERSITY PRESS

Pub. date:

9 January, 2006

Pages:

384

Description:

The essays in this book explore important theoretical and applied advances in econometrics.

Synopsis:

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 a number of important issues in econometrics, all of which Professor Phillips has directly influenced through his seminal 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.

Illustrations:

30 tables

Publication:

Imprint:

Cambridge University Press

Returns:

Returnable

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