Econometric Theory and Practice

Frontiers of Analysis and Applied Research

Inbunden, Engelska, 2006

Av Austin) Corbae, Dean (University of Texas, Madison) Durlauf, Steven N. (University of Wisconsin, Madison) Hansen, Bruce E. (University of Wisconsin, Dean Corbae, Steven N. Durlauf, Bruce E. Hansen

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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.