Essays in Honor of Peter C. B. Phillips: 33 (Advances in Econometrics) (Advances in Econometrics, 33)

by Joon Park (Editor), Thomas B. Fomby (Editor), Yoosoon Chang (Editor)

• New

  Hardcover
  2014

  $269.79

  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.