Econometric theory and practice : frontiers of analysis and applied research

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

Written in honor of Peter C.B. Phillips of Yale University by some of his former students, these essays analyze a number of state of the art issues in econometrics, all of which Professor Phillips has directly influenced through his 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.

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Year of publication:	2006
Other Persons:	Corbae, Dean (ed.) ; Durlauf, Steven N. (ed.) ; Hansen, Bruce E. (ed.) ; Phillips, Peter C. B. (honouree)
Publisher:	Cambridge : Cambridge University Press
Subject:	Finanzmathematik \| Mathematical finance \| Ökonometrie \| Econometrics \| Wirtschaftsmathematik
Description of contents:	Table of Contents [gbv.de] ; Table of Contents [swbplus.bsz-bw.de] ; Description [zbmath.org] ; Description [swbplus.bsz-bw.de] ; Description [loc.gov] ; Description [loc.gov]

Extent:	X, 372 Seiten 24 cm
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Festschrift ; Sammelwerk ; Collection of articles of several authors
Language:	English
Notes:	Includes bibliographical references and index Enth. 13 Beitr.
ISBN:	978-0-521-80723-4 ; 0-521-80723-9
Classification:	Methoden und Techniken der Volkswirtschaft
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://ebvufind01.dmz1.zbw.eu/10013500244