Econometric Theory and Practice

Download or read book Econometric Theory and Practice written by Dean Corbae and published by Cambridge University Press. This book was released on 2010-12-23 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.