Essays in Honor of Peter C. B. Phillips
| Author | : Thomas B. Fomby |
| Publisher | : Emerald Group Publishing |
| Total Pages | : 772 |
| Release | : 2014-11-21 |
| ISBN-10 | : 9781784411824 |
| ISBN-13 | : 1784411825 |
| Rating | : 4/5 (825 Downloads) |
Book Synopsis Essays in Honor of Peter C. B. Phillips by : Thomas B. Fomby
Download or read book Essays in Honor of Peter C. B. Phillips written by Thomas B. Fomby and published by Emerald Group Publishing. This book was released on 2014-11-21 with total page 772 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
