Essays in Honor of Peter C. B. Phillips

Essays in Honor of Peter C. B. Phillips
Author :
Publisher : Emerald Group Publishing
Total Pages : 772
Release :
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.


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