Econometric Theory and Practice

Econometric Theory and Practice: Frontiers of Analysis and Applied Research The essays in this book analyze a number of important issues in econometrics, all of which Professor Peter C. B. Phillips has directly influenced through his seminal scholarly contribution. The essays are organized to cover topics in higher-order asymptotics, deficient instruments, nonstationary, LAD and quantile regression, and nonstationary panels. Wydawnictwo: Cambridge University Press Rok wydania: 2006 Okładka: twarda Liczba stron: 384 Wymiary: 16.3 x 23.5 x 2.6 cm Język: angielski ISBN: 9780521807234