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Item Details
| Title:
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ESSAYS IN HONOR OF PETER C. B. PHILLIPS
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| By: |
Thomas B. Fomby (Editor), Yoosoon Chang (Editor), Joon Y. Park (Editor) |
| Format: |
Hardback |
| List price:
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£134.99 |
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We currently do not stock this item, please contact the publisher directly for
further information.
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| ISBN 10: |
1784411833 |
| ISBN 13: |
9781784411831 |
| Publisher: |
EMERALD PUBLISHING LIMITED |
| Pub. date: |
21 November, 2014 |
| Series: |
Advances in Econometrics 33 |
| Pages: |
500 |
| Description: |
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. |
| Synopsis: |
These essays honor Professor Peter C.B. Phillips of Yale University and his many contributions to the field of econometrics. Professor Phillips's research spans many topics in econometrics including: non-stationary time series and panel models partial identification and weak instruments Bayesian model evaluation and prediction financial econometrics and finite-sample statistical methods and results. The papers in this volume reflect additions to and amplifications of many of Professor Phillips' research contributions. Some of the topics discussed in the volume include panel macro-econometric modeling, efficient estimation and inference in difference-in-difference models, limiting and empirical distributions of IV estimates when some of the instruments are endogenous, the use of stochastic dominance techniques to examine conditional wage distributions of incumbents and newly hired employees, long-horizon predictive tests in financial markets, new developments in information matrix testing, testing for co-integration in Markov switching error correction models, and deviation information criteria for comparing vector autoregressive models. |
| Publication: |
UK |
| Imprint: |
Emerald Publishing Limited |
| Returns: |
Non-returnable |
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