Essays in Honor of Peter C. B. Phillips

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.

Summary

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.

Product details

• Authors: Thomas B Fomby, Thomas B. Fomby
• Assisted by: Yoosoon Chang (Editor), Thomas B. Fomby (Editor), Joon Park (Editor), Joon Y. Park (Editor)
• Publisher: Emerald Group Publishing Limited
• Languages: English
• Product format: Hardback
• Released: 21.11.2014
• EAN: 9781784411831
• ISBN: 978-1-78441-183-1
• No. of pages: 776
• Dimensions: 157 mm x 235 mm x 46 mm
• Weight: 1254 g
• Subject: Social sciences, law, business > Political science > Political science and political education