Econometric Theory and PracticeAuthor :
Hardback
Published : Monday 9 January 2006
Description
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.
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