Essays in Honor of Peter C. B. PhillipsAuthor :
Hardback
Published : Friday 21 November 2014
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.
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