Author : Thomas B. Fomby,Yoosoon Chang,Joon Y. Park
Publisher : Emerald Group Publishing
Page : 500 pages
File Size : 43,7 Mb
Release : 2014-11-21
Category : Political Science
ISBN : 9781784411824
Essays in Honor of Peter C. B. Phillips by Thomas B. Fomby,Yoosoon Chang,Joon Y. Park Pdf
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.