Essays in Honor of Peter C. B. Phillips

ISBN: 9781784411831 出版年：2014 页码：500 Thomas B Fomby Yoosoon Chang Joon Y Park Emerald Publishing Limited

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.