Essays in Honor of Peter C. B. Phillips (inbunden)
Format
Inbunden (Hardback)
Språk
Engelska
Antal sidor
500
Utgivningsdatum
2014-11-21
Förlag
Emerald Publishing Limited
Medarbetare
Chang, Yoosoon (series ed.)
Illustrationer
Black & white illustrations
Dimensioner
234 x 158 x 63 mm
Vikt
1270 g
Antal komponenter
1
Komponenter
414:B&W 6 x 9 in or 229 x 152 mm Case Laminate on White w/Matte Lam
ISSN
0731-9053
ISBN
9781784411831
Essays in Honor of Peter C. B. Phillips (inbunden)

Essays in Honor of Peter C. B. Phillips

Inbunden Engelska, 2014-11-21
1989
Skickas inom 5-8 vardagar.
Fri frakt inom Sverige för privatpersoner.
Finns även som
Visa alla 1 format & utgåvor
These essays honor Professor Peter C.B. Phillips of Yale University and his many contributions to the field of econometrics. Professor Phillips's research spans many topics in econometrics including: non-stationary time series and panel models partial identification and weak instruments Bayesian model evaluation and prediction financial econometrics and finite-sample statistical methods and results. The papers in this volume reflect additions to and amplifications of many of Professor Phillips' research contributions. Some of the topics discussed in the volume include panel macro-econometric modeling, efficient estimation and inference in difference-in-difference models, limiting and empirical distributions of IV estimates when some of the instruments are endogenous, the use of stochastic dominance techniques to examine conditional wage distributions of incumbents and newly hired employees, long-horizon predictive tests in financial markets, new developments in information matrix testing, testing for co-integration in Markov switching error correction models, and deviation information criteria for comparing vector autoregressive models.
Visa hela texten

Passar bra ihop

  1. Essays in Honor of Peter C. B. Phillips
  2. +
  3. Measurement Error

De som köpt den här boken har ofta också köpt Measurement Error av Jane M Binner, David L Edgerton, Thomas Elger (inbunden).

Köp båda 2 för 3568 kr

Kundrecensioner

Har du läst boken? Sätt ditt betyg »

Bloggat om Essays in Honor of Peter C. B. Phillips

Innehållsförteckning

Asymptotic Moments of Autoregressive Estimators with a Near Unit Root and Minimax Risk. Fixed-smoothing Asymptotics and Asymptotic F and t Tests in the Presence of Strong Autocorrelation. Moment Approximation for Least-Squares Estimator in First-Order Regression Models with Unit Root and Nonnormal Errors. On the Size Distortion from Linearly Interpolating Low-frequency Series for Cointegration Tests. Testing for Cointegration in Markov Switching Error Correction Models. Specification Testing in Parametric Trending Models with Unknown Errors. Panel Macroeconometric Modeling. Mean Average Estimation of Dynamic Panel Models with Nonstationary Initial Condition. Efficient Estimation and Inference for Difference-In-Difference Regressions with Persistent Errors. A CUSUM Test for Common Trends in Large Heterogeneous Panels. Test of Hypotheses in a Time Trend Panel Data Model with Serially Correlated Error Component Disturbances. Limit Theory and Inference About Conditional Distributions. On the Limiting and Empirical Distributions of IV Estimators When Some of the Instruments are Actually Endogenous. Testing the Equality of Two Positive-Definite Matrices with Application to Information Matrix Testing. Minimax Estimation of Nonregular Parameters and Discontinuity in Minimax Risk. The Gap between the Conditional Wage Distributions of Incumbents and the Newly Hired Employees: Decomposition and Uniform Ordering. Deviance Information Criterion for Comparing VAR Models. Stable Limit Theory for the Variance Targeting Estimator. Assessing the Power of Long-Horizon Predictive Tests in Models of Bull and Bear Markets. Idiosyncratic Volatility, Expected Windfall, and the Cross-Section of Stock Returns. Copyright page. Dedication. Essays in Honor of Peter C. B. Phillips. Introduction. List of Contributors. Advances in Econometrics. Essays in Honor of Peter C. B. Phillips.