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Essays in Honor of Peter C. B. Phillips

Essays in Honor of Peter C. B. Phillips

 

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Editorial:
Emerald Publishing Ltd
Año de edición:
2014
Materia
Políticas del Gobierno central
ISBN:
9781784411831

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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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