Essays in honor of Peter C.B. Phillips:
Gespeichert in:
| Format: | Elektronisch E-Book |
|---|---|
| Sprache: | English |
| Veröffentlicht: |
Bingley
Emerald
2014
|
| Schriftenreihe: | Advances in econometrics
33 |
| Schlagworte: | |
| Online-Zugang: | FLA01 |
| Beschreibung: | Print version record |
| Beschreibung: | 1 online resource (xxii, 749 pages) |
| ISBN: | 9781784411824 1784411825 |
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| 505 | 8 | |a 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 | |
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| contents | 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 |
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| discipline | Wirtschaftswissenschaften |
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| indexdate | 2024-07-10T08:15:54Z |
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| isbn | 9781784411824 1784411825 |
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| spelling | Essays in honor of Peter C.B. Phillips edited by Yoosoon Chang, Thomas B. Fomby, Joon Y. Park Bingley Emerald 2014 1 online resource (xxii, 749 pages) txt rdacontent c rdamedia cr rdacarrier Advances in econometrics v. 33 Print version record 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 BUSINESS & ECONOMICS / Economics / General bisacsh BUSINESS & ECONOMICS / Reference bisacsh Econometrics bicssc Econometrics fast Economic forecasting / Statistical methods fast Time-series analysis fast Business & Economics hilcc Economic Theory hilcc Econometrics Economic forecasting Statistical methods Panel analysis Econometric models Time-series analysis (DE-588)4016928-5 Festschrift gnd-content Chang, Yoosoon Sonstige (DE-588)171837320 oth Fomby, Thomas B. Sonstige (DE-588)170050165 oth Park, Joon Y. Sonstige (DE-588)170536505 oth Phillips, Peter C. B. 1948- Sonstige (DE-588)12883398X oth Erscheint auch als Druck-Ausgabe Essays in honor of Peter C.B. Phillips 1-78441-183-3 978-1-78441-183-1 Advances in econometrics 33 (DE-604)BV023055191 33 |
| spellingShingle | Essays in honor of Peter C.B. Phillips Advances in econometrics 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 BUSINESS & ECONOMICS / Economics / General bisacsh BUSINESS & ECONOMICS / Reference bisacsh Econometrics bicssc Econometrics fast Economic forecasting / Statistical methods fast Time-series analysis fast Business & Economics hilcc Economic Theory hilcc Econometrics Economic forecasting Statistical methods Panel analysis Econometric models Time-series analysis |
| subject_GND | (DE-588)4016928-5 |
| title | Essays in honor of Peter C.B. Phillips |
| title_auth | Essays in honor of Peter C.B. Phillips |
| title_exact_search | Essays in honor of Peter C.B. Phillips |
| title_full | Essays in honor of Peter C.B. Phillips edited by Yoosoon Chang, Thomas B. Fomby, Joon Y. Park |
| title_fullStr | Essays in honor of Peter C.B. Phillips edited by Yoosoon Chang, Thomas B. Fomby, Joon Y. Park |
| title_full_unstemmed | Essays in honor of Peter C.B. Phillips edited by Yoosoon Chang, Thomas B. Fomby, Joon Y. Park |
| title_short | Essays in honor of Peter C.B. Phillips |
| title_sort | essays in honor of peter c b phillips |
| topic | BUSINESS & ECONOMICS / Economics / General bisacsh BUSINESS & ECONOMICS / Reference bisacsh Econometrics bicssc Econometrics fast Economic forecasting / Statistical methods fast Time-series analysis fast Business & Economics hilcc Economic Theory hilcc Econometrics Economic forecasting Statistical methods Panel analysis Econometric models Time-series analysis |
| topic_facet | BUSINESS & ECONOMICS / Economics / General BUSINESS & ECONOMICS / Reference Econometrics Economic forecasting / Statistical methods Time-series analysis Business & Economics Economic Theory Econometrics Economic forecasting Statistical methods Panel analysis Econometric models Time-series analysis Festschrift |
| volume_link | (DE-604)BV023055191 |
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