Estimation Inference In Short Panel Vector Autoregressions With Unit Roots Cointegration
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Identification and Inference for Econometric Models
Author: Donald W. K. Andrews
language: en
Publisher: Cambridge University Press
Release Date: 2005-06-17
This 2005 collection pushed forward the research frontier in four areas of theoretical econometrics.
Essays in Honor of Peter C. B. Phillips
Author: Thomas B. Fomby
language: en
Publisher: Emerald Group Publishing
Release Date: 2014-11-21
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.