Essays in Honor of Peter C. B. Phillips: 33 (Advances in by Thomas B. Fomby,Yoosoon Chang,Joon Y. Park

By Thomas B. Fomby,Yoosoon Chang,Joon Y. Park

those essays honor Professor Peter C.B. Phillips of Yale collage and his many contributions to the sphere of econometrics. Professor Phillips's study spans many subject matters in econometrics together with: non-stationary time sequence and panel types partial identity and vulnerable tools Bayesian version overview and prediction monetary econometrics and finite-sample statistical tools and effects. The papers during this quantity replicate additions to and amplifications of lots of Professor Phillips' learn contributions. a few of the subject matters mentioned within the quantity comprise panel macro-econometric modeling, effective estimation and inference in difference-in-difference versions, restricting and empirical distributions of IV estimates whilst the various tools are endogenous, using stochastic dominance ideas to envision conditional salary distributions of incumbents and newly employed staff, long-horizon predictive exams in monetary markets, new advancements in info matrix checking out, checking out for co-integration in Markov switching blunders correction versions, and deviation info standards for evaluating vector autoregressive models.

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