Econometric Theory and Practice(I***N=9780521807234) pdf mobi 下载 kindle 115盘 chm 阿里云 rb

This book is a collection of essays written in honor of

Professor Peter C. B. Phillips of Yale University by some of his

former students. The essays, which were originally publishedin

2006, ***yze a number of important issues in econometrics, all of

which Professor Phillips has directly influenced through his

seminal scholarly contribution as well as through his remarkable

achievements as a teacher. The essays are ***anized to cover topics

in higher-order asymptotics, deficient instruments, n***tationary,

LAD and quantile regression, and n***tationary panels. These topics

span both theoretical and applied approaches and are intended for

use by professionals and advanced graduate students.

Part I. Higher-Order Asymptotics:

1. Edgeworth expansi*** for the wald and ***M statistics for

nonlinear restricti*** Bruce E. Hansen

2. Moment selection and bias reduction for ***M in conditionally

heteroskedastic models Guido M. Kuersteiner

Part II. Deficient Instruments:

3. Specification tests with instrumental variables and rank

deficiency Yuichi Kitamura

4. Asymptotic normality of single-equation estimators for the case

with a large number of weak instruments John C. Chao and Norman R.

Swanson

5. Inference in partially identified instrumental variables

regression with weak instruments Eric Zivot

Part III. N***tationarity:

6. Extracting cycles from n***tationary data Dean Corbae and Sam

Ouliaris

7. N***tationary nonlinearity: an outlook for new opportunities

Joon Y. Park

8. Multiple structural change models: a simulation ***ysis Jushan

Bai and Pierre Perron

Part IV. LAD and Quantile Regression:

. On efficient, robust and adaptive estimation in cointegrated

models Douglas J. Hodgson

10. Testing stationarity using m-estimation Roger Koenker and

Zhijie Xiao

11. C***istent specification testing for quantile regression models

Yoon-Jae Whang

Part V. N***tationary Panels:

12. Combination unit root tests for cross-sectionally correlated

panels In Choi

13. Nonlinear IV panel unit root tests Yoosoon Chang

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书籍介绍

This book is a collection of essays written in honor of Professor Peter C. B. Phillips of Yale University by some of his former students. The essays, which were originally publishedin 2006, ***yze a number of important issues in econometrics, all of which Professor Phillips has directly influenced through his seminal scholarly contribution as well as through his remarkable achievements as a teacher. The essays are ***anized to cover topics in higher-order asymptotics, deficient instruments, n***tationary, LAD and quantile regression, and n***tationary panels. These topics span both theoretical and applied approaches and are intended for use by professionals and advanced graduate students.