Econometric Reviews Honors Peter Charles Bonest Phillips, the Master Econometrician
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Publication:5861016
DOI10.1080/07474938.2020.1772566zbMath1490.00053OpenAlexW3042835497MaRDI QIDQ5861016
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Publication date: 4 March 2022
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474938.2020.1772566
Applications of statistics to economics (62P20) Proceedings, conferences, collections, etc. pertaining to statistics (62-06) Collections of articles of miscellaneous specific interest (00B15) Festschriften (00B30)
Cites Work
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- Recent advances in panel data, nonlinear and nonparametric models: a festschrift in honor of Peter C.B. Phillips
- Recent advances in nonstationary time series: a festschrift in honor of Peter C.B. Phillips
- The leverage effect puzzle revisited: identification in discrete time
- GUEST EDITORS INTRODUCTION: THE SPECIAL 18TH MEETING OF THE NEW ZEALAND ECONOMETRIC STUDY GROUP IN HONOR OF PETER C. B. PHILLIPS
- Analysis of Covariance with Qualitative Data
- On the Pooling of Time Series and Cross Section Data
- Test of Hypotheses in a Time Trend Panel Data Model with Serially Correlated Error Component Disturbances
- Essays in Honor of Peter C. B. Phillips
- GMM with Many Moment Conditions
- Econometric Theory and Practice
- Finite-sample generalized confidence distributions and sign-based robust estimators in median regressions with heterogeneous dependent errors
- Nonparametric estimation of marginal effects in regression-spline random effects models
- Time evolution of income distributions with subgroup decompositions
- Estimation of fixed effects dynamic panel data models: linear differencing or conditional expectation
- Some notes on nonlinear cointegration: A partial review with some novel perspectives
- Standard Errors for Nonparametric Regression
- Quantile aggregation and combination for stock return prediction
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