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 analyze a number of state of the art 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
organized to cover topics in higher-order asymptotics, deficient
instruments, nonstationary, LAD and quantile regression, and
nonstationary panels. These topics span both theoretical and
applied approaches and are intended for use by professionals and
advanced graduate students.
General
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