Advances in econometrics and quantitative economics
Subtitle: essays in honor of Professor C.R. Rao
By: edited by G.S. Maddala, Peter C.B. Phillips, and T.N. Srinivasan.
Contributors: Rao, C. Radhakrishna 1920-; Maddala, G. S.; Phillips, P. C. B.; Srinivasan, T. N., 1933-
Publisher: B. Blackwell
Published: 1995
Place of publication: Oxford, UK; Cambridge, USA
Language: eng
Number of pages: 491
Subjects: Econometrics.; Economics, Mathematical.
Description: Advances in Econometrics and Quantitative Economics brings together contributions from those acknowledged to be among the world's leading econometricians and statisticians.

The focus of the volume is the application of statistical methods to econometrics. The range and quality of the contributions gives unparalleled coverage of the current state of knowledge in the field. Each article is designed to be both rigorous and accessible to give in-depth coverage of key topics such as: semiparametric and nonparametric inference; multivariate analysis; diagnostic tests; time series models; and asymptotic expansions.

The book is dedicated to Professor C.R. Rao in honor of his unique contribution to the subject. It will be an essential text and reference tool for both students and researchers in statistics and economics.
Notes: Includes bibliographical references and index.