Recent advances in panel data, nonlinear and nonparametric models: A festschrift in honor of Peter C.B. Phillips

• Main Authors: MARIANO, Roberto S., XIAO, Zhijie, YU, Jun
• Format: text
• Language: English
• Published: Institutional Knowledge at Singapore Management University 2012
• Subjects: Econometrics
• Online Access: https://ink.library.smu.edu.sg/soe_research/1372; https://doi.org/10.1016/j.jeconom.2012.01.002
• Institution: Singapore Management University

On July 14–15, 2008, the School of Economics and the Sim Kee Boon Institute for Financial Economics at Singapore Management University (SMU) co-hosted a conference honoring Peter Phillips’ contribution to econometrics and statistics in celebration of his 60th birthday. In total, 51 papers were presented by his colleagues and former students who deeply appreciate and respect Peter as a true scholar and a good friend. These papers mainly cover two areas of Peter’s current research interest — nonstationary time series analysis, and panel, nonlinear and nonparametric models. Based on this conference, we have taken the opportunity to edit two special issues of the Journal of Econometrics (JoE), focused on these two research areas, to honor Peter Phillips on his 60th birthday. All papers in the two issues were selected from the SMU conference presentations and subjected to JoE’s normal refereeing process. This special issue contains 12 papers dealing with panel, nonlinear, and nonparametric models.