30th anniversary edition
The 30th Volume of Advances in Econometrics is in honor of the two individuals whose hard work has helped ensure thirty succesful years of the series, Thomas Fomby and R. Carter Hill. This volume began with a history of the Advances series by Asli Ogunc and Randall Campbell summarizing the prior vol...
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| Format: | eBook |
| Language: | English |
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Bingley, U.K.
Emerald
2012
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| Series: | Advances in econometrics
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| Collection: | Emerald Business, Management and Economics eBook Collection Archive - Collection details see MPG.ReNa |
Table of Contents:
- Introduction / Dek Terrell, Daniel Millimet
- A history of the advances in econometrics series / Randall C. Campbell, Asli Ogunc
- Bayesian unit root testing : the effect of choice of prior on test outcomes / Charley Xia, William Griffiths
- Inverse test confidence intervals for turning-points : a demonstration with higher order polynomials / Jenny N. Lye, Joseph G. Hirschberg
- Serial correlation robust LM / Jingjing Yang, Timothy J. Vogelsang
- Consistent testing for structural change at the ends of the sample / Michael W. McCracken
- Stein-rule estimation and generalized shrinkage methods for forecasting using many predictors / Eric Hillebrand, Tae-Hwy Lee
- On the estimation and testing of fixed effects panel data models with weak instruments / Badi H. Baltagi, Chihwa Kao, Long Liu
- A risk superior semiparametric estimator for overidentified linear models / George G. Judge, Ron C. Mittelhammer
- Spatial dependence in regressors and its effect on performance of likelihood-based and instrumental variable estimators / R. Kelley Pace, James P. LeSage, Shuang Zhu
- Sectoral effects of aggregate shocks / Nathan S. Balke
- Cyclical co-movement between output, the price-level, and the inflation rate / Joseph H. Haslag, Yu-Chin Hsu
- Money-income Granger-causality in quantiles / Tae-Hwy Lee, Weiping Yang
- Copula-GARCH time-varying tail dependence / Jiaqi Chen, Jeffery W. Gunther
- Monte Carlo experiments using Stata : a primer with examples / Lee C. Adkins, Mary N. Gade