Holdings: Econometric theory and practice

Econometric theory and practice: frontiers of analysis and applied research

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Bibliographic Details
Format:	Book
Language:	English
Published:	Cambridge [u.a.] Cambridge Univ. Press 2006
Edition:	1. publ.
Subjects:	Econometrie Économétrie Econometrics Ökonometrie Aufsatzsammlung Festschrift
Online Access:	Table of contents Publisher description Inhaltsverzeichnis
Item Description:	A collection of essays written in honor of Prof. Peter C.B. Phillips of Yale University. Includes bibliographical references and index
Physical Description:	X, 372 S. 24 cm
ISBN:	0521807239 9780521807234

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adam_text	Contents Preface: In Praise of a Remarkable Teacher page vii Contributors ix Introduction 1 PART I. HIGHER ORDER ASYMPTOTICS 1. Edge worth Expansions for the Wald and GMM Statistics for Nonlinear Restrictions 9 Bruce E. Hansen 2. Moment Selection and Bias Reduction for GMM in Conditionally Heteroskedastic Models 36 Guido M. Kuersteiner PART II. IV SPECIFICATION TESTS 3. Specification Tests with Instrumental Variables and Rank Deficiency 59 Yuichi Kitamura 4. Asymptotic Normality of Single Equation Estimators for the Case with a Large Number of Weak Instruments 82 John C. Chao and Norman R. Swanson 5. Improved Inference in Weakly Identified Instrumental Variables Regression 125 Eric Zivot, Richard Startz, and Charles R. Nelson PART III. NONSTATIONARITY 6. Extracting Cycles from Nonstationary Data 167 Dean Corbae and Sam Ouliaris 7. Nonstationary Nonlinearity: An Outlook for New Opportunities 178 Joon Y. Park v vi Contents 8. Multiple Structural Change Models: A Simulation Analysis 212 Jushan Bai and Pierre Perron PART IV. LAD AND QUANTILE REGRESSION 9. On Efficient, Robust, and Adaptive Estimation in Cointegrated Models 241 Douglas J. Hodgson 10. Testing Stationarity Using M Estimation 266 Roger Koenker and Zhijie Xiao 11. Consistent Specification Testing for Quantile Regression Models 288 Yoon Jae Whang PART V. NONSTATIONARY PANELS 12. Combination Unit Root Tests for Cross Sectionally Correlated Panels 311 In Choi 13. Nonlinear IV Panel Unit Root Tests 334 Yoosoon Chang Index 359
adam_txt	Contents Preface: In Praise of a Remarkable Teacher page vii Contributors ix Introduction 1 PART I. HIGHER ORDER ASYMPTOTICS 1. Edge worth Expansions for the Wald and GMM Statistics for Nonlinear Restrictions 9 Bruce E. Hansen 2. Moment Selection and Bias Reduction for GMM in Conditionally Heteroskedastic Models 36 Guido M. Kuersteiner PART II. IV SPECIFICATION TESTS 3. Specification Tests with Instrumental Variables and Rank Deficiency 59 Yuichi Kitamura 4. Asymptotic Normality of Single Equation Estimators for the Case with a Large Number of Weak Instruments 82 John C. Chao and Norman R. Swanson 5. Improved Inference in Weakly Identified Instrumental Variables Regression 125 Eric Zivot, Richard Startz, and Charles R. Nelson PART III. NONSTATIONARITY 6. Extracting Cycles from Nonstationary Data 167 Dean Corbae and Sam Ouliaris 7. Nonstationary Nonlinearity: An Outlook for New Opportunities 178 Joon Y. Park v vi Contents 8. Multiple Structural Change Models: A Simulation Analysis 212 Jushan Bai and Pierre Perron PART IV. LAD AND QUANTILE REGRESSION 9. On Efficient, Robust, and Adaptive Estimation in Cointegrated Models 241 Douglas J. Hodgson 10. Testing Stationarity Using M Estimation 266 Roger Koenker and Zhijie Xiao 11. Consistent Specification Testing for Quantile Regression Models 288 Yoon Jae Whang PART V. NONSTATIONARY PANELS 12. Combination Unit Root Tests for Cross Sectionally Correlated Panels 311 In Choi 13. Nonlinear IV Panel Unit Root Tests 334 Yoosoon Chang Index 359
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spelling	Econometric theory and practice frontiers of analysis and applied research ed. by Dean Corbae ... 1. publ. Cambridge [u.a.] Cambridge Univ. Press 2006 X, 372 S. 24 cm txt rdacontent n rdamedia nc rdacarrier A collection of essays written in honor of Prof. Peter C.B. Phillips of Yale University. Includes bibliographical references and index Econometrie gtt Économétrie Econometrics Ökonometrie (DE-588)4132280-0 gnd rswk-swf (DE-588)4143413-4 Aufsatzsammlung gnd-content (DE-588)4016928-5 Festschrift gnd-content Ökonometrie (DE-588)4132280-0 s DE-604 Corbae, Dean Sonstige oth Phillips, Peter C. B. 1948- (DE-588)12883398X hnr http://www.loc.gov/catdir/toc/ecip0512/2005014249.html Table of contents http://www.loc.gov/catdir/enhancements/fy0642/2005014249-d.html Publisher description HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=014855896&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis
spellingShingle	Econometric theory and practice frontiers of analysis and applied research Econometrie gtt Économétrie Econometrics Ökonometrie (DE-588)4132280-0 gnd
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title	Econometric theory and practice frontiers of analysis and applied research
title_auth	Econometric theory and practice frontiers of analysis and applied research
title_exact_search	Econometric theory and practice frontiers of analysis and applied research
title_exact_search_txtP	Econometric theory and practice frontiers of analysis and applied research
title_full	Econometric theory and practice frontiers of analysis and applied research ed. by Dean Corbae ...
title_fullStr	Econometric theory and practice frontiers of analysis and applied research ed. by Dean Corbae ...
title_full_unstemmed	Econometric theory and practice frontiers of analysis and applied research ed. by Dean Corbae ...
title_short	Econometric theory and practice
title_sort	econometric theory and practice frontiers of analysis and applied research
title_sub	frontiers of analysis and applied research
topic	Econometrie gtt Économétrie Econometrics Ökonometrie (DE-588)4132280-0 gnd
topic_facet	Econometrie Économétrie Econometrics Ökonometrie Aufsatzsammlung Festschrift
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