Essays in honor of Peter C. B. Phillips:
Gespeichert in:
| Weitere Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Bingley [u.a.]
Emerald
2014
|
| Ausgabe: | 1. ed. |
| Schriftenreihe: | Advances in econometrics
33 |
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | XXII, 749 S. Ill., graph. Darst. |
| ISBN: | 9781784411831 1784411833 |
Internformat
MARC
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Datensatz im Suchindex
| _version_ | 1804152748432687104 |
|---|---|
| adam_text | CONTENTS
DEDICATION
ix
LIST OF CONTRIBUTORS
xiii
INTRODUCTION jcvtf
PART I: PERSISTENCE AND TREND
ASYMPTOTIC MOMENTS OF
AUTOREGRESSIVE
ESTIMATORS WITH A NEAR UNIT ROOT AND
MINIMAX RISK
Bruce E.
Hansen 3
FIXED-SMOOTHING ASYMPTOTICS AND
ASYMPTOTIC
FAND
t
TESTS IN THE PRESENCE
OF STRONG AUTOCORRELATION
Yixiao Sun
23
MOMENT APPROXIMATION FOR LEAST-SQUARES
ESTIMATOR IN FIRST-ORDER REGRESSION
MODELS WITH UNIT ROOT AND
NONNORMAL
ERRORS
Yong
Bao, Aman Ullah
and Ru Zhang
65
ON THE SIZE DISTORTION FROM LINEARLY
INTERPOLATING LOW-FREQUENCY SERIES FOR
COINTEGRATION TESTS
Eric Ghysels and J, Isaac Miller
93
TESTING FOR COINTEGRATION IN MARKOV
SWITCHING ERROR CORRECTION MODELS
Liang
Ни
and Yongcheol Shin
123
vi
CONTENTS
SPECIFICATION
TESTING
IN PARAMETRIC
TRENDING MODELS WITH UNKNOWN ERRORS
Jiti
Gao
and Maxwell King
151
PART II: PANEL DATA MODELS
PANEL MACROECONOMETRIC MODELING
Cheng Hsiao
205
MEAN AVERAGE ESTIMATION OF DYNAMIC
PANEL MODELS Wlf
H NONSTATIONARY
INITIAL CONDITION
John
Chao, Myungsup
Kim and Donggyu
Sul
241
EFFICIENT ESTIMATION AND INFERENCE FOR
DIFFERENCE-IN-DIFFERENCE REGRESSIONS
WITH PERSISTENT ERRORS
Ryan Greenaway-McGrevy
,
Chirok Han and
281
Donggyu
Sul
A CUSUM TEST FOR COMMON TRENDS IN
LARGE HETEROGENEOUS PANELS
Javier Hidalgo and Jungyoon Lee
303
TEST OF HYPOTHESES IN A TIME TREND PANEL
DATA MODEL WITH SERIALLY CORRELATED
ERROR COMPONENT DISTURBANCES
Badi
H.
Baltagi, Chihwa
Kao
and Long Liu
347
PART III: ISSUES IN ECONOMETRIC THEORY
LIMIT THEORY AND INFERENCE ABOUT
CONDITIONAL DISTRIBUTIONS
Purevdorj Tuvaandorj and Victoria Zinde- Walsh
397
ON THE LIMITING AND EMPIRICAL DISTRIBUTIONS
OF IV ESTIMATORS WHEN SOME OF THE
INSTRUMENTS ARE ACTUALLY ENDOGENOUS
Jan F.
Kiviét
and
Jerzy Niemczyk
425
Contents
vii
TESTING
THE EQUALITY OF TWO POSITIVE-
DEFINITE MATRICES WITH APPLICATION TO
INFORMATION MATRIX TESTING
Jin
Seo Cho
and Halbert White
491
MINIMAX ESTIMATION OF NONREGULAR
PARAMETERS AND DISCONTINUITY IN
MINIMAX RISK
Kyungchul Song
557
THE GAP BETWEEN THE CONDITIONAL WAGE
DISTRIBUTIONS OF INCUMBENTS AND THE NEWLY
HIRED EMPLOYEES: DECOMPOSITION AND
UNIFORM ORDERING
Esfandiar Maasoumi,
Melinda
Pitts and Ke Wu
587
PART IV: THEORY AND APPLICATION OF TIME SERIES
DEVIANCE INFORMATION CRITERION FOR
COMPARING
VAR
MODELS
Tao
Zeng,
Yong Li and
Jun
Yu
615
STABLE LIMIT THEORY FOR THE VARIANCE
TARGETING ESTIMATOR
Igor Vaynman and Brendan K.
Beare
639
ASSESSING THE POWER OF LONG-HORIZON
PREDICTIVE TESTS IN MODELS OF BULL AND
BEAR MARKETS
Alex M
ay
nar
d
and Dongmeng Ren
673
IDIOSYNCRATIC VOLATILITY, EXPECTED
WINDFALL, AND THE CROSS-SECTION OF
STOCK RETURNS
Chi Wan and Zhijie Xiao
713
|
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| indexdate | 2024-07-10T01:15:39Z |
| institution | BVB |
| isbn | 9781784411831 1784411833 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-027659304 |
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| physical | XXII, 749 S. Ill., graph. Darst. |
| publishDate | 2014 |
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| publisher | Emerald |
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| series | Advances in econometrics |
| series2 | Advances in econometrics |
| spelling | Essays in honor of Peter C. B. Phillips ed. by Yoosoon Chang ... 1. ed. Bingley [u.a.] Emerald 2014 XXII, 749 S. Ill., graph. Darst. txt rdacontent n rdamedia nc rdacarrier Advances in econometrics 33 (DE-588)4016928-5 Festschrift gnd-content Chang, Yoosoon (DE-588)171837320 edt Phillips, Peter C. B. 1948- (DE-588)12883398X hnr Erscheint auch als Online-Ausgabe 978-1-78441-182-4 1-78441-182-5 Advances in econometrics 33 (DE-604)BV004012611 33 Digitalisierung UB Augsburg - ADAM Catalogue Enrichment application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=027659304&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Essays in honor of Peter C. B. Phillips Advances in econometrics |
| subject_GND | (DE-588)4016928-5 |
| title | Essays in honor of Peter C. B. Phillips |
| title_auth | Essays in honor of Peter C. B. Phillips |
| title_exact_search | Essays in honor of Peter C. B. Phillips |
| title_full | Essays in honor of Peter C. B. Phillips ed. by Yoosoon Chang ... |
| title_fullStr | Essays in honor of Peter C. B. Phillips ed. by Yoosoon Chang ... |
| title_full_unstemmed | Essays in honor of Peter C. B. Phillips ed. by Yoosoon Chang ... |
| title_short | Essays in honor of Peter C. B. Phillips |
| title_sort | essays in honor of peter c b phillips |
| topic_facet | Festschrift |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=027659304&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| volume_link | (DE-604)BV004012611 |
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