30th anniversary edition:
Gespeichert in:
Bibliographische Detailangaben
Format: Elektronisch E-Book
Sprache:English
Veröffentlicht: Bingley, UK Emerald 2012
Schriftenreihe:Advances in econometrics 30
Schlagworte:
Online-Zugang:Volltext
Beschreibung: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 volumes. Tom Fomby and Carter Hill both provide discussions of the role of Advances over the years. The remaining articles include contributions by a number of authors who have played key roles in the series over the years and in the careers of Fomby and Hill. Overall, this leads to a more diverse mix of papers than a typical volume of Advances in Econometrics
Includes bibliographical references
Introduction / Dek Terrell, Daniel Millimet -- A history of the Advances in econometrics series / Randall C. Campbell and Asli Ogunc -- Bayesian unit root testing : the effect of choice of prior on test outcomes / Charley Xia and William Griffiths -- Inverse test confidence intervals for turning-points : a demonstration with higher order polynomials / Jenny N. Lye and Joseph G. Hirschberg -- Serial correlation robust LM type tests for a shift in trend / Jingjing Yang and 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 and Tae-Hwy Lee -- On the estimation and testing of fixed effects panel data models with weak instruments / Badi H. Baltagi, Chihwa Kao and Long Liu -- A risk superior semiparametric estimator for overidentified linear models / George G. Judge and 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 and 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 and Yu-Chin Hsu -- Money-income Granger-causality in quantiles / Tae-Hwy Lee and Weiping Yang -- Copula-GARCH time-varying tail dependence / Jiaqi Chen and Jeffery W. Gunther -- Monte Carlo experiments using Stata : a primer with examples / Lee C. Adkins and Mary N. Gade
Beschreibung:1 Online-Ressource (xxii, 477 pages)
ISBN:9781781903100
1781903107

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