Essays in honor of Aman Ullah:
Gespeichert in:
| Weitere Verfasser: | , , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Bingley
Emerald
2016
|
| Ausgabe: | 1. edition |
| Schriftenreihe: | Advances in econometrics
36 |
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | xxvi, 653 Seiten Illustrationen, Diagramme |
| ISBN: | 9781785607875 |
Internformat
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| 250 | |a 1. edition | ||
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Datensatz im Suchindex
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| adam_text |
CONTENTS
LIST OF CONTRIBUTORS ix
INTRODUCTION xiii
ACKNOWLEDGMENTS xxiii
PHOTOS XXV
PARTI
TRIBUTE
A SELECTIVE REVIEW OF AMAN ULLAH’S
CONTRIBUTIONS TO ECONOMETRICS
Yong Bao, Yanqin Fan, Liangjun Su and 3
Victoria Zinde-Walsh
PART II
PANEL DATA MODELS
SEMIPARAMETRIC ESTIMATION OF PARTIALLY
LINEAR VARYING COEFFICIENT PANEL
DATA MODELS
Yonghong An, Cheng Hsiao and Dong Li 47
TESTING FOR SPATIAL LAG AND SPATIAL ERROR
DEPENDENCE IN A FIXED EFFECTS PANEL DATA
MODEL USING DOUBLE LENGTH ARTIFICIAL
REGRESSIONS
Badi H. Baltagi and Long Liu
67
VI
CONTENTS
LONG-RUN EFFECTS IN LARGE HETEROGENEOUS
PANEL DATA MODELS WITH CROSS-SECTIONALLY
CORRELATED ERRORS
Alexander Chudik, Kamiar Mohaddes, M. Hashem
Pesaran and Mehdi Raissi
SEMIPARAMETRIC ESTIMATION OF PARTIALLY
LINEAR DYNAMIC PANEL DATA MODELS WITH
FIXED EFFECTS
Liangjun Su and Yonghui Zhang 137
PART III
FINITE SAMPLE ECONOMETRICS
FINITE-SAMPLE BIAS OF THE CONDITIONAL
GAUSSIAN MAXIMUM LIKELIHOOD ESTIMATOR IN
ARMA MODELS
Yong Bao 207
FINITE SAMPLE BIAS CORRECTED IV ESTIMATION
FOR WEAK AND MANY INSTRUMENTS
Matthew Harding, Jerry Hausman and 245
Christopher J. Palmer
PART IV
INFORMATION AND ENTROPY
ON THE CONSTRUCTION OF PRIOR INFORMATION -
AN INFO-METRICS APPROACH
Amos Golan and Robin L. Lumsdaine 277
THE WAGE PREMIUM OF NATURALIZED
CITIZENSHIP
Esfandiar Maasoumiand Yifeng Zhu 315
CAUSALITY AND MARKOVIANITY: INFORMATION
THEORETIC MEASURES
Eric Renault and Daniela Scidd
349
Contents
vu
PART V
ISSUES IN ECONOMETRIC THEORY
A LIKELIHOOD-FREE REVERSE SAMPLER OF THE
POSTERIOR DISTRIBUTION
Jean-Jacques Forneron and Serena Ng 389
A VECTOR AUTOREGRESSIVE MOVING AVERAGE
MODEL FOR INTERVAL-VALUED TIME
SERIES DATA
Ai Han, Yongmiao Hong, Shouyang Wang and Xin Yun 417
INFERENCE IN NEAR-SINGULAR REGRESSION
Peter C. B. Phillips 461
PART VI
NONPARAMETRIC AND SEMI PARAMETRIC METHODS
MULTIVARIATE LOCAL POLYNOMIAL
ESTIMATORS: UNIFORM BOUNDARY PROPERTIES
AND ASYMPTOTIC LINEAR REPRESENTATION
Yanqin Fan and Emmanuel Guerre 489
MODEL AVERAGING OVER
NONPARAMETRIC ESTIMATORS
Daniel J. Henderson and Christopher F. Parmeter 539
SMOOTHNESS: BIAS AND EFFICIENCY OF
NONPARAMETRIC KERNEL ESTIMATORS
Yulia Kotlvarova,Marcia M. A. Schafgcms and 561
Victoria Zinde- Walsh
A CLASS OF NONPARAMETRIC DENSITY
DERIVATIVE ESTIMATORS BASED ON GLOBAL
LIPSCHITZ CONDITIONS
Kairat Mynbaev,Carlos Martins-and 591
Aziza Aipenora
CONTENTS
vm
LOCAL POLYNOMIAL DERIVATIVE ESTIMATION:
ANALYTIC OR TAYLOR?
Jeffrey S. Racine 617
A SIMPLE CONSISTENT NONPARAMETRIC
ESTIMATOR OF THE LORENZ CURVE
Yu Yvette Zhang, Ximing Wu and Qi Li
635 |
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| indexdate | 2024-09-23T12:21:53Z |
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| isbn | 9781785607875 |
| language | English |
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| publishDate | 2016 |
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| series | Advances in econometrics |
| series2 | Advances in econometrics |
| spelling | Essays in honor of Aman Ullah edited by Gloria González-Rivera, R. Carter Hill, Tae-Hwy Lee 1. edition Bingley Emerald 2016 xxvi, 653 Seiten Illustrationen, Diagramme txt rdacontent n rdamedia nc rdacarrier Advances in econometrics 36 Ökonometrie (DE-588)4132280-0 gnd rswk-swf (DE-588)4016928-5 Festschrift gnd-content (DE-588)4143413-4 Aufsatzsammlung gnd-content Ökonometrie (DE-588)4132280-0 s DE-604 Ullah, Aman 1946- (DE-588)112170048 hnr González-Rivera, Gloria (DE-588)171008383 edt Hill, Rufus Carter (DE-588)170255018 edt Lee, Tae-hwy (DE-588)170804593 edt Erscheint auch als Online-Ausgabe 978-1-78560-786-8 1-78560-786-3 Advances in econometrics 36 (DE-604)BV004012611 36 Digitalisierung UB Regensburg - ADAM Catalogue Enrichment application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=028964526&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Essays in honor of Aman Ullah Advances in econometrics Ökonometrie (DE-588)4132280-0 gnd |
| subject_GND | (DE-588)4132280-0 (DE-588)4016928-5 (DE-588)4143413-4 |
| title | Essays in honor of Aman Ullah |
| title_auth | Essays in honor of Aman Ullah |
| title_exact_search | Essays in honor of Aman Ullah |
| title_full | Essays in honor of Aman Ullah edited by Gloria González-Rivera, R. Carter Hill, Tae-Hwy Lee |
| title_fullStr | Essays in honor of Aman Ullah edited by Gloria González-Rivera, R. Carter Hill, Tae-Hwy Lee |
| title_full_unstemmed | Essays in honor of Aman Ullah edited by Gloria González-Rivera, R. Carter Hill, Tae-Hwy Lee |
| title_short | Essays in honor of Aman Ullah |
| title_sort | essays in honor of aman ullah |
| topic | Ökonometrie (DE-588)4132280-0 gnd |
| topic_facet | Ökonometrie Festschrift Aufsatzsammlung |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=028964526&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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