Essays in honour of Joon Y. Park: econometric theory
Gespeichert in:
| Weitere Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
United Kingdom
Emerald Publishing
2023
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| Ausgabe: | First edition |
| Schriftenreihe: | Advances in econometrics
volume 45A |
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | xiii, 391 Seiten 23 cm |
| ISBN: | 9781837532094 |
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Datensatz im Suchindex
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| adam_text | CONTENTS List of Contributors vii Introduction ix PART I NONSTATIONARITY, UNIT ROOTS, AND FRACTIONAL NOISE Chapter 1 Discrete Fourier Transforms of Fractional Processes With Econometric Applications Peter C. B. Phillips 3 Chapter 2 Asymptotic Properties of the Least Squares Estimator in Local to Unity Processes With Fractional Gaussian Noise Xiaohu Wang, Weilin Xiao and Jun Yu 73 Chapter 3 Powerful Self-normalizing Tests for Stationarity Against the Alternative of a Unit Root Uwe Hassler and Mehdi Hosseinkouchack 97 Chapter 4 A Sequential Test for a Unit Root in Monitoring a p-th Order Autoregressive Process Kohtaro Hitomi, Keiji Nagai, Yoshihiko Nishiyama andJunfanTao 115 PART II NONLINEARITY Chapter 5 Functional-coefficient Cointegrating Regression With Endogeneity Han-Ying Liang, Yu Shen and Qiying Wang v 157
CONTENTS vi Chapter 6 A Specification Test Based on Convolution-type Distribution Function Estimates for Non-linear Autoregressive Processes Kun Ho Kirn, Hira L. Koui and Jiwoong Kim 187 Chapter 7 Transformation Models With Cointegrated and Deterministically Trending Regressors Yingqian Lin and Yundong Tu 207 Chapter 8 Minimax Risk in Estimating Kink Threshold and Testing Continuity Javier Hidalgo, Heejun Lee, Jungyoon Lee and Myung Hwan Seo 233 PART III INFERENCE AND PREDICTION USING MODELS WITH TRENDING SERIES Chapter 9 Semiparametric Independence Tests Between Two Infinite-order Cointegrated Series Chafik Bouhaddioui, Jean-Μar ie Dufour and Masaya Takano 263 Chapter 10 Inference in Conditional Vector Error Correction Models With a Small Signal-to-Noise Ratio Nikolay Gospodinov, Alex Maynard and Elena Pesavento 295 Chapter 11 Some Extensions of Asymptotic F and t Theory in Nonstationary Regressions 319 Yixiao Sun Chapter 12 Non-stationary Parametric Single-index Predictive Models: Simulation and Empirical Studies Ying Zhou, Hsein Kew and Jiti Gao Chapter 13 349 Best Linear Prediction in Cointegrated Systems Yun- Yeong Kim 367
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| adam_txt |
CONTENTS List of Contributors vii Introduction ix PART I NONSTATIONARITY, UNIT ROOTS, AND FRACTIONAL NOISE Chapter 1 Discrete Fourier Transforms of Fractional Processes With Econometric Applications Peter C. B. Phillips 3 Chapter 2 Asymptotic Properties of the Least Squares Estimator in Local to Unity Processes With Fractional Gaussian Noise Xiaohu Wang, Weilin Xiao and Jun Yu 73 Chapter 3 Powerful Self-normalizing Tests for Stationarity Against the Alternative of a Unit Root Uwe Hassler and Mehdi Hosseinkouchack 97 Chapter 4 A Sequential Test for a Unit Root in Monitoring a p-th Order Autoregressive Process Kohtaro Hitomi, Keiji Nagai, Yoshihiko Nishiyama andJunfanTao 115 PART II NONLINEARITY Chapter 5 Functional-coefficient Cointegrating Regression With Endogeneity Han-Ying Liang, Yu Shen and Qiying Wang v 157
CONTENTS vi Chapter 6 A Specification Test Based on Convolution-type Distribution Function Estimates for Non-linear Autoregressive Processes Kun Ho Kirn, Hira L. Koui and Jiwoong Kim 187 Chapter 7 Transformation Models With Cointegrated and Deterministically Trending Regressors Yingqian Lin and Yundong Tu 207 Chapter 8 Minimax Risk in Estimating Kink Threshold and Testing Continuity Javier Hidalgo, Heejun Lee, Jungyoon Lee and Myung Hwan Seo 233 PART III INFERENCE AND PREDICTION USING MODELS WITH TRENDING SERIES Chapter 9 Semiparametric Independence Tests Between Two Infinite-order Cointegrated Series Chafik Bouhaddioui, Jean-Μar ie Dufour and Masaya Takano 263 Chapter 10 Inference in Conditional Vector Error Correction Models With a Small Signal-to-Noise Ratio Nikolay Gospodinov, Alex Maynard and Elena Pesavento 295 Chapter 11 Some Extensions of Asymptotic F and t Theory in Nonstationary Regressions 319 Yixiao Sun Chapter 12 Non-stationary Parametric Single-index Predictive Models: Simulation and Empirical Studies Ying Zhou, Hsein Kew and Jiti Gao Chapter 13 349 Best Linear Prediction in Cointegrated Systems Yun- Yeong Kim 367 |
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| illustrated | Not Illustrated |
| index_date | 2024-07-03T22:30:15Z |
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| isbn | 9781837532094 |
| language | English |
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| spelling | Essays in honour of Joon Y. Park econometric theory edited by Yoosoon Chang (Indiana University, USA), Sokbae Lee (Columbia University, USA) and J. Isaac Miller (University of Missouri, USA) First edition United Kingdom Emerald Publishing 2023 xiii, 391 Seiten 23 cm txt rdacontent n rdamedia nc rdacarrier Advances in econometrics volume 45A Econometrics (DE-588)4016928-5 Festschrift gnd-content (DE-588)4143413-4 Aufsatzsammlung gnd-content Park, Joon Y. (DE-588)170536505 hnr Chang, Yoosoon (DE-588)171837320 edt Lee, Sokbae Sonstige (DE-588)130618861 oth Miller, J. Isaac Sonstige (DE-588)138736219 oth Erscheint auch als Online-Ausgabe, EPUB 978-1-83753-210-0 Erscheint auch als Online-Ausgabe 978-1-83753-208-7 Advances in econometrics volume 45A (DE-604)BV004012611 45A Digitalisierung UB Passau - ADAM Catalogue Enrichment application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=034354200&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Essays in honour of Joon Y. Park econometric theory Advances in econometrics |
| subject_GND | (DE-588)4016928-5 (DE-588)4143413-4 |
| title | Essays in honour of Joon Y. Park econometric theory |
| title_auth | Essays in honour of Joon Y. Park econometric theory |
| title_exact_search | Essays in honour of Joon Y. Park econometric theory |
| title_exact_search_txtP | Essays in honour of Joon Y. Park econometric theory |
| title_full | Essays in honour of Joon Y. Park econometric theory edited by Yoosoon Chang (Indiana University, USA), Sokbae Lee (Columbia University, USA) and J. Isaac Miller (University of Missouri, USA) |
| title_fullStr | Essays in honour of Joon Y. Park econometric theory edited by Yoosoon Chang (Indiana University, USA), Sokbae Lee (Columbia University, USA) and J. Isaac Miller (University of Missouri, USA) |
| title_full_unstemmed | Essays in honour of Joon Y. Park econometric theory edited by Yoosoon Chang (Indiana University, USA), Sokbae Lee (Columbia University, USA) and J. Isaac Miller (University of Missouri, USA) |
| title_short | Essays in honour of Joon Y. Park |
| title_sort | essays in honour of joon y park econometric theory |
| title_sub | econometric theory |
| topic_facet | Festschrift Aufsatzsammlung |
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