Essays in honour of Joon Y. Park: econometric methodology in empirical applications
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 45B |
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | xiv,434 Seiten 23 cm |
| ISBN: | 9781837532131 |
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Datensatz im Suchindex
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| adam_text | CONTENTS List of Contributors vii Introduction ix PARTI MACROECONOMETRICS Chapter 1 Aggregate Output Measurements: A Common Trend Approach Martin Almuzara, Gabriele Fiorentini and Enrique Sentano Chapter 2 Markov Switching Rationality Florens Odendahl, Barbara Rossi and Tatevik Sekhposyan Chapter 3 3 35 The Econometrics of Oil Market VAR Models 65 Lut: Kilian and Xiaoqing Zhou PART II FINANCIAL ECONOMETRICS Chapter 4 Quantile Impulse Response Analysis with Applications in Macroeconomics and Finance Whayoung Jung and Ji Hyung Lee 99 Chapter 5 Risk Neutral Density Estimation with a Functional Linear Model Marine Carrasco and Idriss Tsafack 133 Chapter 6 Estimating Diffusion Models of Interest Rates at the Zero Lower Bound: From the Great Depression to the Great Recession and Beyond Lealand Morin 159 Chapter 7 A Market Crash or Tail Risk? Heavy Tails and Asymmetry of Returns in the Chinese Stock Market Zeyu Xing and Rustam Ibragimov 181 V
CONTENTS PART ПІ PANDEMIC, CLIMATE, AND DISASTER Chapter 8 Predicting Crashes in Oil Prices During the COVID-19 Pandemic with Mixed Causal-Noncausai Models Alain Hecų and Elisa Voisin 209 Chapter 9 Depth-Weighted Forecast Combination: Application to COVID-19 Cases Yoonseok Lee and Donggyu Sul 235 Chapter 10 Identification of Beliefs in the Presence of Disaster Risk and Misspecification Saraswata Chaudhuri, Eric Renault and Oscar Wahlström 261 Chapter 11 A New Model for Agricultural Land-Use Modeling and Prediction in England Using Spatially High-Resolution Data Namhyun Kim, Patrick Wongsa-art and Ian J. Bateman 291 Chapter 12 Local Climate Sensitivity: What Can Time Series of Distributions Reveal About Spatial Heterogeneity of Climate Change? J. Isaac Miller 319 PART IV MICROECONOMETRICS AND PANEL DATA Chapter 13 Maximum Likelihood Estimation of Dynamic Panel Data Models with Interactive Effects: Quasi-Differencing Over Time or Across Individuals? Cheng Hsiao and Qiankun Zhou 353 Chapter 14 Informational Content of Factor Structures in Simultaneous Binary Response Models Shakeeb Khan, Arnaud Maurel and Yichong Zhang 385 PARTV RETROSPECTIVE Chapter 15 Forty Years of Advances in Econometrics Asli Ogunc and Randall C. Campbell 413
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| adam_txt |
CONTENTS List of Contributors vii Introduction ix PARTI MACROECONOMETRICS Chapter 1 Aggregate Output Measurements: A Common Trend Approach Martin Almuzara, Gabriele Fiorentini and Enrique Sentano Chapter 2 Markov Switching Rationality Florens Odendahl, Barbara Rossi and Tatevik Sekhposyan Chapter 3 3 35 The Econometrics of Oil Market VAR Models 65 Lut: Kilian and Xiaoqing Zhou PART II FINANCIAL ECONOMETRICS Chapter 4 Quantile Impulse Response Analysis with Applications in Macroeconomics and Finance Whayoung Jung and Ji Hyung Lee 99 Chapter 5 Risk Neutral Density Estimation with a Functional Linear Model Marine Carrasco and Idriss Tsafack 133 Chapter 6 Estimating Diffusion Models of Interest Rates at the Zero Lower Bound: From the Great Depression to the Great Recession and Beyond Lealand Morin 159 Chapter 7 A Market Crash or Tail Risk? Heavy Tails and Asymmetry of Returns in the Chinese Stock Market Zeyu Xing and Rustam Ibragimov 181 V
CONTENTS PART ПІ PANDEMIC, CLIMATE, AND DISASTER Chapter 8 Predicting Crashes in Oil Prices During the COVID-19 Pandemic with Mixed Causal-Noncausai Models Alain Hecų and Elisa Voisin 209 Chapter 9 Depth-Weighted Forecast Combination: Application to COVID-19 Cases Yoonseok Lee and Donggyu Sul 235 Chapter 10 Identification of Beliefs in the Presence of Disaster Risk and Misspecification Saraswata Chaudhuri, Eric Renault and Oscar Wahlström 261 Chapter 11 A New Model for Agricultural Land-Use Modeling and Prediction in England Using Spatially High-Resolution Data Namhyun Kim, Patrick Wongsa-art and Ian J. Bateman 291 Chapter 12 Local Climate Sensitivity: What Can Time Series of Distributions Reveal About Spatial Heterogeneity of Climate Change? J. Isaac Miller 319 PART IV MICROECONOMETRICS AND PANEL DATA Chapter 13 Maximum Likelihood Estimation of Dynamic Panel Data Models with Interactive Effects: Quasi-Differencing Over Time or Across Individuals? Cheng Hsiao and Qiankun Zhou 353 Chapter 14 Informational Content of Factor Structures in Simultaneous Binary Response Models Shakeeb Khan, Arnaud Maurel and Yichong Zhang 385 PARTV RETROSPECTIVE Chapter 15 Forty Years of Advances in Econometrics Asli Ogunc and Randall C. Campbell 413 |
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| illustrated | Not Illustrated |
| index_date | 2024-07-03T22:30:15Z |
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| isbn | 9781837532131 |
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| spelling | Essays in honour of Joon Y. Park econometric methodology in empirical applications 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 xiv,434 Seiten 23 cm txt rdacontent n rdamedia nc rdacarrier Advances in econometrics volume 45B 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 978-1-83753-214-8 Erscheint auch als Online-Ausgabe 978-1-83753-212-4 Advances in econometrics volume 45B (DE-604)BV004012611 45B 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=034354222&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Essays in honour of Joon Y. Park econometric methodology in empirical applications Advances in econometrics |
| subject_GND | (DE-588)4016928-5 (DE-588)4143413-4 |
| title | Essays in honour of Joon Y. Park econometric methodology in empirical applications |
| title_auth | Essays in honour of Joon Y. Park econometric methodology in empirical applications |
| title_exact_search | Essays in honour of Joon Y. Park econometric methodology in empirical applications |
| title_exact_search_txtP | Essays in honour of Joon Y. Park econometric methodology in empirical applications |
| title_full | Essays in honour of Joon Y. Park econometric methodology in empirical applications 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 methodology in empirical applications 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 methodology in empirical applications 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 methodology in empirical applications |
| title_sub | econometric methodology in empirical applications |
| topic_facet | Festschrift Aufsatzsammlung |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=034354222&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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