30th anniversary edition / edited by Dek Terrell, Daniel Millimet.

Format:

Book

Contributor:

Terrell, Dek.

Millimet, Daniel L.

Series:

Advances in econometrics ; v.30.

Advances in econometrics, 0731-9053 ; v.30

Language:

English

Subjects (All):

Econometrics.

Physical Description:

1 online resource (500 p.)

Edition:

30th Anniversary ed.

Place of Publication:

Bingley : Emerald, 2012.

Language Note:

English

Summary:

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.

Contents:

Introduction / Dek Terrell, Daniel Millimet

A history of the advances in econometrics series / Randall C. Campbell, Asli Ogunc

Bayesian unit root testing : the effect of choice of prior on test outcomes / Charley Xia, William Griffiths

Inverse test confidence intervals for turning-points : a demonstration with higher order polynomials / Jenny N. Lye, Joseph G. Hirschberg

Serial correlation robust LM / Jingjing Yang, 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, Tae-Hwy Lee

On the estimation and testing of fixed effects panel data models with weak instruments / Badi H. Baltagi, Chihwa Kao, Long Liu

A risk superior semiparametric estimator for overidentified linear models / George G. Judge, 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, 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, Yu-Chin Hsu

Money-income Granger-causality in quantiles / Tae-Hwy Lee, Weiping Yang

Copula-GARCH time-varying tail dependence / Jiaqi Chen, Jeffery W. Gunther

Monte Carlo experiments using Stata : a primer with examples / Lee C. Adkins, Mary N. Gade.

Notes:

Description based upon print version of record.

Print version record

ISBN:

9781283936569

1283936569

9781781903100

1781903107

OCLC:

823719526