Essays in Honor of Cheng Hsiao

Introduction; Dek Terrell, Tong Li and M. Hashem Pesaran
Chapter 1. Correction for the Asymptotical Bias of the Arellano-Bond type GMM Estimation of Dynamic Panel Models; Yonghui Zhang and Qiankun Zhou
Chapter 2. Testing Convergence using HAR Inference; Peter Phillips, Jianning Kong and Donggyu Sul
Chapter 3. Bayesian Estimation of Linear Sum Assignment Problems; Yubo Tao and Jun Yu
Chapter 4. A VAR Approach to Forecasting Multivariate Long Memory Processes Subject to Structural Breaks; Cindy S.H. Wang and Shui Ki Wan
Chapter 5. Identifying Global and National Output and Fiscal Policy Shocks Using a GVAR; Alexander Chudik, M. Hashem Pesaran and Kamiar Mohaddes
Chapter 6. The Determinents of Health Care Expenditure and Trends: A Semiparametric Panal Data Analysis of OECD Countries; Ming Kong, Jiti Gao and Xueyan Zhao
Chapter 7. Growth empirics: a Bayesian semiparametric model with random coefficients for a panel of OECD Countries; Badi H. Baltagi, Georges Bresson and Jean-Michel Etienne
Chapter 8. Robust Estimation and Inference for Importance Sampling Estimators with Infinite Variance; Joshua Chan, Chenghan Hou and Thomas Tao Yang
Chapter 9. Econometrics of Scoring Auctions; Jean-Jacques Laffont, Isabelle Perrigne, Michel Simioni, and Quang Vuong
Chapter 10. Bayesian Estimation of Linear Sum Assignment Problems; Yu-Wei Hsieh and Matthew Shum
Chapter 11. The Mode is the Message: Using Predata as Exclusion Restrictions to Evaluate Survey Design; Heng Chen, Geoffrey Dunbar, and Q. Rallye Shen
Chapter 12. Estimating Peer Effects on Career Choice: A Spatial Multinomial Logit Approach; Bolun Li, Robin Sickles and Jenny Williams
Chapter 13. Mortgage Portfolio Diversification in the Presence of Cross-Sectional and Spatial Dependence; Timothy Dombrowski, R. Kelley Pace and Rajesh Narayanan
Chapter 14. An Econometrician's Perspective on Big Data; Cheng Hsiao Hsiao
Chapter 15. Comments on 'An Econometrician's Perspective on Big Data'; Thomas Fomby
Chapter 16. Comments on 'An Econometrician's Perspective on Big Data' by Cheng Hsiao; Georges Bresson