30th Anniversary Edition
Published on 17. December 2012
Book
Hardback
458 pages
978-1-78190-309-4 (ISBN)
Description
The 30th Volume of Advances in Econometrics is in honor of the two individuals whose hard work has helped ensure thirty successful 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.
More details
Series
Language
English
Place of publication
Bingley
United Kingdom
Publishing group
Emerald Publishing Limited
Target group
Professional and scholarly
Dimensions
Height: 240 mm
Width: 161 mm
Thickness: 31 mm
Weight
910 gr
ISBN-13
978-1-78190-309-4 (9781781903094)
Copyright in bibliographic data and cover images is held by Nielsen Book Services Limited or by the publishers or by their respective licensors: all rights reserved.
Schweitzer Classification
Other editions
Additional editions
Dek Terrell | Daniel Millimet
30th Anniversary Edition
E-Book
12/2012
Emerald Publishing Limited
€142.99
Available for download
Persons
Content
List of Contributors.
Dedication.
Preface.
Introduction.
A History of the Advances in Econometrics Series.
Bayesian Unit Root Testing: The Effect of Choice of Prior on Test Outcomes.
Inverse Test Confidence Intervals for Turning-Points: A Demonstration with Higher Order Polynomials.
Serial Correlation Robust LM.
Consistent Testing for Structural Change at the Ends of the Sample.
Stein-Rule Estimation and Generalized Shrinkage Methods for Forecasting Using Many Predictors.
On the Estimation and Testing of Fixed Effects Panel Data Models with Weak Instruments.
A Risk Superior Semiparametric Estimator for Overidentified Linear Models.
Spatial Dependence in Regressors and its Effect on Performance of Likelihood-Based and Instrumental Variable Estimators.
Sectoral Effects of Aggregate Shocks.
Cyclical Co-Movement Between Output, the Price-Level, and the Inflation Rate.
Money-Income Granger-Causality in Quantiles.
Copula-GARCH Time-Varying Tail Dependence.
Monte Carlo Experiments Using Stata: A Primer with Examples.
30th Anniversary Edition.
Advances in Econometrics.
Advances in Econometrics.
Copyright page.
Dedication.
Preface.
Introduction.
A History of the Advances in Econometrics Series.
Bayesian Unit Root Testing: The Effect of Choice of Prior on Test Outcomes.
Inverse Test Confidence Intervals for Turning-Points: A Demonstration with Higher Order Polynomials.
Serial Correlation Robust LM.
Consistent Testing for Structural Change at the Ends of the Sample.
Stein-Rule Estimation and Generalized Shrinkage Methods for Forecasting Using Many Predictors.
On the Estimation and Testing of Fixed Effects Panel Data Models with Weak Instruments.
A Risk Superior Semiparametric Estimator for Overidentified Linear Models.
Spatial Dependence in Regressors and its Effect on Performance of Likelihood-Based and Instrumental Variable Estimators.
Sectoral Effects of Aggregate Shocks.
Cyclical Co-Movement Between Output, the Price-Level, and the Inflation Rate.
Money-Income Granger-Causality in Quantiles.
Copula-GARCH Time-Varying Tail Dependence.
Monte Carlo Experiments Using Stata: A Primer with Examples.
30th Anniversary Edition.
Advances in Econometrics.
Advances in Econometrics.
Copyright page.