Essays in Honor of Aman Ullah

Buch | Hardcover

680 Seiten

2016
Emerald Group Publishing Limited (Verlag)
978-1-78560-787-5 (ISBN)

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Volume 36 of Advances in Econometrics recognizes Aman Ullah's significant contributions in many areas of econometrics and celebrates his long productive career. The volume features original papers on the theory and practice of econometrics that is related to the work of Aman Ullah. Topics include nonparametric/semiparametric econometrics; finite sample econometrics; shrinkage methods; information/entropy econometrics; model specification testing; robust inference; panel/spatial models. Advances in Econometrics is a research annual whose editorial policy is to publish original research articles that contain enough details so that economists and econometricians who are not experts in the topics will find them accessible and useful in their research.

Edited by Gloria Gonzalez-Rivera, Department of Economics, University of California Riverside, Riverside, CA, USA R. Carter Hill, Department of Economics, Louisiana State University, Baton Rouge, LA, USA Tae-Hwy Lee, Department of Economics, University of California Riverside, Riverside, CA, USA

PART I: TRIBUTE
A Selective Review of Aman Ullah’s Contributions to Econometrics - Yong Bao, Yanqin Fan, Liangjun Su and Victoria Zinde-Walsh
PART II: PANEL DATA MODELS
Semiparametric Estimation of Partially Linear Varying Coefficient Panel Data Models - Yonghong An, Cheng Hsiao and Dong Li
Testing for Spatial Lag and Spatial Error Dependence in a Fixed Effects Panel Data Model Using Double Length Artificial Regressions - Badi H. Baltagi and Long Liu
Long-Run Effects in Large Heterogeneous Panel Data Models with Cross-Sectionally Correlated Errors - Alexander Chudik, Kamiar Mohaddes, M. Hashem Pesaran and Mehdi Raissi
Semiparametric Estimation of Partially Linear Dynamic Panel Data Models with Fixed Effects - Liangjun Su and Yonghui Zhang
PART III: FINITE SAMPLE ECONOMETRICS
Finite-Sample Bias of the Conditional Gaussian Maximum Likelihood Estimator in Arma Models - Yong Bao
Finite Sample Bias Corrected Iv Estimation for Weak and Many Instruments - Matthew Harding, Jerry Hausman and Christopher J. Palmer
PART IV: INFORMATION AND ENTROPY
On the Construction of Prior Information - An Info-Metrics Approach - Amos Golan and Robin L. Lumsdaine
The Wage Premium of Naturalized Citizenship - Esfandiar Maasoumi and Yifeng Zhu
Causality and Markovianity: Information Theoretic Measures - Eric Renault and Daniela Scida
PART V: ISSUES IN ECONOMETRIC THEORY
A Likelihood-Free Reverse Sampler of the Posterior Distribution - Jean-Jacques Forneron and Serena Ng
A Vector Autoregressive Moving Average Model for Interval-Valued Time Series Data - Ai Han, Yongmiao Hong, Shouyang Wang and Xin Yun
Inference in Near-Singular Regression - Peter C. B. Phillips
PART VI: NONPARAMETRIC AND SEMIPARAMETRIC METHODS
Multivariate Local Polynomial Estimators: Uniform Boundary Properties and Asymptotic Linear Representation - Yanqin Fan and Emmanuel Guerre
Model Averaging Over Nonparametric Estimators - Daniel J. Henderson and Christopher F. Parmeter
Smoothness: Bias and Efficiency of Nonparametric Kernel Estimators - Yulia Kotlyarova, Marcia M. A. Schafgans and Victoria Zinde-Walsh
A Class of Nonparametric Density Derivative Estimators Based on Global Lipschitz Conditions - Kairat Mynbaev, Carlos Martins-Filho and Aziza Aipenova
Local Polynomial Derivative Estimation: Analytic or Taylor? - Jeffrey S. Racine
A Simple Consistent Nonparametric Estimator of the Lorenz Curve - Yu Yvette Zhang, Ximing Wu and Qi Li

Erscheinungsdatum	25.03.2016
Reihe/Serie	Advances in Econometrics
Mitarbeit	Herausgeber (Serie): Thomas B. Fomby, Juan Carlos Escanciano, Eric Hillebrand, Ivan Jeliazkov, R. Carter Hill
Verlagsort	Bingley
Sprache	englisch
Maße	152 x 229 mm
Themenwelt	Wirtschaft ► Allgemeines / Lexika
Themenwelt	Wirtschaft ► Volkswirtschaftslehre ► Ökonometrie
ISBN-10	1-78560-787-1 / 1785607871
ISBN-13	978-1-78560-787-5 / 9781785607875
Zustand	Neuware