The Resource Advances in econometrics : 30th anniversary edition, edited by Dek Terrell, Daniel Millimet
Advances in econometrics : 30th anniversary edition, edited by Dek Terrell, Daniel Millimet
Resource Information
The item Advances in econometrics : 30th anniversary edition, edited by Dek Terrell, Daniel Millimet represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in European University Institute.This item is available to borrow from 1 library branch.
Resource Information
The item Advances in econometrics : 30th anniversary edition, edited by Dek Terrell, Daniel Millimet represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in European University Institute.
This item is available to borrow from 1 library branch.
- 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
- Language
- eng
- Extent
- xxii, 477 pages
- Contents
-
- A history of the Advances in econometrics series / Randall C. Campbell and Asli Ogunc
- Bayesian unit root testing : the effect of choice of prior on test outcomes / Charley Xia and William Griffiths
- Inverse test confidence intervals for turning-points : a demonstration with higher order polynomials / Jenny N. Lye and Joseph G. Hirschberg
- Serial correlation robust LM type tests for a shift in trend / Jingjing Yang and Timothy J. Vogelsang
- Consistent testing for structural change at the ends of the sample / Michael W. Mc Cracken
- Stein-rule estimation and generalized shrinkage methods for forecasting unsing many predictors / Eric Hillebrand and Tae-Hwy Lee
- On the estimation and testing of fixed effects panel data models with weak instruments / Badi H. Baltagi, Chihwa Kao and Long Liu
- A risk superior semiparametric estimator for overidentified linear models / George G. Judge and 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 and 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 and Yu-Chin Hsu
- Money-income Granger-causality in quantiles / Tae-Hwy Lee and Weiping Yang
- Copula-Garch time-varying tail dependence / Jiaqi Chen and Jeffery W. Gunther
- Monte Carlo experiments using stata : a primer with examples / Lee C. Adkins and Mary N. Gade
- Isbn
- 9781781903094
- Label
- Advances in econometrics : 30th anniversary edition
- Title
- Advances in econometrics
- Title remainder
- 30th anniversary edition
- Statement of responsibility
- edited by Dek Terrell, Daniel Millimet
- Title variation
-
- Thirtieth anniversary edition
- 30th anniversary edition
- Language
- eng
- 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
- Cataloging source
- UKMGB
- http://library.link/vocab/creatorName
- Terrell, Dek
- Dewey number
- 330.015195
- Entry convention
- successive entry
- Frequency
- annual
- Nature of entire work
- bibliography
- Regularity
- regular
- http://library.link/vocab/relatedWorkOrContributorName
-
- Millimet, Daniel L.
- Fomby, Thomas B.
- Hill, R. Carter
- Series statement
- Advances in econometrics
- Series volume
- v. 30
- http://library.link/vocab/subjectName
-
- Fomby, Thomas B
- Hill, R. Carter
- Econometrics
- Instrumental variables (Statistics)
- Simulation
- Label
- Advances in econometrics : 30th anniversary edition, edited by Dek Terrell, Daniel Millimet
- Bibliography note
- Includes bibliographical references.--Provided by publisher
- Carrier category
- volume
- Carrier category code
-
- nc
- Carrier MARC source
- rdacarrier.
- Content category
- text
- Content type code
-
- txt
- Content type MARC source
- rdacontent.
- Contents
- A history of the Advances in econometrics series / Randall C. Campbell and Asli Ogunc -- Bayesian unit root testing : the effect of choice of prior on test outcomes / Charley Xia and William Griffiths -- Inverse test confidence intervals for turning-points : a demonstration with higher order polynomials / Jenny N. Lye and Joseph G. Hirschberg -- Serial correlation robust LM type tests for a shift in trend / Jingjing Yang and Timothy J. Vogelsang -- Consistent testing for structural change at the ends of the sample / Michael W. Mc Cracken -- Stein-rule estimation and generalized shrinkage methods for forecasting unsing many predictors / Eric Hillebrand and Tae-Hwy Lee -- On the estimation and testing of fixed effects panel data models with weak instruments / Badi H. Baltagi, Chihwa Kao and Long Liu -- A risk superior semiparametric estimator for overidentified linear models / George G. Judge and 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 and 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 and Yu-Chin Hsu -- Money-income Granger-causality in quantiles / Tae-Hwy Lee and Weiping Yang -- Copula-Garch time-varying tail dependence / Jiaqi Chen and Jeffery W. Gunther -- Monte Carlo experiments using stata : a primer with examples / Lee C. Adkins and Mary N. Gade
- Control code
- FIEb17198422
- Dimensions
- 24 cm.
- Extent
- xxii, 477 pages
- Isbn
- 9781781903094
- Media category
- unmediated
- Media MARC source
- rdamedia.
- Media type code
-
- n
- Other physical details
- illustrations
- System control number
- (OCoLC)1089905022
- Label
- Advances in econometrics : 30th anniversary edition, edited by Dek Terrell, Daniel Millimet
- Bibliography note
- Includes bibliographical references.--Provided by publisher
- Carrier category
- volume
- Carrier category code
-
- nc
- Carrier MARC source
- rdacarrier.
- Content category
- text
- Content type code
-
- txt
- Content type MARC source
- rdacontent.
- Contents
- A history of the Advances in econometrics series / Randall C. Campbell and Asli Ogunc -- Bayesian unit root testing : the effect of choice of prior on test outcomes / Charley Xia and William Griffiths -- Inverse test confidence intervals for turning-points : a demonstration with higher order polynomials / Jenny N. Lye and Joseph G. Hirschberg -- Serial correlation robust LM type tests for a shift in trend / Jingjing Yang and Timothy J. Vogelsang -- Consistent testing for structural change at the ends of the sample / Michael W. Mc Cracken -- Stein-rule estimation and generalized shrinkage methods for forecasting unsing many predictors / Eric Hillebrand and Tae-Hwy Lee -- On the estimation and testing of fixed effects panel data models with weak instruments / Badi H. Baltagi, Chihwa Kao and Long Liu -- A risk superior semiparametric estimator for overidentified linear models / George G. Judge and 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 and 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 and Yu-Chin Hsu -- Money-income Granger-causality in quantiles / Tae-Hwy Lee and Weiping Yang -- Copula-Garch time-varying tail dependence / Jiaqi Chen and Jeffery W. Gunther -- Monte Carlo experiments using stata : a primer with examples / Lee C. Adkins and Mary N. Gade
- Control code
- FIEb17198422
- Dimensions
- 24 cm.
- Extent
- xxii, 477 pages
- Isbn
- 9781781903094
- Media category
- unmediated
- Media MARC source
- rdamedia.
- Media type code
-
- n
- Other physical details
- illustrations
- System control number
- (OCoLC)1089905022
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<div class="citation" vocab="http://schema.org/"><i class="fa fa-external-link-square fa-fw"></i> Data from <span resource="http://link.library.eui.eu/portal/Advances-in-econometrics--30th-anniversary/pyvpcb2LT7E/" typeof="Book http://bibfra.me/vocab/lite/Item"><span property="name http://bibfra.me/vocab/lite/label"><a href="http://link.library.eui.eu/portal/Advances-in-econometrics--30th-anniversary/pyvpcb2LT7E/">Advances in econometrics : 30th anniversary edition, edited by Dek Terrell, Daniel Millimet</a></span> - <span property="potentialAction" typeOf="OrganizeAction"><span property="agent" typeof="LibrarySystem http://library.link/vocab/LibrarySystem" resource="http://link.library.eui.eu/"><span property="name http://bibfra.me/vocab/lite/label"><a property="url" href="http://link.library.eui.eu/">European University Institute</a></span></span></span></span></div>
