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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

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
Creator
Contributor
Editor
Honoree
Subject
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
Member of
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
Instantiates
Publication
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
Publication
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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