Econometric Theory and Practice: Frontiers of Analysis and Applied Research - Brossura

 
9780521184304: Econometric Theory and Practice: Frontiers of Analysis and Applied Research
Brossura
ISBN 10: 0521184304 ISBN 13: 9780521184304
Casa editrice: Cambridge University Press, 2011

Sinossi

The essays in this book explore important theoretical and applied advances in econometrics.

Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.

Descrizione del libro

The essays in this book analyze a number of important issues in econometrics, all of which Professor Peter C. B. Phillips has directly influenced through his seminal scholarly contribution. The essays are organized to cover topics in higher-order asymptotics, deficient instruments, nonstationary, LAD and quantile regression, and nonstationary panels.

Contenuti

Part I. Higher-Order Asymptotics: 1. Edgeworth expansions for the wald and GMM statistics for nonlinear restrictions Bruce E. Hansen; 2. Moment selection and bias reduction for GMM in conditionally heteroskedastic models Guido M. Kuersteiner; Part II. Deficient Instruments: 3. Specification tests with instrumental variables and rank deficiency Yuichi Kitamura; 4. Asymptotic normality of single-equation estimators for the case with a large number of weak instruments John C. Chao and Norman R. Swanson; 5. Inference in partially identified instrumental variables regression with weak instruments Eric Zivot; Part III. Nonstationarity: 6. Extracting cycles from nonstationary data Dean Corbae and Sam Ouliaris; 7. Nonstationary nonlinearity: an outlook for new opportunities Joon Y. Park; 8. Multiple structural change models: a simulation analysis Jushan Bai and Pierre Perron; Part IV. LAD and Quantile Regression: 9. On efficient, robust and adaptive estimation in cointegrated models Douglas J. Hodgson; 10. Testing stationarity using m-estimation Roger Koenker and Zhijie Xiao; 11. Consistent specification testing for quantile regression models Yoon-Jae Whang; Part V. Nonstationary Panels: 12. Combination unit root tests for cross-sectionally correlated panels In Choi; 13. Nonlinear IV panel unit root tests Yoosoon Chang.

Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.

Editore
Cambridge University Press
Data di pubblicazione
2011
Lingua
Inglese
ISBN 10 
0521184304
ISBN 13 
9780521184304
Rilegatura
Copertina flessibile
Numero di pagine
384
Redattore
Corbae Dean
Contatto del produttore
non disponibile
Persona responsabile
Avery
https://www.avery.fr/

chemin des peupliers 27
Dardilly
Francia

Altre edizioni note dello stesso titolo

9780521807234: Econometric Theory and Practice: Frontiers of Analysis and Applied Research

Edizione in evidenza

ISBN 10:  0521807239 ISBN 13:  9780521807234
Casa editrice: Cambridge University Press, 2006
Rilegato