Essays in Honor of Cheng Hsiao
Book 1
Book 2
Book 3
Book 1
Book 2
Book 3
Book 1
Book 2
Book 3
Book 1
Book 2
Book 3
Home > Business and Economics > Economics > Econometrics and economic statistics > Essays in Honor of Cheng Hsiao: (41 Advances in Econometrics)
Essays in Honor of Cheng Hsiao: (41 Advances in Econometrics)

Essays in Honor of Cheng Hsiao: (41 Advances in Econometrics)


     0     
5
4
3
2
1



Available


X
About the Book

Including contributions spanning a variety of theoretical and applied topics in econometrics, this volume of Advances in Econometrics is published in honour of Cheng Hsiao. In the first few chapters of this book, new theoretical panel and time series results are presented, exploring JIVE estimators, HAC, HAR and various sandwich estimators, as well as asymptotic distributions for using information criteria to distinguish between the unit root model and explosive models. Other chapters address topics such as structural breaks or growth empirics; auction models; and semiparametric methods testing for common vs. individual trends. Three chapters provide novel empirical approaches to applied problems, such as estimating the impact of survey mode on responses, or investigating how cross-sectional and spatial dependence of mortgages varies by default rates and geography. In the final chapters, Cheng Hsiao offers a forward-focused discussion of the role of big data in economics.  For any researcher of econometrics, this is an unmissable volume of the most current and engaging research in the field.

Table of Contents:
Introduction; Dek Terrell, Tong Li and M. Hashem Pesaran Chapter 1. Correction for the Asymptotical Bias of the Arellano-Bond type GMM Estimation of Dynamic Panel Models; Yonghui Zhang and Qiankun Zhou Chapter 2. Testing Convergence using HAR Inference; Peter Phillips, Jianning Kong and Donggyu Sul Chapter 3. Bayesian Estimation of Linear Sum Assignment Problems; Yubo Tao and Jun Yu Chapter 4. A VAR Approach to Forecasting Multivariate Long Memory Processes Subject to Structural Breaks; Cindy S.H. Wang and Shui Ki Wan Chapter 5. Identifying Global and National Output and Fiscal Policy Shocks Using a GVAR; Alexander Chudik, M. Hashem Pesaran and Kamiar Mohaddes Chapter 6. The Determinents of Health Care Expenditure and Trends: A Semiparametric Panal Data Analysis of OECD Countries; Ming Kong, Jiti Gao and Xueyan Zhao Chapter 7. Growth empirics: a Bayesian semiparametric model with random coefficients for a panel of OECD Countries; Badi H. Baltagi, Georges Bresson and Jean-Michel Etienne Chapter 8. Robust Estimation and Inference for Importance Sampling Estimators with Infinite Variance; Joshua Chan, Chenghan Hou and Thomas Tao Yang Chapter 9. Econometrics of Scoring Auctions; Jean-Jacques Laffont, Isabelle Perrigne, Michel Simioni, and Quang Vuong Chapter 10. Bayesian Estimation of Linear Sum Assignment Problems; Yu-Wei Hsieh and Matthew Shum Chapter 11. The Mode is the Message: Using Predata as Exclusion Restrictions to Evaluate Survey Design; Heng Chen, Geoffrey Dunbar, and Q. Rallye Shen Chapter 12. Estimating Peer Effects on Career Choice: A Spatial Multinomial Logit Approach; Bolun Li, Robin Sickles and Jenny Williams Chapter 13. Mortgage Portfolio Diversification in the Presence of Cross-Sectional and Spatial Dependence; Timothy Dombrowski, R. Kelley Pace and Rajesh Narayanan Chapter 14. An Econometrician's Perspective on Big Data; Cheng Hsiao Hsiao Chapter 15. Comments on 'An Econometrician's Perspective on Big Data'; Thomas Fomby Chapter 16. Comments on 'An Econometrician's Perspective on Big Data' by Cheng Hsiao; Georges Bresson

About the Author :
Dek Terrell is the Freeport-McMoRan Professor of Economics at Louisiana State University, where his research has focused on the Louisiana Economy. He has traced the impact of hurricane Katrina, the BP Oil Spill, and worked on over a 100 Louisiana-related empirical economic projects.  Tong Li is the Gertrude Conaway Vanderbilt Chair in Social and Natural Sciences and Professor Economics at Vanderbilt University. His research primarily focuses on microeconometrics, with a focus on identification and inference of econometric models with latent variables and game-theoretic models.  M. Hashem Pesaran is the John Elliot Distinguished Chair in Economics and Professor of Economics at USC Dornsife, as well as the Director of the Center for Applied Financial Economics. Recently, his research has focused on the econometric analysis of heterogeneous dynamic panels with unobserved common effects, among others.


Best Sellers


Product Details
  • ISBN-13: 9781789739589
  • Publisher: Emerald Publishing Limited
  • Publisher Imprint: Emerald Publishing Limited
  • Height: 229 mm
  • No of Pages: 472
  • Series Title: 41 Advances in Econometrics
  • Weight: 847 gr
  • ISBN-10: 1789739586
  • Publisher Date: 15 Apr 2020
  • Binding: Hardback
  • Language: English
  • Returnable: Y
  • Spine Width: 28 mm
  • Width: 152 mm


Similar Products

Add Photo
Add Photo

Customer Reviews

REVIEWS      0     
Click Here To Be The First to Review this Product
Essays in Honor of Cheng Hsiao: (41 Advances in Econometrics)
Emerald Publishing Limited -
Essays in Honor of Cheng Hsiao: (41 Advances in Econometrics)
Writing guidlines
We want to publish your review, so please:
  • keep your review on the product. Review's that defame author's character will be rejected.
  • Keep your review focused on the product.
  • Avoid writing about customer service. contact us instead if you have issue requiring immediate attention.
  • Refrain from mentioning competitors or the specific price you paid for the product.
  • Do not include any personally identifiable information, such as full names.

Essays in Honor of Cheng Hsiao: (41 Advances in Econometrics)

Required fields are marked with *

Review Title*
Review
    Add Photo Add up to 6 photos
    Would you recommend this product to a friend?
    Tag this Book Read more
    Does your review contain spoilers?
    What type of reader best describes you?
    I agree to the terms & conditions
    You may receive emails regarding this submission. Any emails will include the ability to opt-out of future communications.

    CUSTOMER RATINGS AND REVIEWS AND QUESTIONS AND ANSWERS TERMS OF USE

    These Terms of Use govern your conduct associated with the Customer Ratings and Reviews and/or Questions and Answers service offered by Bookswagon (the "CRR Service").


    By submitting any content to Bookswagon, you guarantee that:
    • You are the sole author and owner of the intellectual property rights in the content;
    • All "moral rights" that you may have in such content have been voluntarily waived by you;
    • All content that you post is accurate;
    • You are at least 13 years old;
    • Use of the content you supply does not violate these Terms of Use and will not cause injury to any person or entity.
    You further agree that you may not submit any content:
    • That is known by you to be false, inaccurate or misleading;
    • That infringes any third party's copyright, patent, trademark, trade secret or other proprietary rights or rights of publicity or privacy;
    • That violates any law, statute, ordinance or regulation (including, but not limited to, those governing, consumer protection, unfair competition, anti-discrimination or false advertising);
    • That is, or may reasonably be considered to be, defamatory, libelous, hateful, racially or religiously biased or offensive, unlawfully threatening or unlawfully harassing to any individual, partnership or corporation;
    • For which you were compensated or granted any consideration by any unapproved third party;
    • That includes any information that references other websites, addresses, email addresses, contact information or phone numbers;
    • That contains any computer viruses, worms or other potentially damaging computer programs or files.
    You agree to indemnify and hold Bookswagon (and its officers, directors, agents, subsidiaries, joint ventures, employees and third-party service providers, including but not limited to Bazaarvoice, Inc.), harmless from all claims, demands, and damages (actual and consequential) of every kind and nature, known and unknown including reasonable attorneys' fees, arising out of a breach of your representations and warranties set forth above, or your violation of any law or the rights of a third party.


    For any content that you submit, you grant Bookswagon a perpetual, irrevocable, royalty-free, transferable right and license to use, copy, modify, delete in its entirety, adapt, publish, translate, create derivative works from and/or sell, transfer, and/or distribute such content and/or incorporate such content into any form, medium or technology throughout the world without compensation to you. Additionally,  Bookswagon may transfer or share any personal information that you submit with its third-party service providers, including but not limited to Bazaarvoice, Inc. in accordance with  Privacy Policy


    All content that you submit may be used at Bookswagon's sole discretion. Bookswagon reserves the right to change, condense, withhold publication, remove or delete any content on Bookswagon's website that Bookswagon deems, in its sole discretion, to violate the content guidelines or any other provision of these Terms of Use.  Bookswagon does not guarantee that you will have any recourse through Bookswagon to edit or delete any content you have submitted. Ratings and written comments are generally posted within two to four business days. However, Bookswagon reserves the right to remove or to refuse to post any submission to the extent authorized by law. You acknowledge that you, not Bookswagon, are responsible for the contents of your submission. None of the content that you submit shall be subject to any obligation of confidence on the part of Bookswagon, its agents, subsidiaries, affiliates, partners or third party service providers (including but not limited to Bazaarvoice, Inc.)and their respective directors, officers and employees.

    Accept

    Fresh on the Shelf


    Inspired by your browsing history


    Your review has been submitted!

    You've already reviewed this product!