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Essays in Honor of Peter C. B. Phillips

Thomas B. Fomby
Essays in Honor of Peter C. B. Phillips by Thomas B. Fomby PDF

Author : Thomas B. Fomby
Publisher : Emerald Group Publishing
Page : 772 pages
File Size : 21,29 MB
Release : 2014-11-21
Category : Political Science
ISBN : 1784411825

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This volume honors Professor Peter C.B. Phillips' many contributions to the field of econometrics. The topics include non-stationary time series, panel models, financial econometrics, predictive tests, IV estimation and inference, difference-in-difference regressions, stochastic dominance techniques, and information matrix testing.

Essays in Honor of Joon Y. Park

Yoosoon Chang
Essays in Honor of Joon Y. Park by Yoosoon Chang PDF

Author : Yoosoon Chang
Publisher : Emerald Group Publishing
Page : 360 pages
File Size : 24,9 MB
Release : 2023-04-24
Category : Business & Economics
ISBN : 1837532109

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Volumes 45a and 45b of Advances in Econometrics honor Professor Joon Y. Park, who has made numerous and substantive contributions to the field of econometrics over a career spanning four decades since the 1980s and counting.

Essays in Honor of Subal Kumbhakar

Christopher F. Parmeter
Essays in Honor of Subal Kumbhakar by Christopher F. Parmeter PDF

Author : Christopher F. Parmeter
Publisher : Emerald Group Publishing
Page : 487 pages
File Size : 49,56 MB
Release : 2024-04-05
Category : Business & Economics
ISBN : 1837978735

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It is the editor’s distinct privilege to gather this collection of papers that honors Subhal Kumbhakar’s many accomplishments, drawing further attention to the various areas of scholarship that he has touched.

Bayesian Model Comparison

Ivan Jeliazkov
Bayesian Model Comparison by Ivan Jeliazkov PDF

Author : Ivan Jeliazkov
Publisher : Emerald Group Publishing
Page : 361 pages
File Size : 38,14 MB
Release : 2014-11-21
Category : Political Science
ISBN : 1784411841

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This volume of Advances in Econometrics 34 focusses on Bayesian model comparison. It reflects the recent progress in model building and evaluation that has been achieved in the Bayesian paradigm and provides new state-of-the-art techniques, methodology, and findings that should stimulate future research.

Dynamic Factor Models

Siem Jan Koopman
Dynamic Factor Models by Siem Jan Koopman PDF

Author : Siem Jan Koopman
Publisher : Emerald Group Publishing
Page : 685 pages
File Size : 33,68 MB
Release : 2016-01-08
Category : Business & Economics
ISBN : 1785603523

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This volume explores dynamic factor model specification, asymptotic and finite-sample behavior of parameter estimators, identification, frequentist and Bayesian estimation of the corresponding state space models, and applications.

The Econometrics of Complex Survey Data

Kim P. Huynh
The Econometrics of Complex Survey Data by Kim P. Huynh PDF

Author : Kim P. Huynh
Publisher : Emerald Group Publishing
Page : 344 pages
File Size : 32,23 MB
Release : 2019-04-10
Category : Business & Economics
ISBN : 1787567273

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This volume of Advances in Econometrics contains a selection of papers presented at the 'Econometrics of Complex Survey Data: Theory and Applications' conference organized by the Bank of Canada, Ottawa, Canada, from October 19-20, 2017.

Essays in Honor of Cheng Hsiao

Dek Terrell
Essays in Honor of Cheng Hsiao by Dek Terrell PDF

Author : Dek Terrell
Publisher : Emerald Group Publishing
Page : 472 pages
File Size : 25,16 MB
Release : 2020-04-15
Category : Business & Economics
ISBN : 1789739578

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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.

Essays in Honor of Aman Ullah

R. Carter Hill
Essays in Honor of Aman Ullah by R. Carter Hill PDF

Author : R. Carter Hill
Publisher : Emerald Group Publishing
Page : 680 pages
File Size : 21,23 MB
Release : 2016-06-29
Category : Business & Economics
ISBN : 1785607863

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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.

Essays in Honour of Fabio Canova

Juan J. Dolado
Essays in Honour of Fabio Canova by Juan J. Dolado PDF

Author : Juan J. Dolado
Publisher : Emerald Group Publishing
Page : 188 pages
File Size : 44,96 MB
Release : 2022-09-21
Category : Business & Economics
ISBN : 1803828331

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Both parts of Volume 44 of Advances in Econometrics pay tribute to Fabio Canova for his major contributions to economics over the last four decades.