04761nam 22005533u 450 991078616960332120230801230059.01-283-95913-5(CKB)2670000000320403(EBL)1133296(OCoLC)829459864(MiAaPQ)EBC1133296(EXLCZ)99267000000032040320130418d2012|||| u|| |engur|n|---|||||Essays in Honor of Jerry Hausman[electronic resource]Bradford Emerald Group Publishing Limited20121 online resource (576 p.)Advances in Econometrics ;v.29Description based upon print version of record.1-78190-307-7 FRONT COVER; ESSAYS IN HONOR OF JERRY HAUSMAN; COPYRIGHT PAGE; CONTENTS; LIST OF CONTRIBUTORS; THE GENESIS OF THE HAUSMAN SPECIFICATION TEST; INTRODUCTION; THE DIFFUSION OF HAUSMAN'S ECONOMETRIC IDEAS; INTRODUCTION; CITATION ANALYSIS METRICS; DATA; THE DIFFUSION OF HAUSMAN'S IDEAS; GROWTH IN CITATIONS; SUMMARY AND CONCLUSIONS; NOTES; ACKNOWLEDGMENTS; REFERENCES; APPENDIX: PAPERS RANKED BY CITATION COUNT (CITATION COUNTS ARE BOLDED IN PARENTHESES); PART I: ESTIMATION; COMBINING TWO CONSISTENT ESTIMATORS; INTRODUCTION; DERIVING A HETEROSCEDASTICITY ROBUST ESTIMATOR; ACKNOWLEDGEMENT; NOTESREFERENCESA MINIMUM MEAN SQUARED ERROR SEMIPARAMETRIC COMBINING ESTIMATOR; INTRODUCTION; A BIT OF HISTORY; A FAMILY OF ECONOMETRIC MODELS-ESTIMATORS AND THE COMBINING ESTIMATOR IDEA; SAMPLING EXPERIMENTS; AN EMPIRICAL APPLICATION OF THE ESTIMATOR COMBINATION METHODOLOGY; SUMMARY AND IMPLICATIONS; NOTES; ACKNOWLEDGMENT; REFERENCES; APPENDIX: ASYMPTOTICS OF MSE COMPONENT ESTIMATORS; AN EXPOSITORY NOTE ON THE EXISTENCE OF MOMENTS OF FULLER AND HFUL ESTIMATORS; INTRODUCTION; WHY DOES LIML NOT HAVE MOMENTS?; WHY DOES THE FULLER MODIFICATION LEAD TO ESTIMATORS WITH MOMENTS?IS NORMALITY REQUIRED FOR THE FULLER ESTIMATOR TO HAVE MOMENTS?WHY DO WE NEED A CONDITION SUCH AS HAUSMAN ET AL. (2012), ASSUMPTION 9?; WHY DO WE HAVE THE ADJUSTMENT FORMULA α =[α- (1-α) C/n][1-(1-α) C/n]-1 IN HFUL, AND WHAT ARE THE EFFECTS OF C ON THE ASYMPTOTIC PROPERTIES OF HFUL?; ACKNOWLEDGEMENT; NOTES; REFERENCES; OVERCOMING THE MANY WEAK INSTRUMENT PROBLEM USING NORMALIZED PRINCIPAL COMPONENTS; INTRODUCTION; INSTRUMENT SELECTION METHODS; INSTRUMENT REDUCTION TECHNIQUES; SIMULATION; APPLICATION TO ANGRIST AND KRUEGER (1992); CONCLUSION; ACKNOWLEDGMENTS; NOTES; REFERENCES; APPENDIXIMPLEMENTING NPC TO MINIMIZE MSE OF DNR CODE FOR NPC INSTRUMENT SELECTION; ERRORS-IN-VARIABLES AND THE WAVELET MULTIRESOLUTION APPROXIMATION APPROACH: A MONTE CARLO STUDY; INTRODUCTION; BRIEF DESCRIPTION OF WAVELETS AND THEIR PROPERTIES; STRUCTURAL/NOISE DECOMPOSITION AND WAVELET MULTIRESOLUTION ANALYSIS; THE ERRORS-IN-VARIABLES PROBLEM: A MONTE CARLO SIMULATION STUDY; CONCLUSIONS; NOTES; REFERENCES; APPENDIX A: THE APPLICATION OF WAVELET ESTIMATORS TO A TEXTBOOK EXAMPLE; PART II: PANEL DATA; A ROBUST HAUSMAN-TAYLOR ESTIMATOR; INTRODUCTION; THE HAUSMAN-TAYLOR ESTIMATORA BRIEF REVIEW OF M, MS AND GM ROBUST ESTIMATORSTHE ROBUST HAUSMAN-TAYLOR ESTIMATOR; THE SIMULATION STUDY; AN EMPIRICAL EXAMPLE: THE CORNWELL-RUPERT (1988) MINCER WAGE EQUATION; CONCLUSION; NOTES; ACKNOWLEDGMENTS; REFERENCES; APPENDIX A; APPENDIX B; SMALL SAMPLE PROPERTIES AND PRETEST ESTIMATION OF A SPATIAL HAUSMAN-TAYLOR MODEL; INTRODUCTION; ECONOMETRIC MODEL; MONTE CARLO ANALYSIS; CONCLUSIONS; ACKNOWLEDGMENTS; NOTES; REFERENCES; APPENDIX; QUANTILE REGRESSION ESTIMATION OF PANEL DURATION MODELS WITH CENSORED DATA; INTRODUCTION; MODEL AND METHOD; MONTE CARLO EVIDENCEAN EMPIRICAL APPLICATIONAdvances in Econometrics aims to annually publish original scholarly econometrics papers on designated topics with the intention of expanding the use of developed and emerging econometric techniques by disseminating ideas on the theory and practice of econometrics throughout the empirical economic, business and social science literature.Advances in EconometricsEconometricsEconomicsHausman, Jerry AEconometrics.Economics.Hausman, Jerry A.330.015195Baltagi Badi H140847Newey Whitney318476White Hal1481029Hill R. Carter89113Fomby Tom1481030AU-PeELAU-PeELAU-PeELBOOK9910786169603321Essays in Honor of Jerry Hausman3697849UNINA