01283nam2 22002893i 450 VAN028011420240729115611.86feiurne toco o.ta (c(b (3) 1821 (A)VAN 20240729d1821 |0itac50 baitaIT||||||||| |||||||||3Napolipresso Gaetano Nobile1821201, [3] p.8°Segnatura: [1]-12/⁸ 13/⁶Vol. 3 legato con il vol. 4IT-VAN18 ANAT1.800.4/3001VAN02801092001 Saggio su la notomia patologica in generale e su le trasformazioni e produzioni organiche in particolare del dottor Giovanni Cruveilhier prima traduzione italiana con note ... Tomo primo [-quarto]210 Napolipresso Gaetano Nobile1817-1821215 4 volumi8°3NapoliVANL000005CruveilhierJeanVANV232519512992Nobile, GaetanoVANV232520ITSOL20240802RICAUFFICIO BIBLIOTECA AREA MUSEALEVAN18VAN0280114UFFICIO BIBLIOTECA AREA MUSEALE18ANAT 1. 800.4 18MUS385 3 20240729 Vol. 3 legato con il vol. 434182939UNICAMPANIA05432nam 2200577Ia 450 991096537190332120160718080350.01-78560-786-3(CKB)3710000000746040(EBL)4586021(OCoLC)953456486(MiAaPQ)EBC4586021(UtOrBLW)bslw09462033(EXLCZ)99371000000074604020160718d2016 uy 0engurun|||||||||rdacontentrdamediardacarrierEssays in honor of Aman Ullah /edited by Gloria González-Rivera, R. Carter Hill, Tae-Hwy LeeFirst edition.Bingley, England :Emerald,2016.©20161 online resource (680 p.)Advances in econometrics,0731-9053 ;v. 36Description based upon print version of record.1-78560-787-1 Includes bibliographical references at the end of each chapters.FRONT COVER; ESSAYS IN HONOR OF AMAN ULLAH; COPYRIGHT PAGE; CONTENTS; LIST OF CONTRIBUTORS; INTRODUCTION; ACKNOWLEDGMENTS; PHOTOS; PART I TRIBUTE; A SELECTIVE REVIEW OF AMAN ULLAH'S CONTRIBUTIONS TO ECONOMETRICS; ABSTRACT; 1. INTRODUCTION; 2. ROBUST INFERENCE; 3. FINITE SAMPLE ECONOMETRICS; 4. NONPARAMETRIC AND SEMIPARAMETRIC ECONOMETRICS; 5. PANEL AND SPATIAL MODELS; 6. CONCLUDING REMARKS; NOTES; ACKNOWLEDGMENTS; REFERENCES; PART II PANEL DATA MODELS; SEMIPARAMETRIC ESTIMATION OF PARTIALLY LINEAR VARYING COEFFICIENT PANEL DATA MODELS; ABSTRACT; 1. INTRODUCTION; 2. THE MODEL; 3. MAIN RESULTS4. CONCLUSIONNOTES; ACKNOWLEDGMENTS; REFERENCES; APPENDIX A: PROOF OF LEMMAS; APPENDIX B: PROOF OF THEOREM 1; APPENDIX C: PROOF OF THEOREM 2; APPENDIX D: PROOF OF THEOREM 3; TESTING FOR SPATIAL LAG AND SPATIAL ERROR DEPENDENCE IN A FIXED EFFECTS PANEL DATA MODELUSING DOUBLE LENGTH ARTIFICIAL REGRESSIONS; ABSTRACT; 1. INTRODUCTION; 2. THE SPATIAL DEPENDENCE MODEL; 3. EMPIRICAL ILLUSTRATION; 4. MONTE CARLO SIMULATION; 5. CONCLUSION; NOTES; ACKNOWLEDGMENTS; REFERENCES; LONG-RUN EFFECTS IN LARGE HETEROGENEOUS PANEL DATA MODELS WITH CROSS-SECTIONALLY CORRELATED ERRORS; ABSTRACT; 1. INTRODUCTION2. ESTIMATION OF LONG-RUN OR LEVEL RELATIONSHIPS IN ECONOMICS3. CS-DL APPROACH TO ESTIMATION OF MEAN LONG-RUN COEFFICIENTS; 4. MONTE CARLO EXPERIMENTS; 5. CONCLUDING REMARKS; NOTES; ACKNOWLEDGEMENTS; REFERENCES; APPENDIX; SEMIPARAMETRIC ESTIMATION OF PARTIALLY LINEAR DYNAMIC PANEL DATA MODELS WITH FIXED EFFECTS; ABSTRACT; 1. INTRODUCTION; 2. SEMIPARAMETRIC GMM ESTIMATION OF θ AND KERNEL ESTIMATION OF m; 3. SIEVE IV ESTIMATION; 4. TESTING FOR THE LINEARITY OF THE UNKNOWN NONPARAMETRIC COMPONENT; 5. SIMULATIONS; 6. AN EMPIRICAL APPLICATION: THE IMPACT OF IPR PROTECTION ON ECONOMIC GROWTH7. CONCLUSIONACKNOWLEDGMENTS; NOTES; REFERENCES; APPENDIX A. PROOF OF THE RESULTS IN SECTIONS 2 AND 3; APPENDIX B. DATA; PART III FINITE SAMPLE ECONOMETRICS; FINITE-SAMPLE BIAS OF THE CONDITIONAL GAUSSIAN MAXIMUM LIKELIHOOD ESTIMATOR IN ARMA MODELS; ABSTRACT; 1. INTRODUCTION; 2. THE APPROXIMATE BIAS; 3. THE GENERAL BIAS RESULT OF QMLE IN ARMA(p, q); 4. DEMONSTRATIONS; 5. CONCLUDING REMARKS; ACKNOWLEDGMENTS; NOTES; REFERENCES; APPENDIX; FINITE SAMPLE BIAS CORRECTED IV ESTIMATION FOR WEAK AND MANY INSTRUMENTS; ABSTRACT; 1. INTRODUCTION; 2. FINITE SAMPLE BEHAVIOR OF k-CLASS ESTIMATORS3. FINITE SAMPLE BIAS CORRECTION IN THE DOUBLE k-CLASS4. OPTIMAL PARAMETER CHOICE FOR DOUBLE k-CLASS ESTIMATORS; 5. MONTE CARLO SIMULATIONS; 6. CONCLUSION; NOTES; ACKNOWLEDGEMENTS; REFERENCES; APPENDIX A: DERIVATIONS OF EXPRESSIONS IN SECTION 2; PART IV INFORMATION AND ENTROPY; ON THE CONSTRUCTION OF PRIOR INFORMATION - AN INFO-METRICS APPROACH; ABSTRACT; 1. INTRODUCTION; 2. ENTROPY DEFICIENCY: MINIMUM CROSS ENTROPY - A BRIEF SUMMARY; 3. DISCRETE DISTRIBUTIONS: GROUPING PROPERTY; 4. TRANSFORMATION GROUPS OR TRANSFORMATION INVARIANCE; 5. DISCUSSION; 6. CONCLUDING REMARKS; NOTESACKNOWLEDGMENTSVolume 36 of Advances in econometrics recognizes Aman Ullah's significant contributions in many areas of econometrics and celebrates his long productive career. The volume features original papers on the theory and practice of econometrics that is related to the work of Aman Ullah. Topics include nonparametric/semiparametric econometrics; finite sample econometrics; shrinkage methods; information/entropy econometrics; model specification testing; robust inference; panel/spatial models.Advances in Econometrics is a research annual whose editorial policy is to publish original research articles that contain enough details so that economists and econometricians who are not experts in the topics will find them accessible and useful in their research.Advances in econometrics ;v. 36.Business & EconomicsEconomicsMacroeconomicsbisacshEconometricsbicsscEconometricsBusiness & EconomicsEconomicsMacroeconomics.Econometrics.Econometrics.330.015195Hill R. Carter89113Lee Tae-Hwy1859059UtOrBLWBOOK9910965371903321Essays in honor of Aman Ullah4462379UNINA