LEADER 04711nam 2200565 450 001 9910511650903321 005 20170925040436.0 010 $a1-78560-786-3 035 $a(CKB)3710000000746040 035 $a(EBL)4586021 035 $a(OCoLC)953456486 035 $a(MiAaPQ)EBC4586021 035 $a(EXLCZ)993710000000746040 100 $a20160803h20162016 uy 0 101 0 $aeng 135 $aur|n|---||||| 181 $2rdacontent 182 $2rdamedia 183 $2rdacarrier 200 00$aEssays in honor of Aman Ullah /$fedited by Gloria Gonza?lez-Rivera, R. Carter Hill, Tae-Hwy Lee 205 $aFirst edition. 210 1$aBingley, England :$cEmerald,$d2016. 210 4$dİ2016 215 $a1 online resource (680 p.) 225 1 $aAdvances in Econometrics,$x0731-9053 ;$vVolume 36 300 $aDescription based upon print version of record. 311 $a1-78560-787-1 320 $aIncludes bibliographical references at the end of each chapters. 327 $aFRONT 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 RESULTS 327 $a4. 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. INTRODUCTION 327 $a2. 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 ? 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 GROWTH 327 $a7. 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 ESTIMATORS 327 $a3. 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; NOTES 327 $aACKNOWLEDGMENTS 330 $aVolume 36 of Advances in Econometrics recognizes Aman Ullah's significant contributions in many areas of econometrics and celebrates his long productive career. 410 0$aAdvances in econometrics ;$vVolume 36. 606 $aEconometrics 608 $aElectronic books. 615 0$aEconometrics. 676 $a330.015195 702 $aGonza?lez-Rivera$b Gloria 702 $aHill$b R. Carter 702 $aLee$b Tae-Hwy 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910511650903321 996 $aEssays in honor of Aman Ullah$92549583 997 $aUNINA