LEADER 04761nam 22005533u 450 001 9910826587403321 005 20230801230059.0 010 $a1-283-95913-5 035 $a(CKB)2670000000320403 035 $a(EBL)1133296 035 $a(OCoLC)829459864 035 $a(MiAaPQ)EBC1133296 035 $a(EXLCZ)992670000000320403 100 $a20130418d2012|||| u|| | 101 0 $aeng 135 $aur|n|---||||| 200 10$aEssays in Honor of Jerry Hausman$b[electronic resource] 210 $aBradford $cEmerald Group Publishing Limited$d2012 215 $a1 online resource (576 p.) 225 1 $aAdvances in Econometrics ;$vv.29 300 $aDescription based upon print version of record. 311 $a1-78190-307-7 327 $aFRONT 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; NOTES 327 $aREFERENCESA 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? 327 $aIS 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 ? =[?- (1-?) C/n][1-(1-?) 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; APPENDIX 327 $aIMPLEMENTING 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 ESTIMATOR 327 $aA 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 EVIDENCE 327 $aAN EMPIRICAL APPLICATION 330 $aAdvances in Econometrics aims to annually publish original scholarly econometrics papers on designated topics with the intention of expanding the use of developed and emerging econometric techniques by disseminating ideas on the theory and practice of econometrics throughout the empirical economic, business and social science literature. 410 0$aAdvances in Econometrics 606 $aEconometrics 606 $aEconomics 606 $aHausman, Jerry A 615 4$aEconometrics. 615 4$aEconomics. 615 4$aHausman, Jerry A. 676 $a330.015195 700 $aBaltagi$b Badi H$0140847 701 $aNewey$b Whitney$0318476 701 $aWhite$b Hal$01670471 701 $aHill$b R. Carter$089113 701 $aFomby$b Tom$01670472 801 0$bAU-PeEL 801 1$bAU-PeEL 801 2$bAU-PeEL 906 $aBOOK 912 $a9910826587403321 996 $aEssays in Honor of Jerry Hausman$94032352 997 $aUNINA