Essays in honor of Aman Ullah / / edited by Gloria González-Rivera, R. Carter Hill, Tae-Hwy Lee

• Pubblicazione: Bingley, England : , : Emerald, , 2016; ©2016
• Edizione: First edition.
• Descrizione fisica: 1 online resource (680 p.)
• Disciplina: 330.015195
• Soggetto topico: Econometrics
• Soggetto genere / forma: Electronic books.
• Persona (resp. second.): González-RiveraGloria; HillR. Carter; LeeTae-Hwy
• Note generali: Description based upon print version of record.
• Nota di bibliografia: Includes bibliographical references at the end of each chapters.
• Nota di contenuto: 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 RESULTS ; 4. 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 ; 2. 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 GROWTH ; 7. 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 ; 3. 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 ; ACKNOWLEDGMENTS
• Sommario/riassunto: Volume 36 of Advances in Econometrics recognizes Aman Ullah's significant contributions in many areas of econometrics and celebrates his long productive career.
• Titolo autorizzato: Essays in honor of Aman Ullah
• ISBN: 1-78560-786-3
• Formato: Materiale a stampa
• Livello bibliografico: Monografia
• Lingua di pubblicazione: Inglese
• Record Nr.: 9910511650903321
• Lo trovi qui: Univ. Federico II
• Serie: Advances in econometrics ; ; Volume 36.