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Essays in honor of Aman Ullah / / edited by Gloria González-Rivera, R. Carter Hill, Tae-Hwy Lee
| Essays in honor of Aman Ullah / / edited by Gloria González-Rivera, R. Carter Hill, Tae-Hwy Lee |
| Edizione | [First edition.] |
| Pubbl/distr/stampa | Bingley, England : , : Emerald, , 2016 |
| Descrizione fisica | 1 online resource (680 p.) |
| Disciplina | 330.015195 |
| Collana | Advances in Econometrics |
| Soggetto topico | Econometrics |
| Soggetto genere / forma | Electronic books. |
| ISBN | 1-78560-786-3 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| 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 |
| Record Nr. | UNINA-9910511650903321 |
| Bingley, England : , : Emerald, , 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Essays in honor of Aman Ullah / / edited by Gloria González-Rivera, R. Carter Hill, Tae-Hwy Lee
| Essays in honor of Aman Ullah / / edited by Gloria González-Rivera, R. Carter Hill, Tae-Hwy Lee |
| Edizione | [First edition.] |
| Pubbl/distr/stampa | Bingley, England : , : Emerald, , 2016 |
| Descrizione fisica | 1 online resource (680 p.) |
| Disciplina | 330.015195 |
| Altri autori (Persone) |
HillR. Carter
LeeTae-Hwy |
| Collana | Advances in econometrics |
| Soggetto topico |
Business & Economics - Economics - Macroeconomics
Econometrics |
| ISBN | 1-78560-786-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| 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 |
| Record Nr. | UNINA-9910798572103321 |
| Bingley, England : , : Emerald, , 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Essays in honor of Aman Ullah / / edited by Gloria González-Rivera, R. Carter Hill, Tae-Hwy Lee
| Essays in honor of Aman Ullah / / edited by Gloria González-Rivera, R. Carter Hill, Tae-Hwy Lee |
| Edizione | [First edition.] |
| Pubbl/distr/stampa | Bingley, England : , : Emerald, , 2016 |
| Descrizione fisica | 1 online resource (680 p.) |
| Disciplina | 330.015195 |
| Altri autori (Persone) |
HillR. Carter
LeeTae-Hwy |
| Collana | Advances in econometrics |
| Soggetto topico |
Business & Economics - Economics - Macroeconomics
Econometrics |
| ISBN | 1-78560-786-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| 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 |
| Record Nr. | UNINA-9910814960103321 |
| Bingley, England : , : Emerald, , 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Essays in Honor of Jerry Hausman [[electronic resource]]
| Essays in Honor of Jerry Hausman [[electronic resource]] |
| Autore | Baltagi Badi H |
| Pubbl/distr/stampa | Bradford, : Emerald Group Publishing Limited, 2012 |
| Descrizione fisica | 1 online resource (576 p.) |
| Disciplina | 330.015195 |
| Altri autori (Persone) |
NeweyWhitney
WhiteHal HillR. Carter FombyTom |
| Collana | Advances in Econometrics |
| Soggetto topico |
Econometrics
Economics Hausman, Jerry A |
| Soggetto genere / forma | Electronic books. |
| ISBN | 1-283-95913-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
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; NOTES
REFERENCESA 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; APPENDIX IMPLEMENTING 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 A 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 AN EMPIRICAL APPLICATION |
| Record Nr. | UNINA-9910462787403321 |
Baltagi Badi H
|
||
| Bradford, : Emerald Group Publishing Limited, 2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Essays in Honor of Jerry Hausman [[electronic resource]]
| Essays in Honor of Jerry Hausman [[electronic resource]] |
| Autore | Baltagi Badi H |
| Pubbl/distr/stampa | Bradford, : Emerald Group Publishing Limited, 2012 |
| Descrizione fisica | 1 online resource (576 p.) |
| Disciplina | 330.015195 |
| Altri autori (Persone) |
NeweyWhitney
WhiteHal HillR. Carter FombyTom |
| Collana | Advances in Econometrics |
| Soggetto topico |
Econometrics
Economics Hausman, Jerry A |
| ISBN | 1-283-95913-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
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; NOTES
REFERENCESA 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; APPENDIX IMPLEMENTING 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 A 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 AN EMPIRICAL APPLICATION |
| Record Nr. | UNINA-9910786169603321 |
|
Baltagi Badi H
|
||
| Bradford, : Emerald Group Publishing Limited, 2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Essays in Honor of Jerry Hausman [[electronic resource]]
| Essays in Honor of Jerry Hausman [[electronic resource]] |
| Autore | Baltagi Badi H |
| Pubbl/distr/stampa | Bradford, : Emerald Group Publishing Limited, 2012 |
| Descrizione fisica | 1 online resource (576 p.) |
| Disciplina | 330.015195 |
| Altri autori (Persone) |
NeweyWhitney
WhiteHal HillR. Carter FombyTom |
| Collana | Advances in Econometrics |
| Soggetto topico |
Econometrics
Economics Hausman, Jerry A |
| ISBN | 1-283-95913-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
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; NOTES
REFERENCESA 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; APPENDIX IMPLEMENTING 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 A 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 AN EMPIRICAL APPLICATION |
| Record Nr. | UNINA-9910826587403321 |
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Baltagi Badi H
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| Bradford, : Emerald Group Publishing Limited, 2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Maximum simulated likelihood methods and applications [[electronic resource] /] / edited by William Greene, R. Carter Hill
| Maximum simulated likelihood methods and applications [[electronic resource] /] / edited by William Greene, R. Carter Hill |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Bingley, UK, : Emerald, 2010 |
| Descrizione fisica | 1 online resource (370 p.) |
| Disciplina | 330.015195 |
| Altri autori (Persone) |
GreeneWilliam H. <1951->
HillR. Carter |
| Collana | Advances in econometrics |
| Soggetto topico |
Econometric models
Mathematical models |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-282-96400-3
9786612964008 0-85724-150-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Front cover; Advances in Econometrics; Copyright page; Contents; List of contributors; Introduction; Acknowledgments; References; Part I: Theory and Methods; Chapter 1. MCMC perspectives on simulated likelihood estimation; Chapter 2. The panel probit model: Adaptive integration on sparse grids; Chapter 3. A comparison of the maximum simulated likelihood and composite marginal likelihood estimation approaches in the context of the multivariate ordered-response model; Chapter 4. Pretest Estimation in the Random Parameters Logit Model
Chapter 5. Simulated maximum likelihood estimation of continuous time stochastic volatility modelsPart II: Applications; Chapter 6. Education savings accounts, parent contributions, and education attainment; Chapter 7. Estimating the effect of exchange rate flexibility on financial account openness; Chapter 8. Estimating a Fractional Response Model with a count endogenous regressor and an application to female labor supply; Chapter 9. Alternative random effects panel gamma SML estimation with heterogeneity in random and one-sided error Chapter 10. Modeling and forecasting volatility in a bayesian approach |
| Record Nr. | UNINA-9910459715403321 |
| Bingley, UK, : Emerald, 2010 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Maximum simulated likelihood methods and applications [[electronic resource] /] / edited by William Greene, R. Carter Hill
| Maximum simulated likelihood methods and applications [[electronic resource] /] / edited by William Greene, R. Carter Hill |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Bingley, UK, : Emerald, 2010 |
| Descrizione fisica | 1 online resource (370 p.) |
| Disciplina | 330.015195 |
| Altri autori (Persone) |
GreeneWilliam
HillR. Carter |
| Collana | Advances in econometrics |
| Soggetto topico |
Business & Economics - Econometrics
Economics Econometrics |
| ISBN |
1-282-96400-3
9786612964008 0-85724-150-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Introduction / William Greene -- MCMC perspectives on simulated likelihood estimation / Ivan Jeliazkov and Esther Hee Lee -- The panel probit model : adaptive integration on sparse grids / Florian Heiss -- A comparison of the maximum simulated likelihood and composite marginal likelihood estimation approaches in the context of the multivariate ordered response model / Chandra R. Bhat, Cristiano Varin, Nazneen Ferdous -- Pretest estimation in the random parameters logit model / Tong Zeng and R. Carter Hill -- Simulated maximum likelihood estimation of continuous time stochastic volatility models / Tore Selland Kleppe, Jun Yu, Hans J. Skaug -- Education savings accounts, parent contributions, and education attainment / Michael D. S. Morris -- Estimating the effect of exchange rate flexibility on financial account openness / Raul Razo-Garcia -- estimating a fractional response model with a count endogenous regressor and an application to female labor supply / Hoa B. Nguyen -- Alternative random effects panel gamma SML estimation with heterogeneity in random and one-sided error / Saleem Shaik and Ashok K. Mishra -- Modelling and forecasting volatility in a Bayesian approach / Esmail Amiri. |
| Record Nr. | UNINA-9910785415603321 |
| Bingley, UK, : Emerald, 2010 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Maximum simulated likelihood methods and applications / / edited by William Greene, R. Carter Hill
| Maximum simulated likelihood methods and applications / / edited by William Greene, R. Carter Hill |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Bingley, UK, : Emerald, 2010 |
| Descrizione fisica | 1 online resource (370 p.) |
| Disciplina | 330.015195 |
| Altri autori (Persone) |
GreeneWilliam H. <1951->
HillR. Carter |
| Collana | Advances in econometrics |
| Soggetto topico |
Econometric models
Mathematical models |
| ISBN |
1-282-96400-3
9786612964008 0-85724-150-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Introduction / William Greene -- MCMC perspectives on simulated likelihood estimation / Ivan Jeliazkov and Esther Hee Lee -- The panel probit model : adaptive integration on sparse grids / Florian Heiss -- A comparison of the maximum simulated likelihood and composite marginal likelihood estimation approaches in the context of the multivariate ordered response model / Chandra R. Bhat, Cristiano Varin, Nazneen Ferdous -- Pretest estimation in the random parameters logit model / Tong Zeng and R. Carter Hill -- Simulated maximum likelihood estimation of continuous time stochastic volatility models / Tore Selland Kleppe, Jun Yu, Hans J. Skaug -- Education savings accounts, parent contributions, and education attainment / Michael D. S. Morris -- Estimating the effect of exchange rate flexibility on financial account openness / Raul Razo-Garcia -- estimating a fractional response model with a count endogenous regressor and an application to female labor supply / Hoa B. Nguyen -- Alternative random effects panel gamma SML estimation with heterogeneity in random and one-sided error / Saleem Shaik and Ashok K. Mishra -- Modelling and forecasting volatility in a Bayesian approach / Esmail Amiri. |
| Record Nr. | UNINA-9910823564603321 |
| Bingley, UK, : Emerald, 2010 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Spatial econometrics : qualitative and limited dependent variables / / edited by Badi H. Baltagi, James P. Lesage, R. Kelley Pace
| Spatial econometrics : qualitative and limited dependent variables / / edited by Badi H. Baltagi, James P. Lesage, R. Kelley Pace |
| Pubbl/distr/stampa | Bingley, England : , : Emerald Group Publishing Limited, , 2017 |
| Descrizione fisica | 1 online resource (403 pages) |
| Disciplina | 338.6042 |
| Collana | Advances in econometrics |
| Soggetto topico |
Business & Economics - Economics - Macroeconomics
Econometrics Spatial analysis (Statistics) |
| ISBN | 1-78560-985-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | und |
| Nota di contenuto | Prelims -- Part I: introduction -- Part II: discrete dependent variables maximum likelihood -- Part III: discrete dependent variables bayesian -- Part IV: continuous dependent variables maximum likelihood -- Part V: continuous dependent variables bayesian. |
| Record Nr. | UNINA-9910794744703321 |
| Bingley, England : , : Emerald Group Publishing Limited, , 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
