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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 |
|
Baltagi Badi H
|
||
| Bradford, : Emerald Group Publishing Limited, 2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||