Econometric theory and practice: frontiers of analysis and applied research
This book is a collection of essays written in honor of Professor Peter C. B. Phillips of Yale University by some of his former students. The essays analyze a number of important issues in econometrics, all of which Professor Phillips has directly influenced through his seminal scholarly contributio...
Gespeichert in:
| Weitere beteiligte Personen: | , , , |
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| Format: | Elektronisch E-Book |
| Sprache: | Englisch |
| Veröffentlicht: |
Cambridge
Cambridge University Press
2006
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| Schlagwörter: | |
| Links: | https://doi.org/10.1017/CBO9781139164863 https://doi.org/10.1017/CBO9781139164863 https://doi.org/10.1017/CBO9781139164863 https://doi.org/10.1017/CBO9781139164863 |
| Zusammenfassung: | This book is a collection of essays written in honor of Professor Peter C. B. Phillips of Yale University by some of his former students. The essays analyze a number of important issues in econometrics, all of which Professor Phillips has directly influenced through his seminal scholarly contribution as well as through his remarkable achievements as a teacher. The essays are organized to cover topics in higher-order asymptotics, deficient instruments, nonstationary, LAD and quantile regression, and nonstationary panels. These topics span both theoretical and applied approaches and are intended for use by professionals and advanced graduate students |
| Beschreibung: | Title from publisher's bibliographic system (viewed on 05 Oct 2015) |
| Umfang: | 1 online resource (x, 372 pages) |
| ISBN: | 9781139164863 |
| DOI: | 10.1017/CBO9781139164863 |
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| contents | Edgeworth expansions for the Wald and GMM statistics for nonlinear restrictions / Bruce E. Hansen -- Moment selection and bias reduction for GMM in conditionally heteroskedastic models / Guido M. Kuersteiner -- Specification tests with instrumental variables and rank deficiency / Yuichi Kitamura -- Asymptotic normality of singe-equation estimators for the case with a large number of weak instruments / John C. Chao and Norman R. Swanson -- Improved inference in weakly identified instrumental variables regression / Eric Zivot, Richard Startz, and Charles R. Nelson -- Extracting cycles from nonstationary data / Dean Corbae and Sam Ouliaris -- Nonstationary nonlinearity : an outlook for new opportunities / Joon Y. Park -- Multiple structural change models : a simulation analysis / Jushan Bai and Pierre Perron -- On efficient, robust, and adaptive estimation in cointegrated models / Douglas J. Hodgson -- Testing stationarity using M-estimation / Roger Koenker and Zhijie Xiao -- Consistent specification testing for quantile regression models / Yoon-Jae Whang -- Combination unit root tests for cross-sectionally correlated panels / In Choi -- Nonlinear IV panel unit root tests / Yoosoon Chang |
| ctrlnum | (ZDB-20-CBO)CR9781139164863 (OCoLC)967408506 (DE-599)BVBBV043923145 |
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| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 330 - Economics |
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| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| doi_str_mv | 10.1017/CBO9781139164863 |
| format | Electronic eBook |
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| spelling | Econometric theory and practice frontiers of analysis and applied research edited by Dean Corbae, Steven N. Durlauf, Bruce E. Hansen Econometric Theory & Practice Cambridge Cambridge University Press 2006 1 online resource (x, 372 pages) txt rdacontent c rdamedia cr rdacarrier Title from publisher's bibliographic system (viewed on 05 Oct 2015) Edgeworth expansions for the Wald and GMM statistics for nonlinear restrictions / Bruce E. Hansen -- Moment selection and bias reduction for GMM in conditionally heteroskedastic models / Guido M. Kuersteiner -- Specification tests with instrumental variables and rank deficiency / Yuichi Kitamura -- Asymptotic normality of singe-equation estimators for the case with a large number of weak instruments / John C. Chao and Norman R. Swanson -- Improved inference in weakly identified instrumental variables regression / Eric Zivot, Richard Startz, and Charles R. Nelson -- Extracting cycles from nonstationary data / Dean Corbae and Sam Ouliaris -- Nonstationary nonlinearity : an outlook for new opportunities / Joon Y. Park -- Multiple structural change models : a simulation analysis / Jushan Bai and Pierre Perron -- On efficient, robust, and adaptive estimation in cointegrated models / Douglas J. Hodgson -- Testing stationarity using M-estimation / Roger Koenker and Zhijie Xiao -- Consistent specification testing for quantile regression models / Yoon-Jae Whang -- Combination unit root tests for cross-sectionally correlated panels / In Choi -- Nonlinear IV panel unit root tests / Yoosoon Chang This book is a collection of essays written in honor of Professor Peter C. B. Phillips of Yale University by some of his former students. The essays analyze a number of important issues in econometrics, all of which Professor Phillips has directly influenced through his seminal scholarly contribution as well as through his remarkable achievements as a teacher. The essays are organized to cover topics in higher-order asymptotics, deficient instruments, nonstationary, LAD and quantile regression, and nonstationary panels. These topics span both theoretical and applied approaches and are intended for use by professionals and advanced graduate students Econometrics Ökonometrie (DE-588)4132280-0 gnd rswk-swf 1\p (DE-588)4016928-5 Festschrift gnd-content 2\p (DE-588)4143413-4 Aufsatzsammlung gnd-content Ökonometrie (DE-588)4132280-0 s 3\p DE-604 Phillips, Peter C. B. 1948- (DE-588)12883398X edt Corbae, Dean 1960- (DE-588)132750163 edt Durlauf, Steven N. (DE-588)128549599 edt Hansen, Bruce E. 1962- (DE-588)170823636 edt Erscheint auch als Druckausgabe 978-0-521-18430-4 Erscheint auch als Druckausgabe 978-0-521-80723-4 https://doi.org/10.1017/CBO9781139164863 Verlag URL des Erstveröffentlichers Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 2\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 3\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Econometric theory and practice frontiers of analysis and applied research Edgeworth expansions for the Wald and GMM statistics for nonlinear restrictions / Bruce E. Hansen -- Moment selection and bias reduction for GMM in conditionally heteroskedastic models / Guido M. Kuersteiner -- Specification tests with instrumental variables and rank deficiency / Yuichi Kitamura -- Asymptotic normality of singe-equation estimators for the case with a large number of weak instruments / John C. Chao and Norman R. Swanson -- Improved inference in weakly identified instrumental variables regression / Eric Zivot, Richard Startz, and Charles R. Nelson -- Extracting cycles from nonstationary data / Dean Corbae and Sam Ouliaris -- Nonstationary nonlinearity : an outlook for new opportunities / Joon Y. Park -- Multiple structural change models : a simulation analysis / Jushan Bai and Pierre Perron -- On efficient, robust, and adaptive estimation in cointegrated models / Douglas J. Hodgson -- Testing stationarity using M-estimation / Roger Koenker and Zhijie Xiao -- Consistent specification testing for quantile regression models / Yoon-Jae Whang -- Combination unit root tests for cross-sectionally correlated panels / In Choi -- Nonlinear IV panel unit root tests / Yoosoon Chang Econometrics Ökonometrie (DE-588)4132280-0 gnd |
| subject_GND | (DE-588)4132280-0 (DE-588)4016928-5 (DE-588)4143413-4 |
| title | Econometric theory and practice frontiers of analysis and applied research |
| title_alt | Econometric Theory & Practice |
| title_auth | Econometric theory and practice frontiers of analysis and applied research |
| title_exact_search | Econometric theory and practice frontiers of analysis and applied research |
| title_full | Econometric theory and practice frontiers of analysis and applied research edited by Dean Corbae, Steven N. Durlauf, Bruce E. Hansen |
| title_fullStr | Econometric theory and practice frontiers of analysis and applied research edited by Dean Corbae, Steven N. Durlauf, Bruce E. Hansen |
| title_full_unstemmed | Econometric theory and practice frontiers of analysis and applied research edited by Dean Corbae, Steven N. Durlauf, Bruce E. Hansen |
| title_short | Econometric theory and practice |
| title_sort | econometric theory and practice frontiers of analysis and applied research |
| title_sub | frontiers of analysis and applied research |
| topic | Econometrics Ökonometrie (DE-588)4132280-0 gnd |
| topic_facet | Econometrics Ökonometrie Festschrift Aufsatzsammlung |
| url | https://doi.org/10.1017/CBO9781139164863 |
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