Essays in Honor of Aman Ullah Vol: 36

Thomas B. Fomby
Southern Methodist University Dallas, USA

Juan Carlos Escanciano
Indiana University, USA

Eric Hillebrand
University of Aarhus, Denmark

Ivan Jeliazkov
University of California - Irvine, USA

R. Carter Hill
Louisiana State University, USA

R. Carter Hill
Louisiana State University, USA

Gloria Gonzalez-Rivera
University of California Riverside, USA

Tae-Hwy Lee
University of California Riverside, USA


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Product Details
Format:
Hardback
ISBN:
9781785607875
Published:
29 Jun 2016
Publisher:
Emerald Group Publishing Limited
Dimensions:
680 pages - 152 x 229 x 31mm
Series:
Advances in Econometrics
Volume 36 of Advances in Econometrics recognizes Aman Ullah's significant contributions in many areas of econometrics and celebrates his long productive career. The volume features original papers on the theory and practice of econometrics that is related to the work of Aman Ullah. Topics include nonparametric/semiparametric econometrics; finite sample econometrics; shrinkage methods; information/entropy econometrics; model specification testing; robust inference; panel/spatial models. Advances in Econometrics is a research annual whose editorial policy is to publish original research articles that contain enough details so that economists and econometricians who are not experts in the topics will find them accessible and useful in their research.
PART I: TRIBUTE A Selective Review of Aman Ullah’s Contributions to Econometrics - Yong Bao, Yanqin Fan, Liangjun Su and Victoria Zinde-Walsh PART II: PANEL DATA MODELS Semiparametric Estimation of Partially Linear Varying Coefficient Panel Data Models - Yonghong An, Cheng Hsiao and Dong Li Testing for Spatial Lag and Spatial Error Dependence in a Fixed Effects Panel Data Model Using Double Length Artificial Regressions - Badi H. Baltagi and Long Liu Long-Run Effects in Large Heterogeneous Panel Data Models with Cross-Sectionally Correlated Errors - Alexander Chudik, Kamiar Mohaddes, M. Hashem Pesaran and Mehdi Raissi Semiparametric Estimation of Partially Linear Dynamic Panel Data Models with Fixed Effects - Liangjun Su and Yonghui Zhang PART III: FINITE SAMPLE ECONOMETRICS Finite-Sample Bias of the Conditional Gaussian Maximum Likelihood Estimator in Arma Models - Yong Bao Finite Sample Bias Corrected Iv Estimation for Weak and Many Instruments - Matthew Harding, Jerry Hausman and Christopher J. Palmer PART IV: INFORMATION AND ENTROPY On the Construction of Prior Information - An Info-Metrics Approach - Amos Golan and Robin L. Lumsdaine The Wage Premium of Naturalized Citizenship - Esfandiar Maasoumi and Yifeng Zhu Causality and Markovianity: Information Theoretic Measures - Eric Renault and Daniela Scida PART V: ISSUES IN ECONOMETRIC THEORY A Likelihood-Free Reverse Sampler of the Posterior Distribution - Jean-Jacques Forneron and Serena Ng A Vector Autoregressive Moving Average Model for Interval-Valued Time Series Data - Ai Han, Yongmiao Hong, Shouyang Wang and Xin Yun Inference in Near-Singular Regression - Peter C. B. Phillips PART VI: NONPARAMETRIC AND SEMIPARAMETRIC METHODS Multivariate Local Polynomial Estimators: Uniform Boundary Properties and Asymptotic Linear Representation - Yanqin Fan and Emmanuel Guerre Model Averaging Over Nonparametric Estimators - Daniel J. Henderson and Christopher F. Parmeter Smoothness: Bias and Efficiency of Nonparametric Kernel Estimators - Yulia Kotlyarova, Marcia M. A. Schafgans and Victoria Zinde-Walsh A Class of Nonparametric Density Derivative Estimators Based on Global Lipschitz Conditions - Kairat Mynbaev, Carlos Martins-Filho and Aziza Aipenova Local Polynomial Derivative Estimation: Analytic or Taylor? - Jeffrey S. Racine A Simple Consistent Nonparametric Estimator of the Lorenz Curve - Yu Yvette Zhang, Ximing Wu and Qi Li
Edited by Gloria Gonzalez-Rivera, Department of Economics, University of California Riverside, Riverside, CA, USA R. Carter Hill, Department of Economics, Louisiana State University, Baton Rouge, LA, USA Tae-Hwy Lee, Department of Economics, University of California Riverside, Riverside, CA, USA

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