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Essays in Honor of Peter C. B. Phillips

Essays in Honor of Peter C. B. Phillips
Author: Thomas B. Fomby
Publisher: Emerald Group Publishing
Total Pages: 500
Release: 2014-11-21
Genre: Political Science
ISBN: 1784411825

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This volume honors Professor Peter C.B. Phillips' many contributions to the field of econometrics. The topics include non-stationary time series, panel models, financial econometrics, predictive tests, IV estimation and inference, difference-in-difference regressions, stochastic dominance techniques, and information matrix testing.


Essays in Honor of Joon Y. Park

Essays in Honor of Joon Y. Park
Author: Yoosoon Chang
Publisher: Emerald Group Publishing
Total Pages: 360
Release: 2023-04-24
Genre: Business & Economics
ISBN: 1837532109

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Volumes 45a and 45b of Advances in Econometrics honor Professor Joon Y. Park, who has made numerous and substantive contributions to the field of econometrics over a career spanning four decades since the 1980s and counting.


Essays in Honor of Subal Kumbhakar

Essays in Honor of Subal Kumbhakar
Author: Christopher F. Parmeter
Publisher: Emerald Group Publishing
Total Pages: 487
Release: 2024-04-05
Genre: Business & Economics
ISBN: 1837978735

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It is the editor’s distinct privilege to gather this collection of papers that honors Subhal Kumbhakar’s many accomplishments, drawing further attention to the various areas of scholarship that he has touched.


Bayesian Model Comparison

Bayesian Model Comparison
Author: Ivan Jeliazkov
Publisher: Emerald Group Publishing
Total Pages: 390
Release: 2014-11-21
Genre: Political Science
ISBN: 1784411841

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This volume of Advances in Econometrics 34 focusses on Bayesian model comparison. It reflects the recent progress in model building and evaluation that has been achieved in the Bayesian paradigm and provides new state-of-the-art techniques, methodology, and findings that should stimulate future research.


Dynamic Factor Models

Dynamic Factor Models
Author:
Publisher: Emerald Group Publishing
Total Pages: 688
Release: 2016-01-08
Genre: Business & Economics
ISBN: 1785603523

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This volume explores dynamic factor model specification, asymptotic and finite-sample behavior of parameter estimators, identification, frequentist and Bayesian estimation of the corresponding state space models, and applications.


The Econometrics of Complex Survey Data

The Econometrics of Complex Survey Data
Author: Kim P. Huynh
Publisher: Emerald Group Publishing
Total Pages: 344
Release: 2019-04-10
Genre: Business & Economics
ISBN: 1787567273

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This volume of Advances in Econometrics contains a selection of papers presented at the 'Econometrics of Complex Survey Data: Theory and Applications' conference organized by the Bank of Canada, Ottawa, Canada, from October 19-20, 2017.


Essays in Honor of Cheng Hsiao

Essays in Honor of Cheng Hsiao
Author: Dek Terrell
Publisher: Emerald Group Publishing
Total Pages: 472
Release: 2020-04-15
Genre: Business & Economics
ISBN: 1789739578

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Including contributions spanning a variety of theoretical and applied topics in econometrics, this volume of Advances in Econometrics is published in honour of Cheng Hsiao.


Essays in Honor of Aman Ullah

Essays in Honor of Aman Ullah
Author: R. Carter Hill
Publisher: Emerald Group Publishing
Total Pages: 680
Release: 2016-06-29
Genre: Business & Economics
ISBN: 1785607863

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Volume 36 of Advances in Econometrics recognizes Aman Ullah's significant contributions in many areas of econometrics and celebrates his long productive career.


Essays in Honour of Fabio Canova

Essays in Honour of Fabio Canova
Author: Juan J. Dolado
Publisher: Emerald Group Publishing
Total Pages: 188
Release: 2022-09-21
Genre: Business & Economics
ISBN: 1803828331

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Both parts of Volume 44 of Advances in Econometrics pay tribute to Fabio Canova for his major contributions to economics over the last four decades.