30th Anniversary Edition
Dek Terrell, Daniel Millimet
Emerald Group Publishing, Dec 17, 2012 - Business & Economics - 458 pages
The 30th Volume of Advances in Econometrics is in honor of the two individuals whose hard work has helped ensure thirty successful years of the series, Thomas Fomby and R. Carter Hill. This volume began with a history of the Advances series by Asli Ogunc and Randall Campbell summarizing the prior volumes. Tom Fomby and Carter Hill both provide discussions of the role of Advances over the years. The remaining articles include contributions by a number of authors who have played key roles in the series over the years and in the careers of Fomby and Hill. Overall, this leads to a more diverse mix of papers than a typical volume of Advances in Econometrics.
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2SLS actual break Advances in Econometrics aggregate productivity asymptotic autoregressive Bayes factor Bayesian Carter Hill Chow test combined estimator confidence interval consider copula correlation coefficient credible interval cyclical component data sets deﬁned derivative function Economics effects errors ﬁrst Fomby forecasting Granger Granger causality Granger-causality growth due inflation instrumental variables interest rate inverse test Jeffreys prior Journal kernel labor growth labor input least squares likelihood likelihood function linear long-run Lubrano matrix methods monetary shock money–income null hypothesis oil factor oil price OLS estimator out-of-sample output growth panel data parameter performance polynomial posterior distribution postfile Predictive test price-level productivity factor productivity shock quantile real wage growth regression regressors REML response sample scalar simulation spatial dependence Stata Stein-rule shrinkage estimator Subsample Table Theorem trend turning-points unit root variance Volume W2SLS weak instruments zero