Förlagets beskrivning
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.In the first few chapters of this book, new theoretical panel and time series results are presented, exploring JIVE estimators, HAC, HAR and various sandwich estimators, as well as asymptotic distributions for using information criteria to distinguish between the unit root model and explosive models. Other chapters address topics such as structural breaks or growth empirics; auction models; and semiparametric methods testing for common vs. individual trends. Three chapters provide novel empirical approaches to applied problems, such as estimating the impact of survey mode on responses, or investigating how cross-sectional and spatial dependence of mortgages varies by default rates and geography. In the final chapters, Cheng Hsiao offers a forward-focused discussion of the role of big data in economics.For any researcher of econometrics, this is an unmissable volume of the most current and engaging research in the field
Fler böcker av författarna
Liknande böcker
Recensioner
Den här boken har tyvärr inte några recensioner ännu. Om du redan läst boken, skriv en recension!
Recensera boken
Skriv en recension och dela dina åsikter med andra. Försök att fokusera på bokens innehåll. Läs våra instruktioner för mer information.
Essays in Honor of Cheng Hsiao
Bokrecensioner » Essays in Honor of Cheng Hsiao
|
|
 |
|
|
|
|
