Essays in Honor of Peter C. B. Phillips
Essays in Honor of Peter C. B. Phillips

Author: Thomas B. Fomby

Publisher: Emerald Group Publishing

Published: 2014-11-21

Total Pages: 772

ISBN-13: 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

Published: 2023-04-24

Total Pages: 360

ISBN-13: 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

Published: 2024-04-05

Total Pages: 487

ISBN-13: 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

Published: 2014-11-21

Total Pages: 361

ISBN-13: 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: Siem Jan Koopman

Publisher: Emerald Group Publishing

Published: 2016-01-08

Total Pages: 685

ISBN-13: 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

Published: 2019-04-10

Total Pages: 344

ISBN-13: 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

Published: 2020-04-15

Total Pages: 472

ISBN-13: 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

Published: 2016-06-29

Total Pages: 680

ISBN-13: 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

Published: 2022-09-21

Total Pages: 188

ISBN-13: 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.