Essays in Honor of Jerry Hausman

Essays in Honor of Jerry Hausman

Author: Badi H. Baltagi

Publisher: Emerald Group Publishing

Published: 2012-12-17

Total Pages: 576

ISBN-13: 1781903085

DOWNLOAD EBOOK

Aims to annually publish original scholarly econometrics papers on designated topics with the intention of expanding the use of developed and emerging econometric techniques by disseminating ideas on the theory and practice of econometrics throughout the empirical economic, business and social science literature.


Essays in Honor of M. Hashem Pesaran

Essays in Honor of M. Hashem Pesaran

Author: Alexander Chudik

Publisher: Emerald Group Publishing

Published: 2022-01-18

Total Pages: 320

ISBN-13: 1802620672

DOWNLOAD EBOOK

The collection of chapters in Volume 43 Part B of Advances in Econometrics serves as a tribute to one of the most innovative, influential, and productive econometricians of his generation, Professor M. Hashem Pesaran.


Identification and Inference for Econometric Models

Identification and Inference for Econometric Models

Author: Donald W. K. Andrews

Publisher: Cambridge University Press

Published: 2005-07-04

Total Pages: 589

ISBN-13: 1139444603

DOWNLOAD EBOOK

This 2005 volume contains the papers presented in honor of the lifelong achievements of Thomas J. Rothenberg on the occasion of his retirement. The authors of the chapters include many of the leading econometricians of our day, and the chapters address topics of current research significance in econometric theory. The chapters cover four themes: identification and efficient estimation in econometrics, asymptotic approximations to the distributions of econometric estimators and tests, inference involving potentially nonstationary time series, such as processes that might have a unit autoregressive root, and nonparametric and semiparametric inference. Several of the chapters provide overviews and treatments of basic conceptual issues, while others advance our understanding of the properties of existing econometric procedures and/or propose others. Specific topics include identification in nonlinear models, inference with weak instruments, tests for nonstationary in time series and panel data, generalized empirical likelihood estimation, and the bootstrap.


Contributions to Econometric Theory and Application

Contributions to Econometric Theory and Application

Author: R.A.L. Carter

Publisher: Springer Science & Business Media

Published: 2012-12-06

Total Pages: 378

ISBN-13: 1461390168

DOWNLOAD EBOOK

The purpose of this volume is to honour a pioneer in the field of econometrics, A. L. Nagar, on the occasion of his sixtieth birthday. Fourteen econometricians from six countries on four continents have contributed to this project. One of us was his teacher, some of us were his students, many of us were his colleagues, all of us are his friends. Our volume opens with a paper by L. R. Klein which discusses the meaning and role of exogenous variables in struc tural and vector-autoregressive econometric models. Several examples from recent macroeconomic history are presented and the notion of Granger-causality is discussed. This is followed by two papers dealing with an issue of considerable relevance to developing countries, such as India; the measurement of the inequality in the distribution of income. The paper by C. T. West and H. Theil deals with the problem of measuring inequality of all components of total income vvithin a region, rather than just labour income. It applies its results to the regions of the United States. The second paper in this group, by N. Kakwani, derives the large-sample distributions of several popular inequality measures, thus providing a method for drawing large-sample inferences about the differences in inequality between regions. The techniques are applied to the regions of Cote d'Ivoire. The next group of papers is devoted to econometric theory in the context of the dynamic, simultaneous, linear equations model. The first, by P. J.


The Refinement of Econometric Estimation and Test Procedures

The Refinement of Econometric Estimation and Test Procedures

Author: Garry D. A. Phillips

Publisher: Cambridge University Press

Published: 2007-02-01

Total Pages: 368

ISBN-13: 113946311X

DOWNLOAD EBOOK

The small sample properties of estimators and tests are frequently too complex to be useful or are unknown. Much econometric theory is therefore developed for very large or asymptotic samples where it is assumed that the behaviour of estimators and tests will adequately represent their properties in small samples. Refined asymptotic methods adopt an intermediate position by providing improved approximations to small sample behaviour using asymptotic expansions. Dedicated to the memory of Michael Magdalinos, whose work is a major contribution to this area, this book contains chapters directly concerned with refined asymptotic methods. In addition, there are chapters focusing on new asymptotic results; the exploration through simulation of the small sample behaviour of estimators and tests in panel data models; and improvements in methodology. With contributions from leading econometricians, this collection will be essential reading for researchers and graduate students concerned with the use of asymptotic methods in econometric analysis.


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: 382

ISBN-13: 1837532141

DOWNLOAD EBOOK

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.


Papers in ITJEMAST 11(7) 2020

Papers in ITJEMAST 11(7) 2020

Author:

Publisher: International Transaction Journal of Engineering, Management, & Applied Sciences & Technologies

Published:

Total Pages:

ISBN-13:

DOWNLOAD EBOOK

International Transaction Journal of Engineering, Management, & Applied Sciences & Technologies publishes a wide spectrum of research and technical articles as well as reviews, experiments, experiences, modelings, simulations, designs, and innovations from engineering, sciences, life sciences, and related disciplines as well as interdisciplinary/cross-disciplinary/multidisciplinary subjects. Original work is required. Article submitted must not be under consideration of other publishers for publications.


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

DOWNLOAD EBOOK

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


Teaching and Research Methods for Islamic Economics and Finance

Teaching and Research Methods for Islamic Economics and Finance

Author: Mohd Ma'Sum Billah

Publisher: Routledge

Published: 2022-03-10

Total Pages: 414

ISBN-13: 1000540189

DOWNLOAD EBOOK

Methods and techniques adopted in teaching, training, learning, research, professional development, or capacity building are generally standardized across most traditional disciplines, particularly within developing countries. This is not the case, however, when it comes to the Islamic disciplines, and, in particular, in relation to the study of Islamic economics and finance, which is influenced by conventional standards and techniques. This is primarily due to the lack of availability of the requisite standards and mechanisms designed within the spirit of Maqsid al-Shari’ah. This book offers a unique resource and a comprehensive overview of the contemporary methods and smart techniques available for teaching, learning, and researching Islamic eco-finance, and it presents solutions to the challenges in implementing them. Further, the book gives deep insight into the most appropriate methodologies that could be employed empirically to explore, model, analyze, and evaluate Islamic finance theories and models, respectively. It also gives recommendations for improving learning, teaching, and research outcomes in Islamic eco-finance. The book also addresses how, in this advanced technological era, smart tools like artificial intelligence, machine learning, big data, Zoom, and the internet of things can be adapted to help equip students, researchers, and scholars with smart skills. The book will enable those studying Islamic economics and finance to grasp the appropriate tools for research and learning. Additionally, the Islamic economics and finance sector is growing at a significant rate and therefore requires the upskilling and capacity building of its human resources; thus, the book will also be highly beneficial for practitioners involved in the industry.