Essays in Honor of M. Hashem Pesaran
Essays in Honor of M. Hashem Pesaran
Panel Modeling, Micro Applications, and Econometric Methodology
Timmermann, Allan; Chudik, Alexander; Hsiao, Cheng
Emerald Publishing Limited
01/2022
376
Dura
Inglês
9781802620665
15 a 20 dias
638
Part B1. Panel Data Methods
Chapter 1. A Panel Data Model with Generalized Higher-order Network Effects; Badi H. Baltagi, Sophia Ding, and Peter H. Egger
Chapter 2. Spatial and Spatio-Temporal Granger Representation, Networks and Common Correlated Effects; Arnab Bhattacharjee, Jan Ditzen, and Sean Holly
Chapter 3. Heterogeneity and Dynamic Dependence in Panel Analysis of Individual Behaviour; Kannika Damrongplasit and Cheng Hsiao
Chapter 4. Multiple Treatment Effects in Panel-Heterogeneity and Aggregation; Cheng Hsiao, Yan Shen, and Qiankun Zhou
Chapter 5. Backward Mean Transformation in Panel Data with Predetermined Regressors; Arturas Juodis
Chapter 6. Various Asymptotic Distributions of the Error-Components Test for Cross-Sectional Correlation; CY Sin
Chapter 7. Trimmed Mean Group Estimation; Yoonseok Lee and Donggyu Sul
Part B2. Micro Modeling
Chapter 8. Corporate Indebtedness and Low Productivity Growth of Italian Firms; Gareth Anderson and Mehdi Raissi
Chapter 9. Women's Potential Earnings Distributions; Esfandiar Maasoumi and Le Wang
Part B3. Econometric Methodologies
Chapter 10. Where (and by How Much) Does a Theory Break Down? With an Application to the Expectation Hypothesis; Karim M. Abadir and Christina Atanasova
Chapter 11. Gaussian Rank Correlation and Regression; Dante Amengual, Enrique Sentana, Zhanyuan Tian
Chapter 12. Robust Dynamic Panel Data Models using ?-Contamination; Badi H. Baltagia, Georges Bresson, Anoop Chaturvedi, and Guy Lacroix
Chapter 13. Identification-Robust Inference for Endogeneity Parameters in Models with an Incomplete Reduced Form; Jean-Marie Dufour and Vinh Nguyen
Part B1. Panel Data Methods
Chapter 1. A Panel Data Model with Generalized Higher-order Network Effects; Badi H. Baltagi, Sophia Ding, and Peter H. Egger
Chapter 2. Spatial and Spatio-Temporal Granger Representation, Networks and Common Correlated Effects; Arnab Bhattacharjee, Jan Ditzen, and Sean Holly
Chapter 3. Heterogeneity and Dynamic Dependence in Panel Analysis of Individual Behaviour; Kannika Damrongplasit and Cheng Hsiao
Chapter 4. Multiple Treatment Effects in Panel-Heterogeneity and Aggregation; Cheng Hsiao, Yan Shen, and Qiankun Zhou
Chapter 5. Backward Mean Transformation in Panel Data with Predetermined Regressors; Arturas Juodis
Chapter 6. Various Asymptotic Distributions of the Error-Components Test for Cross-Sectional Correlation; CY Sin
Chapter 7. Trimmed Mean Group Estimation; Yoonseok Lee and Donggyu Sul
Part B2. Micro Modeling
Chapter 8. Corporate Indebtedness and Low Productivity Growth of Italian Firms; Gareth Anderson and Mehdi Raissi
Chapter 9. Women's Potential Earnings Distributions; Esfandiar Maasoumi and Le Wang
Part B3. Econometric Methodologies
Chapter 10. Where (and by How Much) Does a Theory Break Down? With an Application to the Expectation Hypothesis; Karim M. Abadir and Christina Atanasova
Chapter 11. Gaussian Rank Correlation and Regression; Dante Amengual, Enrique Sentana, Zhanyuan Tian
Chapter 12. Robust Dynamic Panel Data Models using ?-Contamination; Badi H. Baltagia, Georges Bresson, Anoop Chaturvedi, and Guy Lacroix
Chapter 13. Identification-Robust Inference for Endogeneity Parameters in Models with an Incomplete Reduced Form; Jean-Marie Dufour and Vinh Nguyen