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

Descrição não disponível.
Introduction; Alexander Chudik, Cheng Hsiao, and Allan Timmermann

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
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
Recursive Estimation; Growth Regressions; Spatial and Network Interdependence; Spatio-Temporal Dynamics; Hypothesis Testing; Bias Correction; Backward Mean Transformation