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Book Series: Advances in Econometrics

Series ISSN: 0731-9053
Series editor(s): Thomas B. Fomby, R. Carter Hill, Ivan Jeliazkov, Juan Carlos Escanciano and Eric Hillebrand

Volume 30 - 30th Anniversary Edition

ISBN: 978-1-78190-309-4
eISBN: 978-1-78190-310-0
Edited by: Dek Terrell, Daniel Millimet
Published: 2012

Table of Contents

Icon key: You have access to this item Backfile Earlycite Abstract only
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30th Anniversary Edition
Type: Editorial Board
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Advances in Econometrics
Type: Editorial Board
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Advances in Econometrics
Type: Editorial Board
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Copyright Page
Type: Miscellaneous
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List of Contributors
(pp. ix - xi)
Type: Index
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Dedication
(pp. xiii - xiv)
Type: Miscellaneous
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Preface
Thomas B. Fomby, R. Carter Hill (pp. xv - xvi)
Type: Editorial
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Introduction
Dek Terrell, Daniel Millimet (pp. xvii - xxii)
Type: Editorial
  • Part I: History
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    A History of the Advances in Econometrics Series
    Randall C. Campbell, Asli Ogunc (pp. 3 - 24)
    Type: Chapter Item
  • Part II: Model Specification and Testing
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    Bayesian Unit Root Testing: The Effect of Choice of Prior on Test Outcomes
    Charley Xia, William Griffiths (pp. 27 - 57)
    Type: Chapter Item
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    Inverse Test Confidence Intervals for Turning-Points: A Demonstration with Higher Order Polynomials
    Jenny N. Lye, Joseph G. Hirschberg (pp. 59 - 95)
    Type: Chapter Item
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    Serial Correlation Robust LM
    Jingjing Yang, Timothy J. Vogelsang (pp. 97 - 131)
    Type: Chapter Item
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    Consistent Testing for Structural Change at the Ends of the Sample
    Michael W. McCracken (pp. 133 - 169)
    Type: Chapter Item
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    Stein-Rule Estimation and Generalized Shrinkage Methods for Forecasting Using Many Predictors
    Eric Hillebrand, Tae-Hwy Lee (pp. 171 - 196)
    Type: Chapter Item
  • Part III: Instrumental Variables
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    On the Estimation and Testing of Fixed Effects Panel Data Models with Weak Instruments
    Badi H. Baltagi, Chihwa Kao, Long Liu (pp. 199 - 235)
    Type: Chapter Item
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    A Risk Superior Semiparametric Estimator for Overidentified Linear Models
    George G. Judge, Ron C. Mittelhammer (pp. 237 - 255)
    Type: Chapter Item
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    Spatial Dependence in Regressors and its Effect on Performance of Likelihood-Based and Instrumental Variable Estimators
    R. Kelley Pace, James P. LeSage, Shuang Zhu (pp. 257 - 295)
    Type: Chapter Item
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    Sectoral Effects of Aggregate Shocks
    Nathan S. Balke (pp. 299 - 357)
    Type: Chapter Item
  • Part IV: Applied Macroeconometrics
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    Cyclical Co-Movement Between Output, the Price-Level, and the Inflation Rate
    Joseph H. Haslag, Yu-Chin Hsu (pp. 359 - 384)
    Type: Chapter Item
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    Money–Income Granger-Causality in Quantiles
    Tae-Hwy Lee, Weiping Yang (pp. 385 - 409)
    Type: Chapter Item
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    Copula–GARCH Time-Varying Tail Dependence
    Jiaqi Chen, Jeffery W. Gunther (pp. 411 - 425)
    Type: Chapter Item
  • Part V: Simulation
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    Monte Carlo Experiments Using Stata: A Primer with Examples
    Lee C. Adkins, Mary N. Gade (pp. 429 - 477)
    Type: Chapter Item
    The most cited papers from this title published in the last 3 years. Statistics are updated weekly using participating publisher data sourced exclusively from Crossref.
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