Prelims
ISBN: 978-1-80262-066-5, eISBN: 978-1-80262-065-8
ISSN: 0731-9053
Publication date: 18 January 2022
Citation
(2022), "Prelims", Chudik, A., Hsiao, C. and Timmermann, A. (Ed.) Essays in Honor of M. Hashem Pesaran: Panel Modeling, Micro Applications, and Econometric Methodology (Advances in Econometrics, Vol. 43B), Emerald Publishing Limited, Leeds, pp. i-vi. https://doi.org/10.1108/S0731-90532021000043B015
Publisher
:Emerald Publishing Limited
Copyright © 2022 Alexander Chudik, Cheng Hsiao and Allan Timmermann
Half Title Page
ESSAYS IN HONOR OF M. HASHEM PESARAN
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ADVANCES IN ECONOMETRICS
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Title Page
ADVANCES IN ECONOMETRICS - VOLUME 43B
ESSAYS IN HONOR OF M. HASHEM PESARAN: PANEL MODELING, MICRO APPLICATIONS, AND ECONOMETRIC METHODOLOGY
EDITED BY
ALEXANDER CHUDIK
Federal Reserve Bank of Dallas, USA
CHENG HSIAO
University of Southern California, USA
and
ALLAN TIMMERMANN
University of California, USA
United Kingdom – North America – Japan – India – Malaysia – China
Copyright Page
Emerald Publishing Limited
Howard House, Wagon Lane, Bingley BD16 1WA, UK
First edition 2022
Editorial matter and selection © 2022 Alexander Chudik, Cheng Hsiao and Allan Timmermann
Individual chapters © 2022 the authors
Published under exclusive license by Emerald Publishing Limited.
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British Library Cataloguing in Publication Data
A catalogue record for this book is available from the British Library
ISBN: 978-1-80262-066-5 (Print)
ISBN: 978-1-80262-065-8 (Online)
ISBN: 978-1-80262-067-2 (Epub)
ISSN: 0731-9053 (Series)
Contents
| Introduction | |
| Alexander Chudik, Cheng Hsiao and Allan Timmermann | 1 |
| 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 | 9 |
| Chapter 2: Spatial and Spatio-Temporal Error Correction, Networks and Common Correlated Effects | |
| Arnab Bhattacharjee, Jan Ditzen and Sean Holly | 37 |
| Chapter 3: Heterogeneity and Dynamic Dependence in Panel Analysis of Individual Behavior | |
| Kannika Damrongplasit and Cheng Hsiao | 61 |
| Chapter 4: Multiple Treatment Effects in Panel-Heterogeneity and Aggregation | |
| Cheng Hsiao, Yan Shen and Qiankun Zhou | 81 |
| Chapter 5: Backward Mean Transformation in Panel Data with Predetermined Regressors | |
| Artūras Juodis | 103 |
| Chapter 6: Various Asymptotic Distributions of the Error-Components Test for Cross-Sectional Correlation | |
| CY (Chor-yiu) Sin | 145 |
| Chapter 7: Trimmed Mean Group Estimation | |
| Yoonseok Lee and Donggyu Sul | 177 |
| Part B2: Micro Modeling | |
| Chapter 8: Corporate Indebtedness and Low Productivity Growth of Italian Firms | |
| Gareth Anderson and Mehdi Raissi | 205 |
| Chapter 9: Women’s Potential Earnings Distributions | |
| Esfandiar Maasoumi and Le Wang | 229 |
| 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 | 255 |
| Chapter 11: Gaussian Rank Correlation and Regression | |
| Dante Amengual, Enrique Sentana and Zhanyuan Tian | 269 |
| Chapter 12: Robust Dynamic Panel Data Models using ε-Contamination | |
| Badi H. Baltagi, Georges Bresson, Anoop Chaturvedi and Guy Lacroix | 307 |
| Chapter 13: Identification-Robust Inference for Endogeneity Parameters in Models with an Incomplete Reduced Form | |
| Jean-Marie Dufour and Vinh Nguyen | 337 |
| Index | 357 |
To request the supplementary teaching resources, please visit https://books.emeraldinsight.com/page/detail/Essays-in-Honor-of-M-Hashem-PesaranEssays-in-Honor-of-M.-Hashem-Pesaran/?k=9781802620665 and click on ‘Online Resources.’
- Prelims
- Introduction
- Part B1: Panel Data Methods
- Chapter 1: A Panel Data Model with Generalized Higher-Order Network Effects
- Chapter 2: Spatial and Spatio-Temporal Error Correction, Networks and Common Correlated Effects
- Chapter 3: Heterogeneity and Dynamic Dependence in Panel Analysis of Individual Behavior
- Chapter 4: Multiple Treatment Effects in Panel-Heterogeneity and Aggregation
- Chapter 5: Backward Mean Transformation in Panel Data with Predetermined Regressors
- Chapter 6: Various Asymptotic Distributions of the Error-Components Test for Cross-Sectional Correlation
- Chapter 7: Trimmed Mean Group Estimation
- Part B2: Micro Modeling
- Chapter 8: Corporate Indebtedness and Low Productivity Growth of Italian Firms
- Chapter 9: Women’s Potential Earnings Distributions
- Part B3: Econometric Methodologies
- Chapter 10: Where (and by How Much) Does a Theory Break Down? With an Application to the Expectation Hypothesis
- Chapter 11: Gaussian Rank Correlation and Regression
- Chapter 12: Robust Dynamic Panel Data Models Using ε-Contamination
- Chapter 13: Identification-robust Inference for Endogeneity Parameters in Models with an Incomplete Reduced Form
- Index