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Prelims

Essays in Honor of Subal Kumbhakar

ISBN: 978-1-83797-874-8, eISBN: 978-1-83797-873-1

ISSN: 0731-9053

Publication date: 5 April 2024

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Citation

(2024), "Prelims", Parmeter, C.F., Tsionas, M.G. and Wang, H.-J. (Ed.) Essays in Honor of Subal Kumbhakar (Advances in Econometrics, Vol. 46), Emerald Publishing Limited, Leeds, pp. i-x. https://doi.org/10.1108/S0731-905320240000046016

Publisher

:

Emerald Publishing Limited

Copyright © 2024 Christopher F. Parmeter, Mike G. Tsionas, Hung-Jen Wang

Half Title Page

ESSAYS IN HONOR OF SUBAL KUMBHAKAR

Series Page

ADVANCES IN ECONOMETRICS

Series editors: Thomas B. Fomby, R. Carter Hill, Ivan Jeliazkov, Juan Carlos Escanciano, Eric Hillebrand, Daniel L. Millimet, Rodney Strachan

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Title Page

ADVANCES IN ECONOMETRICS, VOLUME 46

ESSAYS IN HONOR OF SUBAL KUMBHAKAR

EDITED BY

CHRISTOPHER F. PARMETER

University of Miami, USA

MIKE G. TSIONAS

University of Lancaster, UK

and

HUNG-JEN WANG

National Taiwan University, Taiwan

United Kingdom – North America – Japan – India – Malaysia – China

Copyright Page

Emerald Publishing Limited

Emerald Publishing, Floor 5, Northspring, 21-23 Wellington Street, Leeds LS1 4DL.

First edition 2024

Editorial matter and selection © 2024 Christopher F. Parmeter, Mike G. Tsionas, and Hung-Jen Wang.

Individual chapters © 2024 The authors.

Published under exclusive licence by Emerald Publishing Limited.

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No part of this book may be reproduced, stored in a retrieval system, transmitted in any form or by any means electronic, mechanical, photocopying, recording or otherwise without either the prior written permission of the publisher or a licence permitting restricted copying issued in the UK by The Copyright Licensing Agency and in the USA by The Copyright Clearance Center. Any opinions expressed in the chapters are those of the authors. Whilst Emerald makes every effort to ensure the quality and accuracy of its content, Emerald makes no representation implied or otherwise, as to the chapters’ suitability and application and disclaims any warranties, express or implied, to their use.

British Library Cataloguing in Publication Data

A catalogue record for this book is available from the British Library

ISBN: 978-1-83797-874-8 (Print)

ISBN: 978-1-83797-873-1 (Online)

ISBN: 978-1-83797-875-5 (Epub)

ISSN: 0731-9053 (Series)

Dedication

This book is dedicated to the memory of Mike Tsionas who passed away shortly after the completion of this volume. He was an amazing colleague and brilliant thinker.

Contents

List of Contributors ix
Chapter 1. Editors’ Introduction
Christopher F. Parmeter, Mike G. Tsionas and Hung-Jen Wang 1
Chapter 2. Hausman’s Specification Test for Panel Data: Practical Tips
Badi H. Baltagi 13
Chapter 3. Do Federal Disability Insurance Participants Exaggerate Their Health Problems? A Study Using Anchoring Vignettes
Kajal Lahiri and Paul Noroski 25
Chapter 4. Homelessness on the West Coast and the Role of Health: Inefficiency and Productivity Loss in American Society
Corey Fuller and Robin C. Sickles 45
Chapter 5. Bootstrap Model Averaging Unit Root Inference
Bruce E. Hansen and Jeffrey S. Racine 81
Chapter 6. Averaging Heterogeneous Autoregression Models with Heteroskedastic Errors: Theory and an Application to Cryptocurrency Volatility Forecasting
Ziwen Gao, Steven F. Lehrer, Tian Xie and Xinyu Zhang 99
Chapter 7. Efficient Estimation in Varying Coefficient Panel Data Model with Different Smoothing Variables and Fixed Effects
Feng Yao, Qinling Lu, Yiguo Sun and Junsen Zhang 133
Chapter 8. The Role of Management in Efficient Production: Theoretical and Statistical Implications
Mike G. Tsionas 185
Chapter 9. A System Approach to Structural Identification of Production Functions with Multi-Dimensional Productivity
Emir Malikov, Shunan Zhao and Jingfang Zhang 211
Chapter 10. The Structural and Productivity Effects of Infrastructure Provision in Developed and Developing Countries
Luis Orea, Inmaculada Álvarez-Ayuso and Luis Servén 265
Chapter 11. Improving Predictions of Technical Inefficiency
Christine Amsler, Robert James, Artem Prokhorov and Peter Schmidt 309
Chapter 12. A Semiparametric Constant Elasticity of Substitution Stochastic Frontier Model for Panel Data
Taining Wang and Daniel J. Henderson 329
Chapter 13. Random Versus Explained Inefficiency in Stochastic Frontier Analysis: The Case of Queensland Hospitals
Zhichao Wang and Valentin Zelenyuk 371
Chapter 14. Indirect Inference of Stochastic Frontier Models
Hung-pin Lai 415
Chapter 15. The Nash Bargaining Two-tier Stochastic Frontier Model
Alecos Papadopoulos 439

List of Contributors

Inmaculada Álvarez-Ayuso Universidad Autónoma de Madrid, Spain
Christine Amsler Michigan State University, USA
Badi H. Baltagi Syracuse University, USA
Corey Fuller Southwest Airlines, USA
Ziwen Gao Academy of Mathematics and Systems Science, Chinese Academy of Sciences, China; University of Chinese Academy of Sciences, China
Bruce E. Hansen University of Wisconsin, USA
Daniel J. Henderson University of Alabama, USA
Robert James University of Sydney, Australia
Kajal Lahiri University at Albany, State University of New York, USA
Hung-pin Lai National Chung Cheng University, Taiwan; Research Center of Humanities and Social Sciences, Academia Sinica, Taiwan
Steven F. Lehrer Queen’s University, Canada; NBER, USA
Qinling Lu Risk Modeling & Analysis, KeyBank, USA
Emir Malikov University of Nevada, Las Vegas, USA
Paul Noroski University at Albany, State University of New York, USA
Luis Orea University of Oviedo, Spain
Alecos Papadopoulos Athens University of Economics and Business, Greece
Christopher F. Parmeter University of Miami, USA
Artem Prokhorov University of Sydney Business School, Australia; Center for Econometrics and Business Analytics, Russia
Jeffrey S. Racine McMaster University, Canada; La Trobe University, Australia; American University, USA; Rimini Center for Economic Analysis, Italy
Peter Schmidt Michigan State University, USA
Luis Servén Centro de Estudios Monetarios y Financieros, Spain
Robin C. Sickles Rice University, USA
Yiguo Sun University of Guelph, Canada
Mike G. Tsionas Lancaster University, UK
Hung-Jen Wang National Taiwan University, Taiwan
Taining Wang Capital University of Economics and Business, China
Zhichao Wang University of Queensland, Australia
Tian Xie Shanghai University of Finance and Economics, China
Feng Yao West Virginia University, USA; Shenzhen University, China
Valentin Zelenyuk University of Queensland, Australia
Jingfang Zhang Alcorn State University, USA
Junsen Zhang Zhejiang University, China
Xinyu Zhang Academy of Mathematics and Systems Science, Chinese Academy of Sciences, China
Shunan Zhao Oakland University, USA
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