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The Resource Essays in honor of Jerry Hausman, edited by Badi H. Baltagi [and others]

Essays in honor of Jerry Hausman, edited by Badi H. Baltagi [and others]

Label
Essays in honor of Jerry Hausman
Title
Essays in honor of Jerry Hausman
Statement of responsibility
edited by Badi H. Baltagi [and others]
Contributor
Subject
Language
eng
Summary
"This volume of Advances in Econometrics contains articles that examine key topics in the modeling and estimation of dynamic stochastic general equilibrium (DSGE) models. Because DSGE models combine micro- and macroeconomic theory with formal econometric modeling and inference, over the past decade they have become an established framework for analyzing a variety of issues in empirical macroeconomics. The research articles make contributions in several key areas in DSGE modeling and estimation. In particular, papers cover the modeling and role of expectations, the study of optimal monetary policy in two-country models, and the problem of non-invertibility. Other interesting areas of inquiry include the analysis of parameter identification in new open economy macroeconomic models and the modeling of trend inflation shocks. The second part of the volume is devoted to articles that offer innovations in econometric methodology. These papers advance new techniques for addressing major inferential problems and include discussion and applications of Laplace-type, frequency domain, empirical likelihood and method of moments estimators."--Publisher's website
Member of
Cataloging source
UKMGB
Dewey number
330.015195
Illustrations
illustrations
Index
no index present
LC call number
  • HB139
  • HA31.7
LC item number
  • .A33 v.29
  • .E87 2012
Literary form
non fiction
Nature of contents
bibliography
http://library.link/vocab/relatedWorkOrContributorName
  • Hausman, Jerry A
  • Baltagi, Badi H.
Series statement
Advances in econometrics
Series volume
v. 29
http://library.link/vocab/subjectName
  • Hausman, Jerry A
  • Econometrics
  • Estimation theory
Label
Essays in honor of Jerry Hausman, edited by Badi H. Baltagi [and others]
Instantiates
Publication
Bibliography note
Includes bibliographical references
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
The genesis of the Hausman specification test / Jerry A. Hausman -- The diffusion of Hausman's econometric ideas / Hector O. Zapata and Cristina M. Caminita / Combining two consistent estimators / John C. Chao ... [et al.] -- A minimum mean squared error semiparametric combining estimation / George G. Judge, Ron C. Mittelhammer -- An expository note on the existence of moments of Fuller and HFUL estimators / John C. Chao ... [et al.] -- Overcoming the many weak instrument problem using normalized principal components / Nicky Grant -- Errors-in-variables and the wavelet multiresolution approximation approach : a Monte Carlo study / Marco Gallegati, James B. Ramsey -- A robust Hausman-Taylor estimator / Badi H. Baltagi, Georges Bresson -- Small sample properties and pretest estimation of a spatial Hausman-Taylor model / Badi H. Baltagi, Peter H. Egger, Michaela Kesina -- Quantile regression estimation of panel duration models with censored data / Matthew Harding, Carlos Lamarche -- Labor allocation in a household and its impact on production efficiency : a comparison of panel modeling approaches / Hild Marte Bjørnsen, Ashok K. Mishra -- Using panel data to examine racial and gender differences in debt burdens / Michael D.S. Morris -- Sovereign bond spread drivers in the EU market in the aftermath of the global financial crisis / Iuliana Matei, Angela Cheptea -- Conditional independence specification testing for dependent processes with local polynomial quantile regression / Liangjun Su, Halbert L. White -- Extending the Hausman test to check for the presence of outliers / Catherine Dehon, Marjorie Gassner, Vincenzo Verardi -- A simple test for identification in GMM under conditional movement restrictions / Francesco Bravo, Juan Carlos Escanciano, Taisuke Otsu -- Fixed vs random : the Hausman test four decades later / Shahram Amini ... [et al.] -- The Hausman test, and some alternatives, with heteroskedastic data / Lee C. Adkins ... [et al.] -- A Hausman test for spatial regression model / Monalisa Sen, Anil K. Bera, Yu-Hsien Kao
Control code
810949905
Dimensions
24 cm
Edition
1st ed.
Extent
xv, 559 pages
Isbn
9781781903070
Isbn Type
(hbk.)
Media category
unmediated
Media MARC source
rdamedia
Media type code
  • n
Other physical details
illustrations
System control number
(OCoLC)810949905
Label
Essays in honor of Jerry Hausman, edited by Badi H. Baltagi [and others]
Publication
Bibliography note
Includes bibliographical references
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
The genesis of the Hausman specification test / Jerry A. Hausman -- The diffusion of Hausman's econometric ideas / Hector O. Zapata and Cristina M. Caminita / Combining two consistent estimators / John C. Chao ... [et al.] -- A minimum mean squared error semiparametric combining estimation / George G. Judge, Ron C. Mittelhammer -- An expository note on the existence of moments of Fuller and HFUL estimators / John C. Chao ... [et al.] -- Overcoming the many weak instrument problem using normalized principal components / Nicky Grant -- Errors-in-variables and the wavelet multiresolution approximation approach : a Monte Carlo study / Marco Gallegati, James B. Ramsey -- A robust Hausman-Taylor estimator / Badi H. Baltagi, Georges Bresson -- Small sample properties and pretest estimation of a spatial Hausman-Taylor model / Badi H. Baltagi, Peter H. Egger, Michaela Kesina -- Quantile regression estimation of panel duration models with censored data / Matthew Harding, Carlos Lamarche -- Labor allocation in a household and its impact on production efficiency : a comparison of panel modeling approaches / Hild Marte Bjørnsen, Ashok K. Mishra -- Using panel data to examine racial and gender differences in debt burdens / Michael D.S. Morris -- Sovereign bond spread drivers in the EU market in the aftermath of the global financial crisis / Iuliana Matei, Angela Cheptea -- Conditional independence specification testing for dependent processes with local polynomial quantile regression / Liangjun Su, Halbert L. White -- Extending the Hausman test to check for the presence of outliers / Catherine Dehon, Marjorie Gassner, Vincenzo Verardi -- A simple test for identification in GMM under conditional movement restrictions / Francesco Bravo, Juan Carlos Escanciano, Taisuke Otsu -- Fixed vs random : the Hausman test four decades later / Shahram Amini ... [et al.] -- The Hausman test, and some alternatives, with heteroskedastic data / Lee C. Adkins ... [et al.] -- A Hausman test for spatial regression model / Monalisa Sen, Anil K. Bera, Yu-Hsien Kao
Control code
810949905
Dimensions
24 cm
Edition
1st ed.
Extent
xv, 559 pages
Isbn
9781781903070
Isbn Type
(hbk.)
Media category
unmediated
Media MARC source
rdamedia
Media type code
  • n
Other physical details
illustrations
System control number
(OCoLC)810949905

Library Locations

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      38.944491 -92.326012
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