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Essays in honor of Jerry Hausman /

A title that aims to annually publish original scholarly econometrics papers on designated topics with the intention of expanding the use of developed and emerging econometric techniques by disseminating ideas on the theory and practice of econometrics throughout the empirical economic, business and...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Hausman, Jerry A. (Autor)
Otros Autores: Baltagi, Badi H. (Badi Hani) (Editor ), Hill, R. Carter (Editor ), Newey, Whitney K. (Editor ), White, Halbert (Editor )
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Bingley, U.K. : Emerald, 2012.
Colección:Advances in econometrics ; v. 29.
Temas:
Acceso en línea:Texto completo
Tabla de Contenidos:
  • Combining two consistent estimators / John C. Chao [and others]
  • 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 [and others]
  • 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, Gassner Marjorie, 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 [and others]
  • The Hausman test, and some alternatives, with heteroskedastic data / Lee C. Adams [and others]
  • A Hausman test for spatial regression model / Monalisa Sen, Anil K. Bera, Yu-Hsien Kao.