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Content
2024
- 1-12 Editors’ Introduction
In: Essays in Honor of Subal Kumbhakar
by Christopher F. Parmeter & Mike G. Tsionas & Hung-Jen Wang - 13-24 Hausman’s Specification Test for Panel Data: Practical Tips
In: Essays in Honor of Subal Kumbhakar
by Badi H. Baltagi - 25-44 Do Federal Disability Insurance Participants Exaggerate Their Health Problems? A Study Using Anchoring Vignettes
In: Essays in Honor of Subal Kumbhakar
by Kajal Lahiri & Paul Noroski - 45-80 Homelessness on the West Coast and the Role of Health: Inefficiency and Productivity Loss in American Society
In: Essays in Honor of Subal Kumbhakar
by Corey Fuller & Robin C. Sickles - 81-98 Bootstrap Model Averaging Unit Root Inference
In: Essays in Honor of Subal Kumbhakar
by Bruce E. Hansen & Jeffrey S. Racine - 99-131 Averaging Heterogeneous Autoregression Models with Heteroskedastic Errors: Theory and an Application to Cryptocurrency Volatility Forecasting
In: Essays in Honor of Subal Kumbhakar
by Ziwen Gao & Steven F. Lehrer & Tian Xie & Xinyu Zhang - 133-184 Efficient Estimation in Varying Coefficient Panel Data Model with Different Smoothing Variables and Fixed Effects
In: Essays in Honor of Subal Kumbhakar
by Feng Yao & Qinling Lu & Yiguo Sun & Junsen Zhang - 185-210 The Role of Management in Efficient Production: Theoretical and Statistical Implications
In: Essays in Honor of Subal Kumbhakar
by Mike G. Tsionas - 211-263 A System Approach to Structural Identification of Production Functions with Multi-Dimensional Productivity
In: Essays in Honor of Subal Kumbhakar
by Emir Malikov & Shunan Zhao & Jingfang Zhang - 265-308 The Structural and Productivity Effects of Infrastructure Provision in Developed and Developing Countries
In: Essays in Honor of Subal Kumbhakar
by Luis Orea & Inmaculada Álvarez-Ayuso & Luis Servén - 309-328 Improving Predictions of Technical Inefficiency
In: Essays in Honor of Subal Kumbhakar
by Christine Amsler & Robert James & Artem Prokhorov & Peter Schmidt - 329-370 A Semiparametric Constant Elasticity of Substitution Stochastic Frontier Model for Panel Data
In: Essays in Honor of Subal Kumbhakar
by Taining Wang & Daniel J. Henderson - 371-413 Random Versus Explained Inefficiency in Stochastic Frontier Analysis: The Case of Queensland Hospitals
In: Essays in Honor of Subal Kumbhakar
by Zhichao Wang & Valentin Zelenyuk - 415-438 Indirect Inference of Stochastic Frontier Models
In: Essays in Honor of Subal Kumbhakar
by Hung-pin Lai - 439-476 The Nash Bargaining Two-tier Stochastic Frontier Model
In: Essays in Honor of Subal Kumbhakar
by Alecos Papadopoulos
2023
- 3-33 Aggregate Output Measurements: A Common Trend Approach
In: Essays in Honor of Joon Y. Park: Econometric Methodology in Empirical Applications
by Martín Almuzara & Gabriele Fiorentini & Enrique Sentana - 3-71 Discrete Fourier Transforms of Fractional Processes with Econometric Applications
In: Essays in Honor of Joon Y. Park: Econometric Theory
by Peter C. B. Phillips - 35-64 Markov Switching Rationality
In: Essays in Honor of Joon Y. Park: Econometric Methodology in Empirical Applications
by Florens Odendahl & Barbara Rossi & Tatevik Sekhposyan - 65-95 The Econometrics of Oil Market VAR Models
In: Essays in Honor of Joon Y. Park: Econometric Methodology in Empirical Applications
by Lutz Kilian & Xiaoqing Zhou - 73-95 Asymptotic Properties of the Least Squares Estimator in Local to Unity Processes with Fractional Gaussian Noise
In: Essays in Honor of Joon Y. Park: Econometric Theory
by Xiaohu Wang & Weilin Xiao & Jun Yu - 97-114 Powerful Self-Normalizing Tests for Stationarity Against the Alternative of a Unit Root
In: Essays in Honor of Joon Y. Park: Econometric Theory
by Uwe Hassler & Mehdi Hosseinkouchack - 99-131 Quantile Impulse Response Analysis with Applications in Macroeconomics and Finance
In: Essays in Honor of Joon Y. Park: Econometric Methodology in Empirical Applications
by Whayoung Jung & Ji Hyung Lee - 115-153 A Sequential Test For a Unit Root in Monitoring ap-th Order Autoregressive Process
In: Essays in Honor of Joon Y. Park: Econometric Theory
by Kohtaro Hitomi & Keiji Nagai & Yoshihiko Nishiyama & Junfan Tao - 133-157 Risk Neutral Density Estimation with a Functional Linear Model
In: Essays in Honor of Joon Y. Park: Econometric Methodology in Empirical Applications
by Marine Carrasco & Idriss Tsafack - 157-186 Functional-Coefficient Cointegrating Regression with Endogeneity
In: Essays in Honor of Joon Y. Park: Econometric Theory
by Han-Ying Liang & Yu Shen & Qiying Wang - 159-179 Estimating Diffusion Models of Interest Rates at the Zero Lower Bound: From the Great Depression to the Great Recession and Beyond
In: Essays in Honor of Joon Y. Park: Econometric Methodology in Empirical Applications
by Lealand Morin - 181-205 A Market Crash or Tail Risk? Heavy Tails and Asymmetry of Returns in the Chinese Stock Market
In: Essays in Honor of Joon Y. Park: Econometric Methodology in Empirical Applications
by Zeyu Xing & Rustam Ibragimov - 187-206 A Specification Test Based on Convolution-Type Distribution Function Estimates for Non-Linear Autoregressive Processes
In: Essays in Honor of Joon Y. Park: Econometric Theory
by Kun Ho Kim & Hira L. Koul & Jiwoong Kim - 207-232 Transformation Models with Cointegrated and Deterministically Trending Regressors
In: Essays in Honor of Joon Y. Park: Econometric Theory
by Yingqian Lin & Yundong Tu - 209-233 Predicting Crashes in Oil Prices During The Covid-19 Pandemic with Mixed Causal-Noncausal Models
In: Essays in Honor of Joon Y. Park: Econometric Methodology in Empirical Applications
by Alain Hecq & Elisa Voisin - 233-259 Minimax Risk in Estimating Kink Threshold and Testing Continuity
In: Essays in Honor of Joon Y. Park: Econometric Theory
by Javier Hidalgo & Heejun Lee & Jungyoon Lee & Myung Hwan Seo - 235-260 Depth-weighted Forecast Combination: Application to COVID-19 Cases
In: Essays in Honor of Joon Y. Park: Econometric Methodology in Empirical Applications
by Yoonseok Lee & Donggyu Sul - 261-290 Identification of Beliefs in the Presence of Disaster Risk and Misspecification
In: Essays in Honor of Joon Y. Park: Econometric Methodology in Empirical Applications
by Saraswata Chaudhuri & Eric Renault & Oscar Wahlstrom - 263-294 Semiparametric Independence Tests Between Two Infinite-order Cointegrated Series
In: Essays in Honor of Joon Y. Park: Econometric Theory
by Chafik Bouhaddioui & Jean-Marie Dufour & Masaya Takano - 291-317 A New Model for Agricultural Land-Use Modeling and Prediction in England Using Spatially High-Resolution Data
In: Essays in Honor of Joon Y. Park: Econometric Methodology in Empirical Applications
by Namhyun Kim & Patrick Wongsa-art & Ian J. Bateman - 295-318 Inference in Conditional Vector Error Correction Models With a Small Signal-to-Noise Ratio
In: Essays in Honor of Joon Y. Park: Econometric Theory
by Nikolay Gospodinov & Alex Maynard & Elena Pesavento - 319-347 Some Extensions of AsymptoticFandtTheory in Nonstationary Regressions
In: Essays in Honor of Joon Y. Park: Econometric Theory
by Yixiao Sun - 319-350 Local Climate Sensitivity: What Can Time Series of Distributions Reveal About Spatial Heterogeneity of Climate Change?
In: Essays in Honor of Joon Y. Park: Econometric Methodology in Empirical Applications
by J. Isaac Miller - 349-365 Non-Stationary Parametric Single-Index Predictive Models: Simulation and Empirical Studies
In: Essays in Honor of Joon Y. Park: Econometric Theory
by Ying Zhou & Hsein Kew & Jiti Gao - 353-384 Maximum Likelihood Estimation of Dynamic Panel Data Models with Interactive Effects: Quasi-Differencing Over Time or Across Individuals?
In: Essays in Honor of Joon Y. Park: Econometric Methodology in Empirical Applications
by Cheng Hsiao & Qiankun Zhou - 367-391 Best Linear Prediction in Cointegrated Systems
In: Essays in Honor of Joon Y. Park: Econometric Theory
by Yun-Yeong Kim - 385-410 Informational Content of Factor Structures in Simultaneous Binary Response Models
In: Essays in Honor of Joon Y. Park: Econometric Methodology in Empirical Applications
by Shakeeb Khan & Arnaud Maurel & Yichong Zhang - 413-435 Forty Years ofAdvances in Econometrics
In: Essays in Honor of Joon Y. Park: Econometric Methodology in Empirical Applications
by Asli Ogunc & Randall C. Campbell
2022
- 1-4 Introduction
In: Essays in Honour of Fabio Canova
by Juan J. Dolado & Luca Gambetti & Christian Matthes - 1-5 Introduction
In: Essays in Honor of M. Hashem Pesaran: Panel Modeling, Micro Applications, and Econometric Methodology
by Alexander Chudik & Cheng Hsiao & Allan Timmermann - 1-6 Introduction
In: Essays in Honor of M. Hashem Pesaran: Prediction and Macro Modeling
by Alexander Chudik & Cheng Hsiao & Allan Timmermann - 1-35 Tests for Random Coefficient Variation in Vector Autoregressive Models
In: Essays in Honour of Fabio Canova
by Dante Amengual & Gabriele Fiorentini & Enrique Sentana - 5-24 Real-Time Real Economic Activity: Entering and Exiting the Pandemic Recession of 2020
In: Essays in Honour of Fabio Canova
by Francis X. Diebold - 9-28 On the Evolution of US Temperature Dynamics
In: Essays in Honor of M. Hashem Pesaran: Prediction and Macro Modeling
by Francis X. Diebold & Glenn D. Rudebusch - 9-35 A Panel Data Model with Generalized Higher-Order Network Effects
In: Essays in Honor of M. Hashem Pesaran: Panel Modeling, Micro Applications, and Econometric Methodology
by Badi H. Baltagi & Sophia Ding & Peter H. Egger - 25-53 State Correlation and Forecasting: A Bayesian Approach Using Unobserved Components Models
In: Essays in Honour of Fabio Canova
by Luis Uzeda - 29-50 Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity
In: Essays in Honor of M. Hashem Pesaran: Prediction and Macro Modeling
by Kajal Lahiri & Huaming Peng & Xuguang Simon Sheng - 37-60 Spatial and Spatio-Temporal Error Correction, Networks and Common Correlated Effects
In: Essays in Honor of M. Hashem Pesaran: Panel Modeling, Micro Applications, and Econometric Methodology
by Arnab Bhattacharjee & Jan Ditzen & Sean Holly - 37-64 Monetary Policy Across Space and Time
In: Essays in Honour of Fabio Canova
by Laura Liu & Christian Matthes & Katerina Petrova - 51-72 Nowcasting Euro Area GDP Growth Using Bayesian Quantile Regression
In: Essays in Honor of M. Hashem Pesaran: Prediction and Macro Modeling
by James Mitchell & Aubrey Poon & Gian Luigi Mazzi - 55-138 On Identification Issues in Business Cycle Accounting Models
In: Essays in Honour of Fabio Canova
by Pedro Brinca & Nikolay Iskrev & Francesca Loria - 61-79 Heterogeneity and Dynamic Dependence in Panel Analysis of Individual Behavior
In: Essays in Honor of M. Hashem Pesaran: Panel Modeling, Micro Applications, and Econometric Methodology
by Kannika Damrongplasit & Cheng Hsiao - 65-98 Heterogeneous Switching in FAVAR Models
In: Essays in Honour of Fabio Canova
by Pierre Guérin & Danilo Leiva-León - 73-98 Multi-step Forecasting with Large Vector Autoregressions
In: Essays in Honor of M. Hashem Pesaran: Prediction and Macro Modeling
by Andreas Pick & Matthijs Carpay - 81-101 Multiple Treatment Effects in Panel-Heterogeneity and Aggregation
In: Essays in Honor of M. Hashem Pesaran: Panel Modeling, Micro Applications, and Econometric Methodology
by Cheng Hsiao & Yan Shen & Qiankun Zhou - 99-116 Gains from Switching Between Forecasts
In: Essays in Honor of M. Hashem Pesaran: Prediction and Macro Modeling
by Allan Timmermann & Yinchu Zhu - 99-146 Business Cycles in the EU: A Comprehensive Comparison Across Methods
In: Essays in Honour of Fabio Canova
by Dmitrij Celov & Mariarosaria Comunale - 103-143 Backward Mean Transformation in Panel Data with Predetermined Regressors
In: Essays in Honor of M. Hashem Pesaran: Panel Modeling, Micro Applications, and Econometric Methodology
by Artūras Juodis - 119-142 Efficient Combined Estimation under Structural Breaks
In: Essays in Honor of M. Hashem Pesaran: Prediction and Macro Modeling
by Tae-Hwy Lee & Shahnaz Parsaeian & Aman Ullah - 139-164 The Effect of News Shocks and Monetary Policy
In: Essays in Honour of Fabio Canova
by Luca Gambetti & Christoph Görtz & Dimitris Korobilis & John D. Tsoukalas & Francesco Zanetti - 143-165 Smooth Robust Multi-Horizon Forecasts
In: Essays in Honor of M. Hashem Pesaran: Prediction and Macro Modeling
by Andrew B. Martinez & Jennifer L. Castle & David F. Hendry - 145-175 Various Asymptotic Distributions of the Error-Components Test for Cross-Sectional Correlation
In: Essays in Honor of M. Hashem Pesaran: Panel Modeling, Micro Applications, and Econometric Methodology
by CY (Chor-yiu) Sin - 147-189 Understanding International Long-term Interest Rate Comovement
In: Essays in Honour of Fabio Canova
by Michael Chin & Ferre De Graeve & Thomai Filippeli & Konstantinos Theodoridis - 165-175 Statistical Identification of Economic Shocks by Signs in Structural Vector Autoregression
In: Essays in Honour of Fabio Canova
by Markku Lanne & Jani Luoto - 167-196 Finite Sample Forecast Properties and Window Length Under Breaks in Cointegrated Systems
In: Essays in Honor of M. Hashem Pesaran: Prediction and Macro Modeling
by Luca Nocciola - 177-202 Trimmed Mean Group Estimation
In: Essays in Honor of M. Hashem Pesaran: Panel Modeling, Micro Applications, and Econometric Methodology
by Yoonseok Lee & Donggyu Sul - 177-210 Skewed SVARs: Tracking the Structural Sources of Macroeconomic Tail Risks
In: Essays in Honour of Fabio Canova
by Carlos Montes-Galdón & Eva Ortega - 199-215 A Meta Model Analysis of Exchange Rate Determination
In: Essays in Honor of M. Hashem Pesaran: Prediction and Macro Modeling
by Chrystalleni Aristidou & Kevin Lee & Kalvinder Shields - 205-228 Corporate Indebtedness and Low Productivity Growth of Italian Firms
In: Essays in Honor of M. Hashem Pesaran: Panel Modeling, Micro Applications, and Econometric Methodology
by Gareth Anderson & Mehdi Raissi - 217-241 Dancing Alone or Together: The Dynamic Effects of Independent and Common Monetary Policies
In: Essays in Honor of M. Hashem Pesaran: Prediction and Macro Modeling
by Povilas Lastauskas & Julius Stakėnas - 229-252 Women’s Potential Earnings Distributions
In: Essays in Honor of M. Hashem Pesaran: Panel Modeling, Micro Applications, and Econometric Methodology
by Esfandiar Maasoumi & Le Wang - 243-267 Measuring Productivity Growth and Technology Spillovers Through Global Value Chains: Analysis of a US–Sino Decoupling
In: Essays in Honor of M. Hashem Pesaran: Prediction and Macro Modeling
by Weilin Liu & Robin C. Sickles & Yao Zhao - 255-267 Where (and by How Much) Does a Theory Break Down? With an Application to the Expectation Hypothesis
In: Essays in Honor of M. Hashem Pesaran: Panel Modeling, Micro Applications, and Econometric Methodology
by Karim M. Abadir & Christina Atanasova - 269-290 Checking if the Straitjacket Fits
In: Essays in Honor of M. Hashem Pesaran: Prediction and Macro Modeling
by Adrian Pagana & Michael Wickensb - 269-306 Gaussian Rank Correlation and Regression
In: Essays in Honor of M. Hashem Pesaran: Panel Modeling, Micro Applications, and Econometric Methodology
by Dante Amengual & Enrique Sentana & Zhanyuan Tian - 291-322 An Event Study of COVID-19 Central Bank Quantitative Easing in Advanced and Emerging Economies
In: Essays in Honor of M. Hashem Pesaran: Prediction and Macro Modeling
by Alessandro Rebucci & Jonathan S. Hartley & Daniel Jiménez - 307-336 Robust Dynamic Panel Data Models Usingε-Contamination
In: Essays in Honor of M. Hashem Pesaran: Panel Modeling, Micro Applications, and Econometric Methodology
by Badi H. Baltagi & Georges Bresson & Anoop Chaturvedi & Guy Lacroix - 323-340 Government Debt, Deficits and Interest Rates 1870–2016
In: Essays in Honor of M. Hashem Pesaran: Prediction and Macro Modeling
by Ron P. Smith - 337-355 Identification-robust Inference for Endogeneity Parameters in Models with an Incomplete Reduced Form
In: Essays in Honor of M. Hashem Pesaran: Panel Modeling, Micro Applications, and Econometric Methodology
by Jean-Marie Dufour & Vinh Nguyen
2020
- 1-24 Correction for the Asymptotical Bias of the Arellano-Bond type GMM Estimation of Dynamic Panel Models
In: Essays in Honor of Cheng Hsiao
by Yonghui Zhang & Qiankun Zhou - 3-25 Identification and Estimation of Network models with Heterogeneous Interactions
In: The Econometrics of Networks
by Tiziano Arduini & Eleonora Patacchini & Edoardo Rainone - 25-72 Testing Convergence Using HAR Inference
In: Essays in Honor of Cheng Hsiao
by Jianning Kong & Peter C. B. Phillips & Donggyu Sul - 27-59 Identification Methods for Social Interactions Models with Unknown Networks
In: The Econometrics of Networks
by Hon Ho Kwok - 61-80 Snowball Sampling and Sample Selection in a Social Network
In: The Econometrics of Networks
by Julian TszKin Chan - 73-103 Model Selection for Explosive Models
In: Essays in Honor of Cheng Hsiao
by Yubo Tao & Jun Yu - 83-110 Trade Networks and the Strength of Strong Ties
In: The Econometrics of Networks
by Áureo de Paula - 105-141 A VAR Approach to Forecasting Multivariate Long Memory Processes Subject to Structural Breaks
In: Essays in Honor of Cheng Hsiao
by Cindy S. H. Wang & Shui Ki Wan - 111-142 Application and Computation of a Flexible Class of Network Formation Models
In: The Econometrics of Networks
by Seth Richards-Shubik - 143-189 Identifying Global and National Output and Fiscal Policy Shocks Using a GVAR
In: Essays in Honor of Cheng Hsiao
by Alexander Chudik & M. Hashem Pesaran & Kamiar Mohaddes - 145-174 Implementing Faustmann–Marshall–Pressler at Scale: Stochastic Dynamic Programing in Space
In: The Econometrics of Networks
by Harry J. Paarsch & John Rust - 175-204 A Spatial Panel Model of Bank Branches in Canada
In: The Econometrics of Networks
by Heng Chen & Matthew Strathearn - 191-216 The Determinants of Health Care Expenditure and Trends: A Semiparametric Panel Data Analysis of OECD Countries
In: Essays in Honor of Cheng Hsiao
by Ming Kong & Jiti Gao & Xueyan Zhao - 205-234 Full-information Bayesian Estimation of Cross-sectional Sample Selection Models
In: The Econometrics of Networks
by Sophia Ding & Peter H. Egger - 217-253 Growth Empirics: a Bayesian Semiparametric Model With Random Coefficients for a Panel of OECD Countries
In: Essays in Honor of Cheng Hsiao
by Badi H. Baltagi & Georges Bresson & Jean-Michel Etienne - 235-262 Survival Analysis of Bank Note Circulation: Fitness, Network Structure, and Machine Learning
In: The Econometrics of Networks
by Diego Rojas & Juan Estrada & Kim P. Huynh & David T. Jacho-Chávez - 255-285 Robust Estimation and Inference for Importance Sampling Estimators with Infinite Variance
In: Essays in Honor of Cheng Hsiao
by Joshua C. C. Chan & Chenghan Hou & Thomas Tao Yang - 265-292 Financial Contagion in Cross-holdings Networks: The Case of Ecuador
In: The Econometrics of Networks
by Pablo Estrada & Leonardo Sánchez-Aragón - 287-322 Econometrics of Scoring Auctions
In: Essays in Honor of Cheng Hsiao
by Jean-Jacques Laffont & Isabelle Perrigne & Michel Simioni & Quang Vuong - 293-314 Estimating Spillover Effects with Bilateral Outcomes
In: The Econometrics of Networks
by Edoardo Rainone - 315-333 Interconnectedness through the Lens of Consumer Credit Markets
In: The Econometrics of Networks
by Anson T. Y. Ho - 323-339 Bayesian Estimation of Linear Sum Assignment Problems
In: Essays in Honor of Cheng Hsiao
by Yu-Wei Hsieh & Matthew Shum - 335-368 FRM Financial Risk Meter
In: The Econometrics of Networks
by Andrija Mihoci & Michael Althof & Cathy Yi-Hsuan Chen & Wolfgang Karl Härdle - 341-357 The Mode is the Message: Using Predata as Exclusion Restrictions to Evaluate Survey Design
In: Essays in Honor of Cheng Hsiao
by Heng Chen & Geoffrey Dunbar & Q. Rallye Shen - 359-381 Estimating Peer Effects on Career Choice: A Spatial Multinomial Logit Approach
In: Essays in Honor of Cheng Hsiao
by Bolun Li & Robin Sickles & Jenny Williams - 383-411 Mortgage Portfolio Diversification in the Presence of Cross-Sectional and Spatial Dependence
In: Essays in Honor of Cheng Hsiao
by Timothy Dombrowski & R. Kelley Pace & Rajesh P. Narayanan - 413-423 An Econometrician’s Perspective on Big Data
In: Essays in Honor of Cheng Hsiao
by Cheng Hsiao - 425-430 Comments on “an Econometrician’s Perspective on Big Data” by cheng hsiao
In: Essays in Honor of Cheng Hsiao
by Thomas B. Fomby - 431-443 Comments on “An Econometrician’s Perspective on Big Data” by Cheng Hsiao
In: Essays in Honor of Cheng Hsiao
by Georges Bresson
2019
- 1-16 An Interview with Dale Poirier
In: Topics in Identification, Limited Dependent Variables, Partial Observability, Experimentation, and Flexible Modeling: Part A
by Ivan Jeliazkov & Justin L. Tobias - 1-28 A Semiparametric Stochastic Frontier Model with Correlated Effects
In: Topics in Identification, Limited Dependent Variables, Partial Observability, Experimentation, and Flexible Modeling: Part B
by Gholamreza Hajargasht & William E. Griffiths - 3-33 Can Internet Match High-quality Traditional Surveys? Comparing the Health and Retirement Study and its Online Version
In: The Econometrics of Complex Survey Data
by Marco Angrisani & Brian Finley & Arie Kapteyn - 17-40 Macroeconomic Nowcasting Using Google Probabilities☆
In: Topics in Identification, Limited Dependent Variables, Partial Observability, Experimentation, and Flexible Modeling: Part A
by Gary Koop & Luca Onorante - 29-46 A Bayesian Stochastic Frontier Model with Endogenous Regressors: An Application to the Effect of Division of Labor in Japanese Water Supply Organizations
In: Topics in Identification, Limited Dependent Variables, Partial Observability, Experimentation, and Flexible Modeling: Part B
by Eri Nakamura & Takuya Urakami & Kazuhiko Kakamu - 35-57 Effectiveness of Stratified Random Sampling for Payment Card Acceptance and Usage
In: The Econometrics of Complex Survey Data
by Christopher S. Henry & Tamás Ilyés - 41-63 Sentiment-based Overlapping Community Discovery
In: Topics in Identification, Limited Dependent Variables, Partial Observability, Experimentation, and Flexible Modeling: Part A
by Fulya Ozcan - 47-64 An Alternate Parameterization for Bayesian Nonparametric/Semiparametric Regression
In: Topics in Identification, Limited Dependent Variables, Partial Observability, Experimentation, and Flexible Modeling: Part B
by Justin L. Tobias & Joshua C. C. Chan - 61-85 Wild Bootstrap Randomization Inference for Few Treated Clusters
In: The Econometrics of Complex Survey Data
by James G. MacKinnon & Matthew D. Webb - 65-88 Variable Selection in Sparse Semiparametric Single Index Models
In: Topics in Identification, Limited Dependent Variables, Partial Observability, Experimentation, and Flexible Modeling: Part B
by Jianghao Chu & Tae-Hwy Lee & Aman Ullah - 65-90 Violence in the Second Intifada: A Demonstration of Bayesian Generative Cognitive Modeling
In: Topics in Identification, Limited Dependent Variables, Partial Observability, Experimentation, and Flexible Modeling: Part A
by Percy K. Mistry & Michael D. Lee - 87-106 Variance Estimation for Survey-Weighted Data Using Bootstrap Resampling Methods: 2013 Methods-of-Payment Survey Questionnaire
In: The Econometrics of Complex Survey Data
by Heng Chen & Q. Rallye Shen - 89-110 Fully Nonparametric Bayesian Additive Regression Trees
In: Topics in Identification, Limited Dependent Variables, Partial Observability, Experimentation, and Flexible Modeling: Part B
by Edward George & Purushottam Laud & Brent Logan & Robert McCulloch & Rodney Sparapani - 91-132 A Bayesian Model for Activation and Connectivity in Task-related fMRI Data
In: Topics in Identification, Limited Dependent Variables, Partial Observability, Experimentation, and Flexible Modeling: Part A
by Zhe Yu & Raquel Prado & Steve C. Cramer & Erin B. Quinlan & Hernando Ombao - 109-135 Model-Selection Tests for Complex Survey Samples
In: The Econometrics of Complex Survey Data
by Iraj Rahmani & Jeffrey M. Wooldridge - 111-140 Bayesian A/B Inference
In: Topics in Identification, Limited Dependent Variables, Partial Observability, Experimentation, and Flexible Modeling: Part B
by John Geweke - 133-155 Robust Estimation of ARMA Models with Near Root Cancellation
In: Topics in Identification, Limited Dependent Variables, Partial Observability, Experimentation, and Flexible Modeling: Part A
by Timothy Cogley & Richard Startz - 137-171 Inference in Conditional Moment Restriction Models When there is Selection Due to Stratification
In: The Econometrics of Complex Survey Data
by Antonio Cosma & Andreï V. Kostyrka & Gautam Tripathi - 141-156 Scalable Semiparametric Inference for the Means of Heavy-tailed Distributions
In: Topics in Identification, Limited Dependent Variables, Partial Observability, Experimentation, and Flexible Modeling: Part B
by Hedibert Freitas Lopes & Matthew Taddy & Matthew Gardner - 157-191 Estimation and Applications of Quantile Regression for Binary Longitudinal Data
In: Topics in Identification, Limited Dependent Variables, Partial Observability, Experimentation, and Flexible Modeling: Part B
by Mohammad Arshad Rahman & Angela Vossmeyer - 157-201 A Simple Efficient Moment-based Estimator for the Stochastic Volatility Model
In: Topics in Identification, Limited Dependent Variables, Partial Observability, Experimentation, and Flexible Modeling: Part A
by Md. Nazmul Ahsan & Jean-Marie Dufour - 173-208 Nonparametric Kernel Regression Using Complex Survey Data
In: The Econometrics of Complex Survey Data
by Luc Clair - 193-210 On Quantile Estimator in Volatility Model with Non-negative Error Density and Bayesian Perspective
In: Topics in Identification, Limited Dependent Variables, Partial Observability, Experimentation, and Flexible Modeling: Part B
by Debajit Dutta & Subhra Sankar Dhar & Amit Mitra - 203-227 A New Approach to Modeling Endogenous Gain Learning
In: Topics in Identification, Limited Dependent Variables, Partial Observability, Experimentation, and Flexible Modeling: Part A
by Eric Gaus & Srikanth Ramamurthy - 209-234 Nearest Neighbor Imputation for General Parameter Estimation in Survey Sampling
In: The Econometrics of Complex Survey Data
by Shu Yang & Jae Kwang Kim - 211-251 Flexible Bayesian Quantile Regression in Ordinal Models
In: Topics in Identification, Limited Dependent Variables, Partial Observability, Experimentation, and Flexible Modeling: Part B
by Mohammad Arshad Rahman & Shubham Karnawat - 229-248 How Sensitive Are VAR Forecasts to Prior Hyperparameters? An Automated Sensitivity Analysis
In: Topics in Identification, Limited Dependent Variables, Partial Observability, Experimentation, and Flexible Modeling: Part A
by Joshua C. C. Chan & Liana Jacobi & Dan Zhu - 237-258 Improving Response Quality with Planned Missing Data: An Application to a Survey of Banks
In: The Econometrics of Complex Survey Data
by Geoffrey R. Gerdes & Xuemei Liu - 249-274 Stein-like Shrinkage Estimation of Panel Data Models with Common Correlated Effects
In: Topics in Identification, Limited Dependent Variables, Partial Observability, Experimentation, and Flexible Modeling: Part A
by Bai Huang & Tae-Hwy Lee & Aman Ullah - 253-253 A Reaction
In: Topics in Identification, Limited Dependent Variables, Partial Observability, Experimentation, and Flexible Modeling: Part B
by Dale J. Poirier - 259-286 Does Selective Crime Reporting Influence Our Ability to Detect Racial Discrimination in the Nypd’s Stop-and-Frisk Program?
In: The Econometrics of Complex Survey Data
by Steven F. Lehrer & Louis-Pierre Lepage - 275-292 Predictive Testing for Granger Causality via Posterior Simulation and Cross-validation
In: Topics in Identification, Limited Dependent Variables, Partial Observability, Experimentation, and Flexible Modeling: Part A
by Gary J. Cornwall & Jeffrey A. Mills & Beau A. Sauley & Huibin Weng - 287-314 Survey Evidence on Black Market Liquor in Colombia
In: The Econometrics of Complex Survey Data
by Gustavo J. Canavire-Bacarreza & Alexander L. Lundberg & Alejandra Montoya-Agudelo - 293-318 New Evidence on the Effect of Compulsory Schooling Laws☆
In: Topics in Identification, Limited Dependent Variables, Partial Observability, Experimentation, and Flexible Modeling: Part A
by Theodore F. Figinski & Alicia Lloro & Phillip Li
2017
- 1-28 On Interpreting the Regression Discontinuity Design as a Local Experiment
In: Regression Discontinuity Designs
by Jasjeet S. Sekhon & Rocío Titiunik - 29-72 Identification and Estimation Using a Density Discontinuity Approach
In: Regression Discontinuity Designs
by Hugo Jales & Zhengfei Yu - 73-146 The Deterrence Effect of Prison: Dynamic Theory and Evidence
In: Regression Discontinuity Designs
by David S. Lee & Justin McCrary - 147-194 An Overview of Geographically Discontinuous Treatment Assignments with an Application to Children’s Health Insurance☆
In: Regression Discontinuity Designs
by Luke Keele & Scott Lorch & Molly Passarella & Dylan Small & Rocío Titiunik - 195-236 External and Internal Validity of a Geographic Quasi-Experiment Embedded in a Cluster-Randomized Experiment
In: Regression Discontinuity Designs
by Sebastian Galiani & Patrick J. McEwan & Brian Quistorff - 237-279 The Comparative Regression Discontinuity (CRD) Design: An Overview and Demonstration of its Performance Relative to Basic RD and the Randomized Experiment
In: Regression Discontinuity Designs
by Yang Tang & Thomas D. Cook & Yasemin Kisbu-Sakarya & Heinrich Hock & Hanley Chiang - 281-315 Party Bias in Union Representation Elections: Testing for Manipulation in the Regression Discontinuity Design when the Running Variable is Discrete
In: Regression Discontinuity Designs
by Brigham R. Frandsen - 317-339 Testing Stability of Regression Discontinuity Models
In: Regression Discontinuity Designs
by Giovanni Cerulli & Yingying Dong & Arthur Lewbel & Alexander Poulsen - 341-382 Regression Kink Design: Theory and Practice
In: Regression Discontinuity Designs
by David Card & David S. Lee & Zhuan Pei & Andrea Weber - 383-420 Regression Discontinuity Designs with Clustered Data
In: Regression Discontinuity Designs
by Otávio Bartalotti & Quentin Brummet - 421-453 Bootstrap Confidence Intervals for Sharp Regression Discontinuity Designs
In: Regression Discontinuity Designs
by Otávio Bartalotti & Gray Calhoun & Yang He - 455-502 The Devil is in the Tails: Regression Discontinuity Design with Measurement Error in the Assignment Variable
In: Regression Discontinuity Designs
by Zhuan Pei & Yi Shen
2016
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In: Spatial Econometrics: Qualitative and Limited Dependent Variables
by R. Kelley Pace & James P. LeSage - 3-41 An Overview of the Factor-augmented Error-Correction Model
In: Dynamic Factor Models
by Anindya Banerjee & Massimiliano Marcellino & Igor Masten - 3-43 A Selective Review of Aman Ullah’s Contributions to Econometrics
In: Essays in Honor of Aman Ullah
by Bao Yong & Fan Yanqin & Su Liangjun & Zinde-Walsh Victoria - 35-77 Likelihood Evaluation of High-Dimensional Spatial Latent Gaussian Models with Non-Gaussian Response Variables
In: Spatial Econometrics: Qualitative and Limited Dependent Variables
by Roman Liesenfeld & Jean-François Richard & Jan Vogler - 43-73 Estimation of VAR Systems from Mixed-Frequency Data: The Stock and the Flow Case
In: Dynamic Factor Models
by Lukas Koelbl & Alexander Braumann & Elisabeth Felsenstein & Manfred Deistler - 47-65 Semiparametric Estimation of Partially Linear Varying Coefficient Panel Data Models
In: Essays in Honor of Aman Ullah
by An Yonghong & Hsiao Cheng & Li Dong - 67-84 Testing for Spatial Lag and Spatial Error Dependence in a Fixed Effects Panel Data Model Using Double Length Artificial Regressions
In: Essays in Honor of man Ullah
by H. Baltagi Badi & Liu Long - 75-125 Modeling Yields at the Zero Lower Bound: Are Shadow Rates the Solution?
In: Dynamic Factor Models
by Jens H. E. Christensen & Glenn D. Rudebusch - 81-118 The Impact of Storms on Firm Survival: A Bayesian Spatial Econometric Model for Firm Survival
In: Spatial Econometrics: Qualitative and Limited Dependent Variables
by Mihaela Craioveanu & Dek Terrell - 85-135 Long-Run Effects in Large Heterogeneous Panel Data Models with Cross-Sectionally Correlated Errors
In: Essays in Honor of man Ullah
by Alexander Chudik & Kamiar Mohaddes & M. Hashem Pesaran & Mehdi Raissi - 119-144 Bayesian Spatial Bivariate Panel Probit Estimation
In: Spatial Econometrics: Qualitative and Limited Dependent Variables
by Badi H. Baltagi & Peter H. Egger & Michaela Kesina - 127-174 Dynamic Factor Models for the Volatility Surface☆
In: Dynamic Factor Models
by Michel van der Wel & Sait R. Ozturk & Dick van Dijk - 137-204 Semiparametric Estimation of Partially Linear Dynamic Panel Data Models with Fixed Effects
In: Essays in Honor of Aman Ullah
by Liangjun Su & Yonghui Zhang - 145-166 Estimating Binary Spatial Autoregressive Models for Rare Events
In: Spatial Econometrics: Qualitative and Limited Dependent Variables
by Raffaella Calabrese & Johan A. Elkink - 167-193 A Multivariate Spatial Analysis for Anticipating New Firm Counts
In: Spatial Econometrics: Qualitative and Limited Dependent Variables
by Yiyi Wang & Kara M. Kockelman & Paul Damien - 177-214 Analyzing International Business and Financial Cycles using Multi-Level Factor Models: A Comparison of Alternative Approaches
In: Dynamic Factor Models
by Breitung Jörg & Eickmeier Sandra - 195-219 A Multivariate Spatial-Time of Day Analysis of Truck Crash Frequency across Neighborhoods in New York City
In: Spatial Econometrics: Qualitative and Limited Dependent Variables
by Wei Zou & Xiaokun Wang & Yiyi Wang - 207-244 Finite-Sample Bias of the Conditional Gaussian Maximum Likelihood Estimator in ARMA Models
In: Essays in Honor of Aman Ullah
by Yong Bao - 215-282 Fast ML Estimation of Dynamic Bifactor Models: An Application to European Inflation
In: Dynamic Factor Models
by Gabriele Fiorentini & Alessandro Galesi & Enrique Sentana - 223-258 Group Interaction in Research and the Use of General Nesting Spatial Models
In: Spatial Econometrics: Qualitative and Limited Dependent Variables
by Peter Burridge & J. Paul Elhorst & Katarina Zigova - 245-273 Finite Sample BIAS Corrected IV Estimation for Weak and Many Instruments
In: Essays in Honor of Aman Ullah
by Matthew Harding & Jerry Hausman & Christopher J. Palmer - 259-294 How to Measure Spillover Effects of Public Capital Stock: A Spatial Autoregressive Stochastic Frontier Model
In: Spatial Econometrics: Qualitative and Limited Dependent Variables
by Jaepil Han & Deockhyun Ryu & Robin Sickles - 277-314 On the Construction of Prior Information – An Info-Metrics Approach
In: Essays in Honor of Aman Ullah
by Amos Golan & Robin L. Lumsdaine - 283-316 Country Shocks, Monetary Policy Expectations and ECB Decisions. A Dynamic Non-linear Approach
In: Dynamic Factor Models
by Maximo Camacho & Danilo Leiva-Leon & Gabriel Perez-Quiros - 297-342 Local Marginal Analysis of Spatial Data: A Gaussian Process Regression Approach with Bayesian Model and Kernel Averaging
In: Spatial Econometrics: Qualitative and Limited Dependent Variables
by Jacob Dearmon & Tony E. Smith - 315-348 The Wage Premium of Naturalized Citizenship
In: Essays in Honor of Aman Ullah
by Esfandiar Maasoumi & Yifeng Zhu - 317-360 Modelling Financial Markets Comovements during Crises: A Dynamic Multi-Factor Approach
In: Dynamic Factor Models
by Martin Belvisi & Riccardo Pianeti & Giovanni Urga - 343-386 City and Industry Network Impacts on Innovation by Chinese Manufacturing Firms: A Hierarchical Spatial-Interindustry Model
In: Spatial Econometrics: Qualitative and Limited Dependent Variables
by Yuxue Sheng & James P. LeSage - 349-385 Causality and Markovianity: Information Theoretic Measures
In: Essays in Honor of Aman Ullah
by Eric Renault & Daniela Scidá - 361-400 Specification and Estimation of Bayesian Dynamic Factor Models: A Monte Carlo Analysis with an Application to Global House Price Comovement
In: Dynamic Factor Models
by Laura E. Jackson & M. Ayhan Kose & Christopher Otrok & Michael T. Owyang - 389-415 A Likelihood-Free Reverse Sampler of the Posterior Distribution
In: Essays in Honor of Aman Ullah
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In: Dynamic Factor Models
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In: Essays in Honor of Aman Ullah
by Ai Han & Yongmiao Hong & Shouyang Wang & Xin Yun - 437-479 Regularized Estimation of Structural Instability in Factor Models: The US Macroeconomy and the Great Moderation
In: Dynamic Factor Models
by Laurent Callot & Johannes Tang Kristensen - 461-486 Inference in Near-Singular Regression
In: Essays in Honor of Aman Ullah
by Peter C. B. Phillips - 481-538 Dating Business Cycle Turning Points for the French Economy: An MS-DFM approach
In: Dynamic Factor Models
by Catherine Doz & Anna Petronevich - 489-537 Multivariate Local Polynomial Estimators: Uniform Boundary Properties and Asymptotic Linear Representation
In: Essays in Honor of Aman Ullah
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In: Essays in Honor of Aman Ullah
by Daniel J. Henderson & Christopher F. Parmeter - 539-565 Common Faith or Parting Ways? A Time Varying Parameters Factor Analysis of Euro-Area Inflation
In: Dynamic Factor Models
by Davide Delle Monache & Ivan Petrella & Fabrizio Venditti - 561-589 Smoothness: Bias and Efficiency of Nonparametric Kernel Estimators
In: Essays in Honor of Aman Ullah
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