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The 30th Volume of Advances in Econometrics is in honor of the two individuals whose hard work has helped ensure thirty successful years of the series, Thomas Fomby and R. Carter Hill. This volume began with a history of the Advances series by Asli Ogunc and Randall Campbell summarizing the prior volumes. Tom Fomby and Carter Hill both provide discussions of the role of Advances over the years. The remaining articles include contributions by a number of authors who have played key roles in the series over the years and in the careers of Fomby and Hill. Overall, this leads to a more diverse mix of papers than a typical volume of Advances in Econometrics.
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About the Author:
Dek Terrell - Louisiana State University, Baton Rouge, USA
Daniel Millimet - Southern Methodist University, USA
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Daniel Millimet - Southern Methodist University, USA
Terrell (economics, Louisiana State U., Baton Rouge) and Millimet (economics, Southern Methodist U.) compile 14 articles on econometrics topics, specifically model specification and testing, instrumental variables, applied macroeconometrics, and simulation. Contributed by economists and others from the US, Australia, and Denmark, the articles discuss the history of the Advances in Econometrics series, its role, and topics such as Stein-rule estimation, weak instruments in a panel data context, the role of weak instruments in spatial models, testing for trend breaks, Bayesian unit root tests, time-varying tail dependence using Copula-GARCH (generalized autoregressive conditional heteroscedastic) models, sectoral effects of aggregate shocks, co-movements between output, prices, and inflation, and Monte Carlo experiments using Stata. There is no index. Distributed in North America by Turpin Distribution. --Book News Inc. Portland, OR
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- PublisherEmerald Publishing Limited
- Publication date2012
- ISBN 10 1781903093
- ISBN 13 9781781903094
- BindingHardcover
- Number of pages458
- EditorDek Terrell, Daniel Millimet
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