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Essays in Honor of Cheng Hsiao (Advances in Econometrics, 41) free ebook download

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Mathematics

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Author(s):	Dek Terrell

Date:	2021	Format:	epub	Language:	English	ISBN/ASIN:	1789739586
Pages:	472	OCR:		Quality:		ISBN13:
Uploader:	alex21s	Upload Date:	9/7/2023 10:26:43 AM

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Including contributions spanning a variety of theoretical and applied topics in econometrics, this volume of Advances in Econometrics is published in honour of Cheng Hsiao. In the first few chapters of this book, new theoretical panel and time series results are presented, exploring JIVE estimators, HAC, HAR and various sandwich estimators, as well as asymptotic distributions for using information criteria to distinguish between the unit root model and explosive models. Other chapters address topics such as structural breaks or growth empirics  auction models  and semiparametric methods testing for common vs. individual trends. Three chapters provide novel empirical approaches to applied problems, such as estimating the impact of survey mode on responses, or investigating how cross-sectional and spatial dependence of mortgages varies by default rates and geography. In the final chapters, Cheng Hsiao offers a forward-focused discussion of the role of big data in economics. For any researcher of econometrics, this is an unmissable volume of the most current and engaging research in the field.
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Essays in Honor of Cheng Hsiao (Advances in Econometrics, 41) free ebook download

Category: Mathematics

Description: Click to see full description

Category:
Mathematics