MARC details
| 000 -LEADER |
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04814nam a2200469Ii 4500 |
| 001 - CONTROL NUMBER |
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| control field |
9781789739596 |
| 003 - CONTROL NUMBER IDENTIFIER |
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| control field |
UtOrBLW |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
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| control field |
20210303084753.0 |
| 006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS |
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m o d |
| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION |
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cr un||||||||| |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
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| fixed length control field |
200416t20202020enk ob 011 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
9781789739596 |
| 040 ## - CATALOGING SOURCE |
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| Original cataloging agency |
UtOrBLW |
| Language of cataloging |
eng |
| Description conventions |
rda |
| Transcribing agency |
UtOrBLW |
| 050 #4 - LIBRARY OF CONGRESS CALL NUMBER |
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| Classification number |
HB139 |
| Item number |
.E87 2020 |
| 072 #7 - SUBJECT CATEGORY CODE |
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| Subject category code |
BUS021000 |
| Source |
bisacsh |
| 072 #7 - SUBJECT CATEGORY CODE |
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| Subject category code |
KCH |
| Source |
bicssc |
| 080 ## - UNIVERSAL DECIMAL CLASSIFICATION NUMBER |
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| Universal Decimal Classification number |
330.4 |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER |
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| Classification number |
330.015195 |
| Edition number |
23 |
| 245 00 - TITLE STATEMENT |
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| Title |
Essays in honor of Cheng Hsiao / |
| Statement of responsibility, etc. |
edited by Dek Terrell (Louisiana State University, USA), Tong Li (Vanderbilt University, USA) and M. Hashem Pesaran (University of Southern California, USA). |
| 264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE |
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| Name of producer, publisher, distributor, manufacturer |
Emerald Publishing Limited, |
| 300 ## - PHYSICAL DESCRIPTION |
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| Extent |
1 online resource (472 pages) ; |
| Dimensions |
cm. |
| 490 1# - SERIES STATEMENT |
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| Series statement |
Advances in econometrics ; |
| Volume/sequential designation |
41 |
| 500 ## - GENERAL NOTE |
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| General note |
Includes index. |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
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| Bibliography, etc. note |
Includes bibliographical references. |
| 505 0# - FORMATTED CONTENTS NOTE |
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| Formatted contents note |
Introduction / Dek Terrell, Tong Li and M. Hashem Pesaran -- Chapter 1: Correction for the asymptotical bias of the Arellano-Bond type GMM estimation of dynamic panel models / Yonghui Zhang and Qiankun Zhou -- Chapter 2: Testing convergence using HAR inference / Peter Phillips, Jianning Kong and Donggyu Sul -- Chapter 3: Bayesian estimation of linear sum assignment problems / Yubo Tao and Jun Yu -- Chapter 4: A VAR approach to forecasting multivariate long memory processes subject to structural breaks / Cindy S.H. Wang and Shui Ki Wan -- Chapter 5: identifying global and national output and fiscal policy shocks using a GVAR / Alexander Chudik, M. Hashem Pesaran and Kamiar Mohaddes -- Chapter 6: The determinents of health care expenditure and trends: a semiparametric panal data analysis of OECD countries / Ming Kong, Jiti Gao and Xueyan Zhao -- Chapter 7: Growth empirics: a Bayesian semiparametric model with random coefficients for a panel of OECD Countries / Badi H. Baltagi, Georges Bresson and Jean-Michel Etienne -- Chapter 8: Robust estimation and inference for importance sampling estimators with infinite variance / Joshua Chan, Chenghan Hou and Thomas Tao Yang -- Chapter 9: Econometrics of scoring auctions / Jean-Jacques Laffont, Isabelle Perrigne, Michel Simioni, and Quang Vuong -- Chapter 10: Bayesian estimation of linear sum assignment problems / Yu-Wei Hsieh and Matthew Shum -- Chapter 11: The mode is the message: using predata as exclusion restrictions to evaluate survey design / Heng Chen, Geoffrey Dunbar, and Q. Rallye Shen -- Chapter 12: Estimating peer effects on career choice: a spatial multinomial logit approach / Bolun Li, Robin Sickles and Jenny Williams -- Chapter 13: Mortgage portfolio diversification in the presence of cross-sectional and spatial dependence / Timothy Dombrowski, R. Kelley Pace and Rajesh Narayanan -- Chapter 14: An econometrician's perspective on big data / Cheng Hsiao Hsiao -- Chapter 15: Comments on 'an econometrician's perspective on big data' / Thomas Fomby -- Chapter 16: Comments on 'An Econometrician's Perspective on Big Data' by Cheng Hsiao / Georges Bresson. |
| 520 ## - SUMMARY, ETC. |
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| Summary, etc. |
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. |
| 588 0# - SOURCE OF DESCRIPTION NOTE |
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| Source of description note |
Print version record. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name entry element |
Econometrics. |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Business & Economics |
| General subdivision |
Econometrics. |
| Source of heading or term |
bisacsh |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Econometrics. |
| Source of heading or term |
bicssc |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Terrell, Dek, |
| Relator term |
editor. |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Li, Tong, |
| Relator term |
editor. |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Pesaran, M. Hashem, |
| Relator term |
editor. |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Hsiao, Cheng, |
| Relator term |
honoree. |
| 776 ## - ADDITIONAL PHYSICAL FORM ENTRY |
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| International Standard Book Number |
9781789739589 |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE |
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| Uniform title |
Advances in econometrics ; |
| Volume/sequential designation |
v. 41. |
| 856 40 - ELECTRONIC LOCATION AND ACCESS |
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| Uniform Resource Identifier |
<a href="https://doi.org/10.1108/s0731-9053202041">https://doi.org/10.1108/s0731-9053202041</a> |
