Recent advances and future directions in causality, prediction, and specification analysis essays in honor of Halbert L. White Jr
This book is a collection of articles that present the most recent cutting edge results on specification and estimation of economic models written by a number of the world’s foremost leaders in the fields of theoretical and methodological econometrics. Recent advances in asymptotic approximation the...
| Otros Autores: | , |
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| Formato: | Libro electrónico |
| Idioma: | Inglés |
| Publicado: |
New York :
Springer
2012, c2013.
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| Materias: | |
| Ver en Biblioteca Universitat Ramon Llull: | https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009457827106719 |
Tabla de Contenidos:
- Improving U.S. GDP measurement : a forecast combination perspective / S. Boragan Aruoba ... [et al.]
- Identification without exogeneity under equiconfounding in linear recursive structural systems / Karim Chalak
- Optimizing robust conditional moment tests : an estimating function approach / Yi-Ting Chen and Chung-Ming Kuan
- Asymptotic properties of penalized M estimators with time series observations / Xiaohong Chen and Zhipeng Liao
- A survey of recent advances in forecast accuracy comparison testing, with an extension to stochastic dominance / Valentina Corradi and Norman R. Swanson
- New directions in information matrix testing : eigenspectrum tests / Richard M. Golden ... [et al.]
- Bayesian analysis and model selection of GARCH models with additive jumps / Christian Haefke and Leopold Sogner
- Hal White : time at MIT and early days of research / Jerry Hausman
- Open-model forecast-error taxonomies / David F. Hendry and Grayham E. Mizon
- Heavy-tail and plug-in robust consistent conditional moment tests of functional form / Jonathan B. Hill
- Nonparametric identification in dynamic nonseparable panel data models / Stefan Hoderlein and Halbert White
- Consistent model selection : over rolling windows / Atsushi Inoue, Barbara Rossi and Lu Jin
- Estimating misspecified moment inequality models / Hiroaki Kaido and Halbert White
- Model adequacy checks for discrete choice dynamic models / Igor Kheifets and Carlos Velasco
- On long-run covariance matrix estimation with the truncated flat kernel / Chang-Ching Lin and Shinichi Sataka
- Predictability and specification in models of exchange rate determination / Esfandiar Maasoumi and Levent Bulut
- Thirty years of heteroskedsticity-robust inference / James G. MacKinnon
- Smooth constrained frontier analysis / Christopher F. Parmeter and Jeffrey S. Racine
- No VaS transformations : flexible inference for volatility forecasting / Dimitris N. Politis and Dimitrios D. Thomakos
- Regression efficacy and the curse of dimensionality / Maxwell B. Stinchcombe and David M. Drukker.
