Essays in honor of Jerry Hausman

Author(s)

    • Baltagi, Badi H.

Bibliographic Information

Essays in honor of Jerry Hausman

edited by Badi H. Baltagi ... [et al.]

(Advances in econometrics : a research annual / editors, R.L. Basmann, George F. Rhodes, Jr, v. 29)(Emerald books)

Emerald, 2012

Available at  / 21 libraries

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Note

Includes bibliographical references

Description and Table of Contents

Description

The 'Advances in Econometrics' series aims to publish annual original scholarly econometrics papers on designated topics with the intention of expanding the use of developed and emerging econometric techniques by disseminating ideas on the theory and practice of econometrics throughout the empirical economic, business and social science literature.

Table of Contents

List of Contributors. The Genesis of the Hausman Specification Test. Introduction. The Diffusion of Hausman's Econometric Ideas. Combining Two Consistent Estimators. A Minimum Mean Squared Error Semiparametric Combining Estimator. An Expository Note on the Existence of Moments of Fuller and HFUL Estimators. Overcoming the Many Weak Instrument Problem Using Normalized Principal Components. Errors-in-Variables and the Wavelet Multiresolution Approximation Approach: A Monte Carlo Study. A Robust Hausman-Taylor Estimator. Small Sample Properties and Pretest Estimation of a Spatial Hausman-Taylor Model. Quantile Regression Estimation of Panel Duration Models with Censored Data. Labor Allocation in a Household and its Impact on Production Efficiency: A Comparison of Panel Modeling Approaches. Using Panel Data to Examine Racial and Gender Differences in Debt Burdens. Sovereign Bond Spread Drivers in the EU Market in the Aftermath of the Global Financial Crisis. Conditional Independence Specification Testing for Dependent Processes with Local Polynomial Quantile Regression. Extending the Hausman Test to Check for the Presence of Outliers. A Simple Test for Identification in GMM under Conditional Moment Restrictions. Fixed vs Random: The Hausman Test Four Decades Later. The Hausman Test, and Some Alternatives, with Heteroskedastic Data. A Hausman Test for Spatial Regression Model. Essays in Honor of Jerry Hausman. Advances in Econometrics. Advances in Econometrics. Copyright page.

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Details

  • NCID
    BB11437089
  • ISBN
    • 9781781903070
  • Country Code
    uk
  • Title Language Code
    eng
  • Text Language Code
    eng
  • Place of Publication
    Bingley
  • Pages/Volumes
    xv, 559 p.
  • Size
    24 cm
  • Classification
  • Subject Headings
  • Parent Bibliography ID
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