Advances in Econometrics, Volume 29: Essays in Honor of Jerry Hausman

Editors: Badi Baltagi (Syracuse U), R. Carter Hill (LSU), Whitney Newey (MIT), Halbert L. White (UCSD)

DOI 10.1108/S0731-9053(2012)29 Series copyright holder: Emerald Publishing Limited ISBN 978-1-78190-307-0 eISBN 978-1-78190-308-7 Book series ISSN 0731-9053

• The Genesis of the Hausman Specification Test, Jerry A. Hausman.
• Introduction, Badi H. Baltagi, R. Carter Hill, Whitney K. Newey, and Halbert L. White.
• The Diffusion of Hausman's Econometric Ideas, Hector O. Zapata and Cristina M. Caminita.
• Combining Two Consistent Estimators, John C. Chao, Jerry A. Hausman, Whitney K. Newey, Norman R. Swanson, and Tiemen Woutersen.
• A Minimum Mean Squared Error Semiparametric Combining Estimator, George Judge and Ron Mittelhammer.
• An Expository Note on the Existence of Moments of Fuller and HFUL Estimators, John C. Chao, Jerry A. Hausman, Whitney K. Newey, Norman R. Swanson, and Tiemen Woutersen.
• Overcoming the Many Weak Instrument Problem Using Normalized Principal Components, Nicky Grant.
• Errors-in-Variables and the Wavelet Multiresoultion Approximation Approach: A Monte Carlo Study, Marco Gallegati and James B. Ramsey.
• A Robust Hausman-Taylor Estimator, Badi H. Baltagi and Georges Bresson.
• Small Sample Properties and Pretest Estimation of a Spatial Hausman-Taylor Model, Badi H. Baltagi, Peter H. Egger, and Michaela Kesina.
• Quantile Regression Estimation of Panel Duration Models with Censored Data, Matthew Harding and Carlos Lamarche.
• Labor Allocation in a Householdand its Impact on Production Efficiency: A Comparison of Panel Modeling Approaches, Hilde Marte Bjornsen and Ashok K. Mishra.
• Using Panel Data to Examine Racial and Gender Differences in Debt Burdens, Michael D.S. Morris.
• Sovereign Bond Spread Drivers in the EU Market in the Aftermath of the Global Financial Crisis, Iuliana Matei and Angela Cheptea.
• Conditional Independence Specification Testing for Dependent Processes with Local Polynomial Quantile Regression, Liangjun Su and Halbert L. White.
• Extending the Hausman Test to Check for the Presence of Outliers, Catherine Dehon, Marjorie Gassner, and Vincenzo Verardi.
• A Simple Test for Identification in GMM Under Conditional Moment Restrictions, Francesco Bravo, Juan Carlos Escanciano, and Taisuke Otsu.
• Fixed vs Random: The Hausman Test Four Decades Later, Shahram Amini, Michael S. Delgado, Daniel J. Henderson, and Christopher F. Parmeter.
• The Hausman Test, and Some Alternatives, with Heteroskedastic Data, Lee C. Adkins, Randall C. Campbell, Viera Chmelarova, and R. Carter Hill.
• A Hausman Test for Spatial Regression Model, Monalisa Sen, Anil K. Bera, and Yu-Hsien Kao.

Emerald Literati Outstanding Author Contribution Award: Quantile Regression Estimation of Panel Duration Models with Censored Data, Matthew Harding and Carlos Lamarche.