Advances in Econometrics, Volume 30: 30th Anniversary Issue

Editors: Daniel L. Millimet (SMU), Dek Terrell (LSU)

DOI 10.1108/S0731-9053(2012)30 Series copyright holder: Emerald Publishing Limited ISBN 978-1-78190-309-4 eISBN 978-1-78190-310-0 Book series ISSN 0731-9053

• Introduction, Dek Terrell and Daniel Millimet.
• A History of Advances in Econometrics, Randalll C. Campbell and Asli Ogunc.
• Bayesian Unit Root Testing: The Effect of Choice of Prior on Test Outcomes, Charley Xia and William Griffiths.
• Inverse Test Confidence Intervals for Turning-points: A Demonstration with Higher Order Polynomials, Jeanette Lye and Joseph Hirschberg.
• Serial Correlation Robust LM Type Tests for a Shift in Trend, Jingjing Yang and Timothy Vogelsang.
• Consistent Testing for Structural Change at the Ends of the Sample, Michael W. McCracken.
• Stein-Rule Estimation and Generalized Shrinkage Methods for Forecasting Using Many Predictors, Eric Hillebrand and Tae-Hwy Lee.
• On the Estimation and Testing of Fixed Effects Panel Data Models with Weak Instruments, Badi Baltagi, Chihwa Kao, and Long Liu.
• A Risk Superior Semiparametric Estimator for Overidentified Linear Models, George Judge and Ron Mittelhammer.
• Spatial Dependence in Regressors and its Effect on Performance of Likelihood-based and Instrumental Variable Estimators, Kelley Pace, James LeSage, and Shuang Zhu.
• Sectoral Effects of Aggregate Shocks, Nathan Balke.
• Cyclical Co-movement between Output, the Price Level, and the Inflation Rate, Joseph Haslag and Yu-Chin Hsu.
• Money-Income Granger-Causality in Quantiles, Tae-Hwy Lee and Weiping Yang.
• Copula-GARCH Time-Varying Tail Dependence, Jiaqi Chen and Jeffery Gunther.
• Monte Carlo Experiments Using Stata: A Primer with Examples, Lee Adkins and Mary Gade.

Emerald Literati Outstanding Author Contribution Award: A Risk Superior Semiparametric Estimator for Overidentified Linear Modes, George Judge and Ron Mittelhammer.