Advances in Econometrics, Volume 36: Essays in Honor of Aman Ullah

DOI 10.1108/S0731-9053201636 Publication date 2016-06-23 Series copyright holder: Emerald Publishing Limited ISBN 978-1-78560-787-5 eISBN 978-1-78560-786-8 Book series ISSN 0731-9053

• A Selective Review of Aman Ullah's Contributions to Econometrics, Yong Bao, Yanqin Fan, Liangjun Su, Victoria Zinde-Walsh.

• Semiparametric Estimation of Partially Linear Varying Coefficient Panel Data Models, An Yonghong, Hsiao Cheng, Li Dong.
• Testing for Spatial Lag and Spatial Error Dependence in a Fixed Effects Panel Data Model Using Double Length Artificial Regressions, Badi H. Baltagi, Liu Long.
• Long-Run Effects in Large Heterogeneous Panel Data Models with Cross-Sectionally Correlated Errors, Alexander Chudik, Kamiar Mohaddes, M. Hashem Pesaran, Mehdi Raissi.
• Semiparametric Estimation of Partially Linear Dynamic Panel Data Models with Fixed Effects, Liangjun Su, Yonghui Zhang.

• Finite-Sample Bias of the Conditional Gaussian Maximum Likelihood Estimator in ARMA Models, Yong Bao.
• Finite Sample BIAS Corrected IV Estimation for Weak and Many Instruments, Matthew Harding, Jerry Hausman, Christopher J.Palmer.

• On the Construction of Prior Information: An Info-Metrics Approach, Amos Golan, Robin L. Lumsdaine.
• The Wage Premium of Naturalized Citizenship, Esfandiar Maasoumi, Yifeng Zhu.
• Causality and Markovianity: Information Theoretic Measures, Eric Renault, Daniela Scidá.

• A Likelihood-Free Reverse Sampler of the Posterior Distribution, Jean-Jacques Forneron, Serena Ng.
• A Vector Autoregressive Moving Average Model for Interval-Valued Time Series Data, Ai Han, Yongmiao Hong, Shouyang Wang, Xin Yun.
• Inference in Near-Singular Regression, Peter C. B. Phillips.

• Multivariate Local Polynomial Estimators: Uniform Boundary Properties and Asymptotic Linear Representation, Yangin Fan, Emmanuel Guerre.
• Model Averaging Over Nonparametric Estimators, Daniel J. Henderson, Christopher F. Parmeter.
• Smoothness: Bias and Efficiency of Nonparametric Kernel Estimators, Yulia Kotlyarova, Marcia M. A. Schafgans, Victoria Zinde-Walsh.
• A Class of Nonparametric Density Derivative Estimators Based on Global Lipschitz Conditions, Kairat Mynbaev, Carlos Martins-Filho, Aziza Aipenova.
• Local Polynomial Derivative Estimation: Analytic or Taylor?, Jeffrey S. Racine.
• A Simple Consistent Nonparametric Estimator of the Lorenz Curve, Yu Yvette Zhang, Ximing Wu, Qi Li.