Advances in Econometrics, Volume 40: Topics in Identification, Limited Dependent Variables, Partial Observability, Experimentation, and Flexible Modeling

Part A

DOI 10.1108/S0731-9053201940A Publication date 2019-08-30 Series copyright holder: Emerald Publishing Limited ISBN 978-1-78973-242-9 eISBN 978-1-78973-241-2 Book series ISSN 0731-9053

• An Interview with Dale Poirier, Ivan Jeliazkov, Justin L. Tobias.
• Macroeconomic Nowcasting Using Google Probabilities, Gary Koop, Luca Onorante
• Sentiment-based Overlapping Community Discovery, Fulya Ozcan
• Violence in the Second Intifada: A Demonstration of Bayesian Generative Cognitive Modeling, Percy K. Mistry, Michael D. Lee.
• A Bayesian Model for Activation and Connectivity in Task-related fMRI Data, Zhe Yu, Raquel Prado, Steve C. Cramer, Erin B. Quinlan, Hernando Ombao
• Robust Estimation of ARMA Models with Near Root Cancellation, Timothy Cogley Startz
• A Simple Efficient Moment-based Estimator for the Stochastic Volatility Model, Md. Nazmul Ahsan, Jean-Marie Dufour.
• A New Approach to Modeling Endogenous Gain Learning, Eric Gaus, Srikanth Ramamurthy.
• How Sensitive Are VAR Forecasts to Prior Hyperparameters? An Automated Sensitivity Analysis, Joshua C. C. Chan, Liana Jacobi, Dan Zhu.
• Stein-like Shrinkage Estimation of Panel Data Models with Common Correlated Effects, Bai Huang, Tae-Hwy Lee, Aman Ullah.
• Predictive Testing for Granger Causality via Posterior Simulation and Cross-validation, Gary J. Cornwall, Jeffrey A. Mills, Beau A. Sauley Huibin Weng.
• New Evidence on the Effect of Compulsory Schooling Laws, Theodore F. Figinski, Alicia Lloro, Phillip Li.

Part B

DOI 10.1108/S0731-9053201940B Publication date 2019-10-18 Series copyright holder: Emerald Publishing Limited ISBN 978-1-83867-420-5 eISBN 978-1-83867-419-9 Book series ISSN 0731-9053

• A Semiparametric Stochastic Frontier Model with Correlated Effects, Gholamreza Hajargasht, William E. Griffiths.
• A Bayesian Stochastic Frontier Model with Endogenous Regressors: An Application to the Effect of Division of Labor in Japanese Water Supply Organizations, Eri Nakamura, Takuya Urakami, Kazuhiko Kakamu.
• An Alternate Parameterization for Bayesian Nonparametric/Semiparametric Regression, Justin L. Tobias, Joshua C. C. Chan.
• Variable Selection in Sparse Semiparametric Single Index Models, Jianghao Chu, Tae-Hwy Lee, Aman Ullah.
• Fully Nonparametric Bayesian Additive Regression Trees, Edward George, Purushottam Laud, Brent Logan, Robert McCulloch, Rodney Sparapani
• Bayesian A/B Inference, John Geweke.
• Scalable Semiparametric Inference for the Means of Heavy-tailed Distributions,Hedibert Freitas Lopes, Matthew Taddy, Matthew Gardner.
• Estimation and Applications of Quantile Regression for Binary Longitudinal Data, Mohammad Arshad Rahman, Angela Vossmeyer.
• On Quantile Estimator in Volatility Model with Non-negative Error Density and Bayesian Perspective, Debajit Dutta, Subhra Sankar Dhar, Amit Mitra.
• Flexible Bayesian Quantile Regression in Ordinal Models, Mohammad Arshad Rahman, Shubham Karnawat.