Advances in Econometrics, Volume 41: Essays in Honor of Cheng Hsiao

DOI 10.1108/S0731-9053202041 Publication date 2020-04-15 Series copyright holder: Emerald Publishing Limited ISBN 978-1-78973-958-9 eISBN 978-1-78973-957-2 Book series ISSN 0731-9053

• Introduction, Dek Terrell, Tong Li and M. Hashem Pesaran
• Correction for the Asymptotical Bias of the Arellano-Bond Type GMM Estimation of Dynamic Panel Models, Yonghui Zhang and Qiankun Zhou
• Testing Convergence Using HAR Inference,Jianning Kong, Peter C. B. Phillips and Donggyu Sul
• Model Selection for Explosive Models, Yubo Tao and Jun Yu
• A VAR Approach to Forecasting Multivariate Long Memory Processes Subject to Structural Breaks, Cindy S. H. Wang and Shui Ki Wan
• Identifying Global and National Output and Fiscal Policy Shocks Using a GVAR, Alexander Chudik, M. Hashem Pesaran and Kamiar Mohaddes
• The Determinants of Health Care Expenditure and Trends: A Semiparametric Panel Data Analysis of OECD Countries, Ming Kong, Jiti Gao and Xueyan Zhao
• Growth Empirics: A Bayesian Semiparametric Model with Random Coefficients for a Panel of OECD Countries, Badi H. Baltagi, Georges Bresson and Jean-Michel Etienne
• Robust Estimation and Inference for Importance Sampling Estimators with Infinite Variance, Joshua C. C. Chan, Chenghan Hou and Thomas Tao Yang
• Econometrics of Scoring Auctions, Jean-Jacques Laffont, Isabelle Perrigne, Michel Simioni and Quang Vuong
• Bayesian Estimation of Linear Sum Assignment Problems, Yu-Wei Hsieh and Matthew Shum
• The Mode Is the Message: Using Predata as Exclusion Restrictions to Evaluate Survey Design, Heng Chen, Geoffrey Dunbar and Q. Rallye Shen
• Estimating Peer Effects on Career Choice: A Spatial Multinomial Logit Approach, Bolun Li, Robin Sickles and Jenny Williams
• Mortgage Portfolio Diversification in the Presence of Cross-sectional and Spatial Dependence, Timothy Dombrowski, R. Kelley Pace and Rajesh P. Narayanan
• An Econometrician's Perspective on Big Data, Cheng Hsiao
• Comments on "An Econometrician's Perspective on Big Data" by Cheng Hsiao, Thomas B. Fomby
• Comments on "An Econometrician's Perspective on Big Data" by Cheng Hsiao, Georges Bresson