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The collection of chapters in Volume 43 Part B of Advances in
Econometrics serves as a tribute to Professor M. Hashem Pesaran.
Hashem is one of the most innovative, influential, and productive
econometricians of his generation, with over 200 papers published
in leading scientific journals to his credit along with highly
influential books on both theoretical and applied topics,
significantly pushing forward the frontiers of knowledge in
econometrics and economics. Thanks to his profound and pioneering
work on theoretical and empirical questions, the economics
profession has gained a much better understanding of both the power
and limitations of econometric analysis. Reflecting the diversity
of Hashem's many contributions, this volume includes chapters on a
wide variety of topics, including panel modelling, micro
applications, and econometric methodology. The long list of topics
includes studies analysing multiple treatment effects in panels,
heterogeneity and aggregation, an exploration of the Orthogonal to
Backwards Means (OBM) estimator, and an examination of potential
reasons for anaemic productivity growth in Italy using recent
dynamic heterogeneous panel data methods developed by Hashem
Pesaran and his co-authors.
The collection in Volume 43 Part A of Advances in Econometrics
serves as a tribute to Professor M. Hashem Pesaran. Hashem is one
of the most innovative, influential, and productive econometricians
of his generation, with over 200 papers published in leading
scientific journals to his credit along with highly influential
books on both theoretical and applied topics, significantly pushing
forward the frontiers of knowledge in econometrics and economics.
Thanks to his profound and pioneering work on theoretical and
empirical questions, the economics profession has gained a much
better understanding of both the power and limitations of
econometric analysis. Consistent with Hashem's contributions, this
volume comprises of chapters on a variety of topics covering
prediction and macroeconomic modelling. The list of topics includes
studies on Bayesian Quantile regression methods, forecasting
implications from the economic impact of global warming, assessment
of DSGE models, and parameter estimation in the presence of
multiple breaks.
Now in its fourth edition, this comprehensive introduction of
fundamental panel data methodologies provides insights on what is
most essential in panel literature. A capstone to the forty-year
career of a pioneer of panel data analysis, this new edition's
primary contribution will be the coverage of advancements in panel
data analysis, a statistical method widely used to analyze two or
higher-dimensional panel data. The topics discussed in early
editions have been reorganized and streamlined to comprehensively
introduce panel econometric methodologies useful for identifying
causal relationships among variables, supported by
interdisciplinary examples and case studies. This book, to be
featured in Cambridge's Econometric Society Monographs series, has
been the leader in the field since the first edition. It is
essential reading for researchers, practitioners and graduate
students interested in the analysis of microeconomic behavior.
Now in its fourth edition, this comprehensive introduction of
fundamental panel data methodologies provides insights on what is
most essential in panel literature. A capstone to the forty-year
career of a pioneer of panel data analysis, this new edition's
primary contribution will be the coverage of advancements in panel
data analysis, a statistical method widely used to analyze two or
higher-dimensional panel data. The topics discussed in early
editions have been reorganized and streamlined to comprehensively
introduce panel econometric methodologies useful for identifying
causal relationships among variables, supported by
interdisciplinary examples and case studies. This book, to be
featured in Cambridge's Econometric Society Monographs series, has
been the leader in the field since the first edition. It is
essential reading for researchers, practitioners and graduate
students interested in the analysis of microeconomic behavior.
This collection brings together important contributions by leading
econometricians on (i) parametric approaches to qualitative and
sample selection models, (ii) nonparametric and semi-parametric
approaches to qualitative and sample selection models, and (iii)
nonlinear estimation of cross-sectional and time series models. The
advances achieved here can have important bearing on the choice of
methods and analytical techniques in applied research.
This important collection brings together leading econometricians
to discuss advances in the areas of the econometrics of panel data.
The papers in this collection can be grouped into two categories.
The first, which includes chapters by Amemiya, Baltagi, Arellano,
Bover and Labeaga, primarily deal with different aspects of limited
dependent variables and sample selectivity. The second group of
papers, including those by Nerlove, Schmidt and Ahn, Kiviet, Davies
and Lahiri, consider issues that arise in the estimation of
dyanamic (possibly) heterogeneous panel data models. Overall, the
contributors focus on the issues of simplifying complex real-world
phenomena into easily generalisable inferences from individual
outcomes. As the contributions of G. S. Maddala in the fields of
limited dependent variables and panel data were particularly
influential, it is a fitting tribute that this volume is dedicated
to him.
This collection brings together important contributions by leading econometricians on parametric approaches to qualitative and sample selection models, nonparametric and semi-parametric approaches to qualitative and sample selection models, and nonlinear estimation of cross-sectional and time series models. The advances achieved here can have important bearing on the choice of methods and analytical techniques in applied research. The collection of papers is dedicated to Professor Takeshi Amemiya in view of his path-breaking contributions to econometrics and statistics.
This important collection brings together leading econometricians to discuss recent advances in the areas of the econometrics of panel data, limited dependent variable models and limited dependent variable models with panel data. The contributors focus on the issues of simplifying complex real world phenomena into easily generalizable inferences from individual outcomes. As the contributions of G. S. Maddala in the fields of limited dependent variables and panel data have been particularly influential, it is a fitting tribute that this volume is dedicated to him.
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