Essays in honor of Joon Y. Park : econometric methodology in empirical applications /
Volumes 45a and 45b of Advances in Econometrics honor Professor Joon Y. Park, who has made numerous and substantive contributions to the field of econometrics over a career spanning four decades since the 1980s and counting. This second volume, Essays in Honor of Joon Y. Park: Econometric Methodolog...
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| Médium: | Elektronický zdroj E-kniha |
| Jazyk: | angličtina |
| Vydáno: |
Bingley, U.K. :
Emerald Publishing Limited,
2023.
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| Edice: | Advances in econometrics ;
v. 45, part B. |
| Témata: | |
| On-line přístup: | https://doi.org/10.1108/S0731-9053202345B |
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| 245 | 0 | 0 | |a Essays in honor of Joon Y. Park : |b econometric methodology in empirical applications / |c edited by Yoosoon Chang (Indiana University, USA), Sokbae Lee (Columbia University, USA), and J. Isaac Miller (University of Missouri, USA). |
| 264 | 1 | |a Bingley, U.K. : |b Emerald Publishing Limited, |c 2023. | |
| 264 | 4 | |c ©2023 | |
| 300 | |a 1 online resource (572 pages). | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 490 | 1 | |a Advances in econometrics ; |v v. 45, part B | |
| 504 | |a Includes bibliographical references and index. | ||
| 505 | 0 | |a Introduction -- Part I: Macroeconometrics -- Chapter 1. Aggregate output measurement: A common trend approach / Martín Almuzara, Gabriele Fiorentini, and Enrique Sentana -- Chapter 2. Markov switching rationality / Florens Odendahl, Barbara Rossi, and Tatevik Sekhposyan -- Chapter 3. The econometrics of oil market var models / Lutz Kilian and Xiaoqing Zhou -- Part II: Financial econometrics -- Chapter 4. Quantile impulse response analysis with applications in macroeconomics and finance / Whayoung Jung and Ji Hyung Lee -- Chapter 5. Risk neutral density estimation with a functional linear model / Marine Carrasco and Idriss Tsafack -- Chapter 6. Estimating diffusion models of interest rates at the zero lower bound: From the Great Depression to the Great Recession and beyond / Lealand Morin -- Chapter 7. A market crash or tail risk? Heavy tails and asymmetry of returns in the Chinese stock market / Zheyu Xing and Rustam Ibragimov -- Part III: Pandemic, climate, and disaster -- Chapter 8. Predicting crashes in oil price during the COVID-19 pandemic with mixed causal-noncausal models / Alain Hecq and Elisa Voisin -- Chapter 9. Depth-weighted forecast combination: Application to COVID-19 cases / Yoonseok Lee and Donggyu Sul -- Chapter 10. Identification of beliefs in the presence of disaster risk and misspecification / Saraswata Chaudhuri, Eric Renault, and Oscar Wahlstrom -- Chapter 11. A new model for agricultural land use modelling and prediction in England using spatially high-resolution data / Namhyun Kim, Patrick Wongsa-art, and Ian J. Bateman -- Chapter 12. Local climate sensitivity: What can time series of distributions reveal about spatial heterogeneity of climate change? / J. Isaac Miller -- Part IV: Microeconometrics and panel data -- Chapter 13. Maximum likelihood estimation of dynamic panel data models with interactive effects: Quasi-differencing over time or across individuals? / Chang Hsiao and Qiankun Zhou -- Chapter 14. Informational content of factor structures in simultaneous binary response models / Shakeeb Khan, Arnaud Maurel, and Yichong Zhang -- Part V: Retrospective -- Chapter 15. Forty years of advances in econometrics / Asli Ogunc and Randall C. Campbell. | |
| 520 | |a Volumes 45a and 45b of Advances in Econometrics honor Professor Joon Y. Park, who has made numerous and substantive contributions to the field of econometrics over a career spanning four decades since the 1980s and counting. This second volume, Essays in Honor of Joon Y. Park: Econometric Methodology in Empirical Applications, focuses on econometric applications related, some closely and some very loosely, to Professor Park's more recent work before concluding with a retrospective summarizing four decades of Advances in Econometrics. | ||
| 588 | 0 | |a Print version record. | |
| 650 | 0 | |a Econometrics. | |
| 650 | 7 | |a Business & Economics |x Econometrics. |2 bisacsh | |
| 650 | 7 | |a Econometrics. |2 bicssc | |
| 700 | 1 | |a Chang, Yoosoon, |e editor. | |
| 700 | 1 | |a Lee, Sokbae, |e editor. | |
| 700 | 1 | |a Miller, J. Isaac, |e editor. | |
| 776 | 0 | 8 | |i Print version: |z 9781837532131 |
| 776 | 0 | 8 | |i PDF version: |z 9781837532124 |
| 830 | 0 | |a Advances in econometrics ; |v v. 45, part B. | |
| 856 | 4 | 0 | |u https://doi.org/10.1108/S0731-9053202345B |