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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...

Deskribapen osoa

Gorde:
Xehetasun bibliografikoak
Beste egile batzuk: Chang, Yoosoon (Argitaratzailea), Lee, Sokbae (Argitaratzailea), Miller, J. Isaac (Argitaratzailea)
Formatua: Baliabide elektronikoa eBook
Hizkuntza:ingelesa
Argitaratua: Bingley, U.K. : Emerald Publishing Limited, 2023.
Saila:Advances in econometrics ; v. 45, part B.
Gaiak:
Econometrics.
Business & Economics > Econometrics.
Sarrera elektronikoa:https://doi.org/10.1108/S0731-9053202345B
Etiketak: Etiketa erantsi
Etiketarik gabe, Izan zaitez lehena erregistro honi etiketa jartzen!
Aurkibidea:
  • 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.

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