Advances in Applied Econometrics
Editor
- Subal C. Kumbhakar(Binghamton University)Robin C. Sickles(Rice University)Hung-Jen Wang(National Taiwan University)
Abstract
No abstract is available for this item.Individual chapters are listed in the "Chapters" tab
Suggested Citation
- Subal C. Kumbhakar & Robin C. Sickles & Hung-Jen Wang (ed.), 2024. "Advances in Applied Econometrics," Advanced Studies in Theoretical and Applied Econometrics, Springer, number 978-3-031-48385-1, February.
Handle: RePEc:spr:adstae:978-3-031-48385-1
DOI: 10.1007/978-3-031-48385-1
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Book Chapters
The following chapters of this book are listed in IDEAS- Subal C. Kumbhakar & Robin C. Sickles & Hung-Jen Wang, 2024. "Introduction," Advanced Studies in Theoretical and Applied Econometrics, in: Subal C. Kumbhakar & Robin C. Sickles & Hung-Jen Wang (ed.), Advances in Applied Econometrics, pages 1-10, Springer.
- Badi H. Baltagi & Georges Bresson & Anoop Chaturvedi & Guy Lacroix, 2024. "Robust dynamic space–time panel data models using ε $$ \varepsilon $$ -contamination: an application to crop yields and climate change," Advanced Studies in Theoretical and Applied Econometrics, in: Subal C. Kumbhakar & Robin C. Sickles & Hung-Jen Wang (ed.), Advances in Applied Econometrics, pages 11-45, Springer.
- Tom Boot & Gianmaria Niccodemi & Tom Wansbeek, 2024. "Unbiased estimation of the OLS covariance matrix when the errors are clustered," Advanced Studies in Theoretical and Applied Econometrics, in: Subal C. Kumbhakar & Robin C. Sickles & Hung-Jen Wang (ed.), Advances in Applied Econometrics, pages 47-69, Springer.
- Peter H. Egger & Ingmar R. Prucha, 2024. "Refined GMM estimators for simultaneous equations models with network interactions," Advanced Studies in Theoretical and Applied Econometrics, in: Subal C. Kumbhakar & Robin C. Sickles & Hung-Jen Wang (ed.), Advances in Applied Econometrics, pages 71-78, Springer.
- Zhan Gao & M. Hashem Pesaran, 2024. "Identification and estimation of categorical random coefficient models," Advanced Studies in Theoretical and Applied Econometrics, in: Subal C. Kumbhakar & Robin C. Sickles & Hung-Jen Wang (ed.), Advances in Applied Econometrics, pages 79-124, Springer.
- Chirok Han & Hyoungjong Kim, 2024. "Dynamic panel GMM estimators with improved finite sample properties using parametric restrictions for dimension reduction," Advanced Studies in Theoretical and Applied Econometrics, in: Subal C. Kumbhakar & Robin C. Sickles & Hung-Jen Wang (ed.), Advances in Applied Econometrics, pages 125-146, Springer.
- George Kapetanios & Laura Serlenga & Yongcheol Shin, 2024. "Testing for correlation between the regressors and factor loadings in heterogeneous panels with interactive effects," Advanced Studies in Theoretical and Applied Econometrics, in: Subal C. Kumbhakar & Robin C. Sickles & Hung-Jen Wang (ed.), Advances in Applied Econometrics, pages 147-195, Springer.
- Hongjun Li & Zheng Li & Cheng Hsiao, 2024. "Assessing the impacts of pandemic and the increase in minimum down payment rate on Shanghai housing prices," Advanced Studies in Theoretical and Applied Econometrics, in: Subal C. Kumbhakar & Robin C. Sickles & Hung-Jen Wang (ed.), Advances in Applied Econometrics, pages 197-218, Springer.
- Leslie E. Papke & Jeffrey M. Wooldridge, 2024. "A simple, robust test for choosing the level of fixed effects in linear panel data models," Advanced Studies in Theoretical and Applied Econometrics, in: Subal C. Kumbhakar & Robin C. Sickles & Hung-Jen Wang (ed.), Advances in Applied Econometrics, pages 219-237, Springer.
- V. K. Chetty & James J. Heckman, 2024. "Internal adjustment costs of firm-specific factors and the neoclassical theory of the firm," Advanced Studies in Theoretical and Applied Econometrics, in: Subal C. Kumbhakar & Robin C. Sickles & Hung-Jen Wang (ed.), Advances in Applied Econometrics, pages 239-258, Springer.
- Frédérique Fève & Jean-Pierre Florens & Léopold Simar, 2024. "Proportional incremental cost probability functions and their frontiers," Advanced Studies in Theoretical and Applied Econometrics, in: Subal C. Kumbhakar & Robin C. Sickles & Hung-Jen Wang (ed.), Advances in Applied Econometrics, pages 259-294, Springer.
- Roger Koenker, 2024. "Hotelling tubes, confidence bands and conformal inference," Advanced Studies in Theoretical and Applied Econometrics, in: Subal C. Kumbhakar & Robin C. Sickles & Hung-Jen Wang (ed.), Advances in Applied Econometrics, pages 295-307, Springer.
- Hung-pin Lai & Subal C. Kumbhakar, 2024. "Indirect inference estimation of stochastic production frontier models with skew-normal noise," Advanced Studies in Theoretical and Applied Econometrics, in: Subal C. Kumbhakar & Robin C. Sickles & Hung-Jen Wang (ed.), Advances in Applied Econometrics, pages 309-331, Springer.
- Alecos Papadopoulos, 2024. "The noise error component in stochastic frontier analysis," Advanced Studies in Theoretical and Applied Econometrics, in: Subal C. Kumbhakar & Robin C. Sickles & Hung-Jen Wang (ed.), Advances in Applied Econometrics, pages 333-367, Springer.
- Christopher F. Parmeter & Shirong Zhao, 2024. "An alternative corrected ordinary least squares estimator for the stochastic frontier model," Advanced Studies in Theoretical and Applied Econometrics, in: Subal C. Kumbhakar & Robin C. Sickles & Hung-Jen Wang (ed.), Advances in Applied Econometrics, pages 369-395, Springer.
- Seung C. Ahn & Gareth M. Thomas, 2024. "Likelihood-based inference for dynamic panel data models," Advanced Studies in Theoretical and Applied Econometrics, in: Subal C. Kumbhakar & Robin C. Sickles & Hung-Jen Wang (ed.), Advances in Applied Econometrics, pages 397-454, Springer.
- Richard T. Baillie & Dooyeon Cho & Seunghwa Rho, 2024. "Approximating long-memory processes with low-order autoregressions: Implications for modeling realized volatility," Advanced Studies in Theoretical and Applied Econometrics, in: Subal C. Kumbhakar & Robin C. Sickles & Hung-Jen Wang (ed.), Advances in Applied Econometrics, pages 455-481, Springer.
- In Choi, 2024. "Does climate change affect economic data?," Advanced Studies in Theoretical and Applied Econometrics, in: Subal C. Kumbhakar & Robin C. Sickles & Hung-Jen Wang (ed.), Advances in Applied Econometrics, pages 483-500, Springer.
- Peter C. B. Phillips & Jun Yu, 2024. "Information loss in volatility measurement with flat price trading," Advanced Studies in Theoretical and Applied Econometrics, in: Subal C. Kumbhakar & Robin C. Sickles & Hung-Jen Wang (ed.), Advances in Applied Econometrics, pages 501-543, Springer.
- Jiawen Xu & Pierre Perron, 2024. "Forecasting in the presence of in-sample and out-of-sample breaks," Advanced Studies in Theoretical and Applied Econometrics, in: Subal C. Kumbhakar & Robin C. Sickles & Hung-Jen Wang (ed.), Advances in Applied Econometrics, pages 545-579, Springer.
- Sihong Chen & Qi Li & Qiaoyu Wang & Yu Yvette Zhang, 2024. "Multivariate models of commodity futures markets: a dynamic copula approach," Advanced Studies in Theoretical and Applied Econometrics, in: Subal C. Kumbhakar & Robin C. Sickles & Hung-Jen Wang (ed.), Advances in Applied Econometrics, pages 581-601, Springer.
- Justin Dang & Aman Ullah, 2024. "Generalized kernel regularized least squares estimator with parametric error covariance," Advanced Studies in Theoretical and Applied Econometrics, in: Subal C. Kumbhakar & Robin C. Sickles & Hung-Jen Wang (ed.), Advances in Applied Econometrics, pages 603-632, Springer.
- Kajal Lahiri & Liu Yang, 2024. "Predicting binary outcomes based on the pair-copula construction," Advanced Studies in Theoretical and Applied Econometrics, in: Subal C. Kumbhakar & Robin C. Sickles & Hung-Jen Wang (ed.), Advances in Applied Econometrics, pages 633-663, Springer.
- Kerda Varaku & Robin C. Sickles, 2024. "Public subsidies and innovation: a doubly robust machine learning approach leveraging deep neural networks," Advanced Studies in Theoretical and Applied Econometrics, in: Subal C. Kumbhakar & Robin C. Sickles & Hung-Jen Wang (ed.), Advances in Applied Econometrics, pages 665-709, Springer.
- Masayuki Hirukawa & Di Liu & Irina Murtazashvili & Artem Prokhorov, 2024. "DS-HECK: double-lasso estimation of Heckman selection model," Advanced Studies in Theoretical and Applied Econometrics, in: Subal C. Kumbhakar & Robin C. Sickles & Hung-Jen Wang (ed.), Advances in Applied Econometrics, pages 711-739, Springer.
- Bo E. Honoré & Luojia Hu & Ekaterini Kyriazidou & Martin Weidner, 2024. "Simultaneity in binary outcome models with an application to employment for couples," Advanced Studies in Theoretical and Applied Econometrics, in: Subal C. Kumbhakar & Robin C. Sickles & Hung-Jen Wang (ed.), Advances in Applied Econometrics, pages 741-777, Springer.
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