Essays in Honor of Peter C. B. Phillips


Book Description

This volume honors Professor Peter C.B. Phillips' many contributions to the field of econometrics. The topics include non-stationary time series, panel models, financial econometrics, predictive tests, IV estimation and inference, difference-in-difference regressions, stochastic dominance techniques, and information matrix testing.




Essays in Honor of Joon Y. Park


Book Description

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.




Econometric Theory and Practice


Book Description

The essays in this book explore important theoretical and applied advances in econometrics.




The Econometrics of Complex Survey Data


Book Description

This volume of Advances in Econometrics contains a selection of papers presented at the 'Econometrics of Complex Survey Data: Theory and Applications' conference organized by the Bank of Canada, Ottawa, Canada, from October 19-20, 2017.




Bayesian Model Comparison


Book Description

This volume of Advances in Econometrics 34 focusses on Bayesian model comparison. It reflects the recent progress in model building and evaluation that has been achieved in the Bayesian paradigm and provides new state-of-the-art techniques, methodology, and findings that should stimulate future research.




Dynamic Factor Models


Book Description

This volume explores dynamic factor model specification, asymptotic and finite-sample behavior of parameter estimators, identification, frequentist and Bayesian estimation of the corresponding state space models, and applications.




Essays in Honor of Cheng Hsiao


Book Description

Including contributions spanning a variety of theoretical and applied topics in econometrics, this volume of Advances in Econometrics is published in honour of Cheng Hsiao.




Essays in Honor of Aman Ullah


Book Description

Volume 36 of Advances in Econometrics recognizes Aman Ullah's significant contributions in many areas of econometrics and celebrates his long productive career.




Essays in Honour of Fabio Canova


Book Description

Both parts of Volume 44 of Advances in Econometrics pay tribute to Fabio Canova for his major contributions to economics over the last four decades.




Paraguay


Book Description

Paraguay: Addressing the Stagnation and Instability Trap provides an overview of the analytical insights and policy challenges that a country faces while on the path to sustained growth with stability. It covers a wide range of themes, including improving macroeconomic assessments and policy implementation, eliminating turbulence and deepening financial reforms, and, most important of all, enhancing growth performance and reducing poverty. This book provides useful guidance for policymakers by examining the improvements in policy implementation in Paraguay since the regional crisis of 2002. The chapters discuss how to correct economic imbalances and institutional shortcomings in the context of an economic reform program. The results have been impressive with the Paraguayan economy experiencing the highest growth in a quarter of a century and the strongest financial system in decades.