Printer Friendly

30th anniversary edition.


30th anniversary edition.

Ed. by Dek Terrell and Daniel Millimet.

Emerald Group Publishing


477 pages



Advances in econometrics; v.30


Terrell (economics, Louisiana State U., Baton Rouge) and Millimet (economics, Southern Methodist U.) compile 14 articles on econometrics topics, specifically model specification and testing, instrumental variables, applied macroeconometrics, and simulation. Contributed by economists and others from the US, Australia, and Denmark, the articles discuss the history of the Advances in Econometrics series, its role, and topics such as Stein-rule estimation, weak instruments in a panel data context, the role of weak instruments in spatial models, testing for trend breaks, Bayesian unit root tests, time-varying tail dependence using Copula-GARCH (generalized autoregressive conditional heteroscedastic) models, sectoral effects of aggregate shocks, co-movements between output, prices, and inflation, and Monte Carlo experiments using Stata. There is no index. Distributed in North America by Turpin Distribution.

([c] Book News, Inc., Portland, OR)

COPYRIGHT 2013 Book News, Inc.
No portion of this article can be reproduced without the express written permission from the copyright holder.
Copyright 2013 Gale, Cengage Learning. All rights reserved.

Article Details
Printer friendly Cite/link Email Feedback
Title Annotation:'Advances in Econometrics, vol 30'
Publication:Reference & Research Book News
Article Type:Book review
Date:Feb 1, 2013
Previous Article:Essays in honor of Jerry Hausman.
Next Article:Advances in taxation.

Terms of use | Privacy policy | Copyright © 2020 Farlex, Inc. | Feedback | For webmasters