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30th anniversary edition.

9781781903094

30th anniversary edition.

Ed. by Dek Terrell and Daniel Millimet.

Emerald Group Publishing

2012

477 pages

$164.95

Hardcover

Advances in econometrics; v.30

HB139

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.

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Title Annotation:'Advances in Econometrics, vol 30'
Publication:Reference & Research Book News
Article Type:Book review
Date:Feb 1, 2013
Words:153
Previous Article:Essays in honor of Jerry Hausman.
Next Article:Advances in taxation.
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