skip to content
Recent advances and future directions in causality, prediction, and specification analysis : essays in honor of Halbert L. White Jr. Preview this item
ClosePreview this item
Checking...

Recent advances and future directions in causality, prediction, and specification analysis : essays in honor of Halbert L. White Jr.

Author: Xiaohong Chen; Norman R Swanson; Halbert White
Publisher: New York : Springer, ©2013.
Edition/Format:   Print book : EnglishView all editions and formats
Summary:

Written by leading experts in the field, this volume presents cutting-edge results on specification and estimation of economic models. Advances in asymptotic approximation theory are discussed, as  Read more...

Rating:

(not yet rated) 0 with reviews - Be the first.

Subjects
More like this

 

Find a copy in the library

&AllPage.SpinnerRetrieving; Finding libraries that hold this item...

Details

Named Person: Halbert White
Document Type: Book
All Authors / Contributors: Xiaohong Chen; Norman R Swanson; Halbert White
ISBN: 9781461416524 1461416523
OCLC Number: 815608332
Description: xxxiii, 560 pages : illustrations, portraits ; 24 cm
Contents: Improving U.S. GDP measurement : a forecast combination perspective / S. Boragan Aruoba ... [et al.] --
Identification without exogeneity under equiconfounding in linear recursive structural systems / Karim Chalak --
Optimizing robust conditional moment tests : an estimating function approach / Yi-Ting Chen and Chung-Ming Kuan --
Asymptotic properties of penalized M estimators with time series observations / Xiaohong Chen and Zhipeng Liao --
A survey of recent advances in forecast accuracy comparison testing, with an extension to stochastic dominance / Valentina Corradi and Norman R. Swanson --
New directions in information matrix testing : eigenspectrum tests / Richard M. Golden ... [et al.] --
Bayesian analysis and model selection of GARCH models with additive jumps / Christian Haefke and Leopold Sogner --
Hal White : time at MIT and early days of research / Jerry Hausman --
Open-model forecast-error taxonomies / David F. Hendry and Grayham E. Mizon --
Heavy-tail and plug-in robust consistent conditional moment tests of functional form / Jonathan B. Hill Nonparametric identification in dynamic nonseparable panel data models / Stefan Hoderlein and Halbert White --
Consistent model selection : over rolling windows / Atsushi Inoue, Barbara Rossi and Lu Jin --
Estimating misspecified moment inequality models / Hiroaki Kaido and Halbert White --
Model adequacy checks for discrete choice dynamic models / Igor Kheifets and Carlos Velasco --
On long-run covariance matrix estimation with the truncated flat kernel / Chang-Ching Lin and Shinichi Sataka --
Predictability and specification in models of exchange rate determination / Esfandiar Maasoumi and Levent Bulut --
Thirty years of heteroskedsticity-robust inference / James G. MacKinnon --
Smooth constrained frontier analysis / Christopher F. Parmeter and Jeffrey S. Racine --
No VaS transformations : flexible inference for volatility forecasting / Dimitris N. Politis and Dimitrios D. Thomakos --
Regression efficacy and the curse of dimensionality / Maxwell B. Stinchcombe and David M. Drukker.
Responsibility: Xiaohong Chen, Norman R. Swanson, editors.
More information:

Reviews

User-contributed reviews
Retrieving GoodReads reviews...
Retrieving DOGObooks reviews...

Tags

Be the first.

Similar Items

Confirm this request

You may have already requested this item. Please select Ok if you would like to proceed with this request anyway.

Linked Data


Primary Entity

<http://www.worldcat.org/oclc/815608332> # Recent advances and future directions in causality, prediction, and specification analysis : essays in honor of Halbert L. White Jr.
    a schema:CreativeWork, schema:Book ;
   library:oclcnum "815608332" ;
   library:placeOfPublication <http://dbpedia.org/resource/New_York_City> ; # New York
   library:placeOfPublication <http://id.loc.gov/vocabulary/countries/nyu> ;
   schema:about <http://id.worldcat.org/fast/901574> ; # Econometrics
   schema:about <http://experiment.worldcat.org/entity/work/data/1150757756#Topic/okonometrie> ; # Ökonometrie
   schema:about <http://dewey.info/class/330.015195/e23/> ;
   schema:about <http://experiment.worldcat.org/entity/work/data/1150757756#Person/white_halbert> ; # Halbert White
   schema:bookFormat bgn:PrintBook ;
   schema:contributor <http://viaf.org/viaf/49285762> ; # Halbert White
   schema:contributor <http://viaf.org/viaf/27305420> ; # Norman Rasmus Swanson
   schema:contributor <http://viaf.org/viaf/65081095> ; # Xiaohong Chen
   schema:copyrightYear "2013" ;
   schema:datePublished "2013" ;
   schema:description "Nonparametric identification in dynamic nonseparable panel data models / Stefan Hoderlein and Halbert White -- Consistent model selection : over rolling windows / Atsushi Inoue, Barbara Rossi and Lu Jin -- Estimating misspecified moment inequality models / Hiroaki Kaido and Halbert White -- Model adequacy checks for discrete choice dynamic models / Igor Kheifets and Carlos Velasco -- On long-run covariance matrix estimation with the truncated flat kernel / Chang-Ching Lin and Shinichi Sataka -- Predictability and specification in models of exchange rate determination / Esfandiar Maasoumi and Levent Bulut -- Thirty years of heteroskedsticity-robust inference / James G. MacKinnon -- Smooth constrained frontier analysis / Christopher F. Parmeter and Jeffrey S. Racine -- No VaS transformations : flexible inference for volatility forecasting / Dimitris N. Politis and Dimitrios D. Thomakos -- Regression efficacy and the curse of dimensionality / Maxwell B. Stinchcombe and David M. Drukker."@en ;
   schema:description "Improving U.S. GDP measurement : a forecast combination perspective / S. Boragan Aruoba ... [et al.] -- Identification without exogeneity under equiconfounding in linear recursive structural systems / Karim Chalak -- Optimizing robust conditional moment tests : an estimating function approach / Yi-Ting Chen and Chung-Ming Kuan -- Asymptotic properties of penalized M estimators with time series observations / Xiaohong Chen and Zhipeng Liao -- A survey of recent advances in forecast accuracy comparison testing, with an extension to stochastic dominance / Valentina Corradi and Norman R. Swanson -- New directions in information matrix testing : eigenspectrum tests / Richard M. Golden ... [et al.] -- Bayesian analysis and model selection of GARCH models with additive jumps / Christian Haefke and Leopold Sogner -- Hal White : time at MIT and early days of research / Jerry Hausman -- Open-model forecast-error taxonomies / David F. Hendry and Grayham E. Mizon -- Heavy-tail and plug-in robust consistent conditional moment tests of functional form / Jonathan B. Hill"@en ;
   schema:exampleOfWork <http://worldcat.org/entity/work/id/1150757756> ;
   schema:inLanguage "en" ;
   schema:name "Recent advances and future directions in causality, prediction, and specification analysis : essays in honor of Halbert L. White Jr."@en ;
   schema:productID "815608332" ;
   schema:publication <http://www.worldcat.org/title/-/oclc/815608332#PublicationEvent/new_york_springer_2013> ;
   schema:publisher <http://experiment.worldcat.org/entity/work/data/1150757756#Agent/springer> ; # Springer
   schema:workExample <http://worldcat.org/isbn/9781461416524> ;
   wdrs:describedby <http://www.worldcat.org/title/-/oclc/815608332> ;
    .


Related Entities

<http://dbpedia.org/resource/New_York_City> # New York
    a schema:Place ;
   schema:name "New York" ;
    .

<http://experiment.worldcat.org/entity/work/data/1150757756#Person/white_halbert> # Halbert White
    a schema:Person ;
   schema:familyName "White" ;
   schema:givenName "Halbert" ;
   schema:name "Halbert White" ;
    .

<http://id.worldcat.org/fast/901574> # Econometrics
    a schema:Intangible ;
   schema:name "Econometrics"@en ;
    .

<http://viaf.org/viaf/27305420> # Norman Rasmus Swanson
    a schema:Person ;
   schema:birthDate "1964" ;
   schema:familyName "Swanson" ;
   schema:givenName "Norman Rasmus" ;
   schema:givenName "Norman R." ;
   schema:name "Norman Rasmus Swanson" ;
    .

<http://viaf.org/viaf/49285762> # Halbert White
    a schema:Person ;
   schema:familyName "White" ;
   schema:givenName "Halbert" ;
   schema:name "Halbert White" ;
    .

<http://viaf.org/viaf/65081095> # Xiaohong Chen
    a schema:Person ;
   schema:birthDate "1965" ;
   schema:familyName "Chen" ;
   schema:givenName "Xiaohong" ;
   schema:name "Xiaohong Chen" ;
    .

<http://worldcat.org/isbn/9781461416524>
    a schema:ProductModel ;
   schema:isbn "1461416523" ;
   schema:isbn "9781461416524" ;
    .

<http://www.worldcat.org/title/-/oclc/815608332>
    a genont:InformationResource, genont:ContentTypeGenericResource ;
   schema:about <http://www.worldcat.org/oclc/815608332> ; # Recent advances and future directions in causality, prediction, and specification analysis : essays in honor of Halbert L. White Jr.
   schema:dateModified "2017-10-21" ;
   void:inDataset <http://purl.oclc.org/dataset/WorldCat> ;
    .


Content-negotiable representations

Close Window

Please sign in to WorldCat 

Don't have an account? You can easily create a free account.