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Author:   Alexander Chudik (Federal Reserve Bank of Dallas, USA) ,  Cheng Hsiao (University of Southern California, USA) ,  Allan Timmermann (University of California, USA)
Publisher:   Emerald Publishing Limited
Imprint:   Emerald Publishing Limited
Volume:   V43, Part B
Dimensions:   Width: 15.20cm , Height: 2.50cm , Length: 22.90cm
Weight:   0.638kg
ISBN:  

9781802620665

ISBN 10:   1802620664
Pages:   376
Publication Date:   18 January 2022
Audience:   Professional and scholarly ,  Professional & Vocational
Format:   Hardback
Publisher's Status:   Active
Availability:   In Print  
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Table of Contents

Introduction; Alexander Chudik, Cheng Hsiao, and Allan Timmermann Part B1. Panel Data Methods Chapter 1. A Panel Data Model with Generalized Higher-order Network Effects; Badi H. Baltagi, Sophia Ding, and Peter H. Egger Chapter 2. Spatial and Spatio-Temporal Granger Representation, Networks and Common Correlated Effects; Arnab Bhattacharjee, Jan Ditzen, and Sean Holly Chapter 3. Heterogeneity and Dynamic Dependence in Panel Analysis of Individual Behaviour; Kannika Damrongplasit and Cheng Hsiao Chapter 4. Multiple Treatment Effects in Panel-Heterogeneity and Aggregation; Cheng Hsiao, Yan Shen, and Qiankun Zhou Chapter 5. Backward Mean Transformation in Panel Data with Predetermined Regressors; Artūras Juodis Chapter 6. Various Asymptotic Distributions of the Error-Components Test for Cross-Sectional Correlation; CY Sin Chapter 7. Trimmed Mean Group Estimation; Yoonseok Lee and Donggyu Sul Part B2. Micro Modeling Chapter 8. Corporate Indebtedness and Low Productivity Growth of Italian Firms; Gareth Anderson and Mehdi Raissi Chapter 9. Women's Potential Earnings Distributions; Esfandiar Maasoumi and Le Wang Part B3. Econometric Methodologies Chapter 10. Where (and by How Much) Does a Theory Break Down? With an Application to the Expectation Hypothesis; Karim M. Abadir and Christina Atanasova Chapter 11. Gaussian Rank Correlation and Regression; Dante Amengual, Enrique Sentana, Zhanyuan Tian Chapter 12. Robust Dynamic Panel Data Models using ε-Contamination; Badi H. Baltagia, Georges Bresson, Anoop Chaturvedi, and Guy Lacroix Chapter 13. Identification-Robust Inference for Endogeneity Parameters in Models with an Incomplete Reduced Form; Jean-Marie Dufour and Vinh Nguyen

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Author Information

Alexander Chudik works as an Economic Policy Advisor and Senior Economist at the Federal Reserve Bank of Dallas, USA. His main research interests are theoretical and applied econometrics. Cheng Hsiao is Professor of Economics at the University of Southern California, USA. His main research interests are theoretical and applied econometrics. Alan Timmerman is Professor of Finance and Economics at the University of California, San Diego, USA. His main research interests are financial modelling, time-series econometrics as well as economic forecasting.

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