Prelims

Essays in Honor of M. Hashem Pesaran: Panel Modeling, Micro Applications, and Econometric Methodology

ISBN: 978-1-80262-066-5, eISBN: 978-1-80262-065-8

ISSN: 0731-9053

Publication date: 18 January 2022

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Citation

(2022), "Prelims", Chudik, A., Hsiao, C. and Timmermann, A. (Ed.) Essays in Honor of M. Hashem Pesaran: Panel Modeling, Micro Applications, and Econometric Methodology (Advances in Econometrics, Vol. 43B), Emerald Publishing Limited, Leeds, pp. i-vi. https://doi.org/10.1108/S0731-90532021000043B015

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:

Emerald Publishing Limited

Half Title Page

ESSAYS IN HONOR OF M. HASHEM PESARAN

Series Page

ADVANCES IN ECONOMETRICS

Series editors: Thomas B. Fomby, R. Carter Hill, Ivan Jeliazkov, Juan Carlos Escanciano, Eric Hillebrand, Daniel L. Millimet, Rodney Strachan

Recent Volumes:

Volume 23	Bayesian Econometrics – Edited by Siddhartha Chib, Gary Koop, Bill Griffiths and Dek Terrell
Volume 24	Measurement Error: Consequences, Applications and Solutions – Edited by Jane Binner, David Edgerton and Thomas Elger
Volume 25	Nonparametric Econometric Methods – Edited by Qi Li and Jeffrey S. Racine
Volume 26	Maximum Simulated Likelihood Methods and Applications – Edited by R. Carter Hill and William Greene
Volume 27A	Missing Data Methods: Cross-sectional Methods and Applications – Edited by David M. Drukker
Volume 27B	Missing Data Methods: Time-series Methods and Applications – Edited by David M. Drukker
Volume 28	DSGE Models in Macroeconomics: Estimation, Evaluation and New Developments – Edited by Nathan Balke, Fabio Canova, Fabio Milani and Mark Wynne
Volume 29	Essays in Honor of Jerry Hausman – Edited by Badi H. Baltagi, Whitney Newey, Hal White and R. Carter Hill
Volume 30	30th Anniversary Edition – Edited by Dek Terrell and Daniel Millmet
Volume 31	Structural Econometric Models – Edited by Eugene Choo and Matthew Shum
Volume 32	VAR Models in Macroeconomics — New Developments and Applications: Essays in Honor of Christopher A. Sims – Edited by Thomas B. Fomby, Lutz Kilian and Anthony Murphy
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Volume 37	Spatial Econometrics – Edited by Badi H. Baltagi, James P. LeSage and R. Kelley Pace
Volume 38	Regression Discontinuity Designs: Theory and Applications – Edited by Matias D. Cattaneo and Juan Carlos Escanciano
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Volume 40A	Topics in Identification, Limited Dependent Variables, Partial Observability, Experimentation, and Flexible Modelling Part A – Edited by Ivan Jeliazkov and Justin L. Tobias
Volume 40B	Topics in Identification, Limited Dependent Variables, Partial Observability, Experimentation, and Flexible Modelling Part B – Edited by Ivan Jeliazkov and Justin L. Tobias
Volume 41	Essays in Honor of Cheng Hsiao – Edited by Tong Li, M. Hashem Pesaran and Dek Terrell
Volume 42	The Econometrics of Networks – Edited by Áureo de Paula, Elie Tamer and Marcel-Cristian Voia

Title Page

ADVANCES IN ECONOMETRICS - VOLUME 43B

ESSAYS IN HONOR OF M. HASHEM PESARAN: PANEL MODELING, MICRO APPLICATIONS, AND ECONOMETRIC METHODOLOGY

EDITED BY

ALEXANDER CHUDIK

Federal Reserve Bank of Dallas, USA

CHENG HSIAO

University of Southern California, USA

and

ALLAN TIMMERMANN

University of California, USA

United Kingdom – North America – Japan – India – Malaysia – China

Copyright Page

Emerald Publishing Limited

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First edition 2022

Published under exclusive license by Emerald Publishing Limited.

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British Library Cataloguing in Publication Data

A catalogue record for this book is available from the British Library

ISBN: 978-1-80262-066-5 (Print)

ISBN: 978-1-80262-065-8 (Online)

ISBN: 978-1-80262-067-2 (Epub)

ISSN: 0731-9053 (Series)

Introduction
Alexander Chudik, Cheng Hsiao and Allan Timmermann	1
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	9
Chapter 2: Spatial and Spatio-Temporal Error Correction, Networks and Common Correlated Effects
Arnab Bhattacharjee, Jan Ditzen and Sean Holly	37
Chapter 3: Heterogeneity and Dynamic Dependence in Panel Analysis of Individual Behavior
Kannika Damrongplasit and Cheng Hsiao	61
Chapter 4: Multiple Treatment Effects in Panel-Heterogeneity and Aggregation
Cheng Hsiao, Yan Shen and Qiankun Zhou	81
Chapter 5: Backward Mean Transformation in Panel Data with Predetermined Regressors
Artūras Juodis	103
Chapter 6: Various Asymptotic Distributions of the Error-Components Test for Cross-Sectional Correlation
CY (Chor-yiu) Sin	145
Chapter 7: Trimmed Mean Group Estimation
Yoonseok Lee and Donggyu Sul	177
Part B2: Micro Modeling
Chapter 8: Corporate Indebtedness and Low Productivity Growth of Italian Firms
Gareth Anderson and Mehdi Raissi	205
Chapter 9: Women’s Potential Earnings Distributions
Esfandiar Maasoumi and Le Wang	229
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	255
Chapter 11: Gaussian Rank Correlation and Regression
Dante Amengual, Enrique Sentana and Zhanyuan Tian	269
Chapter 12: Robust Dynamic Panel Data Models using ε-Contamination
Badi H. Baltagi, Georges Bresson, Anoop Chaturvedi and Guy Lacroix	307
Chapter 13: Identification-Robust Inference for Endogeneity Parameters in Models with an Incomplete Reduced Form
Jean-Marie Dufour and Vinh Nguyen	337
Index	357

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Book Chapters

Prelims

Introduction

Part B1: Panel Data Methods

Chapter 1: A Panel Data Model with Generalized Higher-Order Network Effects

Chapter 2: Spatial and Spatio-Temporal Error Correction, Networks and Common Correlated Effects

Chapter 3: Heterogeneity and Dynamic Dependence in Panel Analysis of Individual Behavior

Chapter 4: Multiple Treatment Effects in Panel-Heterogeneity and Aggregation

Chapter 5: Backward Mean Transformation in Panel Data with Predetermined Regressors

Chapter 6: Various Asymptotic Distributions of the Error-Components Test for Cross-Sectional Correlation

Chapter 7: Trimmed Mean Group Estimation

Part B2: Micro Modeling

Chapter 8: Corporate Indebtedness and Low Productivity Growth of Italian Firms

Chapter 9: Women’s Potential Earnings Distributions

Part B3: Econometric Methodologies

Chapter 10: Where (and by How Much) Does a Theory Break Down? With an Application to the Expectation Hypothesis

Chapter 11: Gaussian Rank Correlation and Regression

Chapter 12: Robust Dynamic Panel Data Models Using ε-Contamination

Chapter 13: Identification-robust Inference for Endogeneity Parameters in Models with an Incomplete Reduced Form

Index