Prelims

ISBN: 978-1-83797-874-8, eISBN: 978-1-83797-873-1

ISSN: 0731-9053

Publication date: 5 April 2024

pdf (2.8 MB) ePub (179 KB)

Citation

(2024), "Prelims", Parmeter, C.F., Tsionas, M.G. and Wang, H.-J. (Ed.) Essays in Honor of Subal Kumbhakar (Advances in Econometrics, Vol. 46), Emerald Publishing Limited, Leeds, pp. i-x. https://doi.org/10.1108/S0731-905320240000046016

Publisher

:

Emerald Publishing Limited

Half Title Page

ESSAYS IN HONOR OF SUBAL KUMBHAKAR

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

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Title Page

ADVANCES IN ECONOMETRICS, VOLUME 46

ESSAYS IN HONOR OF SUBAL KUMBHAKAR

EDITED BY

CHRISTOPHER F. PARMETER

University of Miami, USA

MIKE G. TSIONAS

University of Lancaster, UK

and

HUNG-JEN WANG

National Taiwan University, Taiwan

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

Copyright Page

Emerald Publishing Limited

Emerald Publishing, Floor 5, Northspring, 21-23 Wellington Street, Leeds LS1 4DL.

First edition 2024

Published under exclusive licence 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: 978-1-83797-874-8 (Print)

ISBN: 978-1-83797-873-1 (Online)

ISBN: 978-1-83797-875-5 (Epub)

ISSN: 0731-9053 (Series)

Dedication

This book is dedicated to the memory of Mike Tsionas who passed away shortly after the completion of this volume. He was an amazing colleague and brilliant thinker.

List of Contributors	ix
Chapter 1. Editors’ Introduction
Christopher F. Parmeter, Mike G. Tsionas and Hung-Jen Wang	1
Chapter 2. Hausman’s Specification Test for Panel Data: Practical Tips
Badi H. Baltagi	13
Chapter 3. Do Federal Disability Insurance Participants Exaggerate Their Health Problems? A Study Using Anchoring Vignettes
Kajal Lahiri and Paul Noroski	25
Chapter 4. Homelessness on the West Coast and the Role of Health: Inefficiency and Productivity Loss in American Society
Corey Fuller and Robin C. Sickles	45
Chapter 5. Bootstrap Model Averaging Unit Root Inference
Bruce E. Hansen and Jeffrey S. Racine	81
Chapter 6. Averaging Heterogeneous Autoregression Models with Heteroskedastic Errors: Theory and an Application to Cryptocurrency Volatility Forecasting
Ziwen Gao, Steven F. Lehrer, Tian Xie and Xinyu Zhang	99
Chapter 7. Efficient Estimation in Varying Coefficient Panel Data Model with Different Smoothing Variables and Fixed Effects
Feng Yao, Qinling Lu, Yiguo Sun and Junsen Zhang	133
Chapter 8. The Role of Management in Efficient Production: Theoretical and Statistical Implications
Mike G. Tsionas	185
Chapter 9. A System Approach to Structural Identification of Production Functions with Multi-Dimensional Productivity
Emir Malikov, Shunan Zhao and Jingfang Zhang	211
Chapter 10. The Structural and Productivity Effects of Infrastructure Provision in Developed and Developing Countries
Luis Orea, Inmaculada Álvarez-Ayuso and Luis Servén	265
Chapter 11. Improving Predictions of Technical Inefficiency
Christine Amsler, Robert James, Artem Prokhorov and Peter Schmidt	309
Chapter 12. A Semiparametric Constant Elasticity of Substitution Stochastic Frontier Model for Panel Data
Taining Wang and Daniel J. Henderson	329
Chapter 13. Random Versus Explained Inefficiency in Stochastic Frontier Analysis: The Case of Queensland Hospitals
Zhichao Wang and Valentin Zelenyuk	371
Chapter 14. Indirect Inference of Stochastic Frontier Models
Hung-pin Lai	415
Chapter 15. The Nash Bargaining Two-tier Stochastic Frontier Model
Alecos Papadopoulos	439

List of Contributors

Inmaculada Álvarez-Ayuso	Universidad Autónoma de Madrid, Spain
Christine Amsler	Michigan State University, USA
Badi H. Baltagi	Syracuse University, USA
Corey Fuller	Southwest Airlines, USA
Ziwen Gao	Academy of Mathematics and Systems Science, Chinese Academy of Sciences, China; University of Chinese Academy of Sciences, China
Bruce E. Hansen	University of Wisconsin, USA
Daniel J. Henderson	University of Alabama, USA
Robert James	University of Sydney, Australia
Kajal Lahiri	University at Albany, State University of New York, USA
Hung-pin Lai	National Chung Cheng University, Taiwan; Research Center of Humanities and Social Sciences, Academia Sinica, Taiwan
Steven F. Lehrer	Queen’s University, Canada; NBER, USA
Qinling Lu	Risk Modeling & Analysis, KeyBank, USA
Emir Malikov	University of Nevada, Las Vegas, USA
Paul Noroski	University at Albany, State University of New York, USA
Luis Orea	University of Oviedo, Spain
Alecos Papadopoulos	Athens University of Economics and Business, Greece
Christopher F. Parmeter	University of Miami, USA
Artem Prokhorov	University of Sydney Business School, Australia; Center for Econometrics and Business Analytics, Russia
Jeffrey S. Racine	McMaster University, Canada; La Trobe University, Australia; American University, USA; Rimini Center for Economic Analysis, Italy
Peter Schmidt	Michigan State University, USA
Luis Servén	Centro de Estudios Monetarios y Financieros, Spain
Robin C. Sickles	Rice University, USA
Yiguo Sun	University of Guelph, Canada
Mike G. Tsionas	Lancaster University, UK
Hung-Jen Wang	National Taiwan University, Taiwan
Taining Wang	Capital University of Economics and Business, China
Zhichao Wang	University of Queensland, Australia
Tian Xie Shanghai	University of Finance and Economics, China
Feng Yao	West Virginia University, USA; Shenzhen University, China
Valentin Zelenyuk	University of Queensland, Australia
Jingfang Zhang	Alcorn State University, USA
Junsen Zhang	Zhejiang University, China
Xinyu Zhang	Academy of Mathematics and Systems Science, Chinese Academy of Sciences, China
Shunan Zhao	Oakland University, USA

Book Chapters

Prelims

Chapter 1: Editors’ Introduction

Chapter 2: Hausman’s Specification Test for Panel Data: Practical Tips

Chapter 3: Do Federal Disability Insurance Participants Exaggerate Their Health Problems? A Study Using Anchoring Vignettes

Chapter 4: Homelessness on the West Coast and the Role of Health: Inefficiency and Productivity Loss in American Society

Chapter 5: Bootstrap Model Averaging Unit Root Inference

Chapter 6: Averaging Heterogeneous Autoregression Models with Heteroskedastic Errors: Theory and an Application to Cryptocurrency Volatility Forecasting

Chapter 7: Efficient Estimation in Varying Coefficient Panel Data Model with Different Smoothing Variables and Fixed Effects

Chapter 8: The Role of Management in Efficient Production: Theoretical and Statistical Implications

Chapter 9: A System Approach to Structural Identification of Production Functions with Multi-Dimensional Productivity

Chapter 10: The Structural and Productivity Effects of Infrastructure Provision in Developed and Developing Countries

Chapter 11: Improving Predictions of Technical Inefficiency

Chapter 12: A Semiparametric Constant Elasticity of Substitution Stochastic Frontier Model for Panel Data

Chapter 13: Random Versus Explained Inefficiency in Stochastic Frontier Analysis: The Case of Queensland Hospitals

Chapter 14: Indirect Inference of Stochastic Frontier Models

Chapter 15: The Nash Bargaining Two-tier Stochastic Frontier Model