Screen LibraryRecent advances and future directions in causality, prediction, and specification analysis : essays in honor of Halbert L. White Jr /
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| Corporate Authors: | |
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| Group Author: | ; |
| Published: |
Springer,
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| Publisher Address: | New York, NY : |
| Publication Dates: | 2013. |
| Literature type: | eBook |
| Language: | English |
| Subjects: | |
| Online Access: |
http://dx.doi.org/10.1007/978-1-4614-1653-1 |
| Carrier Form: | 1 online resource |
| Bibliography: | Includes bibliographical references and index. |
| ISBN: |
9781461416531 (electronic bk.) 1461416531 (electronic bk.) |
| Index Number: | HB139 |
| CLC: | F224.0 |
| Contents: |
Improving U.S. GDP Measurement: A Forecast Combination Perspective / Identification Without Exogeneity Under Equiconfounding in Linear Recursive Structural Systems / Optimizing Robust Conditional Moment Tests: An Estimating Function Approach / Asymptotic Properties of Penalized M Estimators with Time Series Observations / A Survey of Recent Advances in Forecast Accuracy Comparison Testing, with an Extension to Stochastic Dominance / New Directions in Information Matrix Testing: Eigenspectrum Tests / Bayesian Analysis and Model Selection of GARCH Models with Additive Jumps / Hal White: Time at MIT and Early Days of Research / Open-Model Forecast-Error Taxonomies / Heavy-Tail and Plug-In Robust Consistent Conditional Moment Tests of Functional Form / Nonparametric Identification in Dynamic Nonseparable Panel Data Models / Consistent Model Selection: Over Rolling Windows / Estimating Misspecified Moment Inequality Models / Model Adequacy Checks for Discrete Choice Dynamic Models / On Long-Run Covariance Matrix Estimation with the Truncated Flat Kernel / Predictability and Specification in Models of Exchange Rate Determination / Thirty Years of Heteroskedasticity-Robust Inference / Smooth Constrained Frontier Analysis / NoVaS Transformations: Flexible Inference for Volatility Forecasting / Regression Efficacy and the Curse of Dimensionality / |