Essays in Honor of Aman Ullah.

FRONT COVER -- ESSAYS IN HONOR OF AMAN ULLAH -- COPYRIGHT PAGE -- CONTENTS -- LIST OF CONTRIBUTORS -- INTRODUCTION -- ACKNOWLEDGMENTS -- PHOTOS -- PART I TRIBUTE -- A SELECTIVE REVIEW OF AMAN ULLAH'S CONTRIBUTIONS TO ECONOMETRICS -- ABSTRACT -- 1. INTRODUCTION -- 2. ROBUST INFERENCE -- 3. FINITE SAMPLE ECONOMETRICS -- 4. NONPARAMETRIC AND SEMIPARAMETRIC ECONOMETRICS -- 5. PANEL AND SPATIAL MODELS -- 6. CONCLUDING REMARKS -- NOTES -- ACKNOWLEDGMENTS -- REFERENCES -- PART II PANEL DATA MODELS -- SEMIPARAMETRIC ESTIMATION OF PARTIALLY LINEAR VARYING COEFFICIENT PANEL DATA MODELS -- ABSTRACT -- 1. INTRODUCTION -- 2. THE MODEL -- 3. MAIN RESULTS -- 4. CONCLUSION -- NOTES -- ACKNOWLEDGMENTS -- REFERENCES -- APPENDIX A: PROOF OF LEMMAS -- APPENDIX B: PROOF OF THEOREM 1 -- APPENDIX C: PROOF OF THEOREM 2 -- APPENDIX D: PROOF OF THEOREM 3 -- TESTING FOR SPATIAL LAG AND SPATIAL ERROR DEPENDENCE IN A FIXED EFFECTS PANEL DATA MODELUSING DOUBLE LENGTH ARTIFICIAL REGRESSIONS -- ABSTRACT -- 1. INTRODUCTION -- 2. THE SPATIAL DEPENDENCE MODEL -- 3. EMPIRICAL ILLUSTRATION -- 4. MONTE CARLO SIMULATION -- 5. CONCLUSION -- NOTES -- ACKNOWLEDGMENTS -- REFERENCES -- LONG-RUN EFFECTS IN LARGE HETEROGENEOUS PANEL DATA MODELS WITH CROSS-SECTIONALLY CORRELATED ERRORS -- ABSTRACT -- 1. INTRODUCTION -- 2. ESTIMATION OF LONG-RUN OR LEVEL RELATIONSHIPS IN ECONOMICS -- 3. CS-DL APPROACH TO ESTIMATION OF MEAN LONG-RUN COEFFICIENTS -- 4. MONTE CARLO EXPERIMENTS -- 5. CONCLUDING REMARKS -- NOTES -- ACKNOWLEDGEMENTS -- REFERENCES -- APPENDIX -- SEMIPARAMETRIC ESTIMATION OF PARTIALLY LINEAR DYNAMIC PANEL DATA MODELS WITH FIXED EFFECTS -- ABSTRACT -- 1. INTRODUCTION -- 2. SEMIPARAMETRIC GMM ESTIMATION OF θ AND KERNEL ESTIMATION OF m -- 3. SIEVE IV ESTIMATION -- 4. TESTING FOR THE LINEARITY OF THE UNKNOWN NONPARAMETRIC COMPONENT -- 5. SIMULATIONS.

6. AN EMPIRICAL APPLICATION: THE IMPACT OF IPR PROTECTION ON ECONOMIC GROWTH -- 7. CONCLUSION -- ACKNOWLEDGMENTS -- NOTES -- REFERENCES -- APPENDIX A. PROOF OF THE RESULTS IN SECTIONS 2 AND 3 -- APPENDIX B. DATA -- PART III FINITE SAMPLE ECONOMETRICS -- FINITE-SAMPLE BIAS OF THE CONDITIONAL GAUSSIAN MAXIMUM LIKELIHOOD ESTIMATOR IN ARMA MODELS -- ABSTRACT -- 1. INTRODUCTION -- 2. THE APPROXIMATE BIAS -- 3. THE GENERAL BIAS RESULT OF QMLE IN ARMA(p, q) -- 4. DEMONSTRATIONS -- 5. CONCLUDING REMARKS -- ACKNOWLEDGMENTS -- NOTES -- REFERENCES -- APPENDIX -- FINITE SAMPLE BIAS CORRECTED IV ESTIMATION FOR WEAK AND MANY INSTRUMENTS -- ABSTRACT -- 1. INTRODUCTION -- 2. FINITE SAMPLE BEHAVIOR OF k-CLASS ESTIMATORS -- 3. FINITE SAMPLE BIAS CORRECTION IN THE DOUBLE k-CLASS -- 4. OPTIMAL PARAMETER CHOICE FOR DOUBLE k-CLASS ESTIMATORS -- 5. MONTE CARLO SIMULATIONS -- 6. CONCLUSION -- NOTES -- ACKNOWLEDGEMENTS -- REFERENCES -- APPENDIX A: DERIVATIONS OF EXPRESSIONS IN SECTION 2 -- PART IV INFORMATION AND ENTROPY -- ON THE CONSTRUCTION OF PRIOR INFORMATION - AN INFO-METRICS APPROACH -- ABSTRACT -- 1. INTRODUCTION -- 2. ENTROPY DEFICIENCY: MINIMUM CROSS ENTROPY - A BRIEF SUMMARY -- 3. DISCRETE DISTRIBUTIONS: GROUPING PROPERTY -- 4. TRANSFORMATION GROUPS OR TRANSFORMATION INVARIANCE -- 5. DISCUSSION -- 6. CONCLUDING REMARKS -- NOTES -- ACKNOWLEDGMENTS -- REFERENCES -- APPENDIX A: DERIVATION OF THE CONCENTRATED MODEL -- APPENDIX B: MAXIMUM ENTROPY AND THE NORMAL DISTRIBUTION -- THE WAGE PREMIUM OF NATURALIZED CITIZENSHIP -- ABSTRACT -- 1. INTRODUCTION -- 2. EMPIRICAL METHODOLOGY -- 3. DATA -- 4. EMPIRICAL RESULTS -- 5. CONCLUSIONS AND FUTURE WORK -- ACKNOWLEDGMENTS -- NOTES -- REFERENCES -- APPENDIX -- CAUSALITY AND MARKOVIANITY: INFORMATION THEORETIC MEASURES -- ABSTRACT -- 1. INTRODUCTION -- 2. INFORMATION THEORETIC CAUSALITY MEASURES.

3. CAUSALITY MEASURES AND PSEUDO-TRUE VALUES -- 4. QUANTITATIVE ASSESSMENT -- 5. CONCLUDING REMARKS -- NOTES -- REFERENCES -- APPENDIX A: ADDITIONAL FIGURES AND TABLE -- APPENDIX B: MATHEMATICAL APPENDIX -- PART V ISSUES IN ECONOMETRIC THEORY -- A LIKELIHOOD-FREE REVERSE SAMPLER OF THE POSTERIOR DISTRIBUTION -- ABSTRACT -- 1. INTRODUCTION -- 2. THE RS: CASE K = L -- 3. THE RS: CASE L ≥ K -- 4. ACCEPTANCE RATE -- 5. CONCLUSION -- NOTES -- ACKNOWLEDGMENTS -- REFERENCES -- A VECTOR AUTOREGRESSIVE MOVING AVERAGE MODEL FOR INTERVAL-VALUED TIME SERIES DATA -- ABSTRACT -- 1. INTRODUCTION -- 2. THE IVARMA MODEL -- 3. ESTIMATION AND EFFICIENCY -- 4. SIMULATION -- 5. CONCLUSION -- ACKNOWLEDGEMENTS -- REFERENCES -- APPENDIX -- INFERENCE IN NEAR-SINGULAR REGRESSION -- ABSTRACT -- 1. INTRODUCTION -- 2. SINGULAR REGRESSION MODELS AND LIMITTHEORY -- 3. SINGULAR STRUCTURAL MODEL AND IV ESTIMATION -- 4. CONCLUSION AND EXTENSION -- ACKNOWLEDGEMENTS -- REFERENCES -- APPENDIX -- PART VI NONPARAMETRIC AND SEMIPARAMETRIC METHODS -- MULTIVARIATE LOCAL POLYNOMIAL ESTIMATORS: UNIFORM BOUNDARY PROPERTIES AND ASYMPTOTIC LINEAR REPRESENTATION -- ABSTRACT -- 1. INTRODUCTION -- 2. M-REGRESSION, MULTIVARIATE LOCAL POLYNOMIAL ESTIMATION, AND MOTIVATING EXAMPLES -- 3. THE BIAS AND VARIANCE OF MULTIVARIATE LOCAL POLYNOMIAL ESTIMATORS -- 4. LOCAL POLYNOMIAL REGRESSION AND QUANTILE REGRESSION -- 5. SIMULATION EXPERIMENTS -- 6. CONCLUSION -- 7. PROOF SECTION -- NOTES -- ACKNOWLEDGMENTS -- REFERENCES -- MODEL AVERAGING OVER NONPARAMETRIC ESTIMATORS -- ABSTRACT -- 1. INTRODUCTION -- 2. MODEL AVERAGING OVER ESTIMATORS -- 3. FINITE SAMPLE PERFORMANCE -- 4. EMPIRICAL ILLUSTRATION - RELIGIOSITY AND ECONOMIC GROWTH -- 5. CONCLUDING REMARKS -- NOTES -- REFERENCES -- SMOOTHNESS: BIAS AND EFFICIENCY OF NONPARAMETRIC KERNEL ESTIMATORS -- ABSTRACT -- 1. INTRODUCTION.

2. CLASSES OF ESTIMATORS AND ASSUMPTIONS -- 3. ESTIMATION OF THE RATE OF THE BIAS -- 4. ASYMPTOTIC EFFICIENCY OF LINEAR COMBINATIONS OF ESTIMATORS -- 5. COMBINED ESTIMATOR -- 6. CONCLUSIONS -- NOTES -- ACKNOWLEDGEMENT -- REFERENCES -- APPENDIX -- A CLASS OF NONPARAMETRIC DENSITY DERIVATIVE ESTIMATORS BASED ON GLOBAL LIPSCHITZ CONDITIONS -- ABSTRACT -- 1. INTRODUCTION -- 2. A CLASS OF ESTIMATORS FOR f(m)(x) AND THEIR BIAS -- 3. ASYMPTOTIC CHARACTERIZATION OF f (m)k(x) -- 4. MONTE CARLO STUDY -- 5. CONCLUSION -- NOTES -- ACKNOWLEDGMENTS -- REFERENCES -- APPENDIX A: LEMMAS AND PROOFS -- LOCAL POLYNOMIAL DERIVATIVE ESTIMATION: ANALYTIC OR TAYLOR? -- ABSTRACT -- 1. INTRODUCTION -- 2. LOCALLY WEIGHTED REGRESSION -- 3. DEMONSTRATION: THE PRESTIGE DATA -- 4. FINITE-SAMPLE COMPARISON OF ANALYTIC- AND TAYLOR-BASED DERIVATIVES -- 5. SUMMARY -- ACKNOWLEDGEMENTS -- REFERENCES -- A SIMPLE CONSISTENT NONPARAMETRIC ESTIMATOR OF THE LORENZ CURVE -- ABSTRACT -- 1. INTRODUCTION -- 2. ESTIMATION OF LORENZ CURVES: A BRIEF REVIEW -- 3. AN ALTERNATIVE ESTIMATOR -- 4. NONPARAMETRIC ESTIMATION -- 5. SIMULATIONS -- 6. EMPIRICAL EXAMPLE -- 7. CONCLUDING REMARKS -- REFERENCES -- APPENDIX.

Volume 36 of Advances in Econometrics recognizes Aman Ullah's significant contributions in many areas of econometrics and celebrates his long productive career.

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Electronic reproduction. Ann Arbor, Michigan : ProQuest Ebook Central, 2024. Available via World Wide Web. Access may be limited to ProQuest Ebook Central affiliated libraries.