List of Contributors
Essays in Honor of Peter C. B. Phillips
ISBN: 978-1-78441-183-1
ISSN: 0731-9053
Publication date: 21 November 2014
Citation
(2014), "List of Contributors", Essays in Honor of Peter C. B. Phillips (Advances in Econometrics, Vol. 33), Emerald Group Publishing Limited, Leeds, pp. xiii-xvi. https://doi.org/10.1108/S0731-905320140000033025
Publisher
:Emerald Group Publishing Limited
Copyright © 2014 Emerald Group Publishing Limited
| Badi H. Baltagi | Department of Economics and Center for Policy Research, Syracuse University, Syracuse, NY, USA; Department of Economics, Leicester University, Leicester, UK |
| Yong Bao | Department of Economics, Purdue University, West Lafayette, IN, USA |
| Brendan K. Beare | Department of Economics, University of California – San Diego, La Jolla, CA, USA |
| Yoosoon Chang | Department of Economics, Indiana University, Bloomington, IN, USA |
| John Chao | Department of Economics, University of Maryland, College Park, MD, USA |
| Jin Seo Cho | School of Economics, Yonsei University, Seoul, South Korea |
| Thomas B. Fomby | Department of Economics and Richard B. Johnson Center for Economic Studies, Southern Methodist University, Dallas, TX, USA |
| Jiti Gao | Department of Econometrics and Business Statistics, Monash University, Melbourne, Australia |
| Eric Ghysels | Department of Economics and Department of Finance, University of North Carolina – Chapel Hill, Chapel Hill, NC, USA |
| Ryan Greenaway-McGrevy | Department of Economics, University of Auckland, Auckland, New Zealand |
| Chirok Han | Department of Economics, Korea University, Seoul, South Korea |
| Bruce E. Hansen | Department of Economics, University of Wisconsin, Madison, WI, USA |
| Javier Hidalgo | Department of Economics, London School of Economics, London, UK |
| Cheng Hsiao | Department of Economics, University of Southern California, Los Angeles, CA, USA; WISE, Xiamen University, Xiamen, China; Department of Quantitative Finance, National Tsinghua University, Hsinchu |
| Liang Hu | Department of Economics, Wayne State University, Detroit, MI, USA |
| Chihwa Kao | Department of Economics, Center for Policy Research, Syracuse University, Syracuse, NY, USA |
| Myungsup Kim | Department of Economics, University of North Texas, Denton, TX, USA |
| Maxwell King | Department of Econometrics and Business Statistics, Monash University, Melbourne, Australia |
| Jan F. Kiviet | Division of Economics, Nanyang Technological University, Singapore; Republic of Singapore and University of Amsterdam, Amsterdam, The Netherlands |
| Yong Li | Hanqing Advanced Institute of Economics and Finance, Renmin University of China, Beijing, China |
| Long Liu | Department of Economics, College of Business, University of Texas at San Antonio, San Antonio, TX, USA |
| Jungyoon Lee | Department of Economics, New College of the Humanities, London, UK |
| Esfandiar Maasoumi | Department of Economics, Emory University, Atlanta, GA, USA |
| Alex Maynard | Department of Economics, University of Guelph, Guelph, Canada |
| J. Isaac Miller | Department of Economics, University of Missouri, Columbia, MO, USA |
| Jerzy Niemczyk | European Central Bank, Frankfurt, Germany |
| Joon Y. Park | Department of Economics, Indiana University, Bloomington, IN, USA |
| Melinda Pitts | Federal Reserve Bank of Atlanta, Atlanta, GA, USA |
| Dongmeng Ren | Department of Economics, University of Guelph, Guelph, Canada |
| Yongcheol Shin | Department of Economics and Related Studies, University of York, York, UK |
| Kyungchul Song | Vancouver School of Economics, University of British Columbia, Vancouver, Canada |
| Donggyu Sul | Department of Economics, University of Texas at Dallas, Richardson, TX, USA |
| Yixiao Sun | Department of Economics, University of California – San Diego, La Jolla, CA, USA |
| Purevdorj Tuvaandorj | Department of Economics, McGill University, CIREQ, CIRANO, Montreal, Canada |
| Aman Ullah | Department of Economics, University of California – Riverside, Riverside, CA, USA |
| Igor Vaynman | Department of Economics, University of California – San Diego, La Jolla, CA, USA |
| Chi Wan | Department of Accounting and Finance, University of Massachusetts, Boston, MA, USA |
| Halbert White | Department of Economics, University of California – San Diego, La Jolla, CA, USA |
| Ke Wu | Department of Economics, Emory University, Atlanta, GA, USA |
| Zhijie Xiao | Department of Economics, Boston College, Chestnut Hill, MA, USA |
| Jun Yu | School of Economics and Lee Kong Chian School of Business, Singapore Management University, Singapore, Republic of Singapore |
| Tao Zeng | Economics and Management School, Wuhan University, Wuhan, China |
| Ru Zhang | Department of Economics, University of California – Riverside, Riverside, CA, USA |
| Victoria Zinde-Walsh | Department of Economics, McGill University, CIREQ, CIRANO, Montreal, Canada |
- Essays in Honor of Peter C. B. Phillips
- Advances in Econometrics
- Essays in Honor of Peter C. B. Phillips
- Copyright Page
- Dedication
- List of Contributors
- Introduction
- Asymptotic Moments of Autoregressive Estimators with a Near Unit Root and Minimax Risk
- Fixed-smoothing Asymptotics and Asymptotic F and t Tests in the Presence of Strong Autocorrelation
- Moment Approximation for Least-Squares Estimator in First-Order Regression Models with Unit Root and Nonnormal Errors
- On the Size Distortion from Linearly Interpolating Low-frequency Series for Cointegration Tests
- Testing for Cointegration in Markov Switching Error Correction Models
- Specification Testing in Parametric Trending Models with Unknown Errors
- Panel Macroeconometric Modeling ☆ This paper is dedicated to P. C. B. Phillips for his creative and lasting contributions to econometrics.
- Mean Average Estimation of Dynamic Panel Models with Nonstationary Initial Condition
- Efficient Estimation and Inference for Difference-In-Difference Regressions with Persistent Errors
- A CUSUM Test for Common Trends in Large Heterogeneous Panels
- Test of Hypotheses in a Time Trend Panel Data Model with Serially Correlated Error Component Disturbances
- Limit Theory and Inference About Conditional Distributions
- On the Limiting and Empirical Distributions of IV Estimators When Some of the Instruments are Actually Endogenous
- Testing the Equality of Two Positive-Definite Matrices with Application to Information Matrix Testing ☆ A glossary of notation and the program codes written in GAUSS for our simulations are available at: http://web.yonsei.ac.kr/jinseocho/research.htm
- Minimax Estimation of Nonregular Parameters and Discontinuity in Minimax Risk
- The Gap between the Conditional Wage Distributions of Incumbents and the Newly Hired Employees: Decomposition and Uniform Ordering
- Deviance Information Criterion for Comparing VAR Models
- Stable Limit Theory for the Variance Targeting Estimator
- Assessing the Power of Long-Horizon Predictive Tests in Models of Bull and Bear Markets
- Idiosyncratic Volatility, Expected Windfall, and the Cross-Section of Stock Returns