Acknowledgments

Essays in Honor of Aman Ullah

ISBN: 978-1-78560-787-5, eISBN: 978-1-78560-786-8

ISSN: 0731-9053

Publication date: 23 June 2016

Citation

(2016), "Acknowledgments", Essays in Honor of Aman Ullah (Advances in Econometrics, Vol. 36), Emerald Group Publishing Limited, Leeds, pp. xxiii-xxiv. https://doi.org/10.1108/S0731-905320160000036009

Publisher

:

Emerald Group Publishing Limited

Copyright © 2016 Emerald Group Publishing Limited


A conference in honour of Aman Ullah took place at Riverside Mission Inn on March 13–15, 2015 to celebrate his long and productive academic career. We would like to thank the following sponsors for their support (in alphabetical order): editors of Advances in Econometrics, Emerald Group Publishing Ltd., Info-Metrics Institute of American University, International Association for Applied Econometrics (IAAE) and the University of California Riverside’s College of Humanities Arts and Social Sciences, Department of Economics, Department of Statistics, School of Business Administration and School of Public Policy.

We also like to express our thanks to the following UC-Riverside staff: Damaris Carlos, Gary Kuzas, Mark Manalang, Tanya Wine (and Mark Wine) and Patricia Winkler, and two of our graduate students: Bai Huang and Najrin Khanom. Their hard work and dedication before, during, and after the event made our work much easier.

This AIE volume is a collection of papers, most of them presented at the conference, on topics in which Aman Ullah has made major contributions – nonparametric and semiparametric econometrics, finite sample econometrics, shrinkage methods, information/entropy econometrics, model specification testing, robust inference and panel/spatial models. Each paper was rigorously refereed by two or three experts. We would like to thank the following reviewers for their critical and constructive reviews (in alphabetical order): Deniz Baglan (Howard University), Yong Bao (Purdue University), Martin Burda (University of Toronto), Zongwu Cai (University of Kansas), Matias Cattaneo (University of Michigan), John Chao (University of Maryland), Juan Carlos Escanciano (Indiana University), Yanqin Fan (University of Washington), Jiti Gao (Monash University), Amos Golan (American University), William Greene (New York University), Daniel Henderson (University of Alabama), Eric Hillebrand (University of Aarhus), Cheng Hsiao (University of Southern California), Emma Iglesias (University of Coruña), Atsushi Inoue (Vanderbilt University), David Jacho-Chavez (Emory University), Ivan Jeliazkov (University of California, Irvine), Fei Jin (Shanghai University of Finance and Economics), Degui Li (University of York), Dong Li (University of Texas Dallas), Qi Li (Texas A&M), Wei Lin (Capital University of Economics and Business), Chu-An Liu (Academia Sinica), Essie Maasoumi (Emory University), Ron Mittelhammer (Washington State University), Kusum Mundra (Rutgers University), Kelley Pace (Louisiana State University), Christopher Parmeter (University of Miami), Hashem Pesaran (University of Southern California), Jeff Racine (McMaster University), Chris Skeels (University of Melbourne), Xiaojun Song (Peking University), Liangjun Su (Singapore Management University), Yuying Sun (Chinese Academy of Sciences), Abderrahim Taamouti (Durham University), Yundong Tu (Peking University), Aman Ullah (University of California, Riverside), Alan Wan (City University of Hong Kong), Ying Wang (Peking University), Ximing Wu (Texas A&M University), Ke-Li Xu (Texas A&M University), Jui-Chung Ray Yang (University of Southern California), Zhenlin Yang (Singapore Management University) and Yonghui Zhang (Renmin University).

We would also like to thank the following participants, who made presentations and/or chaired sessions: Deniz Baglan (Howard University), Anil Bera (University of Illinois), Tom Fomby (Southern Methodist University), Yan Ge (Central University of Finance and Economics), Xiao Huang (Kennesaw State University), Wei Lin (Capital University of Economics and Business), Ruixuan Liu (Emory University), Xiangdong Long (Bank of Communications Schroder Fund Management), Shujie Ma (University of California, Riverside), Kusum Mundra (Rutgers University), Xiaojun Song (Peking University), Yundong Tu (Peking University), Yun Wang (University of International Business and Economics) and Jie Wei (Huazhong University of Science and Technology).

Essays in Honor of Aman Ullah
Advances in Econometrics
Essays in Honor of Aman Ullah
Copyright Page
List of Contributors
Introduction
Acknowledgments
Photos
Part I: Tribute
A Selective Review of Aman Ullah’s Contributions to Econometrics
Part II: Panel Data Models
Semiparametric Estimation of Partially Linear Varying Coefficient Panel Data Models
Testing for Spatial Lag and Spatial Error Dependence in a Fixed Effects Panel Data Model Using Double Length Artificial Regressions
Long-Run Effects in Large Heterogeneous Panel Data Models with Cross-Sectionally Correlated Errors
Semiparametric Estimation of Partially Linear Dynamic Panel Data Models with Fixed Effects
Part III: Finite Sample Econometrics
Finite-Sample Bias of the Conditional Gaussian Maximum Likelihood Estimator in ARMA Models
Finite Sample BIAS Corrected IV Estimation for Weak and Many Instruments
Part IV: Information and Entropy
On the Construction of Prior Information – An Info-Metrics Approach
The Wage Premium of Naturalized Citizenship
Causality and Markovianity: Information Theoretic Measures
Part V: Issues in Econometric Theory
A Likelihood-Free Reverse Sampler of the Posterior Distribution
A Vector Autoregressive Moving Average Model for Interval-Valued Time Series Data
Inference in Near-Singular Regression
Part VI: Nonparametric and Semiparametric Methods
Multivariate Local Polynomial Estimators: Uniform Boundary Properties and Asymptotic Linear Representation
Model Averaging Over Nonparametric Estimators
Smoothness: Bias and Efficiency of Nonparametric Kernel Estimators
A Class of Nonparametric Density Derivative Estimators Based on Global Lipschitz Conditions
Local Polynomial Derivative Estimation: Analytic or Taylor?
A Simple Consistent Nonparametric Estimator of the Lorenz Curve