Essays in honor of Cheng Hsiao

• Other Authors: Terrell, Dek, (Editor), Li, Tong, (Editor), Pesaran, M. Hashem, (Editor)
• Format: eBook
• Language: English
• Published: Bingley, U.K. : Emerald Publishing Limited, 2020.
• Series: Advances in econometrics ; v. 41.
• Subjects: Econometrics.; Business & Economics > Econometrics.; elektronické knihy; electronic books
• ISBN: 9781789739596; 9781789739572
• Physical Description: 1 online resource (472 pages) ; cm.

Including contributions spanning a variety of theoretical and applied topics in econometrics, this volume of Advances in Econometrics is published in honour of Cheng Hsiao. In the first few chapters of this book, new theoretical panel and time series results are presented, exploring JIVE estimators,...