Essays in honor of Joon Y. Park : econometric theory

Volumes 45a and 45b of Advances in Econometrics honor Joon Y. Park, Wisnewsky Professor of Human Studies and Professor of Economics at Indiana University. Professor Park has made numerous and substantive contributions to the field of econometrics since beginning his academic career in the mid-1980s...

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Bibliographic Details
Other Authors: Chang, Yoosoon, (Editor), Lee, Sokbae, (Editor), Miller, J. Isaac, (Editor)
Format: eBook
Language: English
Published: Bingley, U.K. : Emerald Publishing Limited, 2023.
Series: Advances in econometrics ; v. 45, part A.
Subjects:
Econometrics.
Business & Economics > Econometrics.
elektronické knihy
electronic books
ISBN: 9781837532100
Physical Description: 1 online resource (464 pages).

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Table of contents

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245 0 0 |a Essays in honor of Joon Y. Park :  |b econometric theory /  |c edited by Yoosoon Chang (Indiana University, USA), Sokbae Lee (Columbia University, USA), and J. Isaac Miller (University of Missouri, USA). 
264 1 |a Bingley, U.K. :  |b Emerald Publishing Limited,  |c 2023. 
264 4 |c ©2023 
300 |a 1 online resource (464 pages). 
336 |a text  |b txt  |2 rdacontent 
337 |a computer  |b c  |2 rdamedia 
338 |a online resource  |b cr  |2 rdacarrier 
490 1 |a Advances in econometrics ;  |v v. 45, part A 
504 |a Includes bibliographical references and index. 
505 0 |a Introduction / Yoosoon Chang, Sokbae Lee, and J. Isaac Miller -- Part I: Nonstationarity, unit roots, and fractional noise -- Chapter 1. Discrete fourier transforms of fractional processes with econometric applications / Peter C.B. Phillips -- Chapter 2. Asymptotic properties of the least squares estimator in local to unity processes with fractional gaussian noise / Xiaohu Wang, Weilin Xiao, and Jun Yu -- Chapter 3. Powerful self-normalizing tests for stationarity against the alternative of a unit root / Uwe Hassler and Mehdi Hosseinkouchack -- Chapter 4. A sequential test for a unit root in monitoring a p-th order autoregressive process / Kohtaro Hitomi, Keiji Nagai, Yoshihiko Nishiyama, and Junfan Tao -- Part II: Nonlinearity -- Chapter 5. Functional-coefficient cointegrating regression with endogeneity / Han-Ying Liang, Yu Shen, and Qiying Wang -- Chapter 6. A specification test based on convolution-type distribution function estimates for non-linear autoregressive processes / Kun Ho Kim, Kira L. Koul, and Jiwoong Kim -- Chapter 7. Transformation models with cointegrated and deterministically trending regressors / Yingqian Lin and Yundong Tu -- Chapter 8. Minimax risk in estimating kink threshold and testing continuity / Javier Hidalgo, Heejun Lee, Jungyoon Lee, and Myung Hwan Seo -- Part III: Inference and prediction using models with trending series -- Chapter 9. Semiparametric independence tests between two infinite-order cointegrated series / Chafik Bouhaddioui, Jean-Marie Dufour, and Masaya Takano -- Chapter 10. Inference in conditional vector error-correction models with a small signal-to-noise ratio / Nikolay Gospodinov, Alex Maynard, and Elena Pesavento -- Chapter 11. Some extensions of asymptotic f and t theory in nonstationary regressions / Yixiao Sun -- Chapter 12. Non-stationary parametric single-index predictive models: Simulation and empirical studies / Ying Zhou, Hsein Kew, and Jiti Gao -- Chapter 13. Best linear prediction in cointegrated systems / Yun-Yeong Kim. 
520 |a Volumes 45a and 45b of Advances in Econometrics honor Joon Y. Park, Wisnewsky Professor of Human Studies and Professor of Economics at Indiana University. Professor Park has made numerous and substantive contributions to the field of econometrics since beginning his academic career in the mid-1980s and has held positions at Cornell University, University of Toronto, Seoul National University, Rice University, Texas A&M University, and Sungkyunkwan University. This first volume, Essays in Honor of Joon Y. Park: Econometric Theory, features contributions to econometric theory related to Professor Park's analysis of time series and particularly related to the research of the first two or so decades of his career. 
588 0 |a Print version record. 
650 0 |a Econometrics. 
650 7 |a Business & Economics  |x Econometrics.  |2 bisacsh 
650 7 |a Econometrics.  |2 bicssc 
655 7 |a elektronické knihy  |7 fd186907  |2 czenas 
655 9 |a electronic books  |2 eczenas 
700 1 |a Chang, Yoosoon,  |e editor. 
700 1 |a Lee, Sokbae,  |e editor. 
700 1 |a Miller, J. Isaac,  |e editor. 
776 0 8 |i Print version:  |z 9781837532094 
776 0 8 |i PDF version:  |z 9781837532087 
830 0 |a Advances in econometrics ;  |v v. 45, part A. 
856 4 0 |u https://proxy.k.utb.cz/login?url=https://doi.org/10.1108/S0731-9053202345A  |y Full text 

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