rdf-syntax-grammar
mods:
  schema location: http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd
  title info:
    title: Essays in honor of Joon Y. Park
    sub title: econometric methodology in empirical applications
  name:
    name part: Chang, Yoosoon
    role:
      role term: editor.
  name:
    name part: Lee, Sokbae
    role:
      role term: editor.
  name:
    name part: Miller, J. Isaac
    role:
      role term: editor.
  type of resource: text
  genre: bibliography
  genre: elektronické knihy
  genre: electronic books
  origin info:
    place:
      place term: enk
    date issued: 2023
    copyright date: 2023
    issuance: monographic
  language:
    language term: eng
  physical description:
    form: remote
    extent: 1 online resource (572 pages).
  abstract: Volumes 45a and 45b of Advances in Econometrics honor Professor Joon Y. Park, who has made numerous and substantive contributions to the field of econometrics over a career spanning four decades since the 1980s and counting. This second volume, Essays in Honor of Joon Y. Park: Econometric Methodology in Empirical Applications, focuses on econometric applications related, some closely and some very loosely, to Professor Park's more recent work before concluding with a retrospective summarizing four decades of Advances in Econometrics.
  table of contents: Introduction -- Part I: Macroeconometrics -- Chapter 1. Aggregate output measurement: A common trend approach / Martín Almuzara, Gabriele Fiorentini, and Enrique Sentana -- Chapter 2. Markov switching rationality / Florens Odendahl, Barbara Rossi, and Tatevik Sekhposyan -- Chapter 3. The econometrics of oil market var models / Lutz Kilian and Xiaoqing Zhou -- Part II: Financial econometrics -- Chapter 4. Quantile impulse response analysis with applications in macroeconomics and finance / Whayoung Jung and Ji Hyung Lee -- Chapter 5. Risk neutral density estimation with a functional linear model / Marine Carrasco and Idriss Tsafack -- Chapter 6. Estimating diffusion models of interest rates at the zero lower bound: From the Great Depression to the Great Recession and beyond / Lealand Morin -- Chapter 7. A market crash or tail risk? Heavy tails and asymmetry of returns in the Chinese stock market / Zheyu Xing and Rustam Ibragimov -- Part III: Pandemic, climate, and disaster -- Chapter 8. Predicting crashes in oil price during the COVID-19 pandemic with mixed causal-noncausal models / Alain Hecq and Elisa Voisin -- Chapter 9. Depth-weighted forecast combination: Application to COVID-19 cases / Yoonseok Lee and Donggyu Sul -- Chapter 10. Identification of beliefs in the presence of disaster risk and misspecification / Saraswata Chaudhuri, Eric Renault, and Oscar Wahlstrom -- Chapter 11. A new model for agricultural land use modelling and prediction in England using spatially high-resolution data / Namhyun Kim, Patrick Wongsa-art, and Ian J. Bateman -- Chapter 12. Local climate sensitivity: What can time series of distributions reveal about spatial heterogeneity of climate change? / J. Isaac Miller -- Part IV: Microeconometrics and panel data -- Chapter 13. Maximum likelihood estimation of dynamic panel data models with interactive effects: Quasi-differencing over time or across individuals? / Chang Hsiao and Qiankun Zhou -- Chapter 14. Informational content of factor st…
  note: edited by Yoosoon Chang (Indiana University, USA), Sokbae Lee (Columbia University, USA), and J. Isaac Miller (University of Missouri, USA).
  note: Plný text je dostupný pouze z IP adres počítačů Univerzity Tomáše Bati ve Zlíně nebo vzdáleným přístupem pro zaměstnance a studenty
  note: Includes bibliographical references and index.
  subject:
    topic: Econometrics
  subject:
    topic: Business & Economics
    topic: Econometrics
  subject:
    topic: Econometrics
  classification: 330.015195
  classification: 330.4
  related item:
    title info:
      title: Advances in econometrics ; v. 45, part B
  identifier: 9781837532148
  identifier: https://proxy.k.utb.cz/login
  access condition: Plný text je dostupný pouze z IP adres počítačů Univerzity Tomáše Bati ve Zlíně nebo vzdáleným přístupem pro zaměstnance a studenty
  record info:
    record content source: UtOrBLW
    record creation date: 230417
    record change date: 20230417164624.0
    record identifier: em-9781837532148
    language of cataloging:
      language term: eng