Readings in Econometric Theory and Practice : A Volume in Honor of George Judge

by Griffiths, William E.; Lutkepohl, H.; Bock, Mit Einem Geleitwort Von H. E.

• ISBN13: 9780444895745
• ISBN10: 0444895744
• Format: Hardcover
• Copyright: 1992-07-01
• Publisher: Elsevier Science Ltd

Summary

This volume honors George Judge and his many, varied and outstanding contributions to econometrics, statistics, mathematical programming and spatial equilibrium modeling. The papers are grouped into four parts, each part representing an area in which Professor Judge has made a significant contribution. The authors have all benefited in some way, directly or indirectly, through an association with George Judge and his work.The three papers in Part I are concerned with various aspects of pre-test and Stein-rule estimation. Part II contains applications of Bayesian methodology, new developments in Bayesian methodology, and an overview of Bayesian econometrics. The papers in Part III comprise new developments in time-series analysis, improved estimation and Markov chain analysis. The final part on spatial equilibrium modeling contains papers that had their origins from Professor Judge's pioneering work in the 60's.

Table of Contents

Introduction to the Series
Preface
List of Contributors
Pre-Test and Stein-Rule Estimation
The Effects of Extrapolation on Minimax Stein-Rule Prediction	p. 3
Risk and Power for Inequality Pre-Test Estimators: General Case in Two Dimensions	p. 33
The Exact Distribution of a Simple Pre-Test Estimator	p. 57
Bayesian Econometrics
Bayesian Analysis in Econometrics	p. 77
Data Pooling and Self-Selection: A Mixed Effects Hierarchical Approach	p. 103
Estimation of Systematic Risk Using Bayesian Analysis with Hierarchical and Non-Normal Priors	p. 143
Bayesian Analysis and Regularity Conditions on Flexible Functional Forms: Application to the U.S. Motor Carrier Industry	p. 159
Further Results on Interval Estimation in an AR(1) Error Model	p. 175
Topics in Econometrics and Time Series
Smooth Improved Estimators of Econometric Parameters	p. 197
Estimating the Smoothing Parameter in Piecewise Constant Regression	p. 215
Testing for Time Varying Parameters in Vector Autoregressive Models	p. 243
Changes of Employment Among Sectors of the Fast Growing Economy in Taiwan: A Markov Chain Analysis	p. 265
Spatial Equilibrium Modeling
Alternative Spatial Equilibrium Formulations: A Synthesis	p. 297
The Application of Variational Inequality Theory to the Study of Spatial Equilibrium and Disequilibrium	p. 327
Imperfect Competition and Arbitrage in Spatially Separated Markets	p. 357
Index	p. 375
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