Essays in Honor of M. Hashem Pesaran
Prediction and Macro Modeling
Allan Timmermann editor Cheng Hsiao editor Alexander Chudik editor
Format:Hardback
Publisher:Emerald Publishing Limited
Published:18th Jan '22
Currently unavailable, and unfortunately no date known when it will be back
The collection in Volume 43 Part A of Advances in Econometrics serves as a tribute to Professor M. Hashem Pesaran. Hashem is one of the most innovative, influential, and productive econometricians of his generation, with over 200 papers published in leading scientific journals to his credit along with highly influential books on both theoretical and applied topics, significantly pushing forward the frontiers of knowledge in econometrics and economics. Thanks to his profound and pioneering work on theoretical and empirical questions, the economics profession has gained a much better understanding of both the power and limitations of econometric analysis.
Consistent with Hashem’s contributions, this volume comprises of chapters on a variety of topics covering prediction and macroeconomic modelling. The list of topics includes studies on Bayesian Quantile regression methods, forecasting implications from the economic impact of global warming, assessment of DSGE models, and parameter estimation in the presence of multiple breaks.
ISBN: 9781802620627
Dimensions: 229mm x 152mm x 24mm
Weight: 640g
360 pages