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...

Intro -- Title Page -- Copyright Page -- Contents -- Introduction -- References -- Chapter 1: Correction for the Asymptotical Bias of the Arellano-Bond type GMM Estimation of Dynamic Panel Models -- 1. Introduction -- 2. Model and the Arellano-Bond GMM Estimation -- 2.1. The Arellano-Bond GMM...

The 30th Volume of Advances in Econometrics is in honor of the two individuals whose hard work has helped ensure thirty succesful years of the series, Thomas Fomby and R. Carter Hill. This volume began with a history of the Advances series by Asli Ogunc and Randall Campbell summarizing the prior...