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...

This paper develops an individual-based stochastic network SIR model for the empirical analysis of the Covid-19 pandemic. It derives moment conditions for the number of infected and active cases for single as well as multigroup epidemic models. These moment conditions are used to investigate...

This paper develops a recursive model of voter turnout and voting outcomes at the U.S. county level to investigate the socioeconomic determinants of recent U.S. presidential elections. It exploits cross-section variations across U.S. counties and investigates the key determinants of the 2016...