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Essays in Honor of M. Hashem Pesaran: Prediction and Macro Modeling by Alexander Chudik

Essays in Honor of M. Hashem Pesaran: Prediction and Macro Modeling

by Alexander Chudik , Cheng Hsiao , Allan Timmermann
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Book cover type: Hardcover
  • ISBN13: 9781802620627
  • Binding: Hardcover
  • Subject: N/A
  • Publisher: Emerald Publishing Limited
  • Publisher Imprint: Emerald Publishing Limited
  • Publication Date:
  • Pages: 360
  • Original Price: GBP 99.99
  • Language: English
  • Edition: N/A
  • Item Weight: 649 grams
  • BISAC Subject(s): Econometrics

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.

Alexander Chudik works as an Economic Policy Advisor and Senior Economist at the Federal Reserve Bank of Dallas, USA. His main research interests are theoretical and applied econometrics.

Cheng Hsiao is Professor of Economics at the University of Southern California, USA. His main research interests are theoretical and applied econometrics.

Alan Timmerman is Professor of Finance and Economics at the University of California, San Diego, USA. His main research interests are financial modelling, time-series econometrics as well as economic forecasting.

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