Auteur: Thomas B. Fomby

This book had its conception in 1975in a friendly tavern near the School of Businessand Public Administration at the Universityof Missouri-Columbia. Two of the authors (Fomby and Hill) were graduate …

Studies in the Economics of Uncertainty presents some new developments in the economics of uncertainty produced by leading scholars in the field. The contributions to this Festschrift in honor of Pro …

These essays honor Professor Peter C.B. Phillips of Yale University and his many contributions to the field of econometrics. Professor Phillips’s research spans many topics in econometrics including: …

Volume 36 of Advances in Econometrics recognizes Aman Ullah’s significant contributions in many areas of econometrics and celebrates his long productive career. The volume features original papers on …

The Regression Discontinuity (RD) design is one of the most popular and credible research designs for program evaluation and causal inference. This volume 38 of Advances in Econometrics collects twel …

The Regression Discontinuity (RD) design is one of the most popular and credible research designs for program evaluation and causal inference. This volume 38 of Advances in Econometrics collects twel …

The main theme of this volume is credit risk and credit derivatives. Recent developments in financial markets show that appropriate modeling and quantification of credit risk is fundamental in the co …

The editors are pleased to offer the following papers to the reader in recognition and appreciation of the contributions to our literature made by Robert Engle and Sir Clive Granger, winners of the 2 …

The editors are pleased to offer the following papers to the reader in recognition and appreciation of the contributions to our literature made by Robert Engle and Sir Clive Granger, winners of the 2 …