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02395aam a2200349 i 4500 001 204A84CA440211EF98CC15ED37ECA4DB 003 SILO 005 20240717010108 008 231122t20242024xxka b 000 0 eng d 020 $a 9781837978748 020 $a 1837978743 035 $a (OCoLC)1410104374 040 $a YDX $b eng $e rda $c YDX $d BDX $d UKUOY $d OCLCO $d CUT $d NUI $d SILO 050 4 $a HB139 $b .A33 v.46 245 00 $a Essays in Honor of Subal Kumbhakar / $c edited by Christopher F. Parmeter, Mike G. Tsionas, and Hung-Jen Wang. 250 $a First edition. 264 1 $a Leeds : $b Emerald Publishing, $c 2024. 300 $a x, 476 pages : $b illustrations, $c 24 cm. 490 1 $a Advances in econometrics, $x 0731-9053 ; $v volume 46 504 $a Includes bibliographical references. 505 0 $a 1. Introduction -- 2. Testing for a Unit Root -- 3. A Model Averaging Bootstrap Procedure -- 3.2. A Unit Root Model Average Bootstrap Procedure -- 4. Monte Carlo Simulation for Bootstrap Unit Root Test -- 4.1. AR(1) DGP -- 4.2. ARMA(1,1) DGP -- 4.3. ARMA(1,2) DGP -- 4.4. Discussion -- 5. Conclusion -- References -- Chapter 6: Averaging Heterogeneous Autoregression Models with Heteroskedastic Errors: Theory and an Application to Cryptocurrency Volatility Forecasting -- 1. Introduction -- 2. A Review of Reference Models to Forecast Volatility -- 3. Asymptotic Optimality of the H-MAHAR Estimator 505 8 $a 3.1. Asymptotic Optimality of H-MAHAR -- 4. Data and Simulation Exercise -- 4.1. Simulation Exercise -- 5. Empirical Application -- 6. Conclusion -- References -- Chapter 7: Efficient Estimation in Varying Coefficient Panel Data Model with Different Smoothing Variables and Fixed Effects -- 1. Introduction -- 2. Estimation of the Varying Coefficient Panel Data Model with Fixed Effect and Different Smoothing Variables -- 3. Asymptotic Properties -- 4. Monte Carlo Simulation -- 4.2. A Test for the Significance of the Coefficient Function 650 0 $a Econometrics. 700 1 $a Parmeter, Christopher F., $e editor. 700 1 $a Tsionas, Mike, $e editor. 700 1 $a Wang, Hongren, $e editor. 700 1 $a Kumbhakar, Subal, $e honoree. 773 18 $w 990007450240202771 $g no:31858073518023 830 0 $a Advances in econometrics ; $v v. 46. 941 $a 1 952 $l OVUX522 $d 20240717014505.0 956 $a http://locator.silo.lib.ia.us/search.cgi?index_0=id&term_0=204A84CA440211EF98CC15ED37ECA4DBInitiate Another SILO Locator Search