30th Anniversary Edition

List of Contributors.
Dedication.
Preface.
Introduction.
A History of the Advances in Econometrics Series.
Bayesian Unit Root Testing: The Effect of Choice of Prior on Test Outcomes.
Inverse Test Confidence Intervals for Turning-Points: A Demonstration with Higher Order Polynomials.
Serial Correlation Robust LM.
Consistent Testing for Structural Change at the Ends of the Sample.
Stein-Rule Estimation and Generalized Shrinkage Methods for Forecasting Using Many Predictors.
On the Estimation and Testing of Fixed Effects Panel Data Models with Weak Instruments.
A Risk Superior Semiparametric Estimator for Overidentified Linear Models.
Spatial Dependence in Regressors and its Effect on Performance of Likelihood-Based and Instrumental Variable Estimators.
Sectoral Effects of Aggregate Shocks.
Cyclical Co-Movement Between Output, the Price-Level, and the Inflation Rate.
Money–Income Granger-Causality in Quantiles.
Copula–GARCH Time-Varying Tail Dependence.
Monte Carlo Experiments Using Stata: A Primer with Examples.
30th Anniversary Edition.
Advances in Econometrics.
Advances in Econometrics.
Copyright page.