Essays in honor of Aman Ullah

FRONT COVER -- ESSAYS IN HONOR OF AMAN ULLAH -- COPYRIGHT PAGE -- CONTENTS -- LIST OF CONTRIBUTORS -- INTRODUCTION -- ACKNOWLEDGMENTS -- PHOTOS -- PART I TRIBUTE -- A SELECTIVE REVIEW OF AMAN ULLAH'S CONTRIBUTIONS TO ECONOMETRICS -- ABSTRACT -- 1. INTRODUCTION -- 2. ROBUST INFERENCE -- 3. FINITE SAMPLE ECONOMETRICS -- 4. NONPARAMETRIC AND SEMIPARAMETRIC ECONOMETRICS -- 5. PANEL AND SPATIAL MODELS -- 6. CONCLUDING REMARKS -- NOTES -- ACKNOWLEDGMENTS -- REFERENCES -- PART II PANEL DATA MODELS -- SEMIPARAMETRIC ESTIMATION OF PARTIALLY LINEAR VARYING COEFFICIENT PANEL DATA MODELS -- ABSTRACT -- 1. INTRODUCTION -- 2. THE MODEL -- 3. MAIN RESULTS -- 4. CONCLUSION -- NOTES -- ACKNOWLEDGMENTS -- REFERENCES -- APPENDIX A: PROOF OF LEMMAS -- APPENDIX B: PROOF OF THEOREM 1 -- APPENDIX C: PROOF OF THEOREM 2 -- APPENDIX D: PROOF OF THEOREM 3 -- TESTING FOR SPATIAL LAG AND SPATIAL ERROR DEPENDENCE IN A FIXED EFFECTS PANEL DATA MODELUSING DOUBLE LENGTH ARTIFICIAL REGRESSIONS -- ABSTRACT -- 1. INTRODUCTION -- 2. THE SPATIAL DEPENDENCE MODEL -- 3. EMPIRICAL ILLUSTRATION -- 4. MONTE CARLO SIMULATION -- 5. CONCLUSION -- NOTES -- ACKNOWLEDGMENTS -- REFERENCES -- LONG-RUN EFFECTS IN LARGE HETEROGENEOUS PANEL DATA MODELS WITH CROSS-SECTIONALLY CORRELATED ERRORS -- ABSTRACT -- 1. INTRODUCTION -- 2. ESTIMATION OF LONG-RUN OR LEVEL RELATIONSHIPS IN ECONOMICS -- 3. CS-DL APPROACH TO ESTIMATION OF MEAN LONG-RUN COEFFICIENTS -- 4. MONTE CARLO EXPERIMENTS -- 5. CONCLUDING REMARKS -- NOTES -- ACKNOWLEDGEMENTS -- REFERENCES -- APPENDIX -- SEMIPARAMETRIC ESTIMATION OF PARTIALLY LINEAR DYNAMIC PANEL DATA MODELS WITH FIXED EFFECTS -- ABSTRACT -- 1. INTRODUCTION -- 2. SEMIPARAMETRIC GMM ESTIMATION OF θ AND KERNEL ESTIMATION OF m -- 3. SIEVE IV ESTIMATION -- 4. TESTING FOR THE LINEARITY OF THE UNKNOWN NONPARAMETRIC COMPONENT -- 5. SIMULATIONS.