30th anniversary edition / edited by Dek Terrell, Daniel Millimet.

"The 30th volume of Advances in econometrics is in honor of the two individuals whose hard work has helped ensure 30 successful years of the series, Thomas B. Fomby and R. Carter Hillustrations"--Page 4 of cover.

Includes bibliographical references.

A history of the Advances in econometrics series / Randall C. Campbell and Asli Ogunc -- Bayesian unit root testing : the effect of choice of prior on test outcomes / Charley Xia and William Griffiths -- Inverse test confidence intervals for turning-points : a demonstration with higher order polynomials / Jenny N. Lye and Joseph G. Hirschberg -- Serial correlation robust LM type tests for a shift in trend / Jingjing Yang and Timothy J. Vogelsang -- Consistent testing for structural change at the ends of the sample / Michael W. McCracken -- Stein-rule estimation and generalized shrinkage methods for forecasting unsing many predictors / Eric Hillebrand and Tae-Hwy Lee -- On the estimation and testing of fixed effects panel data models with weak instruments / Badi H. Baltagi, Chihwa Kao and Long Liu -- A risk superior semiparametric estimator for overidentified linear models / George G. Judge and Ron C. Mittelhammer -- Spatial dependence in regressors and its effect on performance of likelihood-based and instrumental variable estimators / R. Kelley Pace, James P. LeSage and Shuang Zhu -- Sectoral effects of aggregate shocks / Nathan S. Balke -- Cyclical co-movement between output, the price-level, and the inflation rate / Joseph H. Haslag and Yu-Chin Hsu -- Money-income Granger-causality in quantiles / Tae-Hwy Lee and Weiping Yang -- Copula-Garch time-varying tail dependence / Jiaqi Chen and Jeffery W. Gunther -- Monte Carlo experiments using stata : a primer with examples / Lee C. Adkins and Mary N. Gade.