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.