Background
Fomby, Thomas Blake was born on July 5, 1947 in Ashdown, Arkansas, United States. Son of Thomas Earl and Orpha Lee (Blake) Fomby.
(This book is intended for a two-semester, graduate-level ...)
This book is intended for a two-semester, graduate-level course and is paced to admit more extensive treatment of areas of specific interest to the instructor and students. It is assumed that the reader of the book will have had an econometric methods course. In the final section of each chapter we have provided a guide to further readings that briefly lists and describes useful related works in the area. The exercises provided with each chapter are a blend of proofs and results that replace or extend many of those in the text. Applications are included in the exercises as well. We believe strongly that students must grapple with applied econometric techniques. Of course, this means the development of an appropriate dexterity with computers and relevant software as a requirement for serious students in econometrics.
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(These essays honor Professor Peter C.B. Phillips of Yale ...)
These essays honor Professor Peter C.B. Phillips of Yale University and his many contributions to the field of econometrics. Professor Phillips's research spans many topics in econometrics including: non-stationary time series and panel models partial identification and weak instruments Bayesian model evaluation and prediction financial econometrics and finite-sample statistical methods and results. The papers in this volume reflect additions to and amplifications of many of Professor Phillips' research contributions. Some of the topics discussed in the volume include panel macro-econometric modeling, efficient estimation and inference in difference-in-difference models, limiting and empirical distributions of IV estimates when some of the instruments are endogenous, the use of stochastic dominance techniques to examine conditional wage distributions of incumbents and newly hired employees, long-horizon predictive tests in financial markets, new developments in information matrix testing, testing for co-integration in Markov switching error correction models, and deviation information criteria for comparing vector autoregressive models.
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(Vector autoregressive (VAR) models are among the most wid...)
Vector autoregressive (VAR) models are among the most widely used econometric tools in the fields of macroeconomics and financial economics. Much of what we know about the response of the economy to macroeconomic shocks and about how various shocks have contributed to the evolution of macroeconomic and financial aggregates is based on VAR models. VAR models also have been used successfully for economic and business forecasting, for modelling risk and volatility, and for the construction of forecast scenarios. Since the introduction of VAR models by C.A. Sims in 1980, the VAR methodology has continuously evolved. Even today important extensions and reinterpretations of the VAR framework are being developed. Examples include VAR models for mixed-frequency data, VAR models as approximations to DSGE models, factor-augmented VAR models, new tools for the identification of structural shocks in VAR models, panel VAR approaches, and time-varying parameter VAR models. This volume collects contributions from some of the leading VAR experts in the world on VAR methods and applications. Each chapter highlights and synthesizes a new development in this literature in a way that is accessible to practitioners, to graduate students, and to readers in other fields.
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economist educator consultant researcher
Fomby, Thomas Blake was born on July 5, 1947 in Ashdown, Arkansas, United States. Son of Thomas Earl and Orpha Lee (Blake) Fomby.
Bachelor in Mathematics, Hendrix College, 1969. Master of Arts in Economics, University Missouri, 1973. Doctor of Philosophy in Economics, University Missouri, 1975.
Computer programmer Medical Center, U. Arkansas, Little Rock, 1969-1971; teaching, research assistant, U. Missouri, Columbia, 1971-1975; assistant professor economics department economics, Southern Methodist U., Dallas, 1975-1979; associate professor economics department economics, Southern Methodist U., Dallas, since 1979; department chairman economics, Southern Methodist U., Dallas, 1991-1994; research associate, consultant, Federal Reserve Bank Dallas, since 1982. Consultant Texas Instruments, since 1988, Nations Bank, since 1990, Purolated Courier, since 1980, and others.
(This book is intended for a two-semester, graduate-level ...)
(This book had its conception in 1975in a friendly tavern ...)
(Vector autoregressive (VAR) models are among the most wid...)
(These essays honor Professor Peter C.B. Phillips of Yale ...)
Chair various committees Lakewood United Methodist Church, Dallas, since 1982, chair administrative council, 1989-1990, 90-91, co-founder Development Learning Center, 1986. Member American Economic Association, American Statistical Association, Econometric Society.
Married Nancy Ann May, August 24, 1969. Children: Elizabeth, Blake.