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Handbook of empirical economics and finance /

Handbook of Empirical Economics and Finance explores the latest developments in the analysis and modeling of economic and financial data. Well-recognized econometric experts discuss the rapidly growing research in economics and finance and offer insight on the future direction of these fields. Focus...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Otros Autores: Ullah, Aman, Giles, David E. A., 1949-
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Boca Raton, FL : Chapman & Hall/CRC, ©2011.
Colección:Statistics, textbooks and monographs.
Temas:
Acceso en línea:Texto completo
Tabla de Contenidos:
  • Robust inference with clustered data / A. Colin Cameron and Douglas L. Miller
  • Efficient inference with poor instruments : a general framework / Bertille Antoine and Eric Renault
  • An information theoretic estimator for the mixed discrete choice model / Amos Golan and William H. Greene
  • Recent developments in cross section and panel count models / Pravin K. Trivedi and Murat K. Munkin
  • An introduction to textual econometrics / Stephen Fagan and Ramazan Gençay
  • Large deviations theory and econometric information recovery / Marian Grendár and George Judge
  • Nonparametric kernel methods for qualitative and quantitative data / Jeffrey S. Racine
  • The unconventional dynamics of economic and financial aggregates / Karim M. Abadir and Gabriel Talmain
  • Structural macroeconometric modeling in a policy environment / Martin Fukač and Adrian Pagan
  • Forecasting with interval and histogram data : some financial applications / Javier Arroyo, Gloria González-Rivera, and Carlos Maté
  • Predictability of asset returns and the efficient market hypothesis / M. Hashem Pesaran
  • A factor analysis of bond risk premia / Sydney C. Ludvigson and Serena Ng
  • Dynamic panel data models / Cheng Hsiao
  • A unified estimation approach for spatial dynamic panel data models : stability, spatial co-integration, and explosive roots / Lung-fei Lee and Jihai Yu
  • Spatial panels / Badi H. Baltagi
  • Nonparametric and semiparametric panel econometric models : estimation and testing / Liangjun Su and Aman Ullah.