Handbook of Empirical Economics and Finance

Inbunden, Engelska, 2010

Av Aman Ullah, David E. A. Giles, David E. a. Giles

3 739 kr

Beställningsvara. Skickas inom 10-15 vardagar

Fri frakt för medlemmar vid köp för minst 249 kr.

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.Focusing on micro models, the first group of chapters describes the statistical issues involved in the analysis of econometric models with cross-sectional data often arising in microeconomics. The book then illustrates time series models that are extensively used in empirical macroeconomics and finance. The last set of chapters explores the types of panel data and spatial models that are becoming increasingly significant in analyzing complex economic behavior and policy evaluations.This handbook brings together both background material and new methodological and applied results that are extremely important to the current and future frontiers in empirical economics and finance. It emphasizes inferential issues that transpire in the analysis of cross-sectional, time series, and panel data-based empirical models in economics, finance, and related disciplines.

Produktinformation

Utgivningsdatum2010-12-20
Mått156 x 234 x 35 mm
Vikt861 g
FormatInbunden
SpråkEngelska
SerieStatistics: A Series of Textbooks and Monographs
Antal sidor532
FörlagTaylor & Francis Ltd
ISBN9781420070354

Tillhör följande kategorier

Mikroekonomi inom Ekonomi och ledarskap
Nationalekonomi inom Ekonomi och ledarskap

Aman Ullah is a distinguished professor and chair in the Department of Economics at the University of California, Riverside. Dr. Ullah is an editorial board member of Econometric Reviews, Journal of Nonparametric Statistics, Journal of Quantitative Economics, Macroeconomics and Finance in Emerging Market Economies, and Empirical Economics.David E.A. Giles is a professor in the Department of Economics at the University of Victoria, British Columbia. Dr. Giles is the North American editor of the Journal of International Trade and Economic Development, associate editor of Communications in Statistics, and an editorial board member of the Journal of Quantitative Economics, Statistical Papers, and Economics Research International.

Robust Inference with Clustered Data. Efficient Inference with Poor Instruments: A General Framework. An Information Theoretic Estimator for the Mixed Discrete Choice Model. Recent Developments in Cross-Section and Panel Count Models. An Introduction to Textual Econometrics. Large Deviations Theory and Econometric Information Recovery. Nonparametric Kernel Methods for Qualitative and Quantitative Data. The Unconventional Dynamics of Economic and Financial Aggregates. Structural Macroeconometric Modeling in a Policy Environment. Forecasting with Interval and Histogram Data: Some Financial Applications. Predictability of Asset Returns and the Efficient Market Hypothesis. A Factor Analysis of Bond Risk Premia. Dynamic Panel Data Models. A Unified Estimation Approach for Spatial Dynamic Panel Data Models: Stability, Spatial Co-Integration, and Explosive Roots. Spatial Panels. Nonparametric and Semiparametric Panel Econometric Models: Estimation and Testing. Index.