Handbook of empirical economics and finance /

Bibliographic Details
Corporate Author: Taylor & Francis
Other Authors: Ullah, Aman, Giles, David E. A., 1949-
Format: eBook
Language:English
Published: Boca Raton, Fla. : Chapman and Hall/CRC, 2011.
Series:Statistics, textbooks and monographs.
Subjects:
Online Access:Connect to the full text of this electronic book
Table of Contents:
  • 1. Robust inference with clustered data / A. Colin Cameron and Douglas L. Miller
  • 2. Efficient inference with poor instruments : a general framework / Bertille Antoine and Eric Renault
  • 3. An information theoretic estimator for the mixed discrete choice model / Amos Golan and William H. Greene
  • 4. Recent developments in cross section and panel count models / Pravin K. Trivedi and Murat K. Munkin
  • 5. An introduction to textual econometrics / Stephen Fagan and Ramazan Gencay
  • 6. Large deviations theory and econometric information recovery / Marian Grendar and George Judge
  • 7. Nonparametric kernel methods for qualitative and quantitative data / Jeffrey S. Racine
  • 8. The unconventional dynamics of economic and financial aggregates / Karim M. Abadir and Gabriel Talmain
  • 9. Structural macroeconometric modeling in a policy environment / Martin Fukac and Adrian Pagan
  • 10. Forecasting with interval and histogram data : some financial applications / Javier Arroyo, Gloria Gonzalez-Rivera, and Carlos Mate
  • 11. Predictability of asset returns and the efficient market hypothesis / M. Hashem Pesaran
  • 12. A factor analysis of bond risk premia / Sydney C. Ludvigson and Serena Ng
  • 13. Dynamic panel data models / Cheng Hsiao
  • 14. A unified estimation approach for spatial dynamic panel data models : stability, spatial co-integration, and explosive roots / Lung-fei Lee and Jihai Yu
  • 15. Spatial panels / Badi H. Baltagi
  • 16. Nonparametric and semiparametric panel econometric models : estimation and testing / Liangjun Su and Aman Ullah.