Handbook of empirical economics and finance /
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| Other Authors: | , |
| Format: | eBook |
| Language: | English |
| Published: |
Boca Raton, Fla. :
Chapman and Hall/CRC,
2011.
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| Series: | Statistics, textbooks and monographs.
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| 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.