Handbook of empirical economics and finance / edited by Aman Ullah, David E.A. Giles.

Format:

Book

Contributor:

Ullah, Aman.

Giles, David E. A., 1949-

Series:

Routledge handbooks

Statistics, textbooks and monographs

Statistics : textbooks and monographs

Language:

English

Subjects (All):

Econometrics.

Finance--Econometric models.

Finance.

Genre:

Electronic books.

Physical Description:

xix, 512 pages : illustrations.

Place of Publication:

Boca Raton, Fla. : Chapman and Hall/CRC, 2011.

System Details:

Mode of access: World Wide Web.

text file

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 Gençay

6. Large deviations theory and econometric information recovery / Marian Grendár 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 Fukač and Adrian Pagan

10. Forecasting with interval and histogram data : some financial applications / Javier Arroyo, Gloria González-Rivera, and Carlos Maté

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.

Notes:

Includes bibliographical references and index.

"A Chapman & Hall book."

ISBN:

9781420070361

OCLC:

705930398

Access Restriction:

Restricted for use by site license.