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 de

chapter 1|28 pages

Robust Inference with Clustered Data

ByA. Colin Cameron, Douglas L. Miller

chapter 2|42 pages

Efficient Inference with Poor Instruments: A General Framework

ByBertille Antoine, Eric Renault

chapter 3|16 pages

An Information Theoretic Estimator for the Mixed Discrete Choice Model

ByAmos Golan, William H. Greene

chapter 4|46 pages

Recent Developments in Cross Section and Panel Count Models

ByPravin K. Trivedi, Murat K. Munkin

chapter 5|22 pages

An Introduction to Textual Econometrics

ByStephen Fagan and Ramazan Genc¸ay

chapter 6|28 pages

Large Deviations Theory and Econometric Information Recovery

ByMarian Grenda´r and George Judge

chapter 7|22 pages

Nonparametric Kernel Methods for Qualitative and Quantitative Data

ByJeffrey S. Racine

chapter 8|10 pages

The Unconventional Dynamics of Economic and Financial Aggregates

ByKarim M. Abadir, Gabriel Talmain

chapter 9|32 pages

Structural Macroeconometric Modeling in a Policy Environment

ByMartin Fukacˇ, Adrian Pagan

chapter 10|34 pages

Forecasting with Interval and Histogram Data: Some Financial Applications

ByJavier Arroyo, Gloria Gonza´lez-Rivera, and Carlos Mate´

chapter 11|32 pages

Predictability of Asset Returns and the Efficient Market Hypothesis

ByM. Hashem Pesaran

chapter 12|60 pages

A Factor Analysis of Bond Risk Premia

BySydney C. Ludvigson, Serena Ng

chapter 13|24 pages

Dynamic Panel Data Models

ByCheng Hsiao

chapter 15|20 pages

Spatial Panels

ByBadi H. Baltagi

chapter 16|44 pages

/ Nonparametric and Semiparametric Panel Econometric Models: Estimation and Testing

ByLiangjun Su, Aman Ullah