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Handbook of Empirical Economics and Finance
DOI link for Handbook of Empirical Economics and Finance
Handbook of Empirical Economics and Finance book
Handbook of Empirical Economics and Finance
DOI link for Handbook of Empirical Economics and Finance
Handbook of Empirical Economics and Finance book
Edited ByAman Ullah, David E. A. Giles
Edition 1st Edition
First Published 2010
eBook Published 16 December 2010
Pub. Location New York
Imprint Chapman and Hall/CRC
Pages 532
eBook ISBN 9780429141898
Subjects Economics, Finance, Business & Industry, Mathematics & Statistics
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Ullah, A., & Giles, D.E.A. (Eds.). (2010). Handbook of Empirical Economics and Finance (1st ed.). Chapman and Hall/CRC. https://doi.org/10.1201/b10440
ABSTRACT
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
TABLE OF CONTENTS
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 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 14|38 pages
A Unified Estimation Approach for Spatial Dynamic Panel Data Models: Stability, Spatial Co-integration, and Explosive Roots
ByLung-fei Lee and Jihai Yu
chapter 16|44 pages
/ Nonparametric and Semiparametric Panel Econometric Models: Estimation and Testing
ByLiangjun Su, Aman Ullah
