Handbook of Empirical Economics and Finance

Herausgeber: Ullah, Aman; Giles, David E. A.

• Broschiertes Buch

Produktbeschreibung

This handbook brings together both background material and new methodological and applied results that are extremely important to the current and future frontiers in empirical economics and finance. Well-recognized experts emphasize inferential issues that transpire in the analysis of cross-sectional, time series, and panel data-based empirical models in economics, finance, and related disciplines. Containing previously unpublished material on econometrics, the book focuses on micro (cross-section), macro and financial (time series), and panel data models. It provides a balanced viewpoint of different philosophical positions and statistical tools.

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Produktdetails

• Verlag: Chapman and Hall/CRC
• Seitenzahl: 534
• Erscheinungstermin: 7. Juni 2017
• Englisch
• Abmessung: 234mm x 156mm x 29mm
• Gewicht: 802g
• ISBN-13: 9781138113664
• ISBN-10: 1138113662
• Artikelnr.: 57048220

Autorenporträt

Aman Ullah is a distinguished professor and chair in the Department of Economics at the University of California, Riverside. Dr. Ullah is an editorial board member of Econometric Reviews, Journal of Nonparametric Statistics, Journal of Quantitative Economics, Macroeconomics and Finance in Emerging Market Economies, and Empirical Economics. David E.A. Giles is a professor in the Department of Economics at the University of Victoria, British Columbia. Dr. Giles is the North American editor of the Journal of International Trade and Economic Development, associate editor of Communications in Statistics, and an editorial board member of the Journal of Quantitative Economics, Statistical Papers, and Economics Research International.

Inhaltsangabe

Robust Inference with Clustered Data. Efficient Inference with Poor
Instruments: A General Framework. An Information Theoretic Estimator for
the Mixed Discrete Choice Model. Recent Developments in Cross-Section and
Panel Count Models. An Introduction to Textual Econometrics. Large
Deviations Theory and Econometric Information Recovery. Nonparametric
Kernel Methods for Qualitative and Quantitative Data. The Unconventional
Dynamics of Economic and Financial Aggregates. Structural Macroeconometric
Modeling in a Policy Environment. Forecasting with Interval and Histogram
Data: Some Financial Applications. Predictability of Asset Returns and the
Efficient Market Hypothesis. A Factor Analysis of Bond Risk Premia. Dynamic
Panel Data Models. A Unified Estimation Approach for Spatial Dynamic Panel
Data Models: Stability, Spatial Co-Integration, and Explosive Roots.
Spatial Panels. Nonparametric and Semiparametric Panel Econometric Models:
Estimation and Testing. Index.