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Handbook of empirical economics and finance

[NT 42944] Record Type:	[NT 8598] Electronic resources : [NT 40817] monographic
[NT 47354] Secondary Intellectual Responsibility:	UllahAman,
[NT 47354] Secondary Intellectual Responsibility:	GilesDavid E. A., 1949-
[NT 47351] Place of Publication:	Boca Raton, FL
[NT 47263] Published:	Chapman & Hall/CRC;
[NT 47352] Year of Publication:	c2011
[NT 47264] Description:	1 online resource (xix, 497 p.)ill :
[NT 47298] Series:	Statistics: textbooks and monographs
[NT 47266] Subject:	Econometrics -
[NT 47266] Subject:	Finance - Econometric models -
[NT 51458] Online resource:	http://www.crcnetbase.com/isbn/978-1-4200-7035-4
[NT 47265] Notes:	Description based on print version record
[NT 51398] Summary:	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 describes the statistical issues involved in the analysis of econometric models with cross-sectional data often arising in microeconomics. The book then illustrates time series models that are extensively used in empirical macroeconomics and finance
[NT 50961] ISBN:	9781420070361electronic bk.
[NT 50961] ISBN:	1420070363electronic bk.
[NT 50961] ISBN:	hbk.
[NT 50961] ISBN:	hbk.
[NT 60779] Content Note:	Robust inference with clustered data / A. Colin Cameron and Douglas L. Miller -- Efficient inference with poor instruments : a general framework / Bertille Antoine and Eric Renault -- An information theoretic estimator for the mixed discrete choice model / Amos Golan and William H. Greene -- Recent developments in cross section and panel count models / Pravin K. Trivedi and Murat K. Munkin -- An introduction to textual econometrics / Stephen Fagan and Ramazan Gencay -- Large deviations theory and econometric information recovery / Marian Grendar and George Judge -- Nonparametric kernel methods for qualitative and quantitative data / Jeffrey S. Racine -- The unconventional dyclmics of economic and financial aggregates / Karim M. Abadir and Gabriel Talmain -- Structural macroeconometric modeling in a policy environment / Martin Fukac and Adrian Pagan -- Forecasting with interval and histogram data : some financial applications / Javier Arroyo, Gloria Gonzalez-Rivera, and Carlos Mate -- Predictability of asset returns and the efficient market hypothesis / M. Hashem Pesaran -- A factor analysis of bond risk premia / Sydney C. Ludvigson and Serena Ng -- Dyclmic panel data models / Cheng Hsiao -- A unified estimation approach for spatial dyclmic panel data models : stability, spatial co-integration, and explosive roots / Lung-fei Lee and Jihai Yu -- Spatial panels / Badi H. Baltagi -- Nonparametric and semiparametric panel econometric models : estimation and testing / Liangjun Su and Aman Ullah

Handbook of empirical economics and finance
Handbook of empirical economics and finance / edited by Aman Ullah, David E.A. Giles - Boca Raton, FL : Chapman & Hall/CRC, c2011. - 1 online resource (xix, 497 p.) ; ill. - (Statistics: textbooks and monographs).
Robust inference with clustered data / A. Colin Cameron and Douglas L. Miller -- Efficient inference with poor instruments : a general framework / Bertille Antoine and Eric Renault -- An information theoretic estimator for the mixed discrete choice model / Amos Golan and William H. Greene -- Recent developments in cross section and panel count models / Pravin K. Trivedi and Murat K. Munkin -- An introduction to textual econometrics / Stephen Fagan and Ramazan Gencay -- Large deviations theory and econometric information recovery / Marian Grendar and George Judge -- Nonparametric kernel methods for qualitative and quantitative data / Jeffrey S. Racine -- The unconventional dyclmics of economic and financial aggregates / Karim M. Abadir and Gabriel Talmain -- Structural macroeconometric modeling in a policy environment / Martin Fukac and Adrian Pagan -- Forecasting with interval and histogram data : some financial applications / Javier Arroyo, Gloria Gonzalez-Rivera, and Carlos Mate -- Predictability of asset returns and the efficient market hypothesis / M. Hashem Pesaran -- A factor analysis of bond risk premia / Sydney C. Ludvigson and Serena Ng -- Dyclmic panel data models / Cheng Hsiao -- A unified estimation approach for spatial dyclmic panel data models : stability, spatial co-integration, and explosive roots / Lung-fei Lee and Jihai Yu -- Spatial panels / Badi H. Baltagi -- Nonparametric and semiparametric panel econometric models : estimation and testing / Liangjun Su and Aman Ullah.
Description based on print version record.
Includes bibliographical references and index.
ISBN 9781420070361ISBN 1420070363
EconometricsFinance -- Econometric models

Ullah, Aman

Handbook of empirical economics and finance
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010 1 $a 1420070363 $b electronic bk.
010 1 $z 9781420070354 $b hbk.
010 1 $z 1420070355 $b hbk.
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200 1 $a Handbook of empirical economics and finance $f edited by Aman Ullah, David E.A. Giles
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215 1 $a 1 online resource (xix, 497 p.) $c ill
225 2 $a Statistics: textbooks and monographs
300 $a Description based on print version record
320 $a Includes bibliographical references and index
327 1 $a Robust inference with clustered data / A. Colin Cameron and Douglas L. Miller -- Efficient inference with poor instruments : a general framework / Bertille Antoine and Eric Renault -- An information theoretic estimator for the mixed discrete choice model / Amos Golan and William H. Greene -- Recent developments in cross section and panel count models / Pravin K. Trivedi and Murat K. Munkin -- An introduction to textual econometrics / Stephen Fagan and Ramazan Gencay -- Large deviations theory and econometric information recovery / Marian Grendar and George Judge -- Nonparametric kernel methods for qualitative and quantitative data / Jeffrey S. Racine -- The unconventional dyclmics of economic and financial aggregates / Karim M. Abadir and Gabriel Talmain -- Structural macroeconometric modeling in a policy environment / Martin Fukac and Adrian Pagan -- Forecasting with interval and histogram data : some financial applications / Javier Arroyo, Gloria Gonzalez-Rivera, and Carlos Mate -- Predictability of asset returns and the efficient market hypothesis / M. Hashem Pesaran -- A factor analysis of bond risk premia / Sydney C. Ludvigson and Serena Ng -- Dyclmic panel data models / Cheng Hsiao -- A unified estimation approach for spatial dyclmic panel data models : stability, spatial co-integration, and explosive roots / Lung-fei Lee and Jihai Yu -- Spatial panels / Badi H. Baltagi -- Nonparametric and semiparametric panel econometric models : estimation and testing / Liangjun Su and Aman Ullah
330 $a 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 describes the statistical issues involved in the analysis of econometric models with cross-sectional data often arising in microeconomics. The book then illustrates time series models that are extensively used in empirical macroeconomics and finance
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702 1 $a Ullah $b Aman $3 341794
702 1 $a Giles $b David E. A. $f 1949- $3 341795
856 4 0 $u http://www.crcnetbase.com/isbn/978-1-4200-7035-4