Screen LibraryHandbook of empirical economics and finance
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| Group Author: | ; |
|---|---|
| Published: |
Chapman & Hall/CRC,
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| Publisher Address: | Boca Raton, FL |
| Publication Dates: | c2011. |
| Literature type: | Book |
| Language: | English |
| Series: |
Statistics: textbooks and monographs |
| Subjects: | |
| Carrier Form: | xix, 512 p.: ill. ; 24 cm. |
| ISBN: |
9781420070354 (hardcover : alk. paper) 1420070355 (hardcover : alk. paper) |
| Index Number: | F224 |
| CLC: | F224.0 |
| Call Number: | F224.0/H236-1 |
| Contents: |
Includes bibliographical references and index. 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 Gençay -- Large deviations theory and econometric information recovery / Marian Grendár and George Judge -- Nonparametric kernel methods for qualitative and quantitative data / Jeffrey S. Racine -- The unconventional dynamics of economic and financial aggregates / Karim M. Abadir and Gabriel Talmain -- Structural macroeconometric modeling in a policy environment / Martin Fukač and Adrian Pagan -- Forecasting with interval and histogram data : some financial applications / Javier Arroyo, Gloria González-Rivera, and Carlos Maté -- 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 -- Dynamic panel data models / Cheng Hsiao -- A unified estimation approach for spatial dynamic 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. |