Handbook of Empirical Economics and Finance 1st edition by David Giles,Aman Ullah 9781138113664 1138113662

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 ISBN 10:1138113662

ISBN 13:9781138113664

Author: David Giles,Aman Ullah

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. The last set of chapters explores the types of panel data and spatial models that are becoming increasingly significant in analyzing complex economic behavior and policy evaluations.

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. It emphasizes inferential issues that transpire in the analysis of cross-sectional, time series, and panel data-based empirical models in economics, finance, and related disciplines.

Handbook of Empirical Economics and Finance 1st Table of contents:

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

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