Handbook of Empirical Economics and Finance: 1st Edition (e-Book) book cover

Handbook of Empirical Economics and Finance

1st Edition

Edited by Aman Ullah, David E. A. Giles

Chapman and Hall/CRC

532 pages

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Description

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

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.

About the Editors

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.

Subject Categories

BISAC Subject Codes/Headings:
BUS069000
BUSINESS & ECONOMICS / Economics / General
MAT000000
MATHEMATICS / General
MAT029000
MATHEMATICS / Probability & Statistics / General