1st Edition
Handbook of Empirical Economics and Finance
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
Index
Biography
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.
