Handbook of empirical economics and finance. (©2011)

• Record Type: Book
• Further Information: Note: Edited by Aman Ullah, David E.A. Giles.
• Other Names: Ullah, Aman; Giles, David E. A, 1949-
• 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.
• Publisher Details: Boca Raton, FL : Chapman & Hall/CRC
• Publication Date: 2011
• Copyright Date: 2011
• Extent: 1 online resource (xix, 497 pages), illustrations
• Subjects: 330.01/5195; Econometrics; Finance -- Econometric models; Business; BUSINESS & ECONOMICS -- Econometrics; BUSINESS & ECONOMICS -- Statistics; Econometrics; Finance -- Econometric models; Electronic books
• Languages: English
• ISBNs: 9781420070361; 1420070363
• Related ISBNs: 9781420070354; 1420070355
• Notes: Note: Includes bibliographical references and index.; Note: Print version record.
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.