Econometric Analysis of Financial and Economic Time Series

• Hardcover | Engels | Advances in Econometrics | nr. 20
• Covers the basic themes such as - time varying betas of the capital asset pricing model, analysis of predictive densities of nonlinear models of stock... Lees meer

Econometrics and Risk Management

• Hardcover | Engels | Advances in Econometrics | nr. 22
• The main theme of this volume is credit risk and credit derivatives. Recent developments in financial markets show that appropriate modeling and quant... Lees meer

Measurement Error

• Hardcover | Engels | Advances in Econometrics | nr. 24
• The conference, 'Measurement Error: Econometrics and Practice' was recently hosted by Aston University and organised jointly by researchers from Aston... Lees meer

Structural Econometric Models

• Hardcover | Engels | Advances in Econometrics | nr. 31
• This volume of Advances in Econometrics focuses on recent developments in the use of structural econometric models in empirical economics. The papers ... Lees meer

Essays in Honour of Fabio Canova

• Hardcover | Engels | Advances in Econometrics | nr. 44
• Both parts of Volume 44 of Advances in Econometrics pay tribute to Fabio Canova for his major contributions to economics over the last four decades. Lees meer

Var Models in Macroeconomics - New Developments and Applications

• Hardcover | Engels | Advances in Econometrics | nr. 32
• Vector autoregressive (VAR) models are among the most widely used econometric tools in the fields of macroeconomics and financial economics. Much of w... Lees meer

Regression Discontinuity Designs

• Hardcover | Engels | Advances in Econometrics | nr. 38
• The Regression Discontinuity (RD) design is one of the most popular and credible research designs for program evaluation and causal inference. This vo... Lees meer

Missing Data Methods

• Hardcover | Engels | Advances in Econometrics
• Contains 16 chapters authored by specialists in the field, covering topics such as: Missing-Data Imputation in Nonstationary Panel Data Models; Markov... Lees meer

Essays in Honour of Fabio Canova

• Hardcover | Engels | Advances in Econometrics | nr. 44
• Both parts of Volume 44 of Advances in Econometrics pay tribute to Fabio Canova for his major contributions to economics over the last four decades. Lees meer

Essays in Honor of Cheng Hsiao

• Hardcover | Engels | Advances in Econometrics | nr. 41
• Including contributions spanning a variety of theoretical and applied topics in econometrics, this volume of Advances in Econometrics is published in ... Lees meer

Essays in Honor of Jerry Hausman

• Hardcover | Engels | Advances in Econometrics | nr. 29
• The 'Advances in Econometrics' series aims to publish annual original scholarly econometrics papers on designated topics with the intention of expandi... Lees meer

Nonparametric Econometric Methods

Qi Li, Jeffrey Scott Racine

• Hardcover | Engels | Advances in Econometrics | nr. 25
• This Volume of "Advances in Econometrics" contains a selection of papers presented initially at the 7th Annual Advances in Econometrics Conference hel... Lees meer

Essays in Honor of Aman Ullah

• Hardcover | Engels | Advances in Econometrics | nr. 36
• Volume 36 of Advances in Econometrics recognizes Aman Ullah's significant contributions in many areas of econometrics and celebrates his long producti... Lees meer

Essays in Honor of Joon Y. Park

• Hardcover | Engels | Advances in Econometrics | nr. 45
• Volumes 45a and 45b of Advances in Econometrics honor Professor Joon Y. Park, who has made numerous and substantive contributions to the field of econ... Lees meer

Dynamic Factor Models

• Hardcover | Engels | Advances in Econometrics | nr. 35
• This volume explores dynamic factor model specification, asymptotic and finite-sample behavior of parameter estimators, identification, frequentist an... Lees meer

Essays in Honor of Joon Y. Park

• Hardcover | Engels | Advances in Econometrics | nr. 45
• Volumes 45a and 45b of Advances in Econometrics honor Professor Joon Y. Park, who has made numerous and substantive contributions to the field of econ... Lees meer

Dsge Models in Macroeconomics

• Hardcover | Engels | Advances in Econometrics | nr. 28
• This volume of Advances in Econometrics contains articles that examine key topics in the modeling and estimation of dynamic stochastic general equilib... Lees meer

Spatial Econometrics

• Hardcover | Engels | Advances in Econometrics | nr. 37
• Advances in Econometrics is a research annual whose editorial policy is to publish original research articles that contain enough details so that econ... Lees meer

Econometric Analysis of Financial and Economic Time Series

• Hardcover | Engels | Advances in Econometrics | nr. 20
• Talks about the time varying betas of the capital asset pricing model, analysis of predictive densities of nonlinear models of stock returns, modellin... Lees meer

Nonstationary Panels, Panel Cointegration, and Dynamic Panels

• Hardcover | Engels | Advances in Econometrics | nr. 15
• This volume is dedicated to two recent intensive areas of research in the econometrics of panel data, namely nonstationary panels and dynamic panels. ... Lees meer

30th Anniversary Edition

• Hardcover | Engels | Advances in Econometrics | nr. 30
• The 30th Volume of Advances in Econometrics is in honor of the two individuals whose hard work has helped ensure thirty successful years of the series... Lees meer

Bayesian Model Comparison

• Hardcover | Engels | Advances in Econometrics | nr. 34
• The volume contains articles that should appeal to readers with computational, modeling, theoretical, and applied interests. Methodological issues inc... Lees meer

The Econometrics of Networks

• Hardcover | Engels | Advances in Econometrics | nr. 42
• Showcasing fresh methodological and empirical research on the econometrics of networks, and comprising both theoretical, empirical and policy papers, ... Lees meer

The Econometrics of Complex Survey Data

• Hardcover | Engels | Advances in Econometrics | nr. 39
• This volume of Advances in Econometrics contains a selection of papers presented at the 'Econometrics of Complex Survey Data: Theory and Applications'... Lees meer