國立虎尾科技大學 |

Handbook of empirical economics and finance

Record Type:	Language materials, printed : Monograph/item
Title/Author:	Handbook of empirical economics and finance/ edited by Aman Ullah, David E.A. Giles.
other author:	Ullah, Aman.
Published:	Boca Raton, FL :Chapman & Hall/CRC, : c2011.,
Description:	1 online resource (xix, 497 p.) :ill. :
Subject:	Econometrics. -
Online resource:	https://www.taylorfrancis.com/books/9780429141898
ISBN:	9781420070361 (electronic bk.)

Handbook of empirical economics and finance
Handbook of empirical economics and finance[electronic resource] /edited by Aman Ullah, David E.A. Giles. - Boca Raton, FL :Chapman & Hall/CRC,c2011. - 1 online resource (xix, 497 p.) :ill. - Statistics: textbooks and monographs. - Statistics, textbooks and monographs..

Includes bibliographical references and index.

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 Gencay -- Large deviations theory and econometric information recovery / Marian Grendar 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 Fukac and Adrian Pagan -- Forecasting with interval and histogram data : some financial applications / Javier Arroyo, Gloria Gonzalez-Rivera, and Carlos Mate -- 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.

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.

ISBN: 9781420070361 (electronic bk.)Subjects--Topical Terms:

556981
Econometrics.
Index Terms--Genre/Form:

554714
Electronic books.

LC Class. No.: HB139 / .H363 2011eb

Dewey Class. No.: 330.01/5195

Handbook of empirical economics and finance
LDR:03137cam a2200289Ka 4500 001 1156511
003 OCoLC
005 20140108090653.0
006 m o d
007 cr cnu---unuuu
008 250704s2011 flua ob 001 0 eng d
020 $a 9781420070361 (electronic bk.)
020 $a 1420070363 (electronic bk.)
020 $z 9781420070354 (hbk.)
020 $z 1420070355 (hbk.)
035 $a ocn705930398
040 $a N $b eng $c N $d EBLCP $d YDXCP $d OCLCQ $d UIU $d IAI $d E7B $d MERUC $d OCLCQ $d DEBSZ
050 4 $a HB139 $b .H363 2011eb
082 0 4 $a 330.01/5195 $2 22
245 0 0 $a Handbook of empirical economics and finance $h [electronic resource] / $c edited by Aman Ullah, David E.A. Giles.
260 $a Boca Raton, FL : $b Chapman & Hall/CRC, $c c2011.
300 $a 1 online resource (xix, 497 p.) : $b ill.
490 1 $a Statistics: textbooks and monographs
504 $a Includes bibliographical references and index.
505 0 $a 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 Gencay -- Large deviations theory and econometric information recovery / Marian Grendar 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 Fukac and Adrian Pagan -- Forecasting with interval and histogram data : some financial applications / Javier Arroyo, Gloria Gonzalez-Rivera, and Carlos Mate -- 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.
520 $a 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.
588 $a Description based on print version record.
650 0 $a Econometrics. $3 556981
650 0 $a Finance $x Econometric models. $3 557154
655 0 $a Electronic books. $2 local $3 554714
700 1 $a Ullah, Aman. $3 831580
700 1 $a Giles, David E. A., $d 1949- $3 831581
830 0 $a Statistics, textbooks and monographs. $3 643935
856 4 0 $u https://www.taylorfrancis.com/books/9780429141898