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

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

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

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

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

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

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

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 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
• Dynamic factor models (DFM) constitute an active and growing area of research, both in econometrics, in macroeconomics, and in finance. Many applicati... 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

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

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

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

The Econometrics of Networks

• Hardcover | Engels | Advances in Econometrics | nr. 42
• This volume in Advances in Econometrics showcases fresh methodological and empirical research on the econometrics of networks. Comprising both theoret... 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

Essays in Honor of Peter C. B. Phillips

• Hardcover | Engels | Advances in Econometrics | nr. 33
• These essays honor Professor Peter C.B. Phillips of Yale University and his many contributions to the field of econometrics. Professor Phillips's rese... Lees meer

Maximum Simulated Likelihood Methods and Applications

• Hardcover | Engels | Advances in Econometrics | nr. 26
• This volume is a collection of methodological developments and applications of simulation-based methods that were presented at a workshop at Louisiana... Lees meer

Topics in Identification, Limited Dependent Variables, Partial Observability, Experimentation, and Flexible Modeling

• Hardcover | Engels | Advances in Econometrics | nr. 40
• Volume 40 in the Advances in Econometrics series features twenty-three chapters that are split thematically into two parts. Part A presents novel cont... Lees meer

Bayesian Econometrics

• Hardcover | Engels | Advances in Econometrics | nr. 23
• "Bayesian Econometrics" illustrates the scope and diversity of modern applications, reviews some recent advances, and highlights many desirable aspect... Lees meer