Cantitate/Preț
Produs

Handbook of Empirical Economics and Finance: Statistics: A Series of Textbooks and Monographs

Editat de Aman Ullah, David E. A. Giles
en Limba Engleză Paperback – 7 iun 2017
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. The last set of chapters explores the types of panel data and spatial models that are becoming increasingly significant in analyzing complex economic behavior and policy evaluations.
This handbook brings together both background material and new methodological and applied results that are extremely important to the current and future frontiers in empirical economics and finance. It emphasizes inferential issues that transpire in the analysis of cross-sectional, time series, and panel data-based empirical models in economics, finance, and related disciplines.
Citește tot Restrânge

Toate formatele și edițiile

Toate formatele și edițiile Preț Express
Paperback (1) 55682 lei  6-8 săpt.
  CRC Press – 7 iun 2017 55682 lei  6-8 săpt.
Hardback (1) 136733 lei  6-8 săpt.
  CRC Press – 20 dec 2010 136733 lei  6-8 săpt.

Din seria Statistics: A Series of Textbooks and Monographs

Preț: 55682 lei

Preț vechi: 65507 lei
-15% Nou

Puncte Express: 835

Preț estimativ în valută:
10657 11078$ 8828£

Carte tipărită la comandă

Livrare economică 04-18 februarie 25

Preluare comenzi: 021 569.72.76

Specificații

ISBN-13: 9781138113664
ISBN-10: 1138113662
Pagini: 536
Ilustrații: 34
Dimensiuni: 156 x 234 x 27 mm
Greutate: 0.45 kg
Ediția:1
Editura: CRC Press
Colecția Chapman and Hall/CRC
Seria Statistics: A Series of Textbooks and Monographs


Public țintă

Professional

Cuprins

Robust Inference with Clustered Data. Efficient Inference with Poor Instruments: A General Framework. An Information Theoretic Estimator for the Mixed Discrete Choice Model. Recent Developments in Cross-Section and Panel Count Models. An Introduction to Textual Econometrics. Large Deviations Theory and Econometric Information Recovery. Nonparametric Kernel Methods for Qualitative and Quantitative Data. The Unconventional Dynamics of Economic and Financial Aggregates. Structural Macroeconometric Modeling in a Policy Environment. Forecasting with Interval and Histogram Data: Some Financial Applications. Predictability of Asset Returns and the Efficient Market Hypothesis. A Factor Analysis of Bond Risk Premia. Dynamic Panel Data Models. A Unified Estimation Approach for Spatial Dynamic Panel Data Models: Stability, Spatial Co-Integration, and Explosive Roots. Spatial Panels. Nonparametric and Semiparametric Panel Econometric Models: Estimation and Testing. Index.

Notă biografică

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.

Descriere

This handbook brings together both background material and new methodological and applied results that are extremely important to the current and future frontiers in empirical economics and finance. Well-recognized experts emphasize inferential issues that transpire in the analysis of cross-sectional, time series, and panel data-based empirical models in economics, finance, and related disciplines. Containing previously unpublished material on econometrics, the book focuses on micro (cross-section), macro and financial (time series), and panel data models. It provides a balanced viewpoint of different philosophical positions and statistical tools.