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Handbook of empirical economics and finance [electronic resource] / edited by Aman Ullah, David E.A. Giles.

Contributor(s): Ull | Giles, David E. A.
Material type: materialTypeLabelBookSeries: Statistics, textbooks and mo: Publisher: Boca Raton, Fla. : Chapman & Hall/CRC, 2011Description: xix, 512 p. : ill.ISBN: 9781420070361 (ebook : PDF).Subject(s): Econ | Finance -- EconometriGenre/Form: Electronic booAdditional physical formats: No titleOnline resources: Distributed by publisher. Purchase or institutional license may be required fo Also available in print
Contents:
1. Robust inference with clustered data / A. Colin Cameron and Douglas L. Miller -- 2. Efficient inference with poor instruments : a general framework / Bertille Antoine and Eric Renault -- 3. An information theoretic estimator for the mixed discrete choice model / Amos Golan and William H. Greene -- 4. Recent developments in cross section and panel count models / Pravin K. Trivedi and Murat K. Munkin -- 5. An introduction to textual econometrics / Stephen Fagan and Ramazan Gen�cay -- 6. Large deviations theory and econometric information recovery / Marian Grend�ar and George Judge -- 7. Nonparametric kernel methods for qualitative and quantitative data / Jeffrey S. Racine -- 8. The unconventional dynamics of economic and financial aggregates / Karim M. Abadir and Gabriel Talmain -- 9. Structural macroeconometric modeling in a policy environment / Martin Fuka�c and Adrian Pagan -- 10. Forecasting with interval and histogram data : some financial applications / Javier Arroyo, Gloria Gonz�alez-Rivera, and Carlos Mat�e -- 11. Predictability of asset returns and the efficient market hypothesis / M. Hashem Pesaran -- 12. A factor analysis of bond risk premia / Sydney C. Ludvigson and Serena Ng -- 13. Dynamic panel data models / Cheng Hsiao -- 14. A unified estimation approach for spatial dynamic panel data models : stability, spatial co-integration, and explosive roots / Lung-fei Lee and Jihai Yu -- 15. Spatial panels / Badi H. Baltagi -- 16. Nonparametric and semiparametric panel econometric models : estimation and testing / Liangjun Su and Am
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Includes bibliographical references and index.

1. Robust inference with clustered data / A. Colin Cameron and Douglas L. Miller -- 2. Efficient inference with poor instruments : a general framework / Bertille Antoine and Eric Renault -- 3. An information theoretic estimator for the mixed discrete choice model / Amos Golan and William H. Greene -- 4. Recent developments in cross section and panel count models / Pravin K. Trivedi and Murat K. Munkin -- 5. An introduction to textual econometrics / Stephen Fagan and Ramazan Gen�cay -- 6. Large deviations theory and econometric information recovery / Marian Grend�ar and George Judge -- 7. Nonparametric kernel methods for qualitative and quantitative data / Jeffrey S. Racine -- 8. The unconventional dynamics of economic and financial aggregates / Karim M. Abadir and Gabriel Talmain -- 9. Structural macroeconometric modeling in a policy environment / Martin Fuka�c and Adrian Pagan -- 10. Forecasting with interval and histogram data : some financial applications / Javier Arroyo, Gloria Gonz�alez-Rivera, and Carlos Mat�e -- 11. Predictability of asset returns and the efficient market hypothesis / M. Hashem Pesaran -- 12. A factor analysis of bond risk premia / Sydney C. Ludvigson and Serena Ng -- 13. Dynamic panel data models / Cheng Hsiao -- 14. A unified estimation approach for spatial dynamic panel data models : stability, spatial co-integration, and explosive roots / Lung-fei Lee and Jihai Yu -- 15. Spatial panels / Badi H. Baltagi -- 16. Nonparametric and semiparametric panel econometric models : estimation and testing / Liangjun Su and Am

"A Chapman & Ha

Also available in print

Mode of access: World

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