Modern econometric analysis : surveys on recent developments
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Bibliographic Information
Modern econometric analysis : surveys on recent developments
Springer, c2006
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Note
Includes bibliographical references and index
Description and Table of Contents
Description
In this book leading German econometricians in different fields present survey articles of the most important new methods in econometrics. The book gives an overview of the field and it shows progress made in recent years and remaining problems.
Table of Contents
Developments and New Dimensions in Econometrics.- On the Specification and Estimation of Large Scale Simultaneous Structural Models.- Dynamic Factor Models.- Unit Root Testing.- Autoregressive Distributed Lag Models and Cointegration.- Structural Vector Autoregressive Analysis for Cointegrated Variables.- Econometric Analysis of High Frequency Data.- Using Quantile Regression for Duration Analysis.- Multilevel and Nonlinear Panel Data Models.- Nonparametric Models and Their Estimation.- Microeconometric Models and Anonymized Micro Data.- Ordered Response Models.- Some Recent Advances in Measurement Error Models and Methods.- The Microeconometric Estimation of Treatment Effects - An Overview.- Survey Item Nonresponse and its Treatment.
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