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Handbook of Empirical Economics and Finance

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advanced statistical methods
asset pricing models
Asymptotically Normal
bond risk
Category=KCH
Category=PBT
Category=PBW
Cluster Robust Standard Errors
Conditional CDF
Conditional Expectations
cross-sectional data
Cross-sectional Dependence
data
Data Generating Process
Data Sampling Distribution
econometric inference
econometric models
economic behavior
economic policy
EL
empirical economics
empirical finance research applications
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Excess Bond Returns
Excess Returns
Feasible GLS Estimator
financial data
financial econometrics
generating
Gm Estimator
GMM Estimator
hypothesis
Instrumental Variables Estimators
likelihood
Linear ARIMA Model
macroeconomics
microeconomics
nonparametric estimation
panel
Panel Data Model
panel data models
Panel Unit Root Tests
Pretest Estimator
process
quantitative analysis
random
Real Gdp
root
SDPD Model
Spatial Dynamic Panel Data
spatial econometrics
Spatial Error
Spatial Error Correlation
Spatial Lag Dependence
spatial models
Spatial Weights Matrix
time series models
unit

Product details

  • ISBN 9781138113664
  • Weight: 453g
  • Dimensions: 156 x 234mm
  • Publication Date: 07 Jun 2017
  • Publisher: Taylor & Francis Ltd
  • Publication City/Country: GB
  • Product Form: Paperback
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Description

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.
About

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.