Advances in Econometrics - Theory and Applications

Verbič, Miroslav

Advances in Econometrics - Theory and Applications

Abstract: Econometrics is becoming a highly developed and highly mathematicized array of its own sub disciplines, as it should be, as economies are becoming increasingly complex, and scientific economic analyses require progressively thorough knowledge of solid quantitative methods. This book thus provides recent insight on some key issues in econometric theory and applications. The volume first focuses on three recent advances in econometric theory: non-parametric estimation, instrument generating functions, and seasonal volatility models. Additionally, three recent econometric applications are presented: continuous time duration analysis, panel data analysis dealing with endogeneity and selectivity biases, and seemingly unrelated regression analysis. Intended as an electronic edition, providing immediate "open access" to its content, the book is easy to follow and will be of interest to professionals involved in econometrics.

JEL-codes: C01 (search for similar items in EconPapers)
Date: 2011
ISBN: 978-953-307-503-7
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Chapters in this book:

Are Education and Experience Equally Remunerated across Employment Statuses? An Instrumental Variable Approach for Panel Data: Inmaculada García-Mainar and Victor Montuenga
Instrument Generating Function and Analysis of Persistent Economic Times Series: Theory and Application: Tsung Wu Ho
Recent Developments in Seasonal Volatility Models: Julieta Frank, Melody Ghahramani and Aera Thavaneswaran
The Impact of Government-Sponsored Training Programs on the Labor Market Transitions of Disadvantaged Men: Guy Lacroix, Thierry Kamionka and Lucie Gilbert
The Limits of Econometrics: Nonparametric Estimation in Hilbert Spaces: Graciela Chichilnisky
Using the SUR model of tourism demand for neighbouring regions in Sweden and Norway: Khalik Salman

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Persistent link: https://EconPapers.repec.org/RePEc:ito:pbooks:1032

DOI: 10.5772/828

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