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 Electronic books  Economics and Business 
Advances in Econometrics: Theory and Applications
Multiple authors
eBook Edition: 2011

Econometrics is becoming a highly developed and highly mathematized 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.

eBook Contents

Preface - Recent Advances in Econometric Theory (The Limits of Mathematics and NP Estimation in Hilbert Spaces, Instrument Generating Function and Analysis of Persistent Economic Times Series: Theory and Application, Recent Developments in Seasonal Volatility Models) - Recent Econometric Applications (The Impact of Government-Sponsored Training Programs on the Labor Market Transitions of Disadvantaged Men, Returns to Education and Experience Within the EU: An Instrumental Variable Approach for Panel Data, Using the SUR Model of Tourism Demand for Neighbouring Regions in Sweden and Norway)

eBook License: Creative Commons

Free PDF eBook in ZIP format - 1.56 Mb - 126 pages
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