Modern Econometric Analysis Surveys on Recent Developments /

• Corporate Author: SpringerLink (Online service)
• Other Authors: Hübler, Olaf (Editor), Frohn, Jachim (Editor)
• Format: Electronic eBook
• Language: English
• Published: Berlin, Heidelberg : Springer Berlin Heidelberg, 2006.
• Subjects: Statistics.; Econometrics.; Economics.; Statistics for Business/Economics/Mathematical Finance/Insurance.

The importance of empirical economics and econometric methods has greatly in­ creased during the last 20 years due to the availability of better data and the improved performance of computers. In an information-driven society such as ours we need quickly to obtain complete and convincing statistical...

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.