Handbook of Empirical Economics and Finance (Hardcover)

Robust Inference with Clustered Data, A. Colin Cameron and Douglas L. Miller

Efficient Inference with Poor Instruments: A General Framework, Bertille Antoine and Eric Renault

An Information Theoretic Estimator for the Mixed Discrete Choice Model, Amos Golan and William H. Greene

Recent Developments in Cross-Section and Panel Count Models, Pravin K. Trivedi and Murat K. Munkin

An Introduction to Textual Econometrics, Stephen Fagan and Ramazan Gencay

Large Deviations Theory and Econometric Information Recovery, Marian Grendar and George Judge

Nonparametric Kernel Methods for Qualitative and Quantitative Data, Jeffrey S. Racine

The Unconventional Dynamics of Economic and Financial Aggregates, Karim M. Abadir and Gabriel Talmain

Structural Macroeconometric Modeling in a Policy Environment, Martin Fuka? and Adrian Pagan

Forecasting with Interval and Histogram Data: Some Financial Applications, Javier Arroyo, Gloria Gonzalez-Rivera, and Carlos Mate

Predictability of Asset Returns and the Efficient Market Hypothesis, M. Hashem Pesaran

A Factor Analysis of Bond Risk Premia, Sydney C. Ludvigson and Serena Ng

Dynamic Panel Data Models, Cheng Hsiao

A Unified Estimation Approach for Spatial Dynamic Panel Data Models: Stability, Spatial Co-Integration, and Explosive Roots, Lung-fei Lee and Jihai Yu

Spatial Panels, Badi H. Baltagi

Nonparametric and Semiparametric Panel Econometric Models: Estimation and Testing, Liangjun Su and Aman Ullah

Index