Modern Econometric Analysis: Surveys on Recent Developments (Hardcover, 2006)

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.