Modern Econometric Analysis: Surveys on Recent Developments / Edition 1

by Olaf Hübler, Joachim Frohn

Overview

In this book leading German econometricians in different fields present survey articles of the most important new methods in econometrics. The book gives an overview of the field and it shows progress made in recent years and remaining problems.

Product Details

ISBN-13:	9783540326922
Publisher:	Springer Berlin Heidelberg
Publication date:	06/02/2006
Edition description:	2006
Pages:	232
Product dimensions:	5.98(w) x 9.02(h) x 0.02(d)

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.