Hubler O., Frohn J. Modern Econometric Analysis: Surveys on Recent Developments

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размер 2.56 МБ
добавлен 10 января 2012 г.

Hubler O., Frohn J. Mode Econometric Analysis: Surveys on Recent Developments
Springer, 2006 – 234 pages
SBN10: 3540326928

Contents:
n 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.
Developments and New Dimensions in Econometrics
Olaf Hiibler, Joachim Prohn
Large Scale Simultaneous Structural Models
Pu Chen, Joachim Prohn
Dynamic Factor Models
Jorg Breitung, Sandra Eickmeier
Unit Root Testing
Jiirgen Wolters, Uwe Hassler
Autoregressive Distributed Lag Models and Cointegration
Uwe Hassler, Jiirgen Wolters
Cointegrated Structural VAR Analysis
Helmut Liitkepohl
Econometric Analysis of High Frequency Data
Helmut Herwartz
Using Quantile Regression for Duration Analysis
Bed Fitzenberger, Ralf A. Wilke
Multilevel and Nonlinear Panel Data Models
Olaf Hiibler
Nonparametric Models and Their Estimation
Goran Kauermann
Microeconometric Models and Anonymized Micro Data
Gerd Ronning
Ordered Response Models
Stefan Boes, Rainer Winkelmann
Measurement Error Models and Methods
Hans Schneeweifi, Thomas Augustin

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