Modern Econometric Analysis

Surveys on Recent Developments
2006
ISBN: 978-3-540-32692-2
Verlag: Springer Berlin Heidelberg

Buch, Englisch, 232 Seiten, Format (B × H): 160 mm x 241 mm, Gewicht: 1150 g

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 results. This is only possible if the appropriate econometric methods are applied. Traditional econometric analysis concentrates on classical methods which are far from suitable for handling actual economic problems. They can only be used as a starting point for students to learn basic econometrics and as a reference point for more advanced methods. Modern Econometrics tries to develop new approaches from an economic perspective. A consequence is that we have less of a unified econometric theory than in former times. Specific branches which require specific methods have been established. Nowadays, nobody has complete knowledge of every area of econometrics. If someone is interested to learn more about a field, relatively unknown to them, they will require support.

Zielgruppe

Research

Autoren/Hrsg.

Frohn, Joachim

Hübler, Olaf

Fachgebiete

• Wirtschaftswissenschaften Betriebswirtschaft Wirtschaftsmathematik und -statistik
• Wirtschaftswissenschaften Volkswirtschaftslehre Volkswirtschaftslehre Allgemein Ökonometrie

Inhaltsverzeichnis

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.