TY - BOOK AU - Ullah,Aman AU - Giles,David E.A. TI - Handbook of empirical economics and finance T2 - Statistics : textbooks and monographs SN - 9781420070354 AV - HB139 PY - 2011/// CY - Boca Raton, Fla. PB - Chapman & Hall/CRC KW - Econometrics KW - Finance KW - Econometric models N1 - "A Chapman & Hall book."; Includes bibliographical references and index; 1. Robust inference with clustered data / A. Colin Cameron and Douglas L. Miller -- 2. Efficient inference with poor instruments : a general framework / Bertille Antoine and Eric Renault -- 3. An information theoretic estimator for the mixed discrete choice model / Amos Golan and William H. Greene -- 4. Recent developments in cross section and panel count models / Pravin K. Trivedi and Murat K. Munkin -- 5. An introduction to textual econometrics / Stephen Fagan and Ramazan Genȧy -- 6. Large deviations theory and econometric information recovery / Marian Grend̀r and George Judge -- 7. Nonparametric kernel methods for qualitative and quantitative data / Jeffrey S. Racine -- 8. The unconventional dynamics of economic and financial aggregates / Karim M. Abadir and Gabriel Talmain -- 9. Structural macroeconometric modeling in a policy environment / Martin Fuka? and Adrian Pagan -- 10. Forecasting with interval and histogram data : some financial applications / Javier Arroyo, Gloria Gonz̀lez-Rivera, and Carlos Mať -- 11. Predictability of asset returns and the efficient market hypothesis / M. Hashem Pesaran -- 12. A factor analysis of bond risk premia / Sydney C. Ludvigson and Serena Ng -- 13. Dynamic panel data models / Cheng Hsiao -- 14. A unified estimation approach for spatial dynamic panel data models : stability, spatial co-integration, and explosive roots / Lung-fei Lee and Jihai Yu -- 15. Spatial panels / Badi H. Baltagi -- 16. Nonparametric and semiparametric panel econometric models : estimation and testing / Liangjun Su and Aman Ullah; Also available in print edition UR - https://search.ebscohost.com/login.aspx?direct=true&db=nlebk&AN=358458 ER -