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Modern econometric analysis : surveys on recent developments ; with 11 tables / Olaf Hübler, Joachim Frohn (eds.)

Contributor(s): Resource type: Ressourcentyp: BuchBookPublisher number: 11680970Language: English Publisher: Berlin ; Heidelberg [u.a.] : Springer, 2006Description: VIII, 230 S. : graph. Darst. ; 235 mm x 155 mmISBN:
  • 9783540326922
  • 3540326928
  • 9783540326922
Subject(s): Genre/Form: Additional physical formats: Erscheint auch als: Modern Econometric Analysis. Online-Ausgabe. Berlin, Heidelberg : Springer Berlin · Heidelberg, 2006. Online-Ressource (IV, 234 p. 8 illus, digital)DDC classification:
  • 330.015195
  • 330
  • 510
MSC: MSC: *62P20 | 62-06 | 00B15RVK: RVK: QH 320 | QH 300LOC classification:
  • HB139
Summary: Traditional econometric analysis concentrate on classical methods which are far from suitable handling actual economic problems. Modern econometric analysis tries to develop new approaches from an economic perspective. As a consequence, there is less of a unified econometric theory than in former times. Specific branches which require specific methods have been established. Modern time series and duration analysis, panel data analysis, microeconometrics, evaluation methods, and specific data problems are examples of these new approaches. 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. TOC:Developments and New Dimensions in Econometrics.- On the Specification and Estimation of Large Scale Simultaneous Structural Macroeconometric 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 TreatmentCall number: Grundsignatur: 2006 A 2949PPN: PPN: 507930169
Holdings
Item type Home library Collection Shelving location Call number Status Barcode
Freihandbestand ausleihbar Bibliothek Campus Süd wirt 2.3 Lesesaal Wirtschaftswissenschaften und Informatik (LSW) 2006 A 2949 Available 48537504090
Total holds: 0
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