000 01860 a2200229 4500
005 20190624104806.0
008 190611b xxu||||| |||| 00| 0 eng d
020 _a9781138113664
040 _cIIT Kanpur
041 _aeng
082 _a330.015195
_bH191
245 _aHandbook of empirical economics and finance
_cedited by Aman Ullah and David E. A. Giles
260 _bCRC Press
_c2017
_aBoca Raton
300 _axix, 512p
440 _aStatistics: a series of textbooks and monographs
490 _a / edited by N. Balakrishnan
520 _aHandbook of Empirical Economics and Finance explores the latest developments in the analysis and modeling of economic and financial data. Well-recognized econometric experts discuss the rapidly growing research in economics and finance and offer insight on the future direction of these fields. Focusing on micro models, the first group of chapters describes the statistical issues involved in the analysis of econometric models with cross-sectional data often arising in microeconomics. The book then illustrates time series models that are extensively used in empirical macroeconomics and finance. The last set of chapters explores the types of panel data and spatial models that are becoming increasingly significant in analyzing complex economic behavior and policy evaluations. This handbook brings together both background material and new methodological and applied results that are extremely important to the current and future frontiers in empirical economics and finance. It emphasizes inferential issues that transpire in the analysis of cross-sectional, time series, and panel data-based empirical models in economics, finance, and related disciplines.
650 _aFinance -- Econometric models
700 _aUllah, Aman [ed.]
700 _aGiles, David E. A. [ed.]
942 _cBK
999 _c560144
_d560144