This book presents the econometric foundations and applications of multi-dimensional panels, including modern methods of big data analysis. The last two decades or so, the use of panel data has become a standard in many areas of economic analysis. The available models formulations became more...

This book treats the notion of morphisms in spatial analysis, paralleling these concepts in spatial statistics (Part I) and spatial econometrics (Part II). The principal concept is morphism (e.g., isomorphisms, homomorphisms, and allomorphisms), which is defined as a structure preserving the...

The purpose of this book is to establish a connection between the traditional field of empirical economic research and the emerging area of empirical financial research, and to build a bridge between theoretical developments in these areas and their application in practice. Accordingly, it...

Linear Econometric Models with Machine Learning -- Nonlinear Econometric Models with Machine Learning -- The Use of Machine Learning in Treatment Effect Estimation.-Forecasting with Machine Learning Methods.-Causal Estimation of Treatment Effects From Observational Health Care Data Using Machine...

This volume is in honour of the remarkable career of the Father of Spatial Econometrics, Professor Jean Paelinck, presently of the Tinbergen Institute, Rotterdam. Jean Paelinck, arguably, is the founder of modern spatial econometrics. The impact on the profession through his work in spatial...

Studies in Global Econometrics is a collection of essays on the use of cross-country data based on purchasing power parities. The two major applications are the development over time of per capital gross domestic products, (including that of their inequalities among countries and regions) and...

I: Methodology -- The Scientific Work of Gerhard Tintner -- Econometrics Needs a History: Two Cases of Conspicuous Neglect -- II: Planning Models -- Energy Pricing in a Welfare Framework: Issues in Equity, Efficiency and Exhaustibility -- Foreign Aid, Economic Development and Income...

These three volumes contain an account of Professor Henri Theil's distinguished career as a leader, advisor, administrator, teacher, and researcher in economics and econometrics. The books also contain a selection of his contributions in many areas, such as econometrics, demand analysis,...

Introduction: the health system in the general economy -- Health expenditure growth and macroeconomic models -- one: supply and demand -- The MIMIC health status index -- Estimating demand for medical care: health as a critical factor for adults and children -- An empirical model of the demand...

One: Econometrics -- Likelihood evaluation for dynamic latent variables models -- Global optimization of statistical functions: Preliminary results -- On efficient exact maximum likelihood estimation of high-order multivariate ARMA models -- Efficient computation of stochastic coefficients...