A title that aims to annually publish original scholarly econometrics papers on designated topics with the intention of … econometrics throughout the empirical economic, business and social science literature. …

financial markets, in general, and econometrics and mathematical finance in particular. The challenge of modeling defaults and … procedures in generalized Cox regressions / Zhen Wei -- Jump diffusion in credit barrier modeling : a partial integro … -- Credit risk dependence modeling with dynamic copula : an application to CDO tranches / Daniel Totouom, Margaret Armstrong …

In the 16th Edition of Advances in Econometrics, we present twelve papers discussing the current interface between … Marketing and Econometrics. The authors are leading scholars in the fields and introduce the latest models for analysing … others. Economics, along with psychology and sociology, provides a theoretical foundation for marketing. Given the applied …

Bayesian econometrics : past, present, and future / Arnold Zellner -- Fitting and comparison of models for multivariate …, Dipak K. Dey -- Bayesian econometrics : an introduction / Siddhartha Chib, William Griffiths, Gary Koop, Dek Terrell …Bayesian Econometrics illustrates the scope and diversity of modern applications, reviews some recent advances, and …

evaluation and causal inference. This volume 38 of Advances in Econometrics collects twelve innovative and thought …

Advances in Econometrics is a research annual whose editorial policy is to publish original research articles that … useful in their research. Volume 37 exemplifies this focus by highlighting key research from new developments in econometrics. …

been used successfully for economic and business forecasting, for modeling risk and volatility, and for the construction of …

Volume 40 in the Advances in Econometrics series features twenty-three chapters that are split thematically into two …, finance, cognitive science and psychology, neuroscience, and labor economics. Part B examines innovations in stochastic … frontier analysis, nonparametric and semiparametric modeling and estimation, A/B experiments, big-data analysis, and quantile …

Including contributions spanning a variety of theoretical and applied topics in econometrics, this volume of Advances … in Econometrics is published in honour of Cheng Hsiao. In the first few chapters of this book, new theoretical panel and … economics. For any researcher of econometrics, this is an unmissable volume of the most current and engaging research in the …