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The econometrics of financial markets
Campbell, John Y.; Lo, Andrew W.; MacKinlay, Archie Craig - 1997 - 2. printing, with corrections
Persistent link: https://www.econbiz.de/10000592406
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Macroeconomic policy in a world economy : from econometric design to practical operation
Taylor, John B. - 1993 - 1. ed
Persistent link: https://www.econbiz.de/10000348427
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Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
Galata, Robert (ed.); Schneeweiß, Hans (honouree);  … - 1998
between 1959 and 1965. Following his Habilitation in 1964, he was appointed to the chair of Statistics and Econometrics at the … Department of Statistics of the University of Waterloo, Canada, in 1970/71. He has been a full professor of Econometrics and … work he has published outstanding, original articles on econometrics and statistics. To give an ex­ ample, it is his …
Persistent link: https://www.econbiz.de/10000655961
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Practicing econometrics : essays in method and application
Griliches, Zvi - 1998
Persistent link: https://www.econbiz.de/10000647168
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High frequency financial econometrics : recent developments ; with 64 tables
Bauwens, Luc (ed.); Pohlmeier, Winfried (contributor);  … - 2008 - 1. ed.
Persistent link: https://www.econbiz.de/10003498251
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Finding relevant variables in sparse Bayesian factor models : economic applications and simulation results
Kaufmann, Sylvia; Schumacher, Christian - 2012
This paper considers factor estimation from heterogenous data, where some of the variables are noisy and only weakly informative for the factors. To identify the irrelevant variables, we search for zero rows in the loadings matrix of the factor model. To sharply separate these irrelevant...
Persistent link: https://www.econbiz.de/10009674269
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Spatial econometrics : methods and applications
Arbia, Giuseppe (ed.) - 2009
Persistent link: https://www.econbiz.de/10003737558
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Panel data : theory and applications : with 108 tables
Baltagi, Badi H. (ed.) - 2004
The present book is a collection of panel data papers, both theoretical and applied. Theoretical topics include methodology papers on panel data probit models, treatment models, error component models with an ARMA process on the time specific effects, asymptotic tests for poolability and their...
Persistent link: https://www.econbiz.de/10001847054
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Advances in spatial econometrics : methodology, tools and applications
Anselin, Luc (ed.); Florax, Raymond J. G. M. (contributor);  … - 2004
Persistent link: https://www.econbiz.de/10001701325