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Studies in global econometrics
Theil, Henri - 1996
Persistent link: https://www.econbiz.de/10000546273
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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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Econometric analysis of international financial markets
Dimpfl, Thomas - 2010
Persistent link: https://www.econbiz.de/10008856799
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The creation and analysis of employer-employee matched data
Haltiwanger, John C. (contributor) - 1999 - 1st ed
This book consists of a selected subset of papers presented at the International Symposium of Linked Employer-Employee Data, held in Washington DC, in May 1998 - to address the creation and analysis of such matched data in an environment that safeguards respondent confidentiality. The conference...
Persistent link: https://www.econbiz.de/10009628679
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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