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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
Econometric Society - 1933-: [Wechselnde Erscheinungsorte] : [Wechselnde Verlage]; … - 1.1933 -
Persistent link: https://www.econbiz.de/10000349725
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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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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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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
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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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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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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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Business cycles : durations, dynamics, and forecasting
Diebold, Francis X.; Rudebusch, Glenn D. - 1999
Persistent link: https://www.econbiz.de/10013503071
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Spatial Econometrics : Methods and Applications
Arbia, Giuseppe (contributor); Baltagi, Badi H. (contributor) - 2009
Spatial Econometrics is a rapidly evolving field born from the joint efforts of economists, statisticians … econometrics methods with a number of contributions specifically focused on the spatial concentration of economic activities and … employment. Most of the papers appearing in this book were solicited from the International Workshop on Spatial Econometrics and …
Persistent link: https://www.econbiz.de/10013521072