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Panel data econometrics : methods-of-moments and limited dependent variables

Lee, Myoung-jae - 2002

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Hruschka, Harald - 1999

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Analysis of Microdata

Winkelmann, Rainer (contributor); Boes, Stefan (contributor) - 2006

The book provides a simple, intuitive introduction to regression models for qualitative and discrete dependent variables, to sample selection models, and to event history models, all in the context of maximum likelihood estimation. It presents a wide range of commonly used models. The book...

Persistent link: https://www.econbiz.de/10013520518

Empirical Techniques in Finance

Bhar, Ramaprasad - 2005

Basic Probability Theory and Markov Chains -- Estimation Techniques -- Non-Parametric Method of Estimation -- Unit Root … Implementation, this book helps foc- ing on strategies for rigorously combing finance theory and modeling technology to extend extant … other related modeling topics that help more in-depth exploration of finance theory and putting it into practice. As seen in …

Persistent link: https://www.econbiz.de/10014014047

Empirical techniques in finance : with 30 tables

Bhar, Ramaprasad; Hamori, Shigeyuki - 2005 - 1. ed.

The rapid advances in financial technology in the past decade have led to a commensurate increase in sophistication for modelling techniques needed by the researchers for the understanding of financial markets. The book aims at equipping graduate students, market analysts and others with a wide...

Persistent link: https://www.econbiz.de/10002626892

Nonlinear time series : nonparametric and parametric methods

Fan, Jianqing; Yao, Qiwei - 2005

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The measurement of productive efficiency and productivity growth

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Theoretische und empirische Aspekte neoklassischer Konvergenz

Lorenz, Andreas - 2006 - 1. Aufl.

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Unit root testing in panel and time series models : new tests and economic applications

Siedenburg, Florian - 2010

In this dissertation new test statistics for the (panel) unit root hypothesis are presented. Besides a novel approach to testing the unit root hypothesis in univariate time series, the major part of this thesis is dedicated to unit root testing in cross sectionally dependent panels with...

Persistent link: https://www.econbiz.de/10008732374

Transitional dynamics and economic growth in developing countries

Steger, Thomas - 2000

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