Advances in Econometrics - Theory and Applications

Edited by Miroslav Verbic, ISBN 978-953-307-503-7, 126 pages, Publisher: InTech, Chapters published July 27, 2011 under CC BY-NC-SA 3.0 license
DOI: 10.5772/828
Edited Volume

Econometrics is becoming a highly developed and highly mathematicized array of its own sub disciplines, as it should be, as economies are becoming increasingly complex, and scientific economic analyses require progressively thorough knowledge of solid quantitative methods. This book thus provides recent insight on some key issues in econometric theory and applications. The volume first focuses on three recent advances in econometric theory: non-parametric estimation, instrument generating functions, and seasonal volatility models. Additionally, three recent econometric applications are presented: continuous time duration analysis, panel data analysis dealing with endogeneity and selectivity biases, and seemingly unrelated regression analysis. Intended as an electronic edition, providing immediate "open access" to its content, the book is easy to follow and will be of interest to professionals involved in econometrics.

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• Chapter 1  The Limits of Econometrics: Nonparametric Estimation in Hilbert Spacesby Graciela Chichilnisky
• Chapter 2  Instrument Generating Function and Analysis of Persistent Economic Times Series: Theory and Applicationby Tsung Wu Ho
• Chapter 3  Recent Developments in Seasonal Volatility Modelsby Julieta Frank, Melody Ghahramani and Aera Thavaneswaran
• Chapter 4  The Impact of Government-Sponsored Training Programs on the Labor Market Transitions of Disadvantaged Menby Guy Lacroix, Thierry Kamionka and Lucie Gilbert
• Chapter 5  Are Education and Experience Equally Remunerated across Employment Statuses? An Instrumental Variable Approach for Panel Databy Inmaculada García-Mainar and Víctor Montuenga
• Chapter 6  Using the SUR model of tourism demand for neighbouring regions in Sweden and Norwayby Khalik Salman