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Preface | p. ix |
About the Editors | p. xv |
List of Contributors | p. xvii |
Robust Inference with Clustered Data | p. 1 |
Efficient Inference with Poor Instruments: A General Framework | p. 29 |
An Information Theoretic Estimator for the Mixed Discrete Choice Model | p. 71 |
Recent Developments in Cross Section and Panel Count Models | p. 87 |
An Introduction to Textual Econometrics | p. 133 |
Large Deviations Theory and Econometric Information Recovery | p. 155 |
Nonparametric Kernel Methods for Qualitative and Quantitative Data | p. 183 |
The Unconventional Dynamics of Economic and Financial Aggregates | p. 205 |
Structural Macroeconometric Modeling in a Policy Environment | p. 215 |
Forecasting with Interval and Histogram Data: Some Financial Applications | p. 247 |
Predictability of Asset Returns and the Efficient Market Hypothesis | p. 281 |
A Factor Analysis of Bond Risk Premia | p. 315 |
Dynamic Panel Data Models | p. 373 |
A Unified Estimation Approach for Spatial Dynamic Panel Data Models: Stability, Spatial Co-integration, and Explosive Roots | p. 397 |
Spatial Panels | p. 435 |
Nonparametric and Semiparametric Panel Econometric Models: Estimation and Testing | p. 455 |
Index | p. 499 |
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The New copy of this book will include any supplemental materials advertised. Please check the title of the book to determine if it should include any access cards, study guides, lab manuals, CDs, etc.
The Used, Rental and eBook copies of this book are not guaranteed to include any supplemental materials. Typically, only the book itself is included. This is true even if the title states it includes any access cards, study guides, lab manuals, CDs, etc.