Modern Econometric Analysis

by Hubler, Olaf; Frohn, Joachim

• ISBN13: 9783540326922
• ISBN10: 3540326928
• Format: Hardcover
• Copyright: 2006-07-30
• Publisher: Springer Verlag

Summary

Traditional econometric analysis concentrate on classical methods which are far from suitable handling actual economic problems. Modern econometric analysis tries to develop new approaches from an economic perspective. As a consequence, there is less of a unified econometric theory than in former times. Specific branches which require specific methods have been established. Modern time series and duration analysis, panel data analysis, microeconometrics, evaluation methods, and specific data problems are examples of these new approaches. In this book leading German econometricians in different fields present survey articles of the most important new methods in econometrics. The book gives an overview of the field and it shows progress made in recent years and remaining problems.

Table of Contents

Developments and New Dimensions in Econometrics	1	(6)
Olaf Hubler
Joachim Frohn
Large Scale Simultaneous Structural Models	7	(18)
Pu Chen
Joachim Frohn
Dynamic Factor Models	25	(16)
Jorg Breitung
Sandra Eickmeier
Unit Root Testing	41	(16)
Jurgen Wolters
Uwe Hassler
Autoregressive Distributed Lag Models and Cointegration	57	(16)
Uwe Hassler
Jurgen Wolters
Cointegrated Structural VAR Analysis	73	(14)
Helmut Lutkepohl
Econometric Analysis of High Frequency Data	87	(16)
Helmut Herwartz
Using Quantile Regression for Duration Analysis	103	(16)
Bernd Fitzenberger
Ralf A. Wilke
Multilevel and Nonlinear Panel Data Models	119	(18)
Olaf Hubler
Nonparametric Models and Their Estimation	137	(16)
Goran Kauermann
Microeconometric Models and Anonymized Micro Data	153	(14)
Gerd Ronning
Ordered Response Models	167	(16)
Stefan Boes
Rainer Winkelmann
Measurement Error Models and Methods	183	(16)
Hans Schneeweiß
Thomas Augustin
Microeconometric Estimation of Treatment Effects	199	(16)
Marco Caliendo
Reinhard Hujer
Survey Item Nonresponse and its Treatment	215
Susanne Rassler
Regina T. Riphahn