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Modern Econometric Analysis

Surveys on Recent Developments

  • Book
  • © 2006

Overview

Editors:
  1. Olaf Hübler

    1. Empirical Economic Research and Econometrics, University of Hannover, Hannover, Germany

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    You can also search for this editor in PubMed   Google Scholar

  2. Jachim Frohn

    1. University of Bielefeld, Bielefeld, Germany

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    You can also search for this editor in PubMed   Google Scholar

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Table of contents (15 chapters)

  1. Front Matter

    Pages I-VIII
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  2. Developments and New Dimensions in Econometrics

    • Olaf Hübler, Joachim Frohn
    Pages 1-6

  3. On the Specification and Estimation of Large Scale Simultaneous Structural Models

    • Pu Chen, Joachim Frohn
    Pages 7-24

  4. Dynamic Factor Models

    • Jörg Breitung, Sandra Eickmeier
    Pages 25-40

  5. Unit Root Testing

    • Jürgen Wolters, Uwe Hassler
    Pages 41-56

  6. Autoregressive Distributed Lag Models and Cointegration

    • Uwe Hassler, Jürgen Wolters
    Pages 57-72

  7. Structural Vector Autoregressive Analysis for Cointegrated Variables

    • Helmut Lütkepohl
    Pages 73-86

  8. Econometric Analysis of High Frequency Data

    • Helmut Herwartz
    Pages 87-102

  9. Using Quantile Regression for Duration Analysis

    • Bernd Fitzenberger, Ralf A. Wilke
    Pages 103-118

  10. Multilevel and Nonlinear Panel Data Models

    • Olaf Hübler
    Pages 119-135

  11. Nonparametric Models and Their Estimation

    • Göran Kauermann
    Pages 137-152

  12. Microeconometric Models and Anonymized Micro Data

    • Gerd Ronning
    Pages 153-166

  13. Ordered Response Models

    • Stefan Boes, Rainer Winkelmann
    Pages 167-181

  14. Some Recent Advances in Measurement Error Models and Methods

    • Hans Schneeweiß, Thomas Augustin
    Pages 183-198

  15. The Microeconometric Estimation of Treatment Effects — An Overview

    • Marco Caliendo, Reinhard Hujer
    Pages 199-214

  16. Survey Item Nonresponse and its Treatment

    • Susanne Rässler, Regina T. Riphahn
    Pages 215-230
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Keywords

About this book

The importance of empirical economics and econometric methods has greatly in­ creased during the last 20 years due to the availability of better data and the improved performance of computers. In an information-driven society such as ours we need quickly to obtain complete and convincing statistical results. This is only possible if the appropriate econometric methods are applied. Traditional econometric analysis concentrates on classical methods which are far from suitable for handling actual economic problems. They can only be used as a starting point for students to learn basic econometrics and as a reference point for more advanced methods. Modern Econometrics tries to develop new approaches from an economic perspective. A consequence is that we have less of a unified econometric theory than in former times. Specific branches which require specific methods have been established. Nowadays, nobody has complete knowledge of every area of econometrics. If someone is interested to learn more about a field, relatively unknown to them, they will require support.

Editors and Affiliations

  • Empirical Economic Research and Econometrics, University of Hannover, Hannover, Germany

    Olaf Hübler

  • University of Bielefeld, Bielefeld, Germany

    Jachim Frohn

Bibliographic Information

  • Book Title: Modern Econometric Analysis

  • Book Subtitle: Surveys on Recent Developments

  • Editors: Olaf Hübler, Jachim Frohn

  • DOI: https://doi.org/10.1007/3-540-32693-6

  • Publisher: Springer Berlin, Heidelberg

  • eBook Packages: Business and Economics, Economics and Finance (R0)

  • Copyright Information: Springer-Verlag Berlin Heidelberg 2006

  • Hardcover ISBN: 978-3-540-32692-2Published: 20 April 2006

  • Softcover ISBN: 978-3-642-06922-2Published: 14 October 2010

  • eBook ISBN: 978-3-540-32693-9Published: 29 April 2007

  • Edition Number: 1

  • Number of Pages: VIII, 232

  • Topics: Econometrics, Statistics for Business, Management, Economics, Finance, Insurance

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