Handbook of Empirical Economics and Finance

Abstract

Robust Inference with Clustered Data, A. Colin Cameron and Douglas L. Miller Efficient Inference with Poor Instruments: A General Framework, Bertille Antoine and Eric Renault An Information Theoretic Estimator for the Mixed Discrete Choice Model, Amos Golan and William H. Greene Recent Developments in Cross-Section and Panel Count Models, Pravin K. Trivedi and Murat K. Munkin An Introduction to Textual Econometrics, Stephen Fagan and Ramazan Gencay Large Deviations Theory and Econometric Information Recovery, Marian Grendar and George Judge Nonparametric Kernel Methods for Qualitative and Quantitative Data, Jeffrey S. Racine The Unconventional Dynamics of Economic and Financial Aggregates, Karim M. Abadir and Gabriel Talmain Structural Macroeconometric Modeling in a Policy Environment, Martin Fukac and Adrian Pagan Forecasting with Interval and Histogram Data: Some Financial Applications, Javier Arroyo, Gloria Gonzalez-Rivera, and Carlos Mate Predictability of Asset Returns and the Efficient Market Hypothesis, M. Hashem Pesaran A Factor Analysis of Bond Risk Premia, Sydney C. Ludvigson and Serena Ng Dynamic Panel Data Models, Cheng Hsiao A Unified Estimation Approach for Spatial Dynamic Panel Data Models: Stability, Spatial Co-Integration, and Explosive Roots, Lung-fei Lee and Jihai Yu Spatial Panels, Badi H. Baltagi Nonparametric and Semiparametric Panel Econometric Models: Estimation and Testing, Liangjun Su and Aman Ullah Index

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