Modern Econometric Analysis: Surveys on Recent Developments

ISBN-13: 9783642069222 / Angielski / Miękka / 2010 / 232 str.

Olaf Hubler; Joachim Frohn

Opis

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.

Spis treści

Developments and New Dimensions in Econometrics.- On the Specification and Estimation of Large Scale Simultaneous Structural Models.- Dynamic Factor Models.- Unit Root Testing.- Autoregressive Distributed Lag Models and Cointegration.- Structural Vector Autoregressive Analysis for Cointegrated Variables.- Econometric Analysis of High Frequency Data.- Using Quantile Regression for Duration Analysis.- Multilevel and Nonlinear Panel Data Models.- Nonparametric Models and Their Estimation.- Microeconometric Models and Anonymized Micro Data.- Ordered Response Models.- Some Recent Advances in Measurement Error Models and Methods.- The Microeconometric Estimation of Treatment Effects — An Overview.- Survey Item Nonresponse and its Treatment.

O autorze

Olaf Hübner wurde 1944 in Schönfeld/Schlesien geboren. Studium der Volkswirtschaftslehre an der Freien Universität Berlin 1964-1970, wissenschaftlicher Assistent am Fachbereich Wirtschaftswissenschaften der TU Berlin, 1974 Promotion, 1978 Habilitation, 1979-1980 Gastwissenschaftler am Wissenschaftszentrum Berlin, 1982 Professor für Ökonometrie und Statistik am Institut für Quantitative Wirtschaftsforschung der Universität Hannover, 1995 Ruf auf einen Lehrstuhl für Ökonometrie an der Viadrina Frankfurt/Oder, 1995-1996 Lehrstuhlvertretung für das Fach Ökonometrie an der Europa-Universität Frankfurt/Oder, 1999 Forschungsaufenthalt an der Universität Stirling/Schottland, 1999 Research Fellow am Institut für die Zukunft der Arbeit (IZA) in Bonn, 2000 Professor für Empirische Wirtschaftsforschung, insb. Ökonometrie an der wirtschaftswissenschaftlichen Fakultät der Universität Hannover, 2005 Research Fellow am Institut für Arbeitsmarkt- und Berufsforschung (IAB) in Nürnberg.