This book gives a comprehensive description of macroeconometric modeling and its development over time. The first part depicts the history of macroeconometric model building, starting with Jan Tinbergen's and Lawrence R. Klein's contributions. It is unique in summarizing the development and specific structure of macroeconometric models built in North America, Europe, and various other parts of the world. The work thus offers an extensive source for researchers in the field. The second part of the book covers the systematic characteristics of macroeconometric models. It includes the household...

This restructured, updated Third Edition provides a general overview of the econometrics of panel data, from both theoretical and applied viewpoints.

The purpose of this book is to establish a connection between the traditional field of empirical economic research and the emerging area of empirical financial research and to build a bridge between theoretical developments in these areas and their application in practice.

This book presents the econometric foundations and applications of multi-dimensional panels, including modern methods of big data analysis.The last two decades or so, the use of panel data has become a standard in many areas of economic analysis.

This book provides advanced theoretical and applied tools for the implementation of modern micro-econometric techniques in evidence-based program evaluation for the social sciences. The author presents a comprehensive toolbox for designing rigorous and effective ex-post program evaluation using the statistical software package Stata. For each method, a statistical presentation is developed, followed by a practical estimation of the treatment effects. By using both real and simulated data, readers will become familiar with evaluation techniques, such as regression-adjustment, matching,...