Handbook of Empirical Economics and Finance / Edition 1

Hardcover (Print)
Used and New from Other Sellers
Used and New from Other Sellers
from $125.50
Usually ships in 1-2 business days
(Save 23%)
Other sellers (Hardcover)
  • All (6) from $125.50   
  • New (4) from $125.50   
  • Used (2) from $197.44   


Handbook of Empirical Economics and Finance explores the latest developments in the analysis and modeling of economic and financial data. Well-recognized econometric experts discuss the rapidly growing research in economics and finance and offer insight on the future direction of these fields.

Focusing on micro models, the first group of chapters describes the statistical issues involved in the analysis of econometric models with cross-sectional data often arising in microeconomics. The book then illustrates time series models that are extensively used in empirical macroeconomics and finance. The last set of chapters explores the types of panel data and spatial models that are becoming increasingly significant in analyzing complex economic behavior and policy evaluations.

This handbook brings together both background material and new methodological and applied results that are extremely important to the current and future frontiers in empirical economics and finance. It emphasizes inferential issues that transpire in the analysis of cross-sectional, time series, and panel data-based empirical models in economics, finance, and related disciplines.

Read More Show Less

Product Details

Meet the Author

Aman Ullah is a distinguished professor and chair in the Department of Economics at the University of California, Riverside. Dr. Ullah is an editorial board member of Econometric Reviews, Journal of Nonparametric Statistics, Journal of Quantitative Economics, Macroeconomics and Finance in Emerging Market Economies, and Empirical Economics.

David E.A. Giles is a professor in the Department of Economics at the University of Victoria, British Columbia. Dr. Giles is the North American editor of the Journal of International Trade and Economic Development, associate editor of Communications in Statistics, and an editorial board member of the Journal of Quantitative Economics, Statistical Papers, and Economics Research International.

Read More Show Less

Table of Contents

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 Gençay

Large Deviations Theory and Econometric Information Recovery, Marian Grendár 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 Fukač and Adrian Pagan

Forecasting with Interval and Histogram Data: Some Financial Applications, Javier Arroyo, Gloria González-Rivera, and Carlos Maté

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


Read More Show Less

Customer Reviews

Be the first to write a review
( 0 )
Rating Distribution

5 Star


4 Star


3 Star


2 Star


1 Star


Your Rating:

Your Name: Create a Pen Name or

Barnes & Noble.com Review Rules

Our reader reviews allow you to share your comments on titles you liked, or didn't, with others. By submitting an online review, you are representing to Barnes & Noble.com that all information contained in your review is original and accurate in all respects, and that the submission of such content by you and the posting of such content by Barnes & Noble.com does not and will not violate the rights of any third party. Please follow the rules below to help ensure that your review can be posted.

Reviews by Our Customers Under the Age of 13

We highly value and respect everyone's opinion concerning the titles we offer. However, we cannot allow persons under the age of 13 to have accounts at BN.com or to post customer reviews. Please see our Terms of Use for more details.

What to exclude from your review:

Please do not write about reviews, commentary, or information posted on the product page. If you see any errors in the information on the product page, please send us an email.

Reviews should not contain any of the following:

  • - HTML tags, profanity, obscenities, vulgarities, or comments that defame anyone
  • - Time-sensitive information such as tour dates, signings, lectures, etc.
  • - Single-word reviews. Other people will read your review to discover why you liked or didn't like the title. Be descriptive.
  • - Comments focusing on the author or that may ruin the ending for others
  • - Phone numbers, addresses, URLs
  • - Pricing and availability information or alternative ordering information
  • - Advertisements or commercial solicitation


  • - By submitting a review, you grant to Barnes & Noble.com and its sublicensees the royalty-free, perpetual, irrevocable right and license to use the review in accordance with the Barnes & Noble.com Terms of Use.
  • - Barnes & Noble.com reserves the right not to post any review -- particularly those that do not follow the terms and conditions of these Rules. Barnes & Noble.com also reserves the right to remove any review at any time without notice.
  • - See Terms of Use for other conditions and disclaimers.
Search for Products You'd Like to Recommend

Recommend other products that relate to your review. Just search for them below and share!

Create a Pen Name

Your Pen Name is your unique identity on BN.com. It will appear on the reviews you write and other website activities. Your Pen Name cannot be edited, changed or deleted once submitted.

Your Pen Name can be any combination of alphanumeric characters (plus - and _), and must be at least two characters long.

Continue Anonymously

    If you find inappropriate content, please report it to Barnes & Noble
    Why is this product inappropriate?
    Comments (optional)