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This book is indexed in
Business, Management and Economics
Advances in Econometrics - Theory and Applications
Edited by Miroslav Verbic, ISBN 978-953-307-503-7, Hard cover, 116 pages, Publisher: InTech, Chapters published July 27, 2011 under CC BY-NC-SA 3.0 license
DOI: 10.5772/828 
Econometrics is becoming a highly developed and highly mathematicized array of its own sub disciplines, as it should be, as economies are becoming increasingly complex, and scientific economic analyses require progressively thorough knowledge of solid quantitative methods. This book thus provides recent insight on some key issues in econometric theory and applications. The volume first focuses on three recent advances in econometric theory: non-parametric estimation, instrument generating functions, and seasonal volatility models. Additionally, three recent econometric applications are presented: continuous time duration analysis, panel data analysis dealing with endogeneity and selectivity biases, and seemingly unrelated regression analysis. Intended as an electronic edition, providing immediate "open access" to its content, the book is easy to follow and will be of interest to professionals involved in econometrics.
Dr. Miroslav Verbič
University of Ljubljana, Slovenia
Miroslav Verbič is an assistant professor of econometrics and an assistant professor of finance at the University of Ljubljana, and a senior research fellow at the Institute for Economic Research in Ljubljana. His research interests include econometric modelling, general equilibrium modelling, asset pricing modelling, social security analysis, welfare economics, and environmental economics. He teaches econometrics at the graduate and undergraduate level at the University of Ljubljana, and abroad as a visiting professor. He is the author of two scientific monographs and more than twenty-five scientific articles, indexed in international publications. He is promoting his research activity as a member of Econometric Society, IARIW, and other professional associations. He is also engaged in several projects commissioned by the Slovenian government and the EU Commission.
Editorials
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Advances in Econometrics - Theory and Applications
Econometrics is becoming a highly developed and highly mathematicized array of its own sub disciplines, as it should be, as economies are becoming increasingly complex, and scientific economic analyses require progressively thorough knowledge of solid quantitative methods. This book thus provides recent insight on some key issues in econometric theory and applications. The volume first focuses on three recent advances in econometric theory: non-parametric estimation, instrument generating functions, and seasonal volatility models. Additionally, three recent econometric applications are presented: continuous time duration analysis, panel data analysis dealing with endogeneity and selectivity biases, and seemingly unrelated regression analysis. Intended as an electronic edition, providing immediate "open access" to its content, the book is easy to follow and will be of interest to professionals involved in econometrics.
Publications
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Book Chapter
Memory and Asset Pricing Models with Heterogeneous Beliefs
in the book "Nonlinearity, Bifurcation and Chaos - Theory and Applications" edited by Jan Awrejcewicz and Peter Hagedorn, ISBN 978-953-51-0816-0, InTech, October 10, 2012