Business, Management and Economics

Advances in Econometrics - Theory and Applications

Edited by Miroslav Verbic, ISBN 978-953-307-503-7, 126 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.

Experience

Education

  • 2005 - 2006

    Faculty of Economics and Business, University of Amsterdam, Amsterdam

    Department of Quantitative Economics

  • 2002 – 2007

    Faculty of Economics, University of Ljubljana, Ljubljana

    Department of Economics

Edited Books

  • 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