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
Edited Volume

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 Associate Professor of Econometrics and Associate Professor of Finance at the University of Ljubljana, and Senior Research Associate at the Institute for Economic Research in Ljubljana. He earned his MSc in Econometrics in 2006 at the University of Amsterdam, and his PhD in Economics in 2007 at the University of Ljubljana. He teaches econometrics at the graduate and undergraduate level at the University of Ljubljana, and abroad as a visiting professor. Since 2010, he has been Visiting Professor of Econometrics at the University of Sarajevo, Bosnia and Herzegovina. In 2013, he spent three months as Visiting Scholar at the Kyungpook National University in Daegu, South Korea. Since 2015, he has been an expert evaluator for Horizon 2020 of the European Commission's Research Executive Agency. Since 2016, he has been a member of the Research Ethics Committee of the Faculty of Economics, University of Ljubljana. His research interests include econometric modelling, general equilibrium modelling, asset pricing modelling, social security analysis, welfare economics, and environmental economics. He is the author of three scientific monographs and more than thirty SCI/SSCI refereed scientific articles, including publications in Annals of Tourism Research, Applied Economics, Ecological Economics, Economic Systems, Energy, and Macroeconomic Dynamics. In 2014, his research work was recognized as Exceptional Scientific Achievement in Economics by the Slovenian Research Agency, and he received First Prize for the Best Published Scientific Article by the Faculty of Economics, University of Ljubljana. He is promoting his research activity as a member of Econometric Society, International Association for Research in Income and Wealth, Royal Economic Society, and other professional associations. He is engaged in several projects commissioned by the Slovenian government and the European Commission as either head or member of research team.

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