Open access peer-reviewed Edited Volume

Advances in Econometrics

Theory and Applications

Edited by Miroslav Verbič

University of Ljubljana, Slovenia

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.

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Advances in EconometricsTheory and ApplicationsEdited by Miroslav Verbič

Published: July 27th 2011

DOI: 10.5772/828

ISBN: 978-953-307-503-7

eBook (PDF) ISBN: 978-953-51-5101-2

Copyright year: 2011

Books open for chapter submissions

16002 Total Chapter Downloads

1 Crossref Citations

5 Web of Science Citations

5 Dimensions Citations


Open access peer-reviewed

1. The Limits of Econometrics: Nonparametric Estimation in Hilbert Spaces

By Graciela Chichilnisky


Open access peer-reviewed

2. Instrument Generating Function and Analysis of Persistent Economic Times Series: Theory and Application

By Tsung Wu Ho


Open access peer-reviewed

3. Recent Developments in Seasonal Volatility Models

By Julieta Frank, Melody Ghahramani and Aera Thavaneswaran


Open access peer-reviewed

4. The Impact of Government-Sponsored Training Programs on the Labor Market Transitions of Disadvantaged Men

By Guy Lacroix, Thierry Kamionka and Lucie Gilbert


Open access peer-reviewed

5. Are Education and Experience Equally Remunerated across Employment Statuses? An Instrumental Variable Approach for Panel Data

By Inmaculada García-Mainar and Víctor Montuenga


Open access peer-reviewed

6. Using the SUR model of tourism demand for neighbouring regions in Sweden and Norway

By Khalik Salman


Edited Volume and chapters are indexed in

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  • CNKI

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