Overview

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.

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9781420070354

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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.

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