Handbook of Econometrics, Volume 7b

Erscheinungsjahr 2023
ISBN: 978-0-444-63648-5
Verlag: NORTH HOLLAND

Buch, Englisch, 1032 Seiten, Format (B × H): 191 mm x 235 mm

Reihe: Handbooks in Economics, Volume

Handbook in Econometrics, Volume 7B, the latest release in this ongoing series, examines recent advances in foundational issues and "hot" topics within econometrics, such as inference for moment inequalities and estimation of high dimensional models. Chapters in this updated release cover Decision Theory and Econometric Analysis, Modelling Economic Agents as Econometricians, Econometric Analysis under Model Misspecification and Model Uncertainty, The Role of Assumptions in Econometric Analysis, Abduction, Structural Econometrics, Instrumental Variables/Moments-Based Estimators, Conditional Moments, Weak Instruments, Instrumental Variable Selection, Generalized Instrumental Variables, Moment Inequalities, Nonlinear and Nonparametric Methods, and much more.



- Presents a broader and more comprehensive view of this expanding field than any other handbook
- Emphasizes connections between econometrics to economics
- Highlights current topics for which no good summaries exist

Zielgruppe

<p>Upper-division undergraduates, graduate students, and researchers worldwide working in econometrics.</p>

Autoren/Hrsg.

Weitere Mitwirkende

Durlauf, Steven

Hansen, Lars Peter

Heckman, James J.

Matzkin, Rosa Liliana

Fachgebiete

• Wirtschaftswissenschaften Volkswirtschaftslehre Volkswirtschaftslehre Allgemein Ökonometrie

Inhaltsverzeichnis

Foundational Issues in Econometrics 1. Decision Theory and Econometric Analysis 2. Modelling Economic Agents as Econometricians 3. Econometric Analysis under Model Misspecification and Model Uncertainty 4. The Role of Assumptions in Econometric Analysis 5. Abduction 6. Structural Econometrics

Instrumental Variables/Moments-Based Estimators 7. Conditional Moments 8. Weak Instruments 9. Instrumental Variable Selection 10. Generalized Instrumental Variables 11. Moment Inequalities; this chapter can include uniform inference

Nonlinear and Nonparametric Methods 12. Nonlinear Panel Models 13. Quantile Regression and Shape Restrictions 14. Bayesian Nonparametrics 15. Nonseparable Models with Endogeneity; this chapter can include simultaneous equations/nonparametric choice models

Measurement, Estimation, Testing 16. Measurement and Economic Theory 17. Measurement Systems and Measurement Error 18. Sampling 19. Cross-sectional Dependence 20. Analysis of High Dimensional Econometric Models; this chapter can include machine learning 21. Indirect Inference 22. Mixture Models 23. Hypothesis Testing (multiple testing, optimal tests, etc.) 24. Nonregular Models 25. Estimation of Partially Identified Models 26. Matching Estimators 27. Control Functions 28. Treatment Effects 29. Natural Experiments. (We may end up collapsing 26 and 27.)

Time Series and Dynamic Models 30. Dynamic Factor Analysis 31. Filtering Methods 32. High Frequency Time Series; operator methods in time series will appear here. 33. Analysis of Low Frequency Fluctuations; this include various suggestions on persistent time series that were made by econometricians we surveyed 34. Stochastic Volatility 35. Vector Autoregressions 36. Bayesian Time Series 37. Forecasting; will require careful evaluation of Handbook of Economic Forecasting in order to avoid overlap

Computation 38.  Computational Methods in Time Series Analysis 39.  Bayesian Computation 40. Monte Carlo Methods

Applied Econometrics 41. Games 42. Dynamic Discrete Choice 43. Auctions 44. Econometrics of Industrial Organization 45. Social Networks 46. Hedonic Models 47. Household and Family Models 48. Search Models 49. Dynamic Stochastic General Equilibrium Models 50. Econometrics of Revealed Preference 51. Behavioral Genetics

Über Autor(innen)

Heckman, James J.
James Heckman is Henry Schultz Professor of Economics at the University of Chicago. A Nobel laureate, he is also a winner of the John Bates Clark Medal and a two-time winner of the Dennis J. Aigner Award for Applied Econometrics frrom the "Journal of Econometrics."

Matzkin, Rosa Liliana
Rosa Matzkin is Charles E. Davidson Professor of Economics at the University of California, Los Angeles. A Fellow of the Econometric Society, she is Editor of Editor of "Quantitative Economics," the Journal of the Econometric Society.

Durlauf, Steven
Stephen Durlauf is Kenneth J. Arrow Professor of Economics, Laurents R. Christensen Professor of Economics, and Vilas Professor at the University of Wisconsin, Madison. He is a Fellow in the Econometric Society and in the American Academy of Arts and Sciences.