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Written in a comprehensive yet accessible style, this Handbook
introduces readers to a range of modern empirical methods with
applications in microeconomics, illustrating how to use two of the
most popular software packages, Stata and R, in microeconometric
applications. Â International contributors expertly
investigate the development of advanced methods driven by the
accumulation of numerous data sets at the level of individuals,
households and firms, and by an increase in the capacity and speed
of computers. The Handbook highlights that, while the more
traditional empirical methods were largely limited to establishing
correlations, these new methods aim to uncover causality.
Examination of these advances shows new possibilities for applied
research in microeconomics in the estimation of sophisticated
structural models and the evaluation of policy interventions.
 This insightful Handbook is a must-read for graduate
students and instructors in applied microeconomics as well as
researchers in government departments and academia pursuing modern
advanced methods of policy evaluation and data analysis.
Written in a comprehensive yet accessible style, this Handbook
introduces readers to a range of modern empirical methods with
applications in microeconomics, illustrating how to use two of the
most popular software packages, Stata and R, in microeconometric
applications. International contributors expertly investigate the
development of advanced methods driven by the accumulation of
numerous data sets at the level of individuals, households and
firms, and by an increase in the capacity and speed of computers.
The Handbook highlights that, while the more traditional empirical
methods were largely limited to establishing correlations, these
new methods aim to uncover causality. Examination of these advances
shows new possibilities for applied research in microeconomics in
the estimation of sophisticated structural models and the
evaluation of policy interventions. This insightful Handbook is a
must-read for graduate students and instructors in applied
microeconomics as well as researchers in government departments and
academia pursuing modern advanced methods of policy evaluation and
data analysis.
This comprehensive Handbook presents the current state of art in
the theory and methodology of macroeconomic data analysis. It is
intended as a reference for graduate students and researchers
interested in exploring new methodologies, but can also be employed
as a graduate text. The Handbook concentrates on the most important
issues, models and techniques for research in macroeconomics, and
highlights the core methodologies and their empirical application
in an accessible manner. Each chapter is largely self-contained,
whilst the comprehensive introduction provides an overview of the
key statistical concepts and methods. All of the chapters include
the essential references for each topic and provide a sound guide
for further reading. Topics covered include unit roots,
non-linearities and structural breaks, time aggregation,
forecasting, the Kalman filter, generalized method of moments,
maximum likelihood and Bayesian estimation, vector autoregressive,
dynamic stochastic general equilibrium and dynamic panel models.
Presenting the most important models and techniques for empirical
research, this Handbook will appeal to students, researchers and
academics working in empirical macroeconomics and econometrics.
Contributors: B.H. Baltagi, L. Bauwens, O. Boldea, J. Breitung, C.
Cantore, M.J. Chambers, I. Choi, J. Davidson, V.J. Gabriel, R.
Giacomini, P. Gomme, J. Gonzalo, P.A. Guerron-Quintana, N. Haldrup,
A.R. Hall, N. Hashimzade, M. Karanasos, L. Kilian, S. Kim, D.
Korobilis, R. Kruse, P. Levine, D. Lkhagvasuren, A. Luati, H.
Lutkepohl, J. Madeira, T.C. Mills, J.M. Nason, K. Patterson, J.
Pearlman, J.-Y. Pitarakis, D.S.G. Pollock, T. Proietti, B. Rossi,
F.J. Ruge-Murcia, T. Terasvirta, M.A. Thornton, R.T. Varneskov, B.
Yang, N. Zeng
This comprehensive Handbook presents the current state of art in
the theory and methodology of macroeconomic data analysis. It is
intended as a reference for graduate students and researchers
interested in exploring new methodologies, but can also be employed
as a graduate text. The Handbook concentrates on the most important
issues, models and techniques for research in macroeconomics, and
highlights the core methodologies and their empirical application
in an accessible manner. Each chapter is largely self-contained,
whilst the comprehensive introduction provides an overview of the
key statistical concepts and methods. All of the chapters include
the essential references for each topic and provide a sound guide
for further reading. Topics covered include unit roots,
non-linearities and structural breaks, time aggregation,
forecasting, the Kalman filter, generalized method of moments,
maximum likelihood and Bayesian estimation, vector autoregressive,
dynamic stochastic general equilibrium and dynamic panel models.
Presenting the most important models and techniques for empirical
research, this Handbook will appeal to students, researchers and
academics working in empirical macroeconomics and econometrics.
Contributors: B.H. Baltagi, L. Bauwens, O. Boldea, J. Breitung, C.
Cantore, M.J. Chambers, I. Choi, J. Davidson, V.J. Gabriel, R.
Giacomini, P. Gomme, J. Gonzalo, P.A. Guerron-Quintana, N. Haldrup,
A.R. Hall, N. Hashimzade, M. Karanasos, L. Kilian, S. Kim, D.
Korobilis, R. Kruse, P. Levine, D. Lkhagvasuren, A. Luati, H.
Lutkepohl, J. Madeira, T.C. Mills, J.M. Nason, K. Patterson, J.
Pearlman, J.-Y. Pitarakis, D.S.G. Pollock, T. Proietti, B. Rossi,
F.J. Ruge-Murcia, T. Terasvirta, M.A. Thornton, R.T. Varneskov, B.
Yang, N. Zeng
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