Handbook of Econometrics

Handbook of Econometrics

Heckman, James J.; Hansen, Lars Peter; Durlauf, Steven; Matzkin, Rosa Liliana

Elsevier Science & Technology

06/2023

1032

Dura

Inglês

9780444636485

15 a 20 dias

Descrição não disponível.
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
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Econometrics; applied econometrics; Bayesian econometrics; nonlinear methods; nonparametric methods; time series; dynamic models