ISBN: 3540326928
TITLE: Modern Econometric Analysis
AUTHOR: Hbler/Frohn
TOC: 

1 Developments and New Dimensions in Econometrics 1
Olaf Hbler, Joachim Frohn
2 Large Scale Simultaneous Structural Models 7
Pu Chen, Joachim Frohn
3 Dynamic Factor Models 25
Jrg Breitung, Sandra Eickmeier
4 Unit Root Testing 41
Jrgen Wolters, Uwe Hassler
5 Autoregressive Distributed Lag Models and Cointegration 57
Uwe Hassler, Jrgen Wolters
6 Cointegrated Structural VAR Analysis 73
Helmut Ltkepohl
7 Econometric Analysis of High Frequency Data 87
Helmut Herwartz
8 Using Quantile Regression for Duration Analysis 103
Bernd Fitzenberger, Ralf A. Wilke
9 Multilevel and Nonlinear Panel Data Models 119
Olaf Hbler
10 Nonparametric Models and Their Estimation 137
Gran Kauermann
11 Microeconometric Models and Anonymized Micro Data 153
Gerd Ronning
12 Ordered Response Models 167
Stefan Boes, Rainer Winkelmann
13 Measurement Error Models and Methods 183
Hans Schneewei, Thomas Augustin
14 Microeconometric Estimation of Treatment Effects 199
Marco Caliendo, Reinhard Hujer
15 Survey Item Nonresponse and its Treatment 215
Susanne Rssler, Regina T. Riphahn
END
