Modern Econometric Analysis

1. Front Matter

   Pages I-VIII

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2. Developments and New Dimensions in Econometrics

   • Olaf Hübler, Joachim Frohn

   Pages 1-6

3. On the Specification and Estimation of Large Scale Simultaneous Structural Models

   • Pu Chen, Joachim Frohn

   Pages 7-24

4. Dynamic Factor Models

   • Jörg Breitung, Sandra Eickmeier

   Pages 25-40

5. Unit Root Testing

   • Jürgen Wolters, Uwe Hassler

   Pages 41-56

6. Autoregressive Distributed Lag Models and Cointegration

   • Uwe Hassler, Jürgen Wolters

   Pages 57-72

7. Structural Vector Autoregressive Analysis for Cointegrated Variables

   • Helmut Lütkepohl

   Pages 73-86

8. Econometric Analysis of High Frequency Data

   • Helmut Herwartz

   Pages 87-102

9. Using Quantile Regression for Duration Analysis

   • Bernd Fitzenberger, Ralf A. Wilke

   Pages 103-118

10. Multilevel and Nonlinear Panel Data Models

    • Olaf Hübler

    Pages 119-135

11. Nonparametric Models and Their Estimation

    • Göran Kauermann

    Pages 137-152

12. Microeconometric Models and Anonymized Micro Data

    • Gerd Ronning

    Pages 153-166

13. Ordered Response Models

    • Stefan Boes, Rainer Winkelmann

    Pages 167-181

14. Some Recent Advances in Measurement Error Models and Methods

    • Hans Schneeweiß, Thomas Augustin

    Pages 183-198

15. The Microeconometric Estimation of Treatment Effects — An Overview

    • Marco Caliendo, Reinhard Hujer

    Pages 199-214

16. Survey Item Nonresponse and its Treatment

    • Susanne Rässler, Regina T. Riphahn

    Pages 215-230

The importance of empirical economics and econometric methods has greatly in­ creased during the last 20 years due to the availability of better data and the improved performance of computers. In an information-driven society such as ours we need quickly to obtain complete and convincing statistical results. This is only possible if the appropriate econometric methods are applied. Traditional econometric analysis concentrates on classical methods which are far from suitable for handling actual economic problems. They can only be used as a starting point for students to learn basic econometrics and as a reference point for more advanced methods. Modern Econometrics tries to develop new approaches from an economic perspective. A consequence is that we have less of a unified econometric theory than in former times. Specific branches which require specific methods have been established. Nowadays, nobody has complete knowledge of every area of econometrics. If someone is interested to learn more about a field, relatively unknown to them, they will require support.

• Data Problems
• Dynamic Factor Models
• Modern Time Series Analysis
• Nonlinear Panel Data Models
• Quantile Regression
• Treatment Effects
• calculus
• cointegration
• data analysis
• econometrics
• integration
• panel data
• regression
• time series
• time series analysis

• Empirical Economic Research and Econometrics, University of Hannover, Hannover, Germany

  Olaf Hübler

• University of Bielefeld, Bielefeld, Germany

  Jachim Frohn

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