Handbook of Empirical Economics and Finance

Aman Ullah, David E. A. Giles

December 20, 2010 by Chapman and Hall/CRC
Reference - 532 Pages - 34 B/W Illustrations
ISBN 9781420070354 - CAT# C7035
Series: Statistics: A Series of Textbooks and Monographs


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  • Covers various micro, macro, and panel data models used in finance and economics
  • Contains previously unpublished material on econometrics
  • Incorporates state-of-the-art developments in the application of econometric methods to economic and financial data
  • Highlights the interface between econometric methods and financial models
  • Provides a balanced viewpoint of different philosophical positions and statistical tools


Handbook of Empirical Economics and Finance explores the latest developments in the analysis and modeling of economic and financial data. Well-recognized econometric experts discuss the rapidly growing research in economics and finance and offer insight on the future direction of these fields.

Focusing on micro models, the first group of chapters describes the statistical issues involved in the analysis of econometric models with cross-sectional data often arising in microeconomics. The book then illustrates time series models that are extensively used in empirical macroeconomics and finance. The last set of chapters explores the types of panel data and spatial models that are becoming increasingly significant in analyzing complex economic behavior and policy evaluations.

This handbook brings together both background material and new methodological and applied results that are extremely important to the current and future frontiers in empirical economics and finance. It emphasizes inferential issues that transpire in the analysis of cross-sectional, time series, and panel data-based empirical models in economics, finance, and related disciplines.

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