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Econometrics --- Econometrics. --- econometric models --- Economics

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Finance --- Econometric models --- Economics --- Mathematical models --- Econometric models. --- Economics. --- Finance. --- Mathematical models.

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This volume focuses on econometric models that confront estimation and inference issues occurring when sample data exhibit spatial or spatiotemporal dependence. This can arise when decisions or transactions of economic agents are related to the behaviour of nearby agents. Dependence of one observation on neighbouring observations violates the typical assumption of independence made in regression analysis. Contributions to this volume by leading experts in the field of spatial econometrics provide details regarding estimation and inference based on a variety of econometric methods including, maximum likelihood, Bayesian and hierarchical Bayes, instrumental variables, generalized method of moments, maximum entropy, non-parametric and spatiotemporal. An overview of spatial econometric models and methods is provided that places contributions to this volume in the context of existing literature. New methods for estimation and inference are introduced in this volume and Monte Carlo comparisons of existing methods are described. In addition to topics involving estimation and inference, approaches to model comparison and selection are set forth along with new tests for spatial dependence and functional form. These methods are applied to a variety of economic problems including: hedonic real estate pricing, agricultural harvests and disaster payments, voting behaviour, identification of edge cities, and regional labour markets. The volume is supported by a web site containing data sets and software to implement many of the methods described by contributors to this volume.

Space in economics --- Time and economic reactions --- Econometric models --- Quantitative methods (economics) --- Time lag and economics --- Economics --- Statics and dynamics (Social sciences) --- Spatial economics --- Regional economics --- Econometric models. --- Business & Economics --- Econometrics. --- Macroeconomics. --- Economics, Mathematical --- Statistics --- Space in economics - Econometric models --- Time and economic reactions - Econometric models

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Evolutionary economics --- Macroeconomics --- Statics and dynamics (Social sciences) --- Macroeconomics. --- Economics. --- Applied Mathematics. --- Dynamics and statics (Social sciences) --- Equilibrium (Social sciences) --- Economics --- Social evolution --- Social sciences --- Sociology --- Econometric models --- Econometric models. --- Business, Economy and Management

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Financial econometrics has become one of the most active areas of research in econometrics. The Journal of Financial Econometrics is dedicated to this fast-growing field. The Journal addresses substantive statistical issues raised by the tremendous growth of the financial industry over the last decades. The goal of the Journal is to reflect and advance the relationship between econometrics and finance, both at the methodological and at the empirical levels. The Journal's scope encompasses the themes that animate the field today. Estimation, testing, learning, prediction and calibration in the framework of asset pricing or risk management represent the core focus. More specifically, the scope includes topics relating to volatility processes, continuous-time processes, dynamic conditional moments, dynamic mixture models, endogenous sampling, and microstructure of financial markets.

Quantitative methods (economics) --- Econometrics --- Finance --- Econometric models --- -Finance --- -330.01519505 --- Funding --- Funds --- Economics --- Currency question --- Economics, Mathematical --- Statistics --- Electronic information resources --- -Electronic information resources --- E-journals --- -Econometrics --- -Econometric models --- Periodicals --- Econometrics. --- Finance. --- Econometric models. --- Kwantitatieve methoden (economie) --- Economic Theory --- Finance and Accounting.