Topics in Identification, Limited Dependent Variables, Partia... - 9781838674205

Topics in Identification, Limited Dependent Variables, Partial Observability, Experimentation, and Flexible ModelingAuthor(s): Ivan Jeliazkov, Justin Tobias\nFormat: Hardback\nPublisher: Emerald Publishing Limited, United Kingdom\nImprint: Emerald Publishing Limited\nISBN-13: 9781838674205, 978-1838674205\nSynopsis\nVolume 40 in the Advances in Econometrics series features twenty-three chapters that are split thematically into two parts. Part A presents novel contributions to the analysis of time series and panel data with applications in macroeconomics, finance, cognitive science and psychology, neuroscience, and labor economics. Part B examines innovations in stochastic frontier analysis, nonparametric and semiparametric modeling and estimation, A/B experiments, big-data analysis, and quantile regression. Individual chapters, written by both distinguished researchers and promising young scholars, cover many important topics in statistical and econometric theory and practice. Papers.