Although volatility clustering has a long history as a salient empirical regularity
characterizing high-frequency speculative prices, it was not until recently that applied …

Often researchers find parametric models restrictive and sensitive to deviations from the
parametric specifications; semi-nonparametric models are more flexible and robust, but lead …

In longitudinal studies it is often of interest to investigate how a marker that is repeatedly
measured in time is associated with a time to an event of interest, eg, prostate cancer studies …

The most authoritative and up-to-date core econometrics textbook available Econometrics is
the quantitative language of economic theory, analysis, and empirical work, and it has …

" Introduction God made the integers, all the rest is the work of man.-Kronecker. This book is
concerned with models of event counts. An event count refers to the number of times an …

Missing data affect nearly every discipline by complicating the statistical analysis of collected
data. But since the 1990s, there have been important developments in the statistical …

This book provides the most comprehensive treatment to date of microeconometrics, the
analysis of individual-level data on the economic behavior of individuals or firms using …

The idea for this book came from the time the authors spent at the Statistics and Applied
Mathematical Sciences Institute (SAMSI) in Research Triangle Park in North Carolina …

It's been over a decade since the first edition of Measurement Error in Nonlinear Models
splashed onto the scene, and research in the field has certainly not cooled in the interim. In …

This book unifies and extends latent variable models, including multilevel or generalized
linear mixed models, longitudinal or panel models, item response or factor models, latent …