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 de

Robust Inference with Clustered Data. Efficient Inference with Poor Instruments: A General Framework. An Information Theoretic Estimator for the Mixed Discrete Choice Model. Recent Developments in Cross-Section and Panel Count Models. An Introduction to Textual Econometrics. Large Deviations Theory and Econometric Information Recovery. Nonparametric Kernel Methods for Qualitative and Quantitative Data. The Unconventional Dynamics of Economic and Financial Aggregates. Structural Macroeconometric Modeling in a Policy Environment. Forecasting with Interval and Histogram Data: Some Financial Applications. Predictability of Asset Returns and the Efficient Market Hypothesis. A Factor Analysis of Bond Risk Premia. Dynamic Panel Data Models. A Unified Estimation Approach for Spatial Dynamic Panel Data Models: Stability, Spatial Co-Integration, and Explosive Roots. Spatial Panels. Nonparametric and Semiparametric Panel Econometric Models: Estimation and Testing. Index.