Contents
1 Developments and New Dimensions in Econometrics 1
Olaf Hiibler, Joachim Prohn
2 Large Scale Simultaneous Structural Models 7
Pu Chen, Joachim Prohn
3 Dynamic Factor Models 25
Jorg Breitung, Sandra Eickmeier
4 Unit Root Testing 41
Jiirgen Welters, Uwe Hassler
5 Autoregressive Distributed Lag Models and Cointegration 57
Uwe Hassler, Jiirgen Welters
6 Cointegrated Structural VAR Analysis 73
Helmut Liitkepehl
7 Econometric Analysis of High Frequency Data 87
Helmut Herwartz
8 Using Quantile Regression for Duration Analysis 103
Bernd Fitzenberger, Ralf A. Wilke
9 Multilevel and Nonlinear Panel Data Models 119
Olaf Hiibler
10 Nonparametric Models and Their Estimation 137
Goran Kauermann
11 Microeconometric Models and Anonymized Micro Data 153
Gerd Ronning
12 Ordered Response Models 167
Stefan Bees, Rainer Winkelmann
13 Measurement Error Models and Methods 183
Hans Schneewei£, Thomas August in
VIII Contents
14 Microeconoraetric Estimation of Treatment Effects 199
Marco Caliendo, Reinhard Hujer
15 Survey Item Nonresponse and its Treatment 215
Susanne Rassler, Regina T. Riphahn