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The Econometric Society Monographs series is designed to promote the publication of original research contributions of high quality in economic theory and theoretical and applied econometrics. The editors of the Monographs series now welcome focused manuscripts of 100 to 150 pages that treat or survey cutting-edge or perennially important topics. For instance, these may address themes covered in the Society's recent World Congress volumes and similar series.

  • General Editors: Alessandro Pavan, Northwestern University, Illinois, Serena Ng, Columbia University, New York

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65 results in Econometric Society Monographs

Page 4 of 4

Quantile Regression
  • Roger Koenker
  • Published online:
    06 July 2010
    Print publication:
    05 May 2005
  • Quantile regression is gradually emerging as a unified statistical methodology for estimating models of conditional quantile functions. By complementing the exclusive focus of classical least squares regression on the conditional mean, quantile regression offers a systematic strategy for examining how covariates influence the location, scale and shape of the entire response distribution. This monograph is the first comprehensive treatment of the subject, encompassing models that are linear and nonlinear, parametric and nonparametric. The author has devoted more than 25 years of research to this topic. The methods in the analysis are illustrated with a variety of applications from economics, biology, ecology and finance. The treatment will find its core audiences in econometrics, statistics, and applied mathematics in addition to the disciplines cited above.

Analysis of Panel Data
  • 2nd edition
  • Cheng Hsiao
  • Published online:
    14 May 2010
    Print publication:
    13 February 2003
  • Panel data models have become increasingly popular among applied researchers due to their heightened capacity for capturing the complexity of human behavior as compared to cross-sectional or time series data models. As a consequence, richer panel data sets also have become increasingly available. This 2003 second edition is a substantial revision of the highly successful first edition of 1986. Advances in panel data research are presented in a rigorous and accessible manner and are carefully integrated with the older material. The thorough discussion of theory and the judicious use of empirical examples make this book useful to graduate students and advanced researchers in economics, business, sociology, political science, etc. Other specific revisions include the introduction of the notion of strict exogeneity with estimators presented in a generalized method of moments framework, the notion of incidental parameters, more intuitive explanations of pairwise trimming, and discussion of sample selection dynamic panel models.

Advances in Economics and Econometrics
  • Theory and Applications, Eighth World Congress
  • Volume 1
  • Edited by Mathias Dewatripont, Lars Peter Hansen, Stephen J. Turnovsky
  • Published online:
    19 January 2010
    Print publication:
    20 January 2003
  • This is the first of three volumes containing edited versions of papers and commentaries presented in invited symposium sessions of the Eighth World Congress of the Econometric Society. The papers summarize and interpret recent key developments and discuss future directions in a wide range of topics in economics and econometrics. The papers cover both theory and applications. Written by leading specialists in their fields these volumes provide a unique survey of progress in the discipline.

Advances in Economics and Econometrics
  • Theory and Applications, Eighth World Congress
  • Volume 3
  • Edited by Mathias Dewatripont, Lars Peter Hansen, Stephen J. Turnovsky
  • Published online:
    06 January 2010
    Print publication:
    20 January 2003
  • This is the third of three volumes containing edited versions of papers and commentaries presented in invited symposium sessions of the Eighth World Congress of the Econometric Society. The papers summarize and interpret recent developments and discuss future directions in a wide range of topics in economics and econometrics. The papers cover both theory and applications. Written by leading specialists in their fields, these volumes provide a unique survey of progress in the discipline.

Advances in Economics and Econometrics
  • Theory and Applications, Eighth World Congress
  • Volume 2
  • Edited by Mathias Dewatripont, Lars Peter Hansen, Stephen J. Turnovsky
  • Published online:
    23 December 2009
    Print publication:
    20 January 2003
  • This is the second of three volumes containing edited versions of papers and commentaries presented in invited symposium sessions of the Eighth World Congress of the Econometric Society. The papers summarize and interpret key developments and discuss future directions in a wide range of topics in economics and econometrics. The papers cover both theory and applications. Written by leading specialists in their fields, these volumes provide a unique survey of progress in the discipline.

Page 4 of 4