A History of Econometrics:


     The Challenge of Remaining


                      Relevant


      Looking Back, with the Future in Mind

Editors:
Laszlo Matyas &
Alain Pirotte


Table of Contents


Foreword
Preface


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PART I: DATA AND METHODS

Chapter 1 — Peter Fuleky: Time Series; Outline -
Chapter 2 — Badi Baltagi, Alain Pirotte, and Laszlo Matyas: Panel Data; Outline -
Chapter 3 — Elisabetta Pellini and Giovanni Urga: High Frequency Data and Financial Econometrics; Outline -
Chapter 4 — Felix Chan: Big Data; Outline -
Chapter 5 — Alastair Hall and Karim Chalak: Endogeneity and simultaneity; Outline -
Chapter 6 — Robert Lieli: Treatmet Effects; Outline -
Chapter 7 — Alain Pirotte, Luc Anselin and Pedro Amaral: Spatial Econometrics; Outline -
Chapter 8 — Thierry Kamionka: Simulations in Econometrics; Outline -
Chapter 9 — Rodney Strachan: Bayesian Approach; Outline -
Chapter 10 — William Greene: Qualitative Variables; Outline -
Chapter 11 — Daniel Henderson & Chris Parmenter: Non-parametric Econometrics; Outline -
Chapter 12 — Agoston Reguly, Laszlo Matyas & Essie Maasoumi: Machine Learning; Outline -
Chapter 13 — Claude Diebolt & Michael Haupert: Cliometrics; Outline -
Chapter 14 — Peter Moffatt and Anna Conte: Experimental Data; Outline
Chapter 15 — Agoston Reguly and Zsigmond Pálvölgyi: Data Privacy; Outline -
Chapter 16 — Valeria Bodishtianu, Yanli Lin, Girish Bahal, and Oliver Kiss: Networks & AI; Outline


PART II: MODELS

Chapter 17 — Marc Chan and Lili Márk: Labour; Outline -
Chapter 18 — Aniko Biro, Mark N. Harris, Andrew Jones, and Nigel Rice: Health; Outline -
Chapter 19 — Philippe Gagnepain: Transport; Outline
Chapter 20 — Peter Egger: Trade; Outline -
Chapter 21 — Patrick Fève, Julien Matheron and Christophe Cahn: Dynamic Stochastic General Equilibrium Models; Outline -
Chapter 22 — Alejandro Rojas Bernal & Mila Markevych: Business Cycle Models; Outline -
Chapter 23 — Daniel Baksa: Country and Multi-Country Macroeconometric Models: From Statistical Tools to Structural Policy Frameworks; Outline -