Interaction effects in econometrics

Strategic Interaction and Spatial Econometrics

Analysis of strategic interaction among decision makers has recently become a major focus of economists and other social scientists. An example of such interaction includes interdependent choices of policy instruments by local or state governments. In this case, the optimal level of a jurisdiction's policy instrument depends on the levels chosen by other (perhaps neighboring) jurisdictions. Ano...

analyzing patterns of classroom interaction in efl classrooms in iran

با به کار گیری روش گفتما ن شنا سی در تحقیق حا ضر گفتا ر میا ن آموزگا را ن و زبا ن آموزا ن در کلا سهای زبا ن انگلیسی در ایرا ن مورد بررسی قرار گرفت. ا هداف تحقیق عبا رت بودند از: الف) شنا سا ئی سا ختارهای ارتبا ط گفتا ری میا ن معلمین و زبا ن آموزا ن ب) بررسی تا ثیر نقش جنسیت دبیرا ن و زبا ن آموزان بر سا ختا رهای ارتبا ط گفتا ری میا ن آنها پ) مشخص کردن اینکه آ یا آموزگاران غا لب بر این ارتبا ط گف...

Essays in Financial Econometrics

In the first chapter, I estimate dynamic factors from the term structure of credit spreads and the term structure of equity option implied volatilities, and I provide a comprehensive characterization of the dynamic relationships among those credit spread factors and equity volatility factors. I find strong evidence that the volatility factors, especially the volatility level factor, Granger cau...

Bootstrap Methods in Econometrics

Although it is common to refer to “the bootstrap,” there are actually a great many different bootstrap methods that can be used in econometrics. We emphasize the use of bootstrap methods for inference, particularly hypothesis testing, and we also discuss bootstrap confidence intervals. There are important cases in which bootstrap inference tends to be more accurate than asymptotic inference. Ho...

A Course in Econometrics