Preface
Part I Regression Models
1 Quantile Regression
2 Least Trimmed Squares
3 Errors-in-Variables Models
4 Simultaneuos-Equations Models
5 Hazard Regression
6 Generalized Partial Linear Models
7 Generalized Additive Models
Part II Data Exploration
8 Growth Regression and Counterfactual Income Dynamics
9 Cluster Analysis
10 Classification and Regression Trees
11 DPLS: Partial Least Squares Program
12 Uncovered Interest Parity
13 Correspondence Analysis
Part III Dynamic Statistical Systems
14 Long-Memory Analysis
15 ExploRing Persistence in Financial Time Series
16 Flexible Time Series Analysis
17 Multiple Time Series Analysis
18 Robust Kalman Filtering
Index