Almost All About Unit Roots

DOWNLOAD

Download Almost All About Unit Roots PDF/ePub or read online books in Mobi eBooks. Click Download or Read Online button to get Almost All About Unit Roots book now. This website allows unlimited access to, at the time of writing, more than 1.5 million titles, including hundreds of thousands of titles in various foreign languages. If the content not found or just blank you must refresh this page

Almost All About Unit Roots

DOWNLOAD
Author : In Choi
language : en
Publisher: Cambridge University Press
Release Date : 2015-05-12

Almost All About Unit Roots written by In Choi and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-05-12 with Business & Economics categories.

Many economic theories depend on the presence or absence of a unit root for their validity, making familiarity with unit roots extremely important to econometric and statistical theory. This book introduces the literature on unit roots in a comprehensive manner to empirical and theoretical researchers in economics and other areas.

Unit Roots Cointegration And Structural Change

DOWNLOAD
Author : G. S. Maddala
language : en
Publisher: Cambridge University Press
Release Date : 1998

Unit Roots Cointegration And Structural Change written by G. S. Maddala and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 1998 with Business & Economics categories.

Time series analysis has undergone many changes in recent years with the advent of unit roots and cointegration. Maddala and Kim present a comprehensive review of these important developments and examine structural change. The volume provides an analysis of unit root tests, problems with unit root testing, estimation of cointegration systems, cointegration tests, and econometric estimation with integrated regressors. The authors also present the Bayesian approach to these problems and bootstrap methods for small-sample inference. The chapters on structural change discuss the problems of unit root tests and cointegration under structural change, outliers and robust methods, the Markov-switching model and Harvey's structural time series model. Unit Roots, Cointegration and Structural Change is a major contribution to Themes in Modern Econometrics, of interest both to specialists and graduate and upper-undergraduate students.

The Integration Of The European Economy 1850 1913

DOWNLOAD
Author : Lee A. Craig
language : en
Publisher: Springer
Release Date : 2016-07-27

The Integration Of The European Economy 1850 1913 written by Lee A. Craig and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-07-27 with Business & Economics categories.

This volume documents the economic integration of the European national economies over the period 1850-1913. The authors concentrate on the macroeconomic aspects of this integration, focusing on measures of aggregate output and monetary aggregates as they relate to policy concerns, such as those surrounding the implementation of the gold standard, as well as the possible interaction of nominal and real factors in both growth and cycles. They also date the `European' cycle and show a close coincidence across nations.

Theory And Applications Of Time Series Analysis And Forecasting

DOWNLOAD
Author : Olga Valenzuela
language : en
Publisher: Springer Nature
Release Date : 2023-04-04

Theory And Applications Of Time Series Analysis And Forecasting written by Olga Valenzuela and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2023-04-04 with Mathematics categories.

This book presents a selection of peer-reviewed contributions on the latest developments in time series analysis and forecasting, presented at the 7th International Conference on Time Series and Forecasting, ITISE 2021, held in Gran Canaria, Spain, July 19-21, 2021. It is divided into four parts. The first part addresses general modern methods and theoretical aspects of time series analysis and forecasting, while the remaining three parts focus on forecasting methods in econometrics, time series forecasting and prediction, and numerous other real-world applications. Covering a broad range of topics, the book will give readers a modern perspective on the subject. The ITISE conference series provides a forum for scientists, engineers, educators and students to discuss the latest advances and implementations in the foundations, theory, models and applications of time series analysis and forecasting. It focuses on interdisciplinary research encompassing computer science, mathematics, statistics and econometrics.

Economic Growth And The Environment

DOWNLOAD
Author : Sander M. de Bruyn
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06

Economic Growth And The Environment written by Sander M. de Bruyn and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Business & Economics categories.

Is economic growth good for the environment? A number of economists have claimed that economic growth can benefit the environment, recruiting political support and finance for environmental policy measures. This view has received increasing support since the early 1990s from empirical evidence that has challenged the traditional environmentalist's belief that economic growth degrades the environment. This book reviews the theoretical and empirical literature on growth and the environment, giving an in-depth empirical treatment of the relationship between the two. Various hypotheses are formulated and tested for a number of indicators of environmental pressure. The test results indicate that alternative models and estimation methods should be used, altering previous conclusions about the effect of economic growth on the environment and offering an insight into the forces driving emission reduction in developed countries.

Essays In Honor Of Subal Kumbhakar

DOWNLOAD
Author : Christopher F. Parmeter
language : en
Publisher: Emerald Group Publishing
Release Date : 2024-04-05

Essays In Honor Of Subal Kumbhakar written by Christopher F. Parmeter and has been published by Emerald Group Publishing this book supported file pdf, txt, epub, kindle and other format this book has been release on 2024-04-05 with Business & Economics categories.

It is the editor’s distinct privilege to gather this collection of papers that honors Subhal Kumbhakar’s many accomplishments, drawing further attention to the various areas of scholarship that he has touched.

Political Analysis

DOWNLOAD
Author : John R. Freeman
language : en
Publisher: University of Michigan Press
Release Date : 1994-01-24

Political Analysis written by John R. Freeman and has been published by University of Michigan Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 1994-01-24 with Political Science categories.

A new volume in the annual that addresses all areas of political methodology. See also Stimson, James A.

International Handbook Of Skill Education Learning And Research Development In Tourism And Hospitality

DOWNLOAD
Author : Anukrati Sharma
language : en
Publisher: Springer Nature
Release Date : 2024-09-28

International Handbook Of Skill Education Learning And Research Development In Tourism And Hospitality written by Anukrati Sharma and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2024-09-28 with Education categories.

This handbook provides new dimensions and directions to design tourism education curriculums and transform students' learning. It delves into issues such as job opportunities, business opportunities, required skill sets, and the role of critical and creative thinking in tourism education, and focuses on a shift in mindset from R&D (research and development) to L&D (learning and development), to aid in gaining in-the-field knowledge. It presents a global perspective on the latest trends, innovative curriculum, research, and skill needs in the travel, tourism, and hotel industry via empirical, theoretical, and conceptual chapters, as well as through global case studies. This handbook explores how to develop the skills, attributes and prospects for employment in these competitive industries, and also highlights what employers in the tourism and hospitality sectors expect from graduate and/or post-graduate candidates. Besides examining the contribution of tourism education towards a better society, this handbook introduces a new way of designing curriculums, and examines the past practices, current trends, and future opportunities in the field.

Recent Advances In Econometrics And Statistics

DOWNLOAD
Author : Matteo Barigozzi
language : en
Publisher: Springer Nature
Release Date : 2024-10-28

Recent Advances In Econometrics And Statistics written by Matteo Barigozzi and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2024-10-28 with Mathematics categories.

This volume presents a unique collection of original research contributions by leading experts in several modern fields of econometrics and statistics, including high-dimensional, nonparametric and robust statistics, time series analysis and factor models. Published in honour of Marc Hallin on the occasion of his 75th birthday, it puts emphasis on the fundamental and applied topics he has significantly contributed to. The volume starts with an annotated bibliography that mainly catalogues his contributions to distribution-free rank-based and quantile-oriented inference and to time series analysis. The main part of the book collects 29 authoritative contributions by some of Marc Hallin’s main collaborators, organized into six parts: rank- and depth-based methods, asymptotic statistics, quantile regression, econometrics, statistical modelling and related topics, and high-dimensional and non-Euclidean data.

Econometric Analysis Of Panel Data

DOWNLOAD
Author : Badi H. Baltagi
language : en
Publisher: Springer Nature
Release Date : 2021-03-16

Econometric Analysis Of Panel Data written by Badi H. Baltagi and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021-03-16 with Business & Economics categories.

This textbook offers a comprehensive introduction to panel data econometrics, an area that has enjoyed considerable growth over the last two decades. Micro and Macro panels are becoming increasingly available, and methods for dealing with these types of data are in high demand among practitioners. Software programs have fostered this growth, including freely available programs in R and numerous user-written programs in both Stata and EViews. Written by one of the world’s leading researchers and authors in the field, Econometric Analysis of Panel Data has established itself as the leading textbook for graduate and postgraduate courses on panel data. It provides up-to-date coverage of basic panel data techniques, illustrated with real economic applications and datasets, which are available at the book’s website on springer.com. This new sixth edition has been fully revised and updated, and includes new material on dynamic panels, limited dependent variables and nonstationary panels, as well as spatial panel data. The author also provides empirical illustrations and examples using Stata and EViews. “This is a definitive book written by one of the architects of modern, panel data econometrics. It provides both a practical introduction to the subject matter, as well as a thorough discussion of the underlying statistical principles without taxing the reader too greatly." Professor Kajal Lahiri, State University of New York, Albany, USA. "This book is the most comprehensive work available on panel data. It is written by one of the leading contributors to the field, and is notable for its encyclopaedic coverage and its clarity of exposition. It is useful to theorists and to people doing applied work using panel data. It is valuable as a text for a course in panel data, as a supplementary text for more general courses in econometrics, and as a reference." Professor Peter Schmidt, Michigan State University, USA. “Panel data econometrics is in its ascendancy, combining the power of cross section averaging with all the subtleties of temporal and spatial dependence. Badi Baltagi provides a remarkable roadmap of this fascinating interface of econometric method, enticing the novitiate with technical gentleness, the expert with comprehensive coverage and the practitioner with many empirical applications.” Professor Peter C. B. Phillips, Cowles Foundation, Yale University, USA.