Contributions To Modern Econometrics
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Contributions To Modern Econometrics
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Author : Ingo Klein
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-06-29
Contributions To Modern Econometrics written by Ingo Klein 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 2013-06-29 with Business & Economics categories.
The field of econometrics has gone through remarkable changes during the last thirty-five years. Widening its earlier focus on testing macroeconomic theories, it has become a rather comprehensive discipline concemed with the development of statistical methods and their application to the whole spectrum of economic data. This development becomes apparent when looking at the biography of an econometrician whose illustrious research and teaching career started about thirty-five years ago and who will retire very soon after his 65th birthday. This is Gerd Hansen, professor of econometrics at the Christian Albrechts University at Kiel and to whom this volume with contributions from colleagues and students has been dedicated. He has shaped the econometric landscape in and beyond Germany throughout these thirty-five years. At the end of the 1960s he developed one of the first econometric models for the German econ omy which adhered c10sely to the traditions put forth by the Cowles commission.
Advances In Contemporary Statistics And Econometrics
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Author : Abdelaati Daouia
language : en
Publisher: Springer Nature
Release Date : 2021-06-14
Advances In Contemporary Statistics And Econometrics written by Abdelaati Daouia and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021-06-14 with Mathematics categories.
This book presents a unique collection of contributions on modern topics in statistics and econometrics, written by leading experts in the respective disciplines and their intersections. It addresses nonparametric statistics and econometrics, quantiles and expectiles, and advanced methods for complex data, including spatial and compositional data, as well as tools for empirical studies in economics and the social sciences. The book was written in honor of Christine Thomas-Agnan on the occasion of her 65th birthday. Given its scope, it will appeal to researchers and PhD students in statistics and econometrics alike who are interested in the latest developments in their field.
Modern Econometrics
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Author : Richard Leighton Thomas
language : en
Publisher: Financial Times/Prentice Hall
Release Date : 1997
Modern Econometrics written by Richard Leighton Thomas and has been published by Financial Times/Prentice Hall this book supported file pdf, txt, epub, kindle and other format this book has been release on 1997 with Business & Economics categories.
Aimed at undergraduate students, this text aims to provide the basic background in statistics and matrix algebra, in order to give the necessary grounding for an understanding. Separate chapters focus on the specification of models, error correction models and co-integration.
The Methodology And Practice Of Econometrics
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Author : Jennifer Castle
language : en
Publisher: OUP Oxford
Release Date : 2009-04-30
The Methodology And Practice Of Econometrics written by Jennifer Castle and has been published by OUP Oxford this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009-04-30 with Business & Economics categories.
David F. Hendry is a seminal figure in modern econometrics. He has pioneered the LSE approach to econometrics, and his influence is wide ranging. This book is a collection of papers dedicated to him and his work. Many internationally renowned econometricians who have collaborated with Hendry or have been influenced by his research have contributed to this volume, which provides a reflection on the recent advances in econometrics and considers the future progress for the methodology of econometrics. Central themes of the book include dynamic modelling and the properties of time series data, model selection and model evaluation, forecasting, policy analysis, exogeneity and causality, and encompassing. The book strikes a balance between econometric theory and empirical work, and demonstrates the influence that Hendry's research has had on the direction of modern econometrics. Contributors include: Karim Abadir, Anindya Banerjee, Gunnar Bårdsen, Andreas Beyer, Mike Clements, James Davidson, Juan Dolado, Jurgen Doornik, Robert Engle, Neil Ericsson, Jesus Gonzalo, Clive Granger, David Hendry, Kevin Hoover, Søren Johansen, Katarina Juselius, Steven Kamin, Pauline Kennedy, Maozu Lu, Massimiliano Marcellino, Laura Mayoral, Grayham Mizon, Bent Nielsen, Ragnor Nymoen, Jim Stock, Pravin Trivedi, Paolo Paruolo, Mark Watson, Hal White, and David Zimmer.
A Guide To Modern Econometrics
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Author : Marno Verbeek
language : en
Publisher:
Release Date : 2012
A Guide To Modern Econometrics written by Marno Verbeek and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012 with Econometrics categories.
Time Series And Dynamic Models
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Author : Christian Gourieroux
language : en
Publisher: Cambridge University Press
Release Date : 1997
Time Series And Dynamic Models written by Christian Gourieroux 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 1997 with Business & Economics categories.
In this book Christian Gourieroux and Alain Monfort provide an up-to-date and comprehensive analysis of modern time series econometrics. They have succeeded in synthesising in an organised and integrated way a broad and diverse literature. While the book does not assume a deep knowledge of economics, one of its most attractive features is the close attention it pays to economic models and phenomena throughout. The coverage represents a major reference tool for graduate students, researchers and applied economists. The book is divided into four sections. Section one gives a detailed treatment of classical seasonal adjustment or smoothing methods. Section two provides a thorough coverage of various mathematical tools. Section three is the heart of the book, and is devoted to a range of important topics including causality, exogeneity shocks, multipliers, cointegration and fractionally integrated models. The final section describes the main contribution of filtering and smoothing theory to time series econometric problems.
Contemporary Issues In Economics And Econometrics
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Author : Stan Hurn
language : en
Publisher: Edward Elgar Publishing
Release Date : 2004-01-01
Contemporary Issues In Economics And Econometrics written by Stan Hurn and has been published by Edward Elgar Publishing this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004-01-01 with Business & Economics categories.
'All of the papers share a high level of practical relevance and usefulness that is sometimes missing in economic research. Indeed, the reader will find that very issue taken up as the theme of Paul Klemperer's delightful essay, and all five papers under the heading of "econometric theory" will be extremely useful for most applied researchers. I hope that the reader will also share my feeling of gratitude toward Ralf Becker and Stan Hurn for putting together this outstanding permanent record of some of the conference's most important contributions.' - From the foreword by James D. Hamilton, University of California, San Diego, US This authoritative collection of papers covers a broad spectrum of topics in theoretical and applied economics and econometrics. The tone of the book is set by Paul Klemperer's contribution on using and abusing economic theory, in which academics are encouraged to widen the scope of their analyses beyond the confines of elegant models which sometimes lack 'real-world' detail. As a result, many of the chapters in this volume share a high degree of practical relevance.
Contributions To Econometrics
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Author : John Denis Sargan
language : en
Publisher: CUP Archive
Release Date : 1988-06-16
Contributions To Econometrics written by John Denis Sargan and has been published by CUP Archive this book supported file pdf, txt, epub, kindle and other format this book has been release on 1988-06-16 with Business & Economics categories.
Contributions To Econometrics Volume 1
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Author : John Denis Sargan
language : en
Publisher: CUP Archive
Release Date : 1988-06-16
Contributions To Econometrics Volume 1 written by John Denis Sargan and has been published by CUP Archive this book supported file pdf, txt, epub, kindle and other format this book has been release on 1988-06-16 with Business & Economics categories.
The Econometric Analysis Of Seasonal Time Series
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Author : Eric Ghysels
language : en
Publisher: Cambridge University Press
Release Date : 2001-06-18
The Econometric Analysis Of Seasonal Time Series written by Eric Ghysels 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 2001-06-18 with Business & Economics categories.
Eric Ghysels and Denise R. Osborn provide a thorough and timely review of the recent developments in the econometric analysis of seasonal economic time series, summarizing a decade of theoretical advances in the area. The authors discuss the asymptotic distribution theory for linear nonstationary seasonal stochastic processes. They also cover the latest contributions to the theory and practice of seasonal adjustment, together with its implications for estimation and hypothesis testing. Moreover, a comprehensive analysis of periodic models is provided, including stationary and nonstationary cases. The book concludes with a discussion of some nonlinear seasonal and periodic models. The treatment is designed for an audience of researchers and advanced graduate students.