Econometric Models And Methods
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Econometric Models And Methods
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Author : Carl F. Christ
language : en
Publisher:
Release Date : 1968
Econometric Models And Methods written by Carl F. Christ and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1968 with categories.
Econometric Models Techniques And Applications
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Author : Michael D. Intriligator
language : en
Publisher: Prentice Hall
Release Date : 1978
Econometric Models Techniques And Applications written by Michael D. Intriligator and has been published by Prentice Hall this book supported file pdf, txt, epub, kindle and other format this book has been release on 1978 with Business & Economics categories.
The econometric approach; Models and econometric models; Single-equation estimation; Application of single-equation estimationl Simultaneous equations; The uses of econometrics.
Econometric Models Techniques And Applications
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Author : Michael D. Intriligator
language : en
Publisher: Pearson
Release Date : 1996
Econometric Models Techniques And Applications written by Michael D. Intriligator and has been published by Pearson this book supported file pdf, txt, epub, kindle and other format this book has been release on 1996 with Business & Economics categories.
This book surveys the theories, techniques (model- building and data collection), and applications of econometrics. KEY TOPICS: It focuses on those aspects of econometrics that are of major importance to readers and researchers interested in performing, evaluating, or understanding econometric studies in a variety of areas. It reviews matrix notation and the use of multivariate statistics; discusses the specification of the model and the development of data for its estimation; covers recent developments in econometric models, techniques, and applications; explains the estimation of single-equation models; and provides case studies of the applications of econometrics to a wide array of areas -- including traditional areas such as the estimation of demand functions and production functions, and macroeconometric models.
Spatial Econometrics Methods And Models
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Author : L. Anselin
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-03-09
Spatial Econometrics Methods And Models written by L. Anselin 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 2013-03-09 with Business & Economics categories.
Spatial econometrics deals with spatial dependence and spatial heterogeneity, critical aspects of the data used by regional scientists. These characteristics may cause standard econometric techniques to become inappropriate. In this book, I combine several recent research results to construct a comprehensive approach to the incorporation of spatial effects in econometrics. My primary focus is to demonstrate how these spatial effects can be considered as special cases of general frameworks in standard econometrics, and to outline how they necessitate a separate set of methods and techniques, encompassed within the field of spatial econometrics. My viewpoint differs from that taken in the discussion of spatial autocorrelation in spatial statistics - e.g., most recently by Cliff and Ord (1981) and Upton and Fingleton (1985) - in that I am mostly concerned with the relevance of spatial effects on model specification, estimation and other inference, in what I caIl a model-driven approach, as opposed to a data-driven approach in spatial statistics. I attempt to combine a rigorous econometric perspective with a comprehensive treatment of methodological issues in spatial analysis.
Economic Models
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Author : Dipak R. Basu
language : en
Publisher: World Scientific
Release Date : 2009
Economic Models written by Dipak R. Basu and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009 with Business & Economics categories.
Model Building is the most fruitful area of economics, designed to solve real-world problems using all available methods such as mathematical, computational and analytical, without distinction. Wherever necessary, we should not be reluctant to develop new techniques, whether mathematical or computational. That is the philosophy of this volume. The volume is divided into three distinct parts: Methods, Theory and Applications. The Methods section is in turn subdivided into Mathematical Programming and Econometrics and Adaptive Control System, which are widely used in econometric analysis. The impacts of fiscal policy in a regime with independent monetary authority and dynamic models of environmental taxation are considered. In the section on "Modelling Business Organization," a model of a Japanese organization is presented. Furthermore, a model suitable for an efficient budget management of a health service unit by applying goal programming method is analyzed, taking into account various socio-economic factors. This is followed by a section on "Modelling National Economies," in which macroeconometric models for the EU member countries are analyzed, to find instruments that stabilize inflation with coordinated action.
Nonparametric And Semiparametric Methods In Econometrics And Statistics
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Author : William A. Barnett
language : en
Publisher: Cambridge University Press
Release Date : 1991-06-28
Nonparametric And Semiparametric Methods In Econometrics And Statistics written by William A. Barnett 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 1991-06-28 with Business & Economics categories.
Papers from a 1988 symposium on the estimation and testing of models that impose relatively weak restrictions on the stochastic behaviour of data.
Econometric Modelling
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Author : Sean Holly
language : en
Publisher: Cambridge University Press
Release Date : 2000-09-14
Econometric Modelling written by Sean Holly 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 2000-09-14 with Business & Economics categories.
The latest techniques used in modelling the economy with policy analysis and applications.
Financial Econometrics
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Author : Christian Gourieroux
language : en
Publisher: Princeton University Press
Release Date : 2018-06-05
Financial Econometrics written by Christian Gourieroux and has been published by Princeton University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-06-05 with Business & Economics categories.
Financial econometrics is a great success story in economics. Econometrics uses data and statistical inference methods, together with structural and descriptive modeling, to address rigorous economic problems. Its development within the world of finance is quite recent and has been paralleled by a fast expansion of financial markets and an increasing variety and complexity of financial products. This has fueled the demand for people with advanced econometrics skills. For professionals and advanced graduate students pursuing greater expertise in econometric modeling, this is a superb guide to the field's frontier. With the goal of providing information that is absolutely up-to-date—essential in today's rapidly evolving financial environment—Gourieroux and Jasiak focus on methods related to foregoing research and those modeling techniques that seem relevant to future advances. They present a balanced synthesis of financial theory and statistical methodology. Recognizing that any model is necessarily a simplified image of reality and that econometric methods must be adapted and applied on a case-by-case basis, the authors employ a wide variety of data sampled at frequencies ranging from intraday to monthly. These data comprise time series representing both the European and North American markets for stocks, bonds, and foreign currencies. Practitioners are encouraged to keep a critical eye and are armed with graphical diagnostics to eradicate misspecification errors. This authoritative, state-of-the-art reference text is ideal for upper-level graduate students, researchers, and professionals seeking to update their skills and gain greater facility in using econometric models. All will benefit from the emphasis on practical aspects of financial modeling and statistical inference. Doctoral candidates will appreciate the inclusion of detailed mathematical derivations of the deeper results as well as the more advanced problems concerning high-frequency data and risk control. By establishing a link between practical questions and the answers provided by financial and statistical theory, the book also addresses the needs of applied researchers employed by financial institutions.
Econometric Model Selection
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Author : Antonio Aznar Grasa
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-03-09
Econometric Model Selection written by Antonio Aznar Grasa 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 2013-03-09 with Business & Economics categories.
This book proposes a new methodology for the selection of one (model) from among a set of alternative econometric models. Let us recall that a model is an abstract representation of reality which brings out what is relevant to a particular economic issue. An econometric model is also an analytical characterization of the joint probability distribution of some random variables of interest, which yields some information on how the actual economy works. This information will be useful only if it is accurate and precise; that is, the information must be far from ambiguous and close to what we observe in the real world Thus, model selection should be performed on the basis of statistics which summarize the degree of accuracy and precision of each model. A model is accurate if it predicts right; it is precise if it produces tight confidence intervals. A first general approach to model selection includes those procedures based on both characteristics, precision and accuracy. A particularly interesting example of this approach is that of Hildebrand, Laing and Rosenthal (1980). See also Hendry and Richard (1982). A second general approach includes those procedures that use only one of the two dimensions to discriminate among models. In general, most of the tests we are going to examine correspond to this category.
Econometrics As A Con Art
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Author : Imad A. Moosa
language : en
Publisher: Edward Elgar Publishing
Release Date : 2017-07-28
Econometrics As A Con Art written by Imad A. Moosa 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 2017-07-28 with categories.
Imad Moosa challenges convention with this comprehensive and compelling critique of econometrics, condemning the common practices of misapplied statistical methods in both economics and finance.
