Econometrics Of Structural Change

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Econometrics Of Structural Change

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Author : Walter Krämer
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06

Econometrics Of Structural Change written by Walter Krämer 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.

Econometric models are made up of assumptions which never exactly match reality. Among the most contested ones is the requirement that the coefficients of an econometric model remain stable over time. Recent years have therefore seen numerous attempts to test for it or to model possible structural change when it can no longer be ignored. This collection of papers from Empirical Economics mirrors part of this development. The point of departure of most studies in this volume is the standard linear regression model Yt = x;fJt + U (t = I, ... , 1), t where notation is obvious and where the index t emphasises the fact that structural change is mostly discussed and encountered in a time series context. It is much less of a problem for cross section data, although many tests apply there as well. The null hypothesis of most tests for structural change is that fJt = fJo for all t, i.e. that the same regression applies to all time periods in the sample and that the disturbances u are well behaved. The well known Chow test for instance assumes t that there is a single structural shift at a known point in time, i.e. that fJt = fJo (t

Econometrics Of Structural Change

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Author : Walter Krämer
language : en
Publisher: Springer
Release Date : 1989

Econometrics Of Structural Change written by Walter Krämer and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 1989 with Econometric models. categories.

Econometrics And Structural Change

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Author : Lyle D. Broemeling
language : en
Publisher: CRC Press
Release Date : 1986-10-29

Econometrics And Structural Change written by Lyle D. Broemeling and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 1986-10-29 with Mathematics categories.

Structural Changes And Their Econometric Modeling

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Author : Vladik Kreinovich
language : en
Publisher: Springer
Release Date : 2018-11-24

Structural Changes And Their Econometric Modeling written by Vladik Kreinovich and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-11-24 with Technology & Engineering categories.

This book focuses on structural changes and economic modeling. It presents papers describing how to model structural changes, as well as those introducing improvements to the existing before-structural-changes models, making it easier to later on combine these models with techniques describing structural changes. The book also includes related theoretical developments and practical applications of the resulting techniques to economic problems. Most traditional mathematical models of economic processes describe how the corresponding quantities change with time. However, in addition to such relatively smooth numerical changes, economical phenomena often undergo more drastic structural change. Describing such structural changes is not easy, but it is vital if we want to have a more adequate description of economic phenomena – and thus, more accurate and more reliable predictions and a better understanding on how best to influence the economic situation.

Unit Roots Cointegration And Structural Change

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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 Oxford Handbook Of Structural Transformation

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Author : Célestin Monga
language : en
Publisher:
Release Date : 2019

The Oxford Handbook Of Structural Transformation written by Célestin Monga and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019 with Business & Economics categories.

This Oxford Handbook provides a critical assessment of the history, patterns, and strategies of economic transformation. It deals with major themes including policy issues, illuminating country experiences, and important debates on the respective roles of the market and the state.

The Econometrics Of Structural Change

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Author : Chia-Shang James Chu
language : en
Publisher:
Release Date : 1990

The Econometrics Of Structural Change written by Chia-Shang James Chu and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1990 with Econometric models categories.

Statistical Analysis And Forecasting Of Economic Structural Change

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Author : Peter Hackl
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-03-09

Statistical Analysis And Forecasting Of Economic Structural Change written by Peter Hackl 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.

In 1984, the University of Bonn (FRG) and the International Institute for Applied System Analysis (IIASA) in Laxenburg (Austria), created a joint research group to analyze the relationship between economic growth and structural change. The research team was to examine the commodity composition as well as the size and direction of commodity and credit flows among countries and regions. Krelle (1988) reports on the results of this "Bonn-IIASA" research project. At the same time, an informal IIASA Working Group was initiated to deal with prob lems of the statistical analysis of economic data in the context of structural change: What tools do we have to identify nonconstancy of model parameters? What type of models are particularly applicable to nonconstant structure? How is forecasting affected by the presence of nonconstant structure? What problems should be anticipated in applying these tools and models? Some 50 experts, mainly statisticians or econometricians from about 15 countries, came together in Lodz, Poland (May 1985); Berlin, GDR (June 1986); and Sulejov, Poland (September 1986) to present and discuss their findings. This volume contains a selected set of those conference contributions as well as several specially invited chapters.

Structural Changes And Their Econometric Modeling

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Author : Vladik Kreinovich
language : en
Publisher: Springer
Release Date : 2018-11-24

Structural Changes And Their Econometric Modeling written by Vladik Kreinovich and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-11-24 with Computers categories.

This book focuses on structural changes and economic modeling. It presents papers describing how to model structural changes, as well as those introducing improvements to the existing before-structural-changes models, making it easier to later on combine these models with techniques describing structural changes. The book also includes related theoretical developments and practical applications of the resulting techniques to economic problems. Most traditional mathematical models of economic processes describe how the corresponding quantities change with time. However, in addition to such relatively smooth numerical changes, economical phenomena often undergo more drastic structural change. Describing such structural changes is not easy, but it is vital if we want to have a more adequate description of economic phenomena – and thus, more accurate and more reliable predictions and a better understanding on how best to influence the economic situation.

Economic Structural Change

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Author : Peter Hackl
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-06-29

Economic Structural Change written by Peter Hackl 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.

Structural change is a fundamental concept in economic model building. Statistics and econometrics provide the tools for identification of change, for estimating the onset of a change, for assessing its extent and relevance. Statistics and econometrics also have de veloped models that are suitable for picturing the data-generating process in the presence of structural change by assimilating the changes or due to the robustness to its presence. Important subjects in this context are forecasting methods. The need for such methods became obvious when, as a consequence of the oil price shock, the results of empirical analyses suddenly seemed to be much less reliable than before. Nowadays, economists agree that models with fixed structure that picture reality over longer periods are illusions. An example for less dramatic causes than the oil price shock with similarly profound effects is economic growth and its impacts on the economic system. Indeed, economic growth was a motivating concept for this volume. In 1983, the International Institute for Applied Systems Analysis (IIASA) in Laxen burg/ Austria initiated an ambitious project on "Economic Growth and Structural Change".