Essays In Econometrics
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Essays In Econometrics
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Author : Clive W. J. Granger
language : en
Publisher: Cambridge University Press
Release Date : 2001-07-23
Essays In Econometrics written by Clive W. J. Granger 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 2001-07-23 with Business & Economics categories.
These are econometrician Clive W. J. Granger's major essays in spectral analysis, seasonality, nonlinearity, methodology, and forecasting.
Essays In Panel Data Econometrics
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Author : Marc Nerlove
language : en
Publisher: Cambridge University Press
Release Date : 2005-11-10
Essays In Panel Data Econometrics written by Marc Nerlove 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 2005-11-10 with Business & Economics categories.
This volume collects seven classic essays on panel data econometrics, and a cogent essay on the history of the subject.
Essays In Econometrics
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Author : Willene Rose
language : en
Publisher: Createspace Independent Publishing Platform
Release Date : 2017-07-18
Essays In Econometrics written by Willene Rose and has been published by Createspace Independent Publishing Platform this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-07-18 with categories.
This book, and its companion volume, present a collection of papers by Willene Rose. His contributions to economics and econometrics, many of them seminal, span more than four decades and touch on all aspects of time series analysis. The papers assembled in this volume explore topics in causality, integration and cointegration, and long memory. Those in the companion volume investigate themes in causality, integration and cointegration, and long memory. The two volumes contain the original articles as well as an introduction written by the editors.
Essays On Econometrics And Planning
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Author : C. R. Rao
language : en
Publisher: Elsevier
Release Date : 2014-05-12
Essays On Econometrics And Planning written by C. R. Rao and has been published by Elsevier this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-05-12 with Business & Economics categories.
Essays on Econometrics and Planning provides a compilation of papers pertinent to econometrics and planning. This book covers a variety of topics, including competition, planner's capital, parametric solution and programming, economic system, and economic growth. Organized into 22 chapters, this book begins with an overview of the concepts of cooperation, conflict, exploitation, and competition in relation to economic system. This text then examines the status of economic planning in Great Britain and provides an analysis of the role of autonomous investment in the economy. Other chapters consider the monetary or financial aspects of the Soviet economy. This book discusses as well the aspects in which the planners have a social location and economic preferences different from those of the mass of citizens in the underdeveloped country. The final chapter deals with the problem of national development. This book is a valuable resource for economists, industrialists, economic planners, and academic socialists.
Econometrics Alchemy Or Science
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Author : David F. Hendry
language : en
Publisher: OUP Oxford
Release Date : 2000-10-26
Econometrics Alchemy Or Science written by David F. Hendry and has been published by OUP Oxford this book supported file pdf, txt, epub, kindle and other format this book has been release on 2000-10-26 with Business & Economics categories.
"Econometrics: Alchemy or Science?" analyses the effectiveness and validity of applying econometric methods to economic time series. The methodological dispute is long-standing, and no claim can be made for a single valid method, but recent results on the theory and practice of model selection bid fair to resolve many of the contentious issues. The book presents criticisms and evaluations of competing approaches, based on theoretical economic and econometric analyses, empirical applications, and Monte Carlo simulations, which interact to determine best practice. It explains the evolution of an approach to econometric modelling founded in careful statistical analyses of the available data, using economic theory to guide the general model specification. From a strong foundation in the theory of reduction, via a range of applied and simulation studies, it demonstrates that general-to-specific procedures have excellent properties. The book is divided into four Parts: Routes and Route Maps; Empirical Modelling Strategies; Formalization; and Retrospect and Prospect. A short preamble to each chapter sketches the salient themes, links to earlier and later developments, and the lessons learnt or missed at the time. A sequence of detailed empirical studies of consumers' expenditure and money demand illustrate most facets of the approach. Material new to this revised edition describes recent major advances in computer-automated model selection, embodied in the powerful new software program PcGets, which establish the operational success of the modelling strategy.
Essays In Nonlinear Time Series Econometrics
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Author : Niels Haldrup
language : en
Publisher: OUP Oxford
Release Date : 2014-06-26
Essays In Nonlinear Time Series Econometrics written by Niels Haldrup and has been published by OUP Oxford this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-06-26 with Business & Economics categories.
This edited collection concerns nonlinear economic relations that involve time. It is divided into four broad themes that all reflect the work and methodology of Professor Timo Teräsvirta, one of the leading scholars in the field of nonlinear time series econometrics. The themes are: Testing for linearity and functional form, specification testing and estimation of nonlinear time series models in the form of smooth transition models, model selection and econometric methodology, and finally applications within the area of financial econometrics. All these research fields include contributions that represent state of the art in econometrics such as testing for neglected nonlinearity in neural network models, time-varying GARCH and smooth transition models, STAR models and common factors in volatility modeling, semi-automatic general to specific model selection for nonlinear dynamic models, high-dimensional data analysis for parametric and semi-parametric regression models with dependent data, commodity price modeling, financial analysts earnings forecasts based on asymmetric loss function, local Gaussian correlation and dependence for asymmetric return dependence, and the use of bootstrap aggregation to improve forecast accuracy. Each chapter represents original scholarly work, and reflects the intellectual impact that Timo Teräsvirta has had and will continue to have, on the profession.
Essays In Econometrics
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Author : Edwin Collins
language : en
Publisher: Createspace Independent Publishing Platform
Release Date : 2013-08-30
Essays In Econometrics written by Edwin Collins and has been published by Createspace Independent Publishing Platform this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-08-30 with categories.
This book, and its partner quantity, present a selection of documents by Edwin Collinsr. His efforts to financial factors and econometrics, many of them seminal, period more than 40 years and contact on all elements of time sequence research. The documents constructed in this quantity discover subjects in spectral research, seasonality, nonlinearity, technique, and predicting. Those in the partner quantity examine styles in causality, incorporation and cointegration, and long storage. The book contain the unique articles as well as an intro published by the publishers.
Essays In Econometrics
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Author : Clive William John Granger
language : en
Publisher:
Release Date : 2001
Essays In Econometrics written by Clive William John Granger and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2001 with categories.
Macroeconomic Analysis
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Author : David Currie
language : en
Publisher: Routledge
Release Date : 2015-09-16
Macroeconomic Analysis written by David Currie and has been published by Routledge this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-09-16 with Business & Economics categories.
Bringing together the proceedings of the 1979 and 1980 annual conferences of the Association of University Teachers of Economics the papers in this volume discuss: the effect of social security on private saving; an analysis of aggregate consumer behaviour; the philosophy and objectives of econometrics and other topics in macroeconomic and econometric analysis.
Essays In Honor Of Jerry Hausman
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Author : Badi H. Baltagi
language : en
Publisher: Emerald Group Publishing
Release Date : 2012-12-17
Essays In Honor Of Jerry Hausman written by Badi H. Baltagi 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 2012-12-17 with Business & Economics categories.
Aims to annually publish original scholarly econometrics papers on designated topics with the intention of expanding the use of developed and emerging econometric techniques by disseminating ideas on the theory and practice of econometrics throughout the empirical economic, business and social science literature.