Essays In Time Series Analysis
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Essays In Time Series And Allied Processes
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Author : Edward James Hannan
language : en
Publisher:
Release Date : 1986
Essays In Time Series And Allied Processes written by Edward James Hannan and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1986 with Mathematics categories.
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 of Marc Nerlove's previously published, classic essays on panel data econometrics written over the past thirty-five years, together with a cogent essay on the history of the subject, which began with George Biddell Airey's monograph published in 1861. Since Professor Nerlove's 1966 Econometrica paper with Pietro Balestra, panel data and methods of econometric analysis appropriate to such data have become increasingly important in the discipline. The principal factors in the research environment affecting the future course of panel data econometrics are the phenomenal growth in the computational power available to the individual researcher at his or her desktop and the ready availability of data sets, both large and small, via the Internet. The best way to formulate statistical models for inference is motivated and shaped by substantive problems and understanding of the processes generating the data at hand to resolve them. The essays illustrate both the role of the substantive context in shaping appropriate methods of inference and the increasing importance of computer-intensive methods.
Longitudinal Data With Serial Correlation
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Author : Richard .H. Jones
language : en
Publisher: CRC Press
Release Date : 2018-05-04
Longitudinal Data With Serial Correlation written by Richard .H. Jones and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-05-04 with Mathematics categories.
This monograph is written for students at the graduate level in biostatistics, statistics or other disciplines that collect longitudinal data. It concentrates on the state space approach that provides a convenient way to compute likelihoods using the Kalman filter.
The Collected Essays Of Richard E Quandt
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Author : Richard E. Quandt
language : en
Publisher: Edward Elgar Publishing
Release Date : 1992-01-01
The Collected Essays Of Richard E Quandt written by Richard E. Quandt 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 1992-01-01 with Business & Economics categories.
Professor Richard Quandt has made a major contribution to the development of economics in the 20th century. The range and significance of his work has long required a collection of his essays which will allow his contribution to be assessed as a whole. Despite an early interest in microeconomic theory, Richard Quandt has devoted most of his career to econometrics and, in particular, modal split estimation. More recently his work has focused on the econometrics of disequilibrium models with reference to both free market and planned economies. As well as outlining his many articles in microtheory, general econometrics, disequilibrium modeling, financial economics and the economics of planned economies, this collection should have a particular value for all scholars interested in the emergence of the new economies in Eastern Europe, a subject to which Professor Quandt has applied himself in recent years. This book includes an introduction by Professor Quandt describing his early life in Budapest and the circumstances which led him to study economics in America.
Arma Model Identification
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Author : ByoungSeon Choi
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Arma Model Identification written by ByoungSeon Choi 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 Mathematics categories.
During the last two decades, considerable progress has been made in statistical time series analysis. The aim of this book is to present a survey of one of the most active areas in this field: the identification of autoregressive moving-average models, i.e., determining their orders. Readers are assumed to have already taken one course on time series analysis as might be offered in a graduate course, but otherwise this account is self-contained. The main topics covered include: Box-Jenkins' method, inverse autocorrelation functions, penalty function identification such as AIC, BIC techniques and Hannan and Quinn's method, instrumental regression, and a range of pattern identification methods. Rather than cover all the methods in detail, the emphasis is on exploring the fundamental ideas underlying them. Extensive references are given to the research literature and as a result, all those engaged in research in this subject will find this an invaluable aid to their work.
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 Honor Of Joon Y Park
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Author : Yoosoon Chang
language : en
Publisher: Emerald Group Publishing
Release Date : 2023-04-24
Essays In Honor Of Joon Y Park written by Yoosoon Chang 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 2023-04-24 with Business & Economics categories.
Volumes 45a and 45b of Advances in Econometrics honor Professor Joon Y. Park, who has made numerous and substantive contributions to the field of econometrics over a career spanning four decades since the 1980s and counting.
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Author : Frank Joseph Shulman
language : en
Publisher: Hong Kong University Press
Release Date : 2001-01-01
written by Frank Joseph Shulman and has been published by Hong Kong University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2001-01-01 with Language Arts & Disciplines categories.
A descriptively annotated, multidisciplinary, cross-referenced and extensively indexed guide to 2,395 dissertations that are concerned either in whole or in part with Hong Kong and with Hong Kong Chinese students and emigres throughout the world.
Essays In Honor Of Peter C B Phillips
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Author : Thomas B. Fomby
language : en
Publisher: Emerald Group Publishing
Release Date : 2014-11-21
Essays In Honor Of Peter C B Phillips written by Thomas B. Fomby 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 2014-11-21 with Political Science categories.
This volume honors Professor Peter C.B. Phillips' many contributions to the field of econometrics. The topics include non-stationary time series, panel models, financial econometrics, predictive tests, IV estimation and inference, difference-in-difference regressions, stochastic dominance techniques, and information matrix testing.
Essays On Trading Strategy
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Author : Graham L Giller
language : en
Publisher: World Scientific
Release Date : 2023-08-17
Essays On Trading Strategy written by Graham L Giller and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2023-08-17 with Business & Economics categories.
This book directly focuses on finding optimal trading strategies in the real world and supports that with a well-defined theoretical foundation that allows trading strategy problems to be solved. Critically, it also delivers a menu of actual solutions that can be applied by traders with various risk profiles and objectives in markets that exhibit substantial tail risk. It shows how the Markowitz approach leads to excessive risk taking, and trader underperformance, in the real world. It summarizes the key features of Utility Theory, the deficiencies of the Sharpe Ratio as a statistic, and develops an optimal decision theory with fully developed examples for both 'Normal' and leptokurtotic distributions.