Essays On Forecasting Cointegrated Data

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Essays On Forecasting Cointegrated Data

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Author : Thanapat Chaisantikulawat
language : en
Publisher:
Release Date : 1995

Essays On Forecasting Cointegrated Data written by Thanapat Chaisantikulawat and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1995 with categories.

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 Honor Of Cheng Hsiao

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Author : Dek Terrell
language : en
Publisher: Emerald Group Publishing
Release Date : 2020-04-15

Essays In Honor Of Cheng Hsiao written by Dek Terrell 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 2020-04-15 with Business & Economics categories.

Including contributions spanning a variety of theoretical and applied topics in econometrics, this volume of Advances in Econometrics is published in honour of Cheng Hsiao.

Essays In Honor Of M Hashem Pesaran

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Author : Alexander Chudik
language : en
Publisher: Emerald Group Publishing
Release Date : 2022-01-18

Essays In Honor Of M Hashem Pesaran written by Alexander Chudik 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 2022-01-18 with Business & Economics categories.

The collection of chapters in Volume 43 Part B of Advances in Econometrics serves as a tribute to one of the most innovative, influential, and productive econometricians of his generation, Professor M. Hashem Pesaran.

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 Econometrics categories.

These essays by Clive W.J. Granger span more than four decades and cover major topics in spectral analysis, seasonality, nonlinearity, methodology, and forecasting. The introduction by Eric Gysels, Norman R. Swanson and Mark W. Watson places the essays in context and demonstrates their enduring value.

Essays On Forecasting With Survey Data And Many Predictors

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Author : Yongchen Zhao
language : en
Publisher:
Release Date : 2014

Essays On Forecasting With Survey Data And Many Predictors written by Yongchen Zhao and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014 with Consumers categories.

Essays In Honor Of M Hashem Pesaran

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Author : Alexander Chudik
language : en
Publisher: Emerald Group Publishing
Release Date : 2022-01-18

Essays In Honor Of M Hashem Pesaran written by Alexander Chudik 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 2022-01-18 with Business & Economics categories.

The collection of chapters in Volume 43 Part A of Advances in Econometrics serves as a tribute to one of the most innovative, influential, and productive econometricians of his generation, Professor M. Hashem Pesaran.

Essays In Forecasting Stationary And Nonstationary Stochastic Processes

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Author : Norman R. Swanson
language : en
Publisher:
Release Date : 1994

Essays In Forecasting Stationary And Nonstationary Stochastic Processes written by Norman R. Swanson and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1994 with Forecasting categories.

Cointegration Causality And Forecasting

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Author : Halbert White
language : en
Publisher: Oxford University Press, USA
Release Date : 1999

Cointegration Causality And Forecasting written by Halbert White and has been published by Oxford University Press, USA this book supported file pdf, txt, epub, kindle and other format this book has been release on 1999 with Business & Economics categories.

A collection of essays in honour of Clive Granger. The chapters are by some of the world's leading econometricians, all of whom have collaborated with and/or studied with both) Clive Granger. Central themes of Granger's work are reflected in the book with attention to tests for unit roots and cointegration, tests of misspecification, forecasting models and forecast evaluation, non-linear and non-parametric econometric techniques, and overall, a careful blend of practical empirical work and strong theory. The book shows the scope of Granger's research and the range of the profession that has been influenced by his work.

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.