Estimation Of Dynamic Econometric Models With Errors In Variables
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Estimation Of Dynamic Econometric Models With Errors In Variables
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Author : Jaime Terceiro Lomba
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Estimation Of Dynamic Econometric Models With Errors In Variables written by Jaime Terceiro Lomba 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.
A new procedure for the maximum-likelihood estimation of dynamic econometric models with errors in both endogenous and exogenous variables is presented in this monograph. A complete analytical development of the expressions used in problems of estimation and verification of models in state-space form is presented. The results are useful in relation not only to the problem of errors in variables but also to any other possible econometric application of state-space formulations.
Dynamic Econometrics
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Author : David F. Hendry
language : en
Publisher:
Release Date : 1995
Dynamic Econometrics written by David F. Hendry and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1995 with Business & Economics categories.
The main problem in econometric modelling of time series is discovering sustainable and interpretable relationships between observed economic variables. The primary aim of this book is to develop an operational econometric approach which allows constructive modelling. Professor Hendry deals with methodological issues (model discovery, data mining, and progressive research strategies); with major tools for modelling (recursive methods, encompassing, super exogeneity, invariance tests); and with practical problems (collinearity, heteroscedasticity, and measurement errors). He also includes an extensive study of US money demand. The book is self-contained, with the technical background covered in appendices. It is thus suitable for first year graduate students, and includes solved examples and exercises to facilitate its use in teaching. About the Series Advanced Texts in Econometrics is a distinguished and rapidly expanding series in which leading econometricians assess recent developments in such areas as stochastic probability, panel and time series data analysis, modeling, and cointegration. In both hardback and affordable paperback, each volume explains the nature and applicability of a topic in greater depth than possible in introductory textbooks or single journal articles. Each definitive work is formatted to be as accessible and convenient for those who are not familiar with the detailed primary literature.
Omitted Variable Tests And Dynamic Specification
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Author : Björn Schmolck
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Omitted Variable Tests And Dynamic Specification written by Björn Schmolck 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.
This book deals with the omitted variable test for a multivariate time-series regression model. The empirical motivation is the homogeneity test for a consumer demand system. The consequences of using a dynamically misspecified omitted variable test are shown in detail. The analysis starts with the univariate t-test and is then extended to the multivariate regression system. The small sample performance of the dynamically correctly specified omitted variable test is analysed by simulation. Two classes of tests are considered: versions of the likelihood ratio test and the robust Wald test which is based on a heteroskedasticity and autocorrelation consistent variance-covariance estimator (HAC).
Dynamic Econometrics Structural Stability Cointegration And Panel Data
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Author : CESAR PEREZ LOPEZ
language : en
Publisher: CESAR PEREZ
Release Date :
Dynamic Econometrics Structural Stability Cointegration And Panel Data written by CESAR PEREZ LOPEZ and has been published by CESAR PEREZ this book supported file pdf, txt, epub, kindle and other format this book has been release on with Computers categories.
This book covers a wide typology of dynamic models including models with distributed delays, models with stochastic regressors, models with structural change and dynamic panel data models. Widely is the theory of unit roots, the Cointegration and error correction models. And all this from a perspective multi-software, using the latest software on the market suitable for these non-trivial econometric tasks (SAS, EVIEWS, SPSS and STATA).
Political Analysis
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Author : Walter R. Mebane
language : en
Publisher: University of Michigan Press
Release Date : 1999
Political Analysis written by Walter R. Mebane and has been published by University of Michigan Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 1999 with Political Science categories.
Discusses some of the latest developments in political methodology
Estimation Of Dynamic Programming Models With Censored Dependent Variables
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Author : Victor Aguirregabiria
language : en
Publisher: London : Department of Economics, University of Western Ontario
Release Date : 1997
Estimation Of Dynamic Programming Models With Censored Dependent Variables written by Victor Aguirregabiria and has been published by London : Department of Economics, University of Western Ontario this book supported file pdf, txt, epub, kindle and other format this book has been release on 1997 with Mathematics categories.
The Econometrics Of Panel Data
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Author : Lászlo Mátyás
language : en
Publisher: Advanced Studies in Theoretical and Applied Econometrics
Release Date : 2008-04-25
The Econometrics Of Panel Data written by Lászlo Mátyás and has been published by Advanced Studies in Theoretical and Applied Econometrics this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008-04-25 with Business & Economics categories.
This volume provides a general overview of the econometrics of panel data, both from a theoretical and from an applied viewpoint. This third edition provides a presentation of theoretical developments as well as surveys about how econometric tools are used to study firms and household's behaviors.
Encyclopedia Of Statistical Sciences Volume 3
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Author :
language : en
Publisher: John Wiley & Sons
Release Date : 2005-12-16
Encyclopedia Of Statistical Sciences Volume 3 written by and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005-12-16 with Mathematics categories.
Countless professionals and students who use statistics in their work rely on the multi-volume Encyclopedia of Statistical Sciences as a superior and unique source of information on statistical theory, methods, and applications. This new edition (available in both print and on-line versions) is designed to bring the encyclopedia in line with the latest topics and advances made in statistical science over the past decade—in areas such as computer-intensive statistical methodology, genetics, medicine, the environment, and other applications. Written by over 600 world-renowned experts (including the editors), the entries are self-contained and easily understood by readers with a limited statistical background. With the publication of this second edition in 16 printed volumes, the Encyclopedia of Statistical Sciences retains its position as a cutting-edge reference of choice for those working in statistics, biostatistics, quality control, economics, sociology, engineering, probability theory, computer science, biomedicine, psychology, and many other areas.
Nonstationary Panels Panel Cointegration And Dynamic Panels
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Author : Badi H. Baltagi
language : en
Publisher: Elsevier
Release Date : 2000
Nonstationary Panels Panel Cointegration And Dynamic Panels written by Badi H. Baltagi and has been published by Elsevier this book supported file pdf, txt, epub, kindle and other format this book has been release on 2000 with Business & Economics categories.
In the 16th Edition of Advances in Econometrics we present twelve papers discussing the current interface between Marketing and Econometrics. The authors are leading scholars in the fields and introduce the latest models for analysing marketing data. The papers are representative of the types of problems and methods that are used within the field of marketing. Marketing focuses on the interaction between the firm and the consumer. Economics encompasses this interaction as well as many others. Economics, along with psychology and sociology, provides a theoretical foundation for marketing.
Statistical Analysis Of Measurement Error Models And Applications
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Author : Philip J. Brown
language : en
Publisher: American Mathematical Soc.
Release Date : 1990
Statistical Analysis Of Measurement Error Models And Applications written by Philip J. Brown and has been published by American Mathematical Soc. this book supported file pdf, txt, epub, kindle and other format this book has been release on 1990 with Mathematics categories.
Measurement error models describe functional relationships among variables observed, subject to random errors of measurement. This book treats general aspects of the measurement problem and features a discussion of the history of measurement error models.