Evaluation Of Econometric Models By Decomposition And Aggregation
DOWNLOAD
Download Evaluation Of Econometric Models By Decomposition And Aggregation PDF/ePub or read online books in Mobi eBooks. Click Download or Read Online button to get Evaluation Of Econometric Models By Decomposition And Aggregation book now. This website allows unlimited access to, at the time of writing, more than 1.5 million titles, including hundreds of thousands of titles in various foreign languages. If the content not found or just blank you must refresh this page
Evaluation Of Econometric Models By Decomposition And Aggregation
DOWNLOAD
Author : Gregory C. Chow
language : en
Publisher:
Release Date : 1978
Evaluation Of Econometric Models By Decomposition And Aggregation written by Gregory C. Chow and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1978 with Econometrics categories.
Evaluation Of Econometric Models
DOWNLOAD
Author : Jan Kmenta
language : en
Publisher: Academic Press
Release Date : 2014-05-10
Evaluation Of Econometric Models written by Jan Kmenta and has been published by Academic Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-05-10 with Business & Economics categories.
Evaluation of Econometric Models presents approaches to assessing and enhancing the progress of applied economic research. This book discusses the problems and issues in evaluating econometric models, use of exploratory methods in economic analysis, and model construction and evaluation when theoretical knowledge is scarce. The data analysis by partial least squares, prediction analysis of economic models, and aggregation and disaggregation of nonlinear equations are also elaborated. This text likewise covers the comparison of econometric models by optimal control techniques, role of time series analysis in econometric model evaluation, and hypothesis testing in spectral regression. Other topics include the relevance of laboratory experiments to testing resource allocation theory and token economy and animal models for the experimental analysis of economic behavior. This publication is intended for students and researchers interested in evaluating econometric models.
Handbook Of Econometrics
DOWNLOAD
Author : Zvi Griliches
language : en
Publisher: Elsevier
Release Date : 1983
Handbook Of Econometrics written by Zvi Griliches and has been published by Elsevier this book supported file pdf, txt, epub, kindle and other format this book has been release on 1983 with Econometrics categories.
The Handbook is a definitive reference source and teaching aid for econometricians. It examines models, estimation theory, data analysis and field applications in econometrics. Comprehensive surveys, written by experts, discuss recent developments at a level suitable for professional use by economists, econometricians, statisticians, and in advanced graduate econometrics courses.
Misspecification Tests In Econometrics
DOWNLOAD
Author : L. G. Godfrey
language : en
Publisher: Cambridge University Press
Release Date : 1988
Misspecification Tests In Econometrics written by L. G. Godfrey 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 1988 with Business & Economics categories.
Misspecification tests play an important role in detecting unreliable and inadequate economic models. This book brings together many results from the growing literature in econometrics on misspecification testing. It provides theoretical analyses and convenient methods for application. The main emphasis is on the Lagrange multiplier principle, which provides considerable unification, although several other approaches are also considered. The author also examines general checks for model adequacy that do not involve formulation of an alternative hypothesis. General and specific tests are discussed in the context of multiple regression models, systems of simultaneous equations, and models with qualitative or limited dependent variables.
Macro Econometric Models
DOWNLOAD
Author : Götz Uebe
language : en
Publisher:
Release Date : 1992
Macro Econometric Models written by Götz Uebe and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1992 with Business & Economics categories.
This is the second edition, essentially a completely newly written state of the art introduction into the field of macro-econometric models. Its first focus is to present the different specifications and strands of ideas of macro-econometric models, its empirical and analytical uses in economic policy, economic theory, economic history and empirical applications. It documents the intellectual achievements and performance of applied macroeconomic models in general, theoretically and by typical and representative illustrations, leading the reader to the frontiers of present research. Secondly, the book is an introductory text into the bibliography of macro models, which is the background of the monograph. Recalling the field of macro-econometric models, there are additional appendices, e.g. explaining the keywords which cover this territory of economic knowledge, and documenting the huge use of such models. A multilingual cross-reference dictionary (German, English, French, Spanish, Italian) concludes the book.
Time Series And Statistics
DOWNLOAD
Author : John Eatwell
language : en
Publisher: Springer
Release Date : 1990-07-23
Time Series And Statistics written by John Eatwell and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 1990-07-23 with Business & Economics categories.
This is an excerpt from the 4-volume dictionary of economics, a reference book which aims to define the subject of economics today. 1300 subject entries in the complete work cover the broad themes of economic theory. This extract concentrates on time series and statistics.
Evaluating The Reliability Of Macro Economic Models
DOWNLOAD
Author : Gregory C. Chow
language : en
Publisher: John Wiley & Sons
Release Date : 1982
Evaluating The Reliability Of Macro Economic Models written by Gregory C. Chow 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 1982 with Business & Economics categories.
Large Scale Macro Econometric Models
DOWNLOAD
Author : Jan Kmenta
language : en
Publisher: North-Holland
Release Date : 1981
Large Scale Macro Econometric Models written by Jan Kmenta and has been published by North-Holland this book supported file pdf, txt, epub, kindle and other format this book has been release on 1981 with Business & Economics categories.
Forecasting economic variables; Advancement of economic knowledge and the size of macro-econometric models; Construction of macro-econometric models; Evaluation of macro-econometric models.
A Question Of Economics
DOWNLOAD
Author : Irving Leveson
language : en
Publisher:
Release Date : 1981
A Question Of Economics written by Irving Leveson and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1981 with Energy policy categories.
Aggregation And The Microfoundations Of Dynamic Macroeconomics
DOWNLOAD
Author : Mario Forni
language : en
Publisher: Oxford University Press
Release Date : 1997
Aggregation And The Microfoundations Of Dynamic Macroeconomics written by Mario Forni and has been published by Oxford University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 1997 with Business & Economics categories.
This book argues that modern macroeconomics has completely overlooked the aggregate nature of the data. Standard models start with intertemporally maximizing agents and obtain dynamic equations linking economic variables like consumption, income, investment interest rate and employment. Such equations exhibit testable properties like cointegration, definite patterns of Granger causality, and restrictions on the parameters. The usual simplification that agents are identical leads to testing these properties directly on aggregate data. Here this simplification is systematically questioned. In Part I the homogeneity assumption is tested using disaggregate data and strongly rejected. As shown in Part II, the consequence of introducing heterogeneity is that, apart from flukes, cointegration unidirectional Granger causality, restrictions on parameters do not survive aggregation: thus the claim that modern macroeconomics has solid microfoundations is unwarranted. However, it is argued in Part III that aggregation is not necessarily bad. Some important theory-based models that do not fit aggregate data well in their representative-agent version can be reconciled with aggregate data by introducing heterogeneity.