Palgrave Handbook Of Econometrics The Methodology Of Empirical Econometric Modeling Applied Econometrics Through The Looking Glass
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Palgrave Handbook Of Econometrics
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Author : Terence C. Mills
language : en
Publisher: Springer
Release Date : 2009-06-25
Palgrave Handbook Of Econometrics written by Terence C. Mills and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009-06-25 with Business & Economics categories.
Following theseminal Palgrave Handbook of Econometrics: Volume I , this second volume brings together the finestacademicsworking in econometrics today andexploresapplied econometrics, containing contributions onsubjects includinggrowth/development econometrics and applied econometrics and computing.
A History Of Econometrics
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Author : Duo Qin
language : en
Publisher: OUP Oxford
Release Date : 2013-07-25
A History Of Econometrics written by Duo Qin and has been published by OUP Oxford this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-07-25 with Business & Economics categories.
Reformation of Econometrics is a sequel to The Formation of Econometrics: A Historical Perspective (1993, OUP) which traces the formation of econometric theory during the period 1930-1960. This book provides an account of the advances in the field of econometrics since the 1970s. Based on original research, it focuses on the reformists' movement and schools of thought and practices that attempted a paradigm shift in econometrics in the 1970s and 1980s. It describes the formation and consolidation of the Cowles Commission (CC) paradigm and traces and analyses the three major methodological attempts to resolve problems involved in model choice and specification of the CC paradigm. These attempts have reoriented the focus of econometric research from internal questions (how to optimally estimate a priori given structural parameters) to external questions (how to choose, design, and specify models). It also examines various modelling issues and problems through two case studies - modelling the Phillips curve and business cycles. The third part of the book delves into the development of three key aspects of model specification in detail - structural parameters, error terms, and model selection and design procedures. The final chapter uses citation analyses to study the impact of the CC paradigm over the span of three and half decades (1970-2005). The citation statistics show that the impact has remained extensive and relatively strong in spite of certain weakening signs. It implies that the reformative attempts have fallen short of causing a paradigm shift.
Palgrave Handbook Of Econometrics The Methodology Of Empirical Econometric Modeling Applied Econometrics Through The Looking Glass
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Author : Terence C. Mills
language : en
Publisher:
Release Date : 2006
Palgrave Handbook Of Econometrics The Methodology Of Empirical Econometric Modeling Applied Econometrics Through The Looking Glass written by Terence C. Mills and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006 with Econometrics categories.
This handbook provides authoritative guidance in key areas of econometrics, with volume one examining developments in theoretical econometrics, modelling with integrated variables, Bayesian econometrics and a selection of special topics.
The Palgrave Companion To Lse Economics
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Author : Robert A. Cord
language : en
Publisher: Springer
Release Date : 2019-01-18
The Palgrave Companion To Lse Economics written by Robert A. Cord and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-01-18 with Business & Economics categories.
The London School of Economics (LSE) has been and continues to be one of the most important global centres for economics. With six chapters on themes in LSE economics and 29 chapters on the lives and work of LSE economists, this volume shows how economics became established at the School, how it produced some of the world’s best-known economists, including Lionel Robbins and Bill Phillips, plus Nobel Prize winners, such as Friedrich Hayek, John Hicks and Christopher Pissarides, and how it remains a global force for the very best in teaching and research in economics. With original contributions from a stellar cast, this volume provides economists – especially those interested in macroeconomics and the history of economic thought – with the first in-depth analysis of LSE economics.
Volatility And Time Series Econometrics
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Author : Tim Bollerslev
language : en
Publisher: OUP Oxford
Release Date : 2010-02-11
Volatility And Time Series Econometrics written by Tim Bollerslev and has been published by OUP Oxford this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010-02-11 with Business & Economics categories.
Robert Engle received the Nobel Prize for Economics in 2003 for his work in time series econometrics. This book contains 16 original research contributions by some the leading academic researchers in the fields of time series econometrics, forecasting, volatility modelling, financial econometrics and urban economics, along with historical perspectives related to field of time series econometrics more generally. Engle's Nobel Prize citation focuses on his path-breaking work on autoregressive conditional heteroskedasticity (ARCH) and the profound effect that this work has had on the field of financial econometrics. Several of the chapters focus on conditional heteroskedasticity, and develop the ideas of Engle's Nobel Prize winning work. Engle's work has had its most profound effect on the modelling of financial variables and several of the chapters use newly developed time series methods to study the behavior of financial variables. Each of the 16 chapters may be read in isolation, but they all importantly build on and relate to the seminal work by Nobel Laureate Robert F. Engle.
A Guide To Modern Econometrics
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Author : Marno Verbeek
language : en
Publisher: John Wiley & Sons
Release Date : 2017-07-31
A Guide To Modern Econometrics written by Marno Verbeek 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 2017-07-31 with Business & Economics categories.
A Guide to Modern Econometrics, 5th Edition has become established as a highly successful textbook. It serves as a guide to alternative techniques in econometrics with an emphasis on intuition and the practical implementation of these approaches. This fifth edition builds upon the success of its predecessors. The text has been carefully checked and updated, taking into account recent developments and insights. It includes new material on causal inference, the use and limitation of p-values, instrumental variables estimation and its implementation, regression discontinuity design, standardized coefficients, and the presentation of estimation results.
Rescuing Econometrics
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Author : Duo Qin
language : en
Publisher: Taylor & Francis
Release Date : 2023-12-01
Rescuing Econometrics written by Duo Qin and has been published by Taylor & Francis this book supported file pdf, txt, epub, kindle and other format this book has been release on 2023-12-01 with Business & Economics categories.
Haavelmo’s 1944 monograph, The Probability Approach in Econometrics, is widely acclaimed as the manifesto of econometrics. This book challenges Haavelmo’s probability approach, shows how its use is delivering defective and inefficient results, and argues for a paradigm shift in econometrics towards a full embrace of machine learning, with its attendant benefits. Machine learning has only come into existence over recent decades, whereas the universally accepted and current form of econometrics has developed over the past century. A comparison between the two is, however, striking. The practical achievements of machine learning significantly outshine those of econometrics, confirming the presence of widespread inefficiencies in current econometric research. The relative efficiency of machine learning is based on its theoretical foundation, and particularly on the notion of Probably Approximately Correct (PAC) learning. Careful examination reveals that PAC learning theory delivers the goals of applied economic modelling research far better than Haavelmo’s probability approach. Econometrics should therefore renounce its outdated foundation, and rebuild itself upon PAC learning theory so as to unleash its pent-up research potential. The book is catered for applied economists, econometricians, economists specialising in the history and methodology of economics, advanced students, philosophers of social sciences.
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.
Linear Models And Time Series Analysis
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Author : Marc S. Paolella
language : en
Publisher: John Wiley & Sons
Release Date : 2018-12-17
Linear Models And Time Series Analysis written by Marc S. Paolella 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 2018-12-17 with Mathematics categories.
A comprehensive and timely edition on an emerging new trend in time series Linear Models and Time-Series Analysis: Regression, ANOVA, ARMA and GARCH sets a strong foundation, in terms of distribution theory, for the linear model (regression and ANOVA), univariate time series analysis (ARMAX and GARCH), and some multivariate models associated primarily with modeling financial asset returns (copula-based structures and the discrete mixed normal and Laplace). It builds on the author's previous book, Fundamental Statistical Inference: A Computational Approach, which introduced the major concepts of statistical inference. Attention is explicitly paid to application and numeric computation, with examples of Matlab code throughout. The code offers a framework for discussion and illustration of numerics, and shows the mapping from theory to computation. The topic of time series analysis is on firm footing, with numerous textbooks and research journals dedicated to it. With respect to the subject/technology, many chapters in Linear Models and Time-Series Analysis cover firmly entrenched topics (regression and ARMA). Several others are dedicated to very modern methods, as used in empirical finance, asset pricing, risk management, and portfolio optimization, in order to address the severe change in performance of many pension funds, and changes in how fund managers work. Covers traditional time series analysis with new guidelines Provides access to cutting edge topics that are at the forefront of financial econometrics and industry Includes latest developments and topics such as financial returns data, notably also in a multivariate context Written by a leading expert in time series analysis Extensively classroom tested Includes a tutorial on SAS Supplemented with a companion website containing numerous Matlab programs Solutions to most exercises are provided in the book Linear Models and Time-Series Analysis: Regression, ANOVA, ARMA and GARCH is suitable for advanced masters students in statistics and quantitative finance, as well as doctoral students in economics and finance. It is also useful for quantitative financial practitioners in large financial institutions and smaller finance outlets.
Arguing About The World
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Author : Mary Kaldor
language : en
Publisher: A&C Black
Release Date : 2011-12-06
Arguing About The World written by Mary Kaldor and has been published by A&C Black this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-12-06 with History categories.
This book is available as open access through the Bloomsbury Open Access programme and is available on www.bloomsburycollections.com. 'The breadth of Meghnad Desai's research interests is awe-inspiring. Hence it is no surprise to see so many who are at the forefront of their respective areas represented in this volume . . . a real treat.' Sunil Wadhwani, CBE, former member of the Monetary Policy Committee, Bank of England Meghnad Desai's work in the social sciences and his contributions to broader political and intellectual life span more than half a century. His multidisciplinary thinking and commitment to social justice, and his efforts in both the academic and political spheres, have inspired many and have highlighted the urgent need for global reforms. This volume is a celebration of Lord Desai's life and legacy from scholars and thinkers who have shared Desai's interests and who are leading contributors in their fields. The book does justice to the diversity and originality of Desai's thought, engaging with the key themes of his life's work and pointing to their relevance in understanding and tackling the challenges of the future.