Statistical Foundations Of Econometric Modelling
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Statistical Foundations Of Econometric Modelling
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Author : Aris Spanos
language : en
Publisher: Cambridge University Press
Release Date : 1986-10-30
Statistical Foundations Of Econometric Modelling written by Aris Spanos 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 1986-10-30 with Business & Economics categories.
A thorough foundation in probability theory and statistical inference provides an introduction to the underlying theory of econometrics that motivates the student at a intuitive as well as a formal level.
Identification And Inference For Econometric Models
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Author : Donald W. K. Andrews
language : en
Publisher: Cambridge University Press
Release Date : 2005-06-17
Identification And Inference For Econometric Models written by Donald W. K. Andrews 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 2005-06-17 with Business & Economics categories.
This 2005 collection pushed forward the research frontier in four areas of theoretical econometrics.
The Routledge Handbook Of The Philosophy Of Economics
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Author : Conrad Heilmann
language : en
Publisher: Routledge
Release Date : 2021-11-29
The Routledge Handbook Of The Philosophy Of Economics written by Conrad Heilmann and has been published by Routledge this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021-11-29 with Philosophy categories.
The most fundamental questions of economics are often philosophical in nature, and philosophers have, since the very beginning of Western philosophy, asked many questions that current observers would identify as economic. The Routledge Handbook of Philosophy of Economics is an outstanding reference source for the key topics, problems, and debates at the intersection of philosophical and economic inquiry. It captures this field of countless exciting interconnections, affinities, and opportunities for cross-fertilization. Comprising 35 chapters by a diverse team of contributors from all over the globe, the Handbook is divided into eight sections: I. Rationality II. Cooperation and Interaction III. Methodology IV. Values V. Causality and Explanation VI. Experimentation and Simulation VII. Evidence VIII. Policy The volume is essential reading for students and researchers in economics and philosophy who are interested in exploring the interconnections between the two disciplines. It is also a valuable resource for those in related fields like political science, sociology, and the humanities.
The Refinement Of Econometric Estimation And Test Procedures
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Author : Garry D. A. Phillips
language : en
Publisher: Cambridge University Press
Release Date : 2007-02-01
The Refinement Of Econometric Estimation And Test Procedures written by Garry D. A. Phillips 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 2007-02-01 with Business & Economics categories.
The small sample properties of estimators and tests are frequently too complex to be useful or are unknown. Much econometric theory is therefore developed for very large or asymptotic samples where it is assumed that the behaviour of estimators and tests will adequately represent their properties in small samples. Refined asymptotic methods adopt an intermediate position by providing improved approximations to small sample behaviour using asymptotic expansions. Dedicated to the memory of Michael Magdalinos, whose work is a major contribution to this area, this book contains chapters directly concerned with refined asymptotic methods. In addition, there are chapters focusing on new asymptotic results; the exploration through simulation of the small sample behaviour of estimators and tests in panel data models; and improvements in methodology. With contributions from leading econometricians, this collection will be essential reading for researchers and graduate students concerned with the use of asymptotic methods in econometric analysis.
Philosophy Of Economics
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Author : Uskali Mäki
language : en
Publisher: Elsevier
Release Date : 2012-06-12
Philosophy Of Economics written by Uskali Mäki and has been published by Elsevier this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-06-12 with Business & Economics categories.
Part of the Handbook of the Philosophy of Science Series edited by: Dov M. Gabbay King's College, London, UK; Paul Thagard University of Waterloo, Canada; and John Woods University of British Columbia, Canada. Philosophy of Economics investigates the foundational concepts and methods of economics, the social science that analyzes the production, distribution and consumption of goods and services. This groundbreaking collection, the most thorough treatment of the philosophy of economics ever published, brings together philosophers, scientists and historians to map out the central topics in the field. The articles are divided into two groups. Chapters in the first group deal with various philosophical issues characteristic of economics in general, including realism and Lakatos, explanation and testing, modeling and mathematics, political ideology and feminist epistemology. Chapters in the second group discuss particular methods, theories and branches of economics, including forecasting and measurement, econometrics and experimentation, rational choice and agency issues, game theory and social choice, behavioral economics and public choice, geographical economics and evolutionary economics, and finally the economics of scientific knowledge. This volume serves as a detailed introduction for those new to the field as well as a rich source of new insights and potential research agendas for those already engaged with the philosophy of economics. Provides a bridge between philosophy and current scientific findings Encourages multi-disciplinary dialogue Covers theory and applications
Econometrics
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Author : Badi H. Baltagi
language : en
Publisher: Springer Nature
Release Date : 2022-01-27
Econometrics written by Badi H. Baltagi and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022-01-27 with Business & Economics categories.
This textbook teaches some of the basic econometric methods and the underlying assumptions behind them. It also includes a simple and concise treatment of more advanced topics in spatial correlation, panel data, limited dependent variables, regression diagnostics, specification testing and time series analysis. Each chapter has a set of theoretical exercises as well as empirical illustrations using real economic applications. These empirical exercises usually replicate a published article using Stata, Eviews as well as SAS. This new sixth edition has been fully revised and updated, and includes new material on limited dependent variables and panel data as well as revision of basic topics like heteroskedasticity, endogeneity, over-identification and specification testing. The author also provides more exercises and empirical examples based on published economic applications.
Multivariate Modelling Of Non Stationary Economic Time Series
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Author : John Hunter
language : en
Publisher: Springer
Release Date : 2017-05-08
Multivariate Modelling Of Non Stationary Economic Time Series written by John Hunter and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-05-08 with Business & Economics categories.
This book examines conventional time series in the context of stationary data prior to a discussion of cointegration, with a focus on multivariate models. The authors provide a detailed and extensive study of impulse responses and forecasting in the stationary and non-stationary context, considering small sample correction, volatility and the impact of different orders of integration. Models with expectations are considered along with alternate methods such as Singular Spectrum Analysis (SSA), the Kalman Filter and Structural Time Series, all in relation to cointegration. Using single equations methods to develop topics, and as examples of the notion of cointegration, Burke, Hunter, and Canepa provide direction and guidance to the now vast literature facing students and graduate economists.
Econometric Analysis Of Financial And Economic Time Series
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Author : Thomas B. Fomby
language : en
Publisher: Emerald Group Publishing
Release Date : 2006-03-01
Econometric Analysis Of Financial And Economic Time Series 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 2006-03-01 with Business & Economics categories.
Talks about the time varying betas of the capital asset pricing model, analysis of predictive densities of nonlinear models of stock returns, modelling multivariate dynamic correlations, flexible seasonal time series models, estimation of long-memory time series models, application of the technique of boosting in volatility forecasting, and more.
Forecasting Economic Time Series
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Author : Michael Clements
language : en
Publisher: Cambridge University Press
Release Date : 1998-10-08
Forecasting Economic Time Series written by Michael Clements 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 1998-10-08 with Business & Economics categories.
This book provides a formal analysis of the models, procedures, and measures of economic forecasting with a view to improving forecasting practice. David Hendry and Michael Clements base the analyses on assumptions pertinent to the economies to be forecast, viz. a non-constant, evolving economic system, and econometric models whose form and structure are unknown a priori. The authors find that conclusions which can be established formally for constant-parameter stationary processes and correctly-specified models often do not hold when unrealistic assumptions are relaxed. Despite the difficulty of proceeding formally when models are mis-specified in unknown ways for non-stationary processes that are subject to structural breaks, Hendry and Clements show that significant insights can be gleaned. For example, a formal taxonomy of forecasting errors can be developed, the role of causal information clarified, intercept corrections re-established as a method for achieving robustness against forms of structural change, and measures of forecast accuracy re-interpreted.
Time Series And Panel Data Econometrics
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Author : M. Hashem Pesaran
language : en
Publisher: Oxford University Press
Release Date : 2015
Time Series And Panel Data Econometrics written by M. Hashem Pesaran 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 2015 with Business & Economics categories.
This book is concerned with recent developments in time series and panel data techniques for the analysis of macroeconomic and financial data. It provides a rigorous, nevertheless user-friendly, account of the time series techniques dealing with univariate and multivariate time series models, as well as panel data models. It is distinct from other time series texts in the sense that it also covers panel data models and attempts at a more coherent integration of time series, multivariate analysis, and panel data models. It builds on the author's extensive research in the areas of time series and panel data analysis and covers a wide variety of topics in one volume. Different parts of the book can be used as teaching material for a variety of courses in econometrics. It can also be used as reference manual. It begins with an overview of basic econometric and statistical techniques, and provides an account of stochastic processes, univariate and multivariate time series, tests for unit roots, cointegration, impulse response analysis, autoregressive conditional heteroskedasticity models, simultaneous equation models, vector autoregressions, causality, forecasting, multivariate volatility models, panel data models, aggregation and global vector autoregressive models (GVAR). The techniques are illustrated using Microfit 5 (Pesaran and Pesaran, 2009, OUP) with applications to real output, inflation, interest rates, exchange rates, and stock prices.