Stochastic Dynamic Properties Of Linear Econometric Models
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Stochastic Dynamic Properties Of Linear Econometric Models
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Author : J Wolters
language : en
Publisher:
Release Date : 1980-09-01
Stochastic Dynamic Properties Of Linear Econometric Models written by J Wolters and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1980-09-01 with categories.
Stochastic Dynamic Properties Of Linear Econometric Models
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Author : J. Wolters
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Stochastic Dynamic Properties Of Linear Econometric Models written by J. Wolters 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.
Dynamic Linear Economic Models
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Author : James L. Kenkel
language : en
Publisher: Routledge
Release Date : 2018-04-09
Dynamic Linear Economic Models written by James L. Kenkel and has been published by Routledge this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-04-09 with Business & Economics categories.
Originally published in 1974. This book provides a rigorous and detailed introductory treatment of the theory of difference equations and their applications in the construction and analysis of dynamic economic models. It explains the theory of linear difference equations and various types of dynamic economic models are then analysed. Including plenty of examples of application throughout the text, it will be of use to those working in macroeconomics and econometrics.
Econometrics
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Author : P. J. Dhrymes
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Econometrics written by P. J. Dhrymes 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.
Econometric Decision Models
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Author : J. Gruber
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Econometric Decision Models written by J. Gruber 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.
Models Of Economic Dynamics
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Author : Hugo F. Sonnenschein
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Models Of Economic Dynamics written by Hugo F. Sonnenschein 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.
Econometric Analysis Of Financial Markets
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Author : Jürgen Kaehler
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Econometric Analysis Of Financial Markets written by Jürgen Kaehler 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 collection of papers represents the state of the art in the applicationof recent econometric methods to the analysis of financial markets. From a methodological point of view the main emphasis is on cointegration analysis and ARCH modelling. In cointegration analysis the links between long-runcomponents of time series are studied. The methods used can be applied to the determination of equilibrium relationships between the variables, whereas ARCH models are concerned with the measurement and analysis of changing variances in time series. These econometric models have been the most significant innovations for the empirical analysis of financial time series in recent years. Other econometric methods and models applied in the papers include factor analysis, vector autoregressions, and Markov-switching models. The papers cover a wide range of issues and theories in financial and international economics: the term structure ofinterest rates, exchange-rate determination, target-zone dynamics, stock-market efficiency, and option pricing.
Econometric Models Of Cyclical Behavior
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Author : Social Science Research Council (U.S.). Committee on Economic Stability
language : en
Publisher:
Release Date : 1972
Econometric Models Of Cyclical Behavior written by Social Science Research Council (U.S.). Committee on Economic Stability and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1972 with Business & Economics categories.
Conference report on dynamically stable econometrics models of business cycles in the USA and their forecasting properties - examines methodologycal problems, analyses stochastic and non-stochastic simulations in respect of economic policy, etc., and stresses the need for further studies and research. Diagrams, references and statistical tables. Conference held in Cambridge 1969 November 14 and 15.
Dynamic Properties Of Stochastic Linear Econometric Models
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Author : E. Philip Howrey
language : en
Publisher:
Release Date : 1967
Dynamic Properties Of Stochastic Linear Econometric Models written by E. Philip Howrey and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1967 with Economics categories.
Econometric Model Selection
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Author : Antonio Aznar Grasa
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-03-09
Econometric Model Selection written by Antonio Aznar Grasa 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 2013-03-09 with Business & Economics categories.
This book proposes a new methodology for the selection of one (model) from among a set of alternative econometric models. Let us recall that a model is an abstract representation of reality which brings out what is relevant to a particular economic issue. An econometric model is also an analytical characterization of the joint probability distribution of some random variables of interest, which yields some information on how the actual economy works. This information will be useful only if it is accurate and precise; that is, the information must be far from ambiguous and close to what we observe in the real world Thus, model selection should be performed on the basis of statistics which summarize the degree of accuracy and precision of each model. A model is accurate if it predicts right; it is precise if it produces tight confidence intervals. A first general approach to model selection includes those procedures based on both characteristics, precision and accuracy. A particularly interesting example of this approach is that of Hildebrand, Laing and Rosenthal (1980). See also Hendry and Richard (1982). A second general approach includes those procedures that use only one of the two dimensions to discriminate among models. In general, most of the tests we are going to examine correspond to this category.