The Refinement Of Econometric Estimation And Test Procedures
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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.
The Oxford Handbook Of Panel Data
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Author : Badi Hani Baltagi
language : en
Publisher:
Release Date : 2015
The Oxford Handbook Of Panel Data written by Badi Hani Baltagi and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015 with Business & Economics categories.
The Oxford Handbook of Panel Data examines new developments in the theory and applications of panel data. It includes basic topics like non-stationary panels, co-integration in panels, multifactor panel models, panel unit roots, measurement error in panels, incidental parameters and dynamic panels, spatial panels, nonparametric panel data, random coefficients, treatment effects, sample selection, count panel data, limited dependent variable panel models, unbalanced panel models with interactive effects and influential observations in panel data. Contributors to the Handbook explore applications of panel data to a wide range of topics in economics, including health, labor, marketing, trade, productivity, and macro applications in panels. This Handbook is an informative and comprehensive guide for both those who are relatively new to the field and for those wishing to extend their knowledge to the frontier. It is a trusted and definitive source on panel data, having been edited by Professor Badi Baltagi-widely recognized as one of the foremost econometricians in the area of panel data econometrics. Professor Baltagi has successfully recruited an all-star cast of experts for each of the well-chosen topics in the Handbook.
Time Series And Panel Data Econometrics
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Author : M. Hashem Pesaran
language : en
Publisher: Oxford University Press
Release Date : 2015-10-01
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 2015-10-01 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.
Applied Econometrics
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Author : Chia-Lin Chang
language : en
Publisher: MDPI
Release Date : 2019-05-13
Applied Econometrics written by Chia-Lin Chang and has been published by MDPI this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-05-13 with Business & Economics categories.
Although the theme of the monograph is primarily related to “Applied Econometrics”, there are several theoretical contributions that are associated with empirical examples, or directions in which the novel theoretical ideas might be applied. The monograph is associated with significant and novel contributions in theoretical and applied econometrics; economics; theoretical and applied financial econometrics; quantitative finance; risk; financial modeling; portfolio management; optimal hedging strategies; theoretical and applied statistics; applied time series analysis; forecasting; applied mathematics; energy economics; energy finance; tourism research; tourism finance; agricultural economics; informatics; data mining; bibliometrics; and international rankings of journals and academics.
Applied Econometric Analysis Using Cross Section And Panel Data
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Author : Deep Mukherjee
language : en
Publisher: Springer Nature
Release Date : 2024-01-03
Applied Econometric Analysis Using Cross Section And Panel Data written by Deep Mukherjee and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2024-01-03 with Business & Economics categories.
This book is a collection of 20 chapters on chosen topics from cross-section and panel data econometrics. It explores both theoretical and practical aspects of selected cutting-edge techniques which are gaining popularity among applied econometricians, while following the motto of “keeping things simple”. Each chapter gives a basic introduction to one such method, directs readers to supplementary references, and shows an application. The book takes into account that—A: The field of econometrics is evolving very fast and leading textbooks are trying to cover some of the recent developments in revised editions. This book offers basic introduction to state-of-the-art techniques and recent advances in econometric models with detailed applications from various developing and developed countries. B: An applied researcher or practitioner may prefer reference books with a simple introduction to an advanced econometric method or model with no theorems but with a longer discussion on empirical application. Thus, an applied econometrics textbook covering these cutting-edge methods is highly warranted; a void this book attempts to fills.The book does not aim at providing a comprehensive coverage of econometric methods. The 20 chapters in this book represent only a sample of the important topics in modern econometrics, with special focus on econometrics of cross-section and panel data, while also recognizing that it is not possible to accommodate all types of models and methods even in these two categories. The book is unique as authors have also provided the theoretical background (if any) and brief literature review behind the empirical applications. It is a must-have resource for students and practitioners of modern econometrics.
Micro Econometrics
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Author : Myoung-jae Lee
language : en
Publisher: Springer Science & Business Media
Release Date : 2009-09-28
Micro Econometrics written by Myoung-jae Lee 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 2009-09-28 with Business & Economics categories.
Up-to-date coverage of most micro-econometric topics; first half parametric, second half semi- (non-) parametric Many empirical examples and tips in applying econometric theories to data Essential ideas and steps shown for most estimators and tests; well-suited for both applied and theoretical readers
D Scoring Method Of Measurement
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Author : Dimiter Dimitrov
language : en
Publisher: Taylor & Francis
Release Date : 2023-07-18
D Scoring Method Of Measurement written by Dimiter Dimitrov and has been published by Taylor & Francis this book supported file pdf, txt, epub, kindle and other format this book has been release on 2023-07-18 with Education categories.
D-scoring Method of Measurement presents a unified framework of classical and latent measurement referred to as D-scoring method of measurement (DSM). Provided are detailed descriptions of DSM procedures and illustrative examples of how to apply the DSM in various scenarios of measurement. The DSM is designed to combine merits of the traditional CTT and IRT for the purpose of transparency, ease of interpretations, computational simplicity of test scoring and scaling, and practical efficiency, particularly in large-scale assessments. Through detailed descriptions of DSM procedures, this book shows how practical applications of such procedures are facilitated by the inclusion of operationalized guidance for their execution using the computer program DELTA for DSM-based scoring, equating, and item analysis of test data. In doing so, the book shows how DSM procedures can be readily translated into computer source codes for other popular software packages such as R. D-scoring Method of Measurement equips researchers and practitioners in the field of educational and psychological measurement with a comprehensive understanding of the DSM as a unified framework of classical and latent scoring, equating, and psychometric analysis.
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.
Amstat News
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Author : American Statistical Association
language : en
Publisher:
Release Date : 2008
Amstat News written by American Statistical Association and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008 with Statistics categories.
The Oxford Handbook Of Hedge Funds
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Author : Douglas Cumming
language : en
Publisher: Oxford University Press
Release Date : 2021-10-26
The Oxford Handbook Of Hedge Funds written by Douglas Cumming 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 2021-10-26 with Business & Economics categories.
The Oxford Handbook of Hedge Funds provides a comprehensive overview of the hedge fund industry from a global perspective, bringing together insights from theoretical and applied research. The book seeks to both introduce the industry and what it does to scholars and practitioners new to the area, and to provide more advanced insights to those with extensive expertise in the area. The handbook explains the main context in which hedge funds operate, how the raise capital, and their structure and governance. It evaluates the main factors that have affected the operation of hedge funds, including competition from mutual funds, the market environment, and financial regulation, explains key concepts such as hedge fund flows, and core issues of practice, such as hedge fund manager fees. This volume provides insights into the principle head fund strategies and how these have changed over the years. The behavioural dimensions of hedge fund behaviour are evaluated, as are fintech's consequences. The volume evaluates the effects of hedge funds on the firms they invest in, in terms of internal governance, strategy and practice. Furthermore, it explores a range of ethical issues around the operation of hedge funds, how they fit within the wider political economy, and changes in hedge fund regulation and taxation strategies.