Three Essays On Econometrics Of Moment Conditions In Time Series

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Three Essays On Econometrics Of Moment Conditions In Time Series

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Author : Stanislav Anatolyev
language : en
Publisher:
Release Date : 2004

Three Essays On Econometrics Of Moment Conditions In Time Series written by Stanislav Anatolyev and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004 with Econometrics categories.

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.

Essays On Moment Conditions Models Econometrics

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Author : Giuseppe Ragusa
language : en
Publisher:
Release Date : 2005

Essays On Moment Conditions Models Econometrics written by Giuseppe Ragusa and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005 with Econometrics categories.

Journal Of Economic Literature

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Author :
language : en
Publisher:
Release Date : 2005-12

Journal Of Economic Literature written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005-12 with Economics categories.

Essays In Econometrics

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Author : Clive W. J. Granger
language : en
Publisher: Cambridge University Press
Release Date : 2001-07-23

Essays In Econometrics written by Clive W. J. Granger 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 2001-07-23 with Business & Economics categories.

These are econometrician Clive W. J. Granger's major essays in spectral analysis, seasonality, nonlinearity, methodology, and forecasting.

Essays In Honor Of Joon Y Park

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Author : Yoosoon Chang
language : en
Publisher: Emerald Group Publishing
Release Date : 2023-04-24

Essays In Honor Of Joon Y Park written by Yoosoon Chang 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 2023-04-24 with Business & Economics categories.

Volumes 45a and 45b of Advances in Econometrics honor Professor Joon Y. Park, who has made numerous and substantive contributions to the field of econometrics over a career spanning four decades since the 1980s and counting.

Three Essays On Econometrics

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Author : Myungsup Kim
language : en
Publisher:
Release Date : 2005

Three Essays On Econometrics written by Myungsup Kim and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005 with Bootstrap (Statistics) categories.

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.

Essays In Honor Of M Hashem Pesaran

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Author : Alexander Chudik
language : en
Publisher: Emerald Group Publishing
Release Date : 2022-01-18

Essays In Honor Of M Hashem Pesaran written by Alexander Chudik 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 2022-01-18 with Business & Economics categories.

The collection of chapters in Volume 43 Part A of Advances in Econometrics serves as a tribute to one of the most innovative, influential, and productive econometricians of his generation, Professor M. Hashem Pesaran.

Essays In Honor Of Peter C B Phillips

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Author : Thomas B. Fomby
language : en
Publisher: Emerald Group Publishing
Release Date : 2014-11-21

Essays In Honor Of Peter C B Phillips 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 2014-11-21 with Political Science categories.

This volume honors Professor Peter C.B. Phillips' many contributions to the field of econometrics. The topics include non-stationary time series, panel models, financial econometrics, predictive tests, IV estimation and inference, difference-in-difference regressions, stochastic dominance techniques, and information matrix testing.