Three Essays On Large Panel Data Models With Cross Sectional Dependence
DOWNLOAD
Download Three Essays On Large Panel Data Models With Cross Sectional Dependence PDF/ePub or read online books in Mobi eBooks. Click Download or Read Online button to get Three Essays On Large Panel Data Models With Cross Sectional Dependence book now. This website allows unlimited access to, at the time of writing, more than 1.5 million titles, including hundreds of thousands of titles in various foreign languages. If the content not found or just blank you must refresh this page
Three Essays On Large Panel Data Models With Cross Sectional Dependence
DOWNLOAD
Author : Yonghui Zhang
language : en
Publisher:
Release Date : 2013
Three Essays On Large Panel Data Models With Cross Sectional Dependence written by Yonghui Zhang and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013 with Econometrics categories.
"My dissertation consists of three essays which contribute new theoretical results to large panel data models with cross-sectional dependence. These essays try to answer or partially answer some prominent questions such as how to detect the presence of cross-sectional dependence and how to capture the latent structure of cross-sectional dependence and estimate parameters efficiently by removing its effects".-- Author's abstract.
Essays In Honor Of M Hashem Pesaran
DOWNLOAD
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 B 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 Cheng Hsiao
DOWNLOAD
Author : Dek Terrell
language : en
Publisher: Emerald Group Publishing
Release Date : 2020-04-15
Essays In Honor Of Cheng Hsiao written by Dek Terrell 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 2020-04-15 with Business & Economics categories.
Including contributions spanning a variety of theoretical and applied topics in econometrics, this volume of Advances in Econometrics is published in honour of Cheng Hsiao.
Essays In Honor Of Peter C B Phillips
DOWNLOAD
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.
Three Essays In Time Series Macroeconomics
DOWNLOAD
Author : Junichiro Ishida
language : en
Publisher:
Release Date : 2000
Three Essays In Time Series Macroeconomics written by Junichiro Ishida and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2000 with categories.
The second chapter of the thesis considers the negative correlation between inflation and the average propensity to consume in the U.S. economy. While many explanations are offered for this observation, it is hard to be reconciled within the framework of a rational expectations model. In this paper, however, we argue that this correlation can be derived as an implication of the permanent income hypothesis. This conjecture is tested by identifying the dynamic response of consumption to different types of shock. The data show that this interpretation is largely consistent. This procedure also allows us to identify transitory consumption and the source of the failure of the permanent income hypothesis.
Large Dimensional Panel Data Econometrics Testing Estimation And Structural Changes
DOWNLOAD
Author : Feng Qu
language : en
Publisher: World Scientific
Release Date : 2020-08-24
Large Dimensional Panel Data Econometrics Testing Estimation And Structural Changes written by Feng Qu and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-08-24 with Business & Economics categories.
This book aims to fill the gap between panel data econometrics textbooks, and the latest development on 'big data', especially large-dimensional panel data econometrics. It introduces important research questions in large panels, including testing for cross-sectional dependence, estimation of factor-augmented panel data models, structural breaks in panels and group patterns in panels. To tackle these high dimensional issues, some techniques used in Machine Learning approaches are also illustrated. Moreover, the Monte Carlo experiments, and empirical examples are also utilised to show how to implement these new inference methods. Large-Dimensional Panel Data Econometrics: Testing, Estimation and Structural Changes also introduces new research questions and results in recent literature in this field.
Essays On Non Normality Nonparametrics And Cross Sectional Dependence In Panel Data
DOWNLOAD
Author : Xiao Huang
language : en
Publisher:
Release Date : 2005
Essays On Non Normality Nonparametrics And Cross Sectional Dependence In Panel Data written by Xiao Huang and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005 with Econometric models categories.
Essays In Honor Of Aman Ullah
DOWNLOAD
Author : R. Carter Hill
language : en
Publisher: Emerald Group Publishing
Release Date : 2016-06-29
Essays In Honor Of Aman Ullah written by R. Carter Hill 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 2016-06-29 with Business & Economics categories.
Volume 36 of Advances in Econometrics recognizes Aman Ullah's significant contributions in many areas of econometrics and celebrates his long productive career.
Dissertation Abstracts International
DOWNLOAD
Author :
language : en
Publisher:
Release Date : 2007
Dissertation Abstracts International written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007 with Dissertations, Academic categories.
Essays On Finite Mixture Models
DOWNLOAD
Author : Abram van Dijk
language : en
Publisher: Rozenberg Publishers
Release Date : 2009
Essays On Finite Mixture Models written by Abram van Dijk and has been published by Rozenberg Publishers this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009 with categories.
Finite mixture distributions are a weighted average of a finite number of distributions. The latter are usually called the mixture components. The weights are usually described by a multinomial distribution and are sometimes called mixing proportions. The mixture components may be the same type of distributions with di®erent parameter values but they may also be completely different distributions. Therefore, finite mixture distributions are very °exible for modeling data. They are frequently used as a building block within many modern econometric models. The specification of the mixture distribution depends on the modeling problem at hand. In this thesis, we introduce new applications of finite mixtures to deal with several di®erent modeling issues. Each chapter of the thesis focusses on a specific modeling issue. The parameters of some of the resulting models can be estimated using standard techniques but for some of the chapters we need to develop new estimation and inference methods. To illustrate how the methods can be applied, we analyze at least one empirical data set for each approach. These data sets cover a wide range of research fields, such as macroeconomics, marketing, and political science. We show the usefulness of the methods and, in some cases, the improvement over previous methods in the literature.