Unit Roots And Cointegration In Panels
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Nonstationary Panels Panel Cointegration And Dynamic Panels
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Author : Badi H. Baltagi
language : en
Publisher: Elsevier
Release Date : 2000
Nonstationary Panels Panel Cointegration And Dynamic Panels written by Badi H. Baltagi and has been published by Elsevier this book supported file pdf, txt, epub, kindle and other format this book has been release on 2000 with Business & Economics categories.
In the 16th Edition of Advances in Econometrics we present twelve papers discussing the current interface between Marketing and Econometrics. The authors are leading scholars in the fields and introduce the latest models for analysing marketing data. The papers are representative of the types of problems and methods that are used within the field of marketing. Marketing focuses on the interaction between the firm and the consumer. Economics encompasses this interaction as well as many others. Economics, along with psychology and sociology, provides a theoretical foundation for marketing.
Unit Roots And Cointegration In Panels
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Author : Jörg Breitung
language : en
Publisher:
Release Date : 2016
Unit Roots And Cointegration In Panels written by Jörg Breitung and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016 with categories.
This paper provides a review of the literature on unit roots and cointegration.
Unit Roots Cointegration And Structural Change
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Author : G. S. Maddala
language : en
Publisher: Cambridge University Press
Release Date : 1998
Unit Roots Cointegration And Structural Change written by G. S. Maddala 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 with Business & Economics categories.
Time series analysis has undergone many changes in recent years with the advent of unit roots and cointegration. Maddala and Kim present a comprehensive review of these important developments and examine structural change. The volume provides an analysis of unit root tests, problems with unit root testing, estimation of cointegration systems, cointegration tests, and econometric estimation with integrated regressors. The authors also present the Bayesian approach to these problems and bootstrap methods for small-sample inference. The chapters on structural change discuss the problems of unit root tests and cointegration under structural change, outliers and robust methods, the Markov-switching model and Harvey's structural time series model. Unit Roots, Cointegration and Structural Change is a major contribution to Themes in Modern Econometrics, of interest both to specialists and graduate and upper-undergraduate students.
The Econometrics Of Panel Data
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Author : Lászlo Mátyás
language : en
Publisher: Advanced Studies in Theoretical and Applied Econometrics
Release Date : 2008-04-25
The Econometrics Of Panel Data written by Lászlo Mátyás and has been published by Advanced Studies in Theoretical and Applied Econometrics this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008-04-25 with Business & Economics categories.
This volume provides a general overview of the econometrics of panel data, both from a theoretical and from an applied viewpoint. This third edition provides a presentation of theoretical developments as well as surveys about how econometric tools are used to study firms and household's behaviors.
The Econometric Analysis Of Non Stationary Spatial Panel Data
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Author : Michael Beenstock
language : en
Publisher: Springer
Release Date : 2019-03-27
The Econometric Analysis Of Non Stationary Spatial Panel Data written by Michael Beenstock and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-03-27 with Business & Economics categories.
This monograph deals with spatially dependent nonstationary time series in a way accessible to both time series econometricians wanting to understand spatial econometics, and spatial econometricians lacking a grounding in time series analysis. After charting key concepts in both time series and spatial econometrics, the book discusses how the spatial connectivity matrix can be estimated using spatial panel data instead of assuming it to be exogenously fixed. This is followed by a discussion of spatial nonstationarity in spatial cross-section data, and a full exposition of non-stationarity in both single and multi-equation contexts, including the estimation and simulation of spatial vector autoregression (VAR) models and spatial error correction (ECM) models. The book reviews the literature on panel unit root tests and panel cointegration tests for spatially independent data, and for data that are strongly spatially dependent. It provides for the first time critical valuesfor panel unit root tests and panel cointegration tests when the spatial panel data are weakly or spatially dependent. The volume concludes with a discussion of incorporating strong and weak spatial dependence in non-stationary panel data models. All discussions are accompanied by empirical testing based on a spatial panel data of house prices in Israel.
Estimation And Inference In Short Panel Vector Autoregressions With Unit Roots And Cointegration
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Author : Michael Binder
language : en
Publisher:
Release Date : 2000
Estimation And Inference In Short Panel Vector Autoregressions With Unit Roots And Cointegration written by Michael Binder and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2000 with Autoregression (Statistics) categories.
Palgrave Handbook Of Econometrics
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Author : Terence C. Mills
language : en
Publisher: Palgrave Handbook of Econometr
Release Date : 2009-06-25
Palgrave Handbook Of Econometrics written by Terence C. Mills and has been published by Palgrave Handbook of Econometr this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009-06-25 with Business & Economics categories.
Palgrave Handbooks of Econometrics comprises 'landmark' essays by the world's leading scholars and provides authoritative guidance in key areas of econometrics. With definitive contributions on the subject, the Handbook is an essential source for reference for professional econometricians, economists, researchers and students. Following the successful Palgrave Handbook of Econometrics: Volume 1, this second volume brings together leading academics working in econometrics today and explores applied econometrics. Volume 2 contains contributions on subjects including growth/development econometrics, computing, microeconomics, macroeconomics, finance, spatial and urban economics and international economics.
Macroeconomic Forecasting In The Era Of Big Data
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Author : Peter Fuleky
language : en
Publisher: Springer Nature
Release Date : 2019-11-28
Macroeconomic Forecasting In The Era Of Big Data written by Peter Fuleky and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-11-28 with Business & Economics categories.
This book surveys big data tools used in macroeconomic forecasting and addresses related econometric issues, including how to capture dynamic relationships among variables; how to select parsimonious models; how to deal with model uncertainty, instability, non-stationarity, and mixed frequency data; and how to evaluate forecasts, among others. Each chapter is self-contained with references, and provides solid background information, while also reviewing the latest advances in the field. Accordingly, the book offers a valuable resource for researchers, professional forecasters, and students of quantitative economics.
Unit Roots And Cointegration In Panels
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Author : Jörg Breitung
language : en
Publisher:
Release Date : 2005
Unit Roots And Cointegration In Panels written by Jörg Breitung and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005 with Cointegration categories.
Cointegration For The Applied Economist
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Author : B Bhaskara Rao (Ed.)
language : en
Publisher: Allied Publishers
Release Date : 1997
Cointegration For The Applied Economist written by B Bhaskara Rao (Ed.) and has been published by Allied Publishers this book supported file pdf, txt, epub, kindle and other format this book has been release on 1997 with categories.