Econometrics Recent Advances And Applications

Author : Anonim
Publisher : BoD – Books on Demand
Page : 128 pages
File Size : 47,8 Mb
Release : 2023-10-25
Category : Business & Economics
ISBN : 9781803565248

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Econometrics - Recent Advances and Applications by Anonim Pdf

Econometrics uses statistical methods and real-world data to predict and establish specific trends. This analytical method sustains limitless potential, but the necessary research for professionals to understand and implement this is often lacking. Econometrics - Recent Advances and Applications explores the theoretical and practical aspects of detailed econometric theories and applications within economics, policymaking, and finance. This book covers various topics such as dynamic stochastic general equilibrium (DSGE) models, machine learning, spatial econometrics, and time series analysis. This book is a useful resource for economists, policymakers, financial analysts, researchers, academicians, and graduate students seeking research on the various applications of econometrics.

Author : Miroslav Verbič
Publisher : BoD – Books on Demand
Page : 129 pages
File Size : 55,8 Mb
Release : 2011-07-27
Category : Business & Economics
ISBN : 9789533075037

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Advances in Econometrics by Miroslav Verbič Pdf

Econometrics is becoming a highly developed and highly mathematicized array of its own sub disciplines, as it should be, as economies are becoming increasingly complex, and scientific economic analyses require progressively thorough knowledge of solid quantitative methods. This book thus provides recent insight on some key issues in econometric theory and applications. The volume first focuses on three recent advances in econometric theory: non-parametric estimation, instrument generating functions, and seasonal volatility models. Additionally, three recent econometric applications are presented: continuous time duration analysis, panel data analysis dealing with endogeneity and selectivity biases, and seemingly unrelated regression analysis. Intended as an electronic edition, providing immediate "open access" to its content, the book is easy to follow and will be of interest to professionals involved in econometrics.

Author : Luc Anselin,Raymond Florax,Sergio J. Rey
Publisher : Springer Science & Business Media
Page : 516 pages
File Size : 46,9 Mb
Release : 2013-03-09
Category : Business & Economics
ISBN : 9783662056172

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Advances in Spatial Econometrics by Luc Anselin,Raymond Florax,Sergio J. Rey Pdf

World-renowned experts in spatial statistics and spatial econometrics present the latest advances in specification and estimation of spatial econometric models. This includes information on the development of tools and software, and various applications. The text introduces new tests and estimators for spatial regression models, including discrete choice and simultaneous equation models. The performance of techniques is demonstrated through simulation results and a wide array of applications related to economic growth, international trade, knowledge externalities, population-employment dynamics, urban crime, land use, and environmental issues. An exciting new text for academics with a theoretical interest in spatial statistics and econometrics, and for practitioners looking for modern and up-to-date techniques.

Author : Econometric Society. World Congress
Publisher : Cambridge University Press
Page : 431 pages
File Size : 48,7 Mb
Release : 2006-08-14
Category : Business & Economics
ISBN : 9780521871525

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Advances in Economics and Econometrics: Volume 1 by Econometric Society. World Congress Pdf

Publisher description

Author : Richard Blundell,Whitney K. Newey,Torsten Persson
Publisher : Unknown
Page : 128 pages
File Size : 42,6 Mb
Release : 2006
Category : Econometrics
ISBN : LCCN:2006014485

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Advances in Economics and Econometrics by Richard Blundell,Whitney K. Newey,Torsten Persson Pdf

Author : Econometric Society. World Congress
Publisher : Cambridge University Press
Page : 348 pages
File Size : 53,9 Mb
Release : 1997-02-20
Category : Business & Economics
ISBN : 0521589819

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Advances in Economics and Econometrics: Theory and Applications by Econometric Society. World Congress Pdf

This book is the third of three volumes containing papers presented at the Seventh World Congress of the Econometric Society. The papers summarize and interpret key recent developments and discuss current and future directions in a wide range of topics in economics and econometrics. They cover both theory and applications. Authored by leading specialists in their fields these volumes provide a unique survey of progress in the discipline.

Author : Mathias Dewatripont,Lars Peter Hansen,Stephen J. Turnovsky
Publisher : Cambridge University Press
Page : 392 pages
File Size : 44,8 Mb
Release : 2003-01-20
Category : Business & Economics
ISBN : 0521524113

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Advances in Economics and Econometrics by Mathias Dewatripont,Lars Peter Hansen,Stephen J. Turnovsky Pdf

These three volumes contain edited versions of papers and commentaries presented in invited symposium sessions of the Eighth World Congress of the Econometric Society. The papers summarize and interpret recent key developments and future directions in a wide range of topics in economics and econometrics. They cover theory and applications and provide a unique survey of progress in the discipline.

Author : Mathias Dewatripont,Lars Peter Hansen,Stephen J. Turnovsky
Publisher : Cambridge University Press
Page : 308 pages
File Size : 51,9 Mb
Release : 2003-01-20
Category : Business & Economics
ISBN : 052152413X

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Advances in Economics and Econometrics by Mathias Dewatripont,Lars Peter Hansen,Stephen J. Turnovsky Pdf

This is the third of three volumes containing edited versions of papers and commentaries presented in invited symposium sessions of the Eighth World Congress of the Econometric Society. The papers summarize and interpret recent key developments and discuss future directions in a wide range of topics in economics and econometrics. The papers cover both theory and applications. Written by leading specialists in their fields these volumes provide a unique survey of progress in the discipline.

Author : Norman R. Swanson,Xiye Yang
Publisher : MDPI
Page : 196 pages
File Size : 52,7 Mb
Release : 2021-08-31
Category : Business & Economics
ISBN : 9783036508528

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Recent Advances in Theory and Methods for the Analysis of High Dimensional and High Frequency Financial Data by Norman R. Swanson,Xiye Yang Pdf

Recently, considerable attention has been placed on the development and application of tools useful for the analysis of the high-dimensional and/or high-frequency datasets that now dominate the landscape. The purpose of this Special Issue is to collect both methodological and empirical papers that develop and utilize state-of-the-art econometric techniques for the analysis of such data.

Author : Giovanni Cerulli
Publisher : Springer
Page : 308 pages
File Size : 54,8 Mb
Release : 2015-05-08
Category : Business & Economics
ISBN : 9783662464052

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Econometric Evaluation of Socio-Economic Programs by Giovanni Cerulli Pdf

This book provides advanced theoretical and applied tools for the implementation of modern micro-econometric techniques in evidence-based program evaluation for the social sciences. The author presents a comprehensive toolbox for designing rigorous and effective ex-post program evaluation using the statistical software package Stata. For each method, a statistical presentation is developed, followed by a practical estimation of the treatment effects. By using both real and simulated data, readers will become familiar with evaluation techniques, such as regression-adjustment, matching, difference-in-differences, instrumental-variables and regression-discontinuity-design and are given practical guidelines for selecting and applying suitable methods for specific policy contexts.

Author : Xiaohong Chen,Norman R. Swanson
Publisher : Springer Science & Business Media
Page : 582 pages
File Size : 55,7 Mb
Release : 2012-08-01
Category : Business & Economics
ISBN : 9781461416531

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Recent Advances and Future Directions in Causality, Prediction, and Specification Analysis by Xiaohong Chen,Norman R. Swanson Pdf

This book is a collection of articles that present the most recent cutting edge results on specification and estimation of economic models written by a number of the world’s foremost leaders in the fields of theoretical and methodological econometrics. Recent advances in asymptotic approximation theory, including the use of higher order asymptotics for things like estimator bias correction, and the use of various expansion and other theoretical tools for the development of bootstrap techniques designed for implementation when carrying out inference are at the forefront of theoretical development in the field of econometrics. One important feature of these advances in the theory of econometrics is that they are being seamlessly and almost immediately incorporated into the “empirical toolbox” that applied practitioners use when actually constructing models using data, for the purposes of both prediction and policy analysis and the more theoretically targeted chapters in the book will discuss these developments. Turning now to empirical methodology, chapters on prediction methodology will focus on macroeconomic and financial applications, such as the construction of diffusion index models for forecasting with very large numbers of variables, and the construction of data samples that result in optimal predictive accuracy tests when comparing alternative prediction models. Chapters carefully outline how applied practitioners can correctly implement the latest theoretical refinements in model specification in order to “build” the best models using large-scale and traditional datasets, making the book of interest to a broad readership of economists from theoretical econometricians to applied economic practitioners.

Author : Jean-Marie Dufour,Baldev Raj
Publisher : Springer Science & Business Media
Page : 248 pages
File Size : 53,8 Mb
Release : 2012-12-06
Category : Business & Economics
ISBN : 9783642487422

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New Developments in Time Series Econometrics by Jean-Marie Dufour,Baldev Raj Pdf

This book contains eleven articles which provide empirical applications as well as theoretical extensions of some of the most exciting recent developments in time-series econometrics. The papers are grouped around three broad themes: (I) the modeling of multivariate times series; (II) the analysis of structural change; (III) seasonality and fractional integration. Since these themes are closely inter-related, several other topics covered are also worth stressing: vector autoregressive (VAR) models, cointegration and error-correction models, nonparametric methods in time series, and fractionally integrated models. Researchers and students interested in macroeconomic and empirical finance will find in this collection a remarkably representative sample of recent work in this area.

Author : Econometric Society. World Congress
Publisher : Unknown
Page : 452 pages
File Size : 46,5 Mb
Release : 2006
Category : Business & Economics
ISBN : PSU:000061045040

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Advances in Economics and Econometrics: Volume 3 by Econometric Society. World Congress Pdf

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Author : J.J. Heckman,Edward Leamer
Publisher : Elsevier
Page : 740 pages
File Size : 41,7 Mb
Release : 2001-11-22
Category : Business & Economics
ISBN : 0080524796

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Handbook of Econometrics by J.J. Heckman,Edward Leamer Pdf

The Handbook is a definitive reference source and teaching aid for econometricians. It examines models, estimation theory, data analysis and field applications in econometrics. Comprehensive surveys, written by experts, discuss recent developments at a level suitable for professional use by economists, econometricians, statisticians, and in advanced graduate econometrics courses. For more information on the Handbooks in Economics series, please see our home page on http://www.elsevier.nl/locate/hes

Author : Econometric Society. World Congress
Publisher : Cambridge University Press
Page : 511 pages
File Size : 47,6 Mb
Release : 2013-05-27
Category : Business & Economics
ISBN : 9781107016040

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Advances in Economics and Econometrics by Econometric Society. World Congress Pdf

The first volume of edited papers from the Tenth World Congress of the Econometric Society 2010.