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Author : Brian P. Poi
Publisher : Unknown
Page : 318 pages
File Size : 49,5 Mb
Release : 2002
Category : Electronic
ISBN : UOM:39015055440245
Author : Artur Minkin
Publisher : Unknown
Page : 114 pages
File Size : 48,7 Mb
Release : 2003
Category : Electronic
ISBN : WISC:89083395913
Author : Patrice Whitely
Publisher : Unknown
Page : 350 pages
File Size : 49,6 Mb
Release : 2007
Category : Econometrics
ISBN : MSU:31293029560962
Author : Stanislav Anatolyev,Rossiĭskai︠a︡ ėkonomicheskai︠a︡ shkola
Publisher : Unknown
Page : 65 pages
File Size : 51,6 Mb
Release : 2004
Category : Econometrics
ISBN : 5821102812
Author : Christian Huse
Publisher : Unknown
Page : 344 pages
File Size : 43,5 Mb
Release : 2008
Category : Econometric models
ISBN : OCLC:940363302
Author : Marc Nerlove
Publisher : Cambridge University Press
Page : 388 pages
File Size : 54,9 Mb
Release : 2005-11-10
Category : Business & Economics
ISBN : 0521022460
This volume collects seven classic essays on panel data econometrics, and a cogent essay on the history of the subject.
Author : Zvi Griliches
Publisher : Edward Elgar Pub
Page : 664 pages
File Size : 41,7 Mb
Release : 1998-01-01
Category : Business & Economics
ISBN : 1852786590
'Reading a paper by Griliches, one sees how empirical economic research should be done. As the twentieth century ends, researchers are specializing more and more. Sometimes the link between economics and econometrics is often weak, if not severed. Graduate students in economics programs should be required to read at least one classic paper by Griliches to see that economic theory, data and econometrics belong together.' - Journal of the American Statistical Association 'An excellent reference source of this eminent economist's foremost work on method, applied econometrics and specification problems over the last forty years.' - Aslib Book Guide Zvi Griliches has made many seminal contributions to econometrics during the course of a long and distinguished career. His work has focused primarily on the economics of technological change and the econometric problems that arise in trying to study it.
Author : Niels Haldrup,Mika Meitz,Pentti Saikkonen
Publisher : OUP Oxford
Page : 352 pages
File Size : 53,9 Mb
Release : 2014-06-26
Category : Business & Economics
ISBN : 9780191669545
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.
Author : Te-Fen Lo
Publisher : Unknown
Page : 294 pages
File Size : 49,7 Mb
Release : 2000
Category : Charter schools
ISBN : MSU:31293020486555
Author : Chang-Ching Lin
Publisher : Unknown
Page : 154 pages
File Size : 53,6 Mb
Release : 2006
Category : Econometric models
ISBN : 0542787679
The third essay proposes a robust method to examine if the parameters of a panel data model are constant across individuals in the population. I utilize the L-moment to measure the dispersion of the estimates to propose a test, which is robust against outlying observations. The test statistic asymptotically has the standard normal distribution under the null hypothesis, as long as some mild conditions are met. My simulations show that this test delivers a more accurate size than existing tests in panel data models. The proposed test is also applied to examine whether or not the rates of convergence of economic growth are the same across countries.
Author : Xiaolong Liu
Publisher : Rozenberg Publishers
Page : 132 pages
File Size : 40,7 Mb
Release : 2010
Category : Electronic
ISBN : 9789036101998
Author : Clive W. J. Granger
Publisher : Cambridge University Press
Page : 548 pages
File Size : 51,6 Mb
Release : 2001-07-23
Category : Business & Economics
ISBN : 0521774969
These are econometrician Clive W. J. Granger's major essays in spectral analysis, seasonality, nonlinearity, methodology, and forecasting.
Author : Yanqin Fan
Publisher : National Library of Canada
Page : 274 pages
File Size : 50,9 Mb
Release : 1990
Category : Econometrics
ISBN : 0315552700
This dissertation consists of three essays related to the estimation of econometric models with dependent heterogeneous observations. The first presents a unified overview of the properties of three typical classes of dependent heterogeneous processes. The next two investigate the properties of econometric estimators applied to data generated by such processes.
Author : Tjalling Charles Koopmans
Publisher : McGraw-Hill Companies
Page : 256 pages
File Size : 46,6 Mb
Release : 1957
Category : Business & Economics
ISBN : UCSC:32106000818747
Author : Willy Sellekaerts
Publisher : Springer
Page : 296 pages
File Size : 48,9 Mb
Release : 1974-06-18
Category : Business & Economics
ISBN : 9781349019366
