Distributed Lags and Investment Analysis PDF Download

Author: Leendert Marinus Koyck
Publisher:
ISBN:
Category : Business & Economics
Languages : en
Pages : 138

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Author: Leendert M. Koyck
Publisher:
ISBN:
Category :
Languages : en
Pages : 111

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Author: Marc Nerlove
Publisher:
ISBN:
Category : Agricultural industries
Languages : en
Pages : 130

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Author: Hamid Seddighi
Publisher: Psychology Press
ISBN: 9780415156455
Category : Business & Economics
Languages : en
Pages : 422

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Recognising the fact that A level mathematics is no longer a necessary prerequisite for economics courses, this text introduces this key subdivision of economics to an audience who might otherwise have been deterred by its complexity.

Author: Badi H. Baltagi
Publisher: Springer Nature
ISBN: 3030801497
Category : Business & Economics
Languages : en
Pages : 496

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Book Description
This textbook teaches some of the basic econometric methods and the underlying assumptions behind them. It also includes a simple and concise treatment of more advanced topics in spatial correlation, panel data, limited dependent variables, regression diagnostics, specification testing and time series analysis. Each chapter has a set of theoretical exercises as well as empirical illustrations using real economic applications. These empirical exercises usually replicate a published article using Stata, Eviews as well as SAS. This new sixth edition has been fully revised and updated, and includes new material on limited dependent variables and panel data as well as revision of basic topics like heteroskedasticity, endogeneity, over-identification and specification testing. The author also provides more exercises and empirical examples based on published economic applications.

Author: Phoebus J. Dhrymes
Publisher: North Holland
ISBN:
Category : Business & Economics
Languages : en
Pages : 492

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This volume presents an analysis of the estimation of distributed lag models. It covers the algebraic structure of lag operators and examines the estimation of problems connected with finite and infinite lag structures, under a variety of assumptions pertaining to the error process. This revised edition emphasizes the potential applications of distributed lags, discussing the polynomial lag hypothesis and its relation to restricted least squares. Also, the test for autocorrelation of the error structure, when the model specification contains a lagged endogenous variable, is examined. The material is suitable for second-year graduate students in economics, and for undergraduates in statistics, mathematics, operations research, econometrics and electrical engineering, providing they have a background in calculus, linear algebra and mathematical statistics.

Author: Badi Hani Baltagi
Publisher: Springer Science & Business Media
ISBN: 9783540435013
Category : Business & Economics
Languages : en
Pages : 426

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As well as specification testing, Gauss-Newton regressions and regression diagnostics. In addition, the book features a set of empirical illustrations that demonstrate some of the basic results. The empirical exercises are solved using several econometric software packages.

Author: George G. Judge
Publisher: John Wiley & Sons
ISBN: 047189530X
Category : Business & Economics
Languages : en
Pages : 1062

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Book Description
This broadly based graduate-level textbook covers the major models and statistical tools currently used in the practice of econometrics. It examines the classical, the decision theory, and the Bayesian approaches, and contains material on single equation and simultaneous equation econometric models. Includes an extensive reference list for each topic.

Author: Hamid Seddighi
Publisher: Routledge
ISBN: 1136586091
Category : Business & Economics
Languages : en
Pages : 466

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Book Description
This book constitutes the first serious attempt to explain the basics of econometrics and its applications in the clearest and simplest manner possible. Recognising the fact that a good level of mathematics is no longer a necessary prerequisite for economics/financial economics undergraduate and postgraduate programmes, it introduces this key subdivision of economics to an audience who might otherwise have been deterred by its complex nature.

Author: P. E. Hart
Publisher: Routledge
ISBN: 100040367X
Category : Business & Economics
Languages : en
Pages : 286

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Originally published in 1968, this second volume of the Glasgow Studies in Profit, Business Saving and Investment uses the financial data assembled in Volume 1 to test economic theories of the factor distribution income, of the appropriation of profit, of the determinants of investment, and of the return on capital. The tests enabled the measurement of long-run and short-run variation of the ratio of profit to employee compensation in the United Kingdom at the level of individual industries and the whole industrial sector. As well as measuring the relationship between a company’s sales or profits and its expenditure on fixed assets, the book describes the long-term decline in the rate of return on capital in the UK and measures the effect of the intensity of competition on this return.