Author: Ronald Leroy CooperPublisher:
ISBN:
Category : Econometrics
Languages : en
Pages : 1024
Book Description
The Predictive Performance of Quarterly Econometric Models of the United States
Author: Ronald Leroy CooperPublisher:
ISBN:
Category : Econometrics
Languages : en
Pages : 1024
Book Description
Econometric Models of Cyclical Behavior
Author: Social Science Research Council (U.S.). Committee on Economic StabilityPublisher:
ISBN:
Category : Business & Economics
Languages : en
Pages : 624
Book Description
Conference report on dynamically stable econometrics models of business cycles in the USA and their forecasting properties - examines methodologycal problems, analyses stochastic and non-stochastic simulations in respect of economic policy, etc., and stresses the need for further studies and research. Diagrams, references and statistical tables. Conference held in Cambridge 1969 November 14 and 15.
Econometric Model Performance
Author: Lawrence R. KleinPublisher: University of Pennsylvania Press
ISBN: 1512803561
Category : Business & Economics
Languages : en
Pages : 416
Book Description
Models of the American economy exist in government, research institutes, universities, and private corporations. Given the proliferation, it is wise to take stock because these models come from diverse sources and describe different conditions from alternative points of view. They could be saying different things about the economy. The high-level comparative studies in this volume, gathered from several issues of the International Economic Review, with a substantive introduction and the addition of more comparative material, evaluate the performance of eleven models of the American economy: the Wharton Mark Ill Model; Brookings Model; Hickman-Coen Annual Model; Liu-Hwa Monthly Model; Data Resources, Inc. (DRI) Model; Federal Reserve Bank of St. Louis Model; Michigan Quarterly Econometric (MOEM) Model; Wharton Annual and Industry Model; Anticipation Version of the Wharton Mark Ill Model/Fair Model; U.S. Department of Commerce (BEA) Model. Each of the proprietors or builders of these models describes his own system in his own words. These studies come closer than ever before to standardizing model operations for testing purposes. Some of the models are monthly, while others are annual. but the quarterly unit of time is the most frequent. Some are demand oriented, others are supply oriented, and focus on the input-output sectors of the economy. Some use only observed. objective data; others use subjective. anticipatory data. Both large and small models are included. In spite of the diversity, the contributors have cooperated to trace the differences between their models to root causes and to report jointly the results of their research. There are also some general papers that look at model performance from outside the CEME group.
The Predictive Performance of Quarterly Econometric Models of the United States
Author: Ronald Leroy CooperEvaluation of Econometric Models
Author: Jan KmentaPublisher: Academic Press
ISBN: 1483267342
Category : Business & Economics
Languages : en
Pages : 425
Book Description
Evaluation of Econometric Models presents approaches to assessing and enhancing the progress of applied economic research. This book discusses the problems and issues in evaluating econometric models, use of exploratory methods in economic analysis, and model construction and evaluation when theoretical knowledge is scarce. The data analysis by partial least squares, prediction analysis of economic models, and aggregation and disaggregation of nonlinear equations are also elaborated. This text likewise covers the comparison of econometric models by optimal control techniques, role of time series analysis in econometric model evaluation, and hypothesis testing in spectral regression. Other topics include the relevance of laboratory experiments to testing resource allocation theory and token economy and animal models for the experimental analysis of economic behavior. This publication is intended for students and researchers interested in evaluating econometric models.
Handbook of Econometrics
Author: Zvi GrilichesPublisher: Elsevier
ISBN: 9780444861856
Category : Econometrics
Languages : en
Pages : 804
Book Description
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.
Proceedings
Author: The Wharton Quarterly Econometric Forecasting Model
Author: Michael D. McCarthyPublisher:
ISBN:
Category : Business cycles
Languages : en
Pages : 220
Book Description
A History of Econometrics
Author: Duo QinPublisher:
ISBN: 0199679347
Category : Business & Economics
Languages : en
Pages : 257
Book Description
Written from the Haavelmo-Cowles Commission econometric perspective, this book provides an account of the advances in the field of econometrics since the 1970s.
Essays in Econometrics
Author: Clive W. J. GrangerPublisher: Cambridge University Press
ISBN: 9780521774963
Category : Business & Economics
Languages : en
Pages : 548
Book Description
These are econometrician Clive W. J. Granger's major essays in spectral analysis, seasonality, nonlinearity, methodology, and forecasting.