Three Essays in Applied Econometrics PDF Download

Author: Brian P. Poi
Publisher:
ISBN:
Category :
Languages : en
Pages : 318

View

Book Description

Author: Patrice Whitely
Publisher:
ISBN:
Category : Econometrics
Languages : en
Pages : 350

View

Book Description

Author: Helmut Lütkepohl
Publisher: Cambridge University Press
ISBN: 1139454730
Category : Business & Economics
Languages : en
Pages : 351

View

Book Description
Time series econometrics is a rapidly evolving field. Particularly, the cointegration revolution has had a substantial impact on applied analysis. Hence, no textbook has managed to cover the full range of methods in current use and explain how to proceed in applied domains. This gap in the literature motivates the present volume. The methods are sketched out, reminding the reader of the ideas underlying them and giving sufficient background for empirical work. The treatment can also be used as a textbook for a course on applied time series econometrics. Topics include: unit root and cointegration analysis, structural vector autoregressions, conditional heteroskedasticity and nonlinear and nonparametric time series models. Crucial to empirical work is the software that is available for analysis. New methodology is typically only gradually incorporated into existing software packages. Therefore a flexible Java interface has been created, allowing readers to replicate the applications and conduct their own analyses.

Author: Niels Haldrup
Publisher: OUP Oxford
ISBN: 0191669547
Category : Business & Economics
Languages : en
Pages : 393

View

Book Description
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: World Bank
Publisher: World Bank Publications
ISBN: 0821397281
Category : Business & Economics
Languages : en
Pages : 697

View

Book Description
"This work is a product of the staff of The World Bank with external contributions"--T.p. verso.

Author: Juan J. Dolado
Publisher: Emerald Group Publishing
ISBN: 1803828331
Category : Business & Economics
Languages : en
Pages : 188

View

Book Description
Both parts of Volume 44 of Advances in Econometrics pay tribute to Fabio Canova for his major contributions to economics over the last four decades.

Author: Clive W. J. Granger
Publisher: Cambridge University Press
ISBN: 9780521796491
Category : Business & Economics
Languages : en
Pages : 400

View

Book Description
These are econometrician Clive W. J. Granger's major essays in causality, integration, cointegration, and long memory.

Author: Dimitrios Asteriou
Publisher: Palgrave Macmillan
ISBN: 9780230271821
Category : Business & Economics
Languages : en
Pages : 0

View

Book Description
Applied Econometrics takes an intuitive, hands-on approach to presenting modern econometrics. Wide-ranging yet compact, the book features extensive software integration and contains empirical applications throughout. It provides step-by-step guidelines for all econometric tests and methods of estimation, and also provides interpretations of the results. The second edition of this popular book features expanded topical coverage, more coverage of fundamental concepts for students new to the subject or requiring a "refresher", integrated finance applications throughout, as well as the addition of Stata to the software coverage (already featuring EViews and Microfit). New chapters include: - Limited Dependent Variable Regression Models - Identification in Standard and Cointegrated Systems - Solving Models This is an ideal book for undergraduate and master's economics or finance students taking a first course in applied econometrics. A companion website for this book is available at www.palgrave.com/economics/asteriou2 which contains: - Data files for students - PowerPoint slides for lecturers

Author: Jason J. Wu
Publisher:
ISBN:
Category :
Languages : en
Pages : 168

View

Book Description

Author: E. Ayşen Hiç Gencer
Publisher: Cambridge Scholars Publishing
ISBN: 152755841X
Category : Business & Economics
Languages : en
Pages : 436

View

Book Description
This volume explores the economies of countries in Asia, as well as the former Soviet socialist bloc countries of Central Asia and the Balkans. It analyses the region from the perspective of globalization and regional economic integration, economic growth and sustainable development, international trade and finance, money market and banking systems, labor market and external migration, energy and agricultural sectors. This book will appeal to anyone who is interested in economies of this region, their transition process towards a market economy regime, and their integration in the global world, including academicians from any field of social sciences, as well as decision makers, politicians, businessmen and journalists.