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Author: Jan Beran Publisher: Springer ISBN: 3319031228 Category : Business & Economics Languages : en Pages : 506
Book Description
The purpose of this book is to establish a connection between the traditional field of empirical economic research and the emerging area of empirical financial research and to build a bridge between theoretical developments in these areas and their application in practice. Accordingly, it covers broad topics in the theory and application of both empirical economic and financial research, including analysis of time series and the business cycle; different forecasting methods; new models for volatility, correlation and of high-frequency financial data and new approaches to panel regression, as well as a number of case studies. Most of the contributions reflect the state-of-art on the respective subject. The book offers a valuable reference work for researchers, university instructors, practitioners, government officials and graduate and post-graduate students, as well as an important resource for advanced seminars in empirical economic and financial research.
Author: Jan Beran Publisher: Springer ISBN: 3319031228 Category : Business & Economics Languages : en Pages : 506
Book Description
The purpose of this book is to establish a connection between the traditional field of empirical economic research and the emerging area of empirical financial research and to build a bridge between theoretical developments in these areas and their application in practice. Accordingly, it covers broad topics in the theory and application of both empirical economic and financial research, including analysis of time series and the business cycle; different forecasting methods; new models for volatility, correlation and of high-frequency financial data and new approaches to panel regression, as well as a number of case studies. Most of the contributions reflect the state-of-art on the respective subject. The book offers a valuable reference work for researchers, university instructors, practitioners, government officials and graduate and post-graduate students, as well as an important resource for advanced seminars in empirical economic and financial research.
Author: Antonio Di Crescenzo Publisher: MDPI ISBN: 3039217283 Category : Mathematics Languages : en Pages : 284
Book Description
Stochastic processes have wide relevance in mathematics both for theoretical aspects and for their numerous real-world applications in various domains. They represent a very active research field which is attracting the growing interest of scientists from a range of disciplines. This Special Issue aims to present a collection of current contributions concerning various topics related to stochastic processes and their applications. In particular, the focus here is on applications of stochastic processes as models of dynamic phenomena in research areas certain to be of interest, such as economics, statistical physics, queuing theory, biology, theoretical neurobiology, and reliability theory. Various contributions dealing with theoretical issues on stochastic processes are also included.
Author: Dek Terrell Publisher: Emerald Group Publishing ISBN: 1789739594 Category : Business & Economics Languages : en Pages : 427
Book Description
Including contributions spanning a variety of theoretical and applied topics in econometrics, this volume of Advances in Econometrics is published in honour of Cheng Hsiao.
Author: Alexander Chudik Publisher: Emerald Group Publishing ISBN: 1802620613 Category : Business & Economics Languages : en Pages : 360
Book Description
The collection of chapters in Volume 43 Part A of Advances in Econometrics serves as a tribute to one of the most innovative, influential, and productive econometricians of his generation, Professor M. Hashem Pesaran.
Author: Alexey Beskopylny Publisher: Springer Nature ISBN: 3031214323 Category : Technology & Engineering Languages : en Pages : 3287
Book Description
The book contains proceedings of the XV International Scientific Conference INTERAGROMASH 2022, Rostov-on-Don, Russia. The agro-industrial complex is the most extensive and vital industry. It is rapidly developing by introducing the latest technologies and automating various processes necessary for the functioning of this area. The book is dedicated to engineering technologies of precision farming and agricultural robotics. It includes studies on natural resources variability, sustainable soil management, Agro Big Data, Internet of Things, software and mobile apps for precision agriculture, smart weather for precision agriculture, simulations models and decision support systems, expert systems, DGPS, soil physical and chemical characteristic sensors, machinery, etc. Different types of agricultural robots are presented in the book: autonomous fruit picking robots, farming bots that can seed and water plants, test the soil and remove weeds, completely autonomous robot for ecological and economical ultra-high precision spraying and weeding, harvesting robots with the special vision systems that can “see” fruits and understand whether they're ripe and ready to pick, and others. Also, the book covers advances in agricultural biotechnology in such areas of research as crop production improvement practices, genetic modification, as well as microbial biotechnology in agriculture, etc. The book is aimed for scientists, researchers, and graduate students. It is also useful for representatives of regional authorities, as it gives an idea of existing high-tech solutions for agriculture. The book is written and edited by international researchers, academics, and experts in the corresponding research areas.
Author: Michael Clements Publisher: Cambridge University Press ISBN: 9780521634809 Category : Business & Economics Languages : en Pages : 402
Book Description
This book provides a formal analysis of the models, procedures, and measures of economic forecasting with a view to improving forecasting practice. David Hendry and Michael Clements base the analyses on assumptions pertinent to the economies to be forecast, viz. a non-constant, evolving economic system, and econometric models whose form and structure are unknown a priori. The authors find that conclusions which can be established formally for constant-parameter stationary processes and correctly-specified models often do not hold when unrealistic assumptions are relaxed. Despite the difficulty of proceeding formally when models are mis-specified in unknown ways for non-stationary processes that are subject to structural breaks, Hendry and Clements show that significant insights can be gleaned. For example, a formal taxonomy of forecasting errors can be developed, the role of causal information clarified, intercept corrections re-established as a method for achieving robustness against forms of structural change, and measures of forecast accuracy re-interpreted.
Author: Walter Krämer Publisher: Springer Science & Business Media ISBN: 3642484123 Category : Business & Economics Languages : en Pages : 134
Book Description
Econometric models are made up of assumptions which never exactly match reality. Among the most contested ones is the requirement that the coefficients of an econometric model remain stable over time. Recent years have therefore seen numerous attempts to test for it or to model possible structural change when it can no longer be ignored. This collection of papers from Empirical Economics mirrors part of this development. The point of departure of most studies in this volume is the standard linear regression model Yt = x;fJt + U (t = I, ... , 1), t where notation is obvious and where the index t emphasises the fact that structural change is mostly discussed and encountered in a time series context. It is much less of a problem for cross section data, although many tests apply there as well. The null hypothesis of most tests for structural change is that fJt = fJo for all t, i.e. that the same regression applies to all time periods in the sample and that the disturbances u are well behaved. The well known Chow test for instance assumes t that there is a single structural shift at a known point in time, i.e. that fJt = fJo (t
Author: Peter Hackl Publisher: Springer Science & Business Media ISBN: 366202571X Category : Business & Economics Languages : en Pages : 495
Book Description
In 1984, the University of Bonn (FRG) and the International Institute for Applied System Analysis (IIASA) in Laxenburg (Austria), created a joint research group to analyze the relationship between economic growth and structural change. The research team was to examine the commodity composition as well as the size and direction of commodity and credit flows among countries and regions. Krelle (1988) reports on the results of this "Bonn-IIASA" research project. At the same time, an informal IIASA Working Group was initiated to deal with prob lems of the statistical analysis of economic data in the context of structural change: What tools do we have to identify nonconstancy of model parameters? What type of models are particularly applicable to nonconstant structure? How is forecasting affected by the presence of nonconstant structure? What problems should be anticipated in applying these tools and models? Some 50 experts, mainly statisticians or econometricians from about 15 countries, came together in Lodz, Poland (May 1985); Berlin, GDR (June 1986); and Sulejov, Poland (September 1986) to present and discuss their findings. This volume contains a selected set of those conference contributions as well as several specially invited chapters.
Author: Thomas Moeslund Publisher: MDPI ISBN: 3039362283 Category : Technology & Engineering Languages : en Pages : 300
Book Description
This Special Issue focused on novel vision-based approaches, mainly related to computer vision and machine learning, for the automatic analysis of human behaviour. We solicited submissions on the following topics: information theory-based pattern classification, biometric recognition, multimodal human analysis, low resolution human activity analysis, face analysis, abnormal behaviour analysis, unsupervised human analysis scenarios, 3D/4D human pose and shape estimation, human analysis in virtual/augmented reality, affective computing, social signal processing, personality computing, activity recognition, human tracking in the wild, and application of information-theoretic concepts for human behaviour analysis. In the end, 15 papers were accepted for this special issue. These papers, that are reviewed in this editorial, analyse human behaviour from the aforementioned perspectives, defining in most of the cases the state of the art in their corresponding field.
Author: Jan Beran
Author: Jan Beran
Author: Antonio Di Crescenzo
Author: Dek Terrell
Author: Alexander Chudik
Author: Alexey Beskopylny
Author: Michael Clements
Author: Al Migliaro
Author: Walter Krämer
Author: Peter Hackl
Author: Thomas Moeslund