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Author: Jennifer Castle Publisher: Oxford University Press ISBN: 0199237190 Category : Business & Economics Languages : en Pages : 464
Book Description
Building upon, and celebrating the work of David Hendry, this volume consists of a number of specially commissioned pieces from some of the leading econometricians in the world. It reflects on the recent advances in econometrics and considers the future progress for the methodology of econometrics.
Author: Jennifer Castle Publisher: Oxford University Press ISBN: 0199237190 Category : Business & Economics Languages : en Pages : 464
Book Description
Building upon, and celebrating the work of David Hendry, this volume consists of a number of specially commissioned pieces from some of the leading econometricians in the world. It reflects on the recent advances in econometrics and considers the future progress for the methodology of econometrics.
Author: David F. Hendry Publisher: MIT Press ISBN: 0262324423 Category : Business & Economics Languages : en Pages : 387
Book Description
A synthesis of the authors' groundbreaking econometric research on automatic model selection, which uses powerful computational algorithms and theory evaluation. Economic models of empirical phenomena are developed for a variety of reasons, the most obvious of which is the numerical characterization of available evidence, in a suitably parsimonious form. Another is to test a theory, or evaluate it against the evidence; still another is to forecast future outcomes. Building such models involves a multitude of decisions, and the large number of features that need to be taken into account can overwhelm the researcher. Automatic model selection, which draws on recent advances in computation and search algorithms, can create, and then empirically investigate, a vastly wider range of possibilities than even the greatest expert. In this book, leading econometricians David Hendry and Jurgen Doornik report on their several decades of innovative research on automatic model selection. After introducing the principles of empirical model discovery and the role of model selection, Hendry and Doornik outline the stages of developing a viable model of a complicated evolving process. They discuss the discovery stages in detail, considering both the theory of model selection and the performance of several algorithms. They describe extensions to tackling outliers and multiple breaks, leading to the general case of more candidate variables than observations. Finally, they briefly consider selecting models specifically for forecasting.
Author: Gill Hammond Publisher: Edward Elgar Publishing ISBN: 1848449194 Category : Business & Economics Languages : en Pages : 369
Book Description
Financial globalisation has made the formulation of monetary policy in emerging market economies increasingly complicated. This timely set of studies looks at the turmoil in global financial markets, which, coupled with volatile inflation, poses serious challenges for central banks in these countries. The book features a number of specially commissioned new papers from both front-line policymakers and researchers in developing and emerging market economies, which tackle the difficult issues currently being debated with increasing urgency by monetary policy theorists and policymakers around the world. They address questions such as: What monetary policy framework is most suitable for emerging market countries to confront the new challenges while they continue to open up to trade and financial flows? , What are the linkages between monetary stability and financial stability? and Is inflation targeting or a fixed exchange rate regime preferable for developing and emerging markets? Providing unique insights on the interaction between the theory and practice of monetary policy in emerging markets, this book will be of great interest to academics and students of economics, economic policy and development economics. Policymakers will also find this to be a useful and thought-provoking read.
Author: John B. Guerard Jr. Publisher: Springer Nature ISBN: 3030872696 Category : Business & Economics Languages : en Pages : 666
Book Description
This textbook presents a comprehensive treatment of the legal arrangement of the corporation, the instruments and institutions through which capital can be raised, the management of the flow of funds through the individual firm, and the methods of dividing the risks and returns among the various contributors of funds. Now in its third edition, the book covers a wide range of topics in corporate finance, from time series modeling and regression analysis to multi-factor risk models and the Capital Asset Pricing Model. Guerard, Gultekin and Saxena build significantly on the first edition of the text, but retain the core chapters on cornerstone topics such as mergers and acquisitions, regulatory environments, bankruptcy and various other foundational concepts of corporate finance. New to the third edition are examinations of APT portfolio selection and time series modeling and forecasting through SAS, SCA and OxMetrics programming, FactSet fundamental data templates. This is intended to be a graduate-level textbook, and could be used as a primary text in upper level MBA and Financial Engineering courses, as well as a supplementary text for graduate courses in financial data analysis and financial investments.
Author: Neil R. Ericsson Publisher: ISBN: Category : Consumer behavior Languages : en Pages : 40
Book Description
"This paper assesses the empirical merits of PcGets and Autometrics--two recent algorithms for computer-automated model selection--using them to improve upon Kamin and Ericsson's (1993) model of Argentine broad money demand. The selected model is an economically sensible and statistically satisfactory error correction model, in which cointegration between money, inflation, the interest rate, and exchange rate depreciation depends on the inclusion of a "ratchet" variable that captures irreversible effects of inflation. Short-run dynamics differ markedly from the long run. Algorithmically based model selection complements opportunities for the researcher to contribute value added in the empirical analysis"--Federal Reserve Board web site.
Author: United States. Congress. Senate. Special Committee to Investigate Whitewater Development Corporation and Related Matters Publisher: ISBN: Category : Governmental investigations Languages : en Pages : 1522
Author: Michael P. Clements Publisher: Oxford University Press ISBN: 0199875510 Category : Business & Economics Languages : en Pages : 732
Book Description
This Handbook provides up-to-date coverage of both new and well-established fields in the sphere of economic forecasting. The chapters are written by world experts in their respective fields, and provide authoritative yet accessible accounts of the key concepts, subject matter, and techniques in a number of diverse but related areas. It covers the ways in which the availability of ever more plentiful data and computational power have been used in forecasting, in terms of the frequency of observations, the number of variables, and the use of multiple data vintages. Greater data availability has been coupled with developments in statistical theory and economic analysis to allow more elaborate and complicated models to be entertained; the volume provides explanations and critiques of these developments. These include factor models, DSGE models, restricted vector autoregressions, and non-linear models, as well as models for handling data observed at mixed frequencies, high-frequency data, multiple data vintages, methods for forecasting when there are structural breaks, and how breaks might be forecast. Also covered are areas which are less commonly associated with economic forecasting, such as climate change, health economics, long-horizon growth forecasting, and political elections. Econometric forecasting has important contributions to make in these areas along with how their developments inform the mainstream.
Author: Brian H. Kaye Publisher: John Wiley & Sons ISBN: 3527614036 Category : Science Languages : en Pages : 323
Book Description
Characterization of fine particles is a difficult task! A large number of industries deal with materials in powder form. The properties of these powders depend on their particle size, particle shape and size distributions, surface and porosity. What are the methods? What are the problems? What questions need answering? This new book covers the problems of sampling both powders and aerosols, and discusses calibration standards for different instruments. It takes into account fractionating methods for fine particles, e.g., sieving procedures, sedimentation methods, and the use of cyclones. Image analysis and its use for the measurement of the size and shape of powder grains and light-diffraction techniques for size evaluation are presented. Furthermore, this books covers the most effective methods for measuring surface areas, fractal structures of rough surfaces, and pore structures of porous bodies. Practitioners will find tips for modification of analytical procedures for on-line characterization, and many graphs for comparing data obtained by different methods are presented.
Author: Jennifer Castle
Author: Jennifer Castle
Author: United States. Congress. Senate. Committee on the Judiciary
Author: United States. Congress. Senate. Committee on the Judiciary
Author: David F. Hendry
Author: Gill Hammond
Author: John B. Guerard Jr.
Author: Neil R. Ericsson
Author: United States. Congress. Senate. Special Committee to Investigate Whitewater Development Corporation and Related Matters
Author: Michael P. Clements
Author: Brian H. Kaye