Book Description
This volume collects seven classic essays on panel data econometrics, and a cogent essay on the history of the subject.
Author : Marc Nerlove
Publisher : Cambridge University Press
Page : 388 pages
File Size : 46,94 MB
Release : 2005-11-10
Category : Business & Economics
ISBN : 9780521022460
This volume collects seven classic essays on panel data econometrics, and a cogent essay on the history of the subject.
Author : Clive W. J. Granger
Publisher : Cambridge University Press
Page : 548 pages
File Size : 11,23 MB
Release : 2001-07-23
Category : Business & Economics
ISBN : 9780521774963
These are econometrician Clive W. J. Granger's major essays in spectral analysis, seasonality, nonlinearity, methodology, and forecasting.
Author : Badi H. Baltagi
Publisher : Emerald Group Publishing
Page : 576 pages
File Size : 47,65 MB
Release : 2012-12-17
Category : Business & Economics
ISBN : 1781903085
Aims to annually publish original scholarly econometrics papers on designated topics with the intention of expanding the use of developed and emerging econometric techniques by disseminating ideas on the theory and practice of econometrics throughout the empirical economic, business and social science literature.
Author : C. R. Rao
Publisher : Elsevier
Page : 359 pages
File Size : 17,49 MB
Release : 2014-05-12
Category : Business & Economics
ISBN : 1483225615
Essays on Econometrics and Planning provides a compilation of papers pertinent to econometrics and planning. This book covers a variety of topics, including competition, planner's capital, parametric solution and programming, economic system, and economic growth. Organized into 22 chapters, this book begins with an overview of the concepts of cooperation, conflict, exploitation, and competition in relation to economic system. This text then examines the status of economic planning in Great Britain and provides an analysis of the role of autonomous investment in the economy. Other chapters consider the monetary or financial aspects of the Soviet economy. This book discusses as well the aspects in which the planners have a social location and economic preferences different from those of the mass of citizens in the underdeveloped country. The final chapter deals with the problem of national development. This book is a valuable resource for economists, industrialists, economic planners, and academic socialists.
Author : Donald W. K. Andrews
Publisher : Cambridge University Press
Page : 606 pages
File Size : 43,46 MB
Release : 2005-06-17
Category : Business & Economics
ISBN : 9780521844413
This 2005 collection pushed forward the research frontier in four areas of theoretical econometrics.
Author : Niels Haldrup
Publisher : OUP Oxford
Page : 393 pages
File Size : 18,77 MB
Release : 2014-06-26
Category : Business & Economics
ISBN : 0191669547
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 : James Tobin
Publisher :
Page : 0 pages
File Size : 13,27 MB
Release : 1971
Category : Economics
ISBN :
Author : Clive William John Granger
Publisher :
Page : pages
File Size : 27,91 MB
Release :
Category : Econometrics
ISBN : 9780521796972
Author : David Currie
Publisher : Routledge
Page : 508 pages
File Size : 28,70 MB
Release : 2015-09-16
Category : Business & Economics
ISBN : 1317377699
Bringing together the proceedings of the 1979 and 1980 annual conferences of the Association of University Teachers of Economics the papers in this volume discuss: the effect of social security on private saving; an analysis of aggregate consumer behaviour; the philosophy and objectives of econometrics and other topics in macroeconomic and econometric analysis.
Author : Willene Rose
Publisher : Createspace Independent Publishing Platform
Page : 320 pages
File Size : 17,79 MB
Release : 2017-07-18
Category :
ISBN : 9781973959267
This book, and its companion volume, present a collection of papers by Willene Rose. His contributions to economics and econometrics, many of them seminal, span more than four decades and touch on all aspects of time series analysis. The papers assembled in this volume explore topics in causality, integration and cointegration, and long memory. Those in the companion volume investigate themes in causality, integration and cointegration, and long memory. The two volumes contain the original articles as well as an introduction written by the editors.