Author : G. S. Maddala
Publisher : Cambridge University Press
Page : 528 pages
File Size : 37,6 MB
Release : 1998
Category : Business & Economics
ISBN : 9780521587822
A comprehensive review of unit roots, cointegration and structural change from a best-selling author.
Author : Dukpa Kim
Publisher :
Page : 233 pages
File Size : 39,86 MB
Release : 2007
Category :
ISBN : 9781109976205
The second chapter theoretically compares the asymptotic relative efficiency of the Exp, Mean and Sup type tests for structural change. We show that the Mean type tests are inferior to the Sup and Exp type tests in terms of approximate relative Bahadur efficiency and that the Mean tests are inferior to the Sup tests in terms of the asymptotic relative Pitman efficiency. We also compare tests corrected for potential serial correlation. In this case, the inferiority of the tests based on the Lagrange Multiplier statistics compared to those based on the Wald statistics is pronounced.
Author : Badi H. Baltagi
Publisher : Elsevier
Page : 351 pages
File Size : 29,4 MB
Release : 2000
Category : Business & Economics
ISBN : 0762306882
In the 16th Edition of Advances in Econometrics we present twelve papers discussing the current interface between Marketing and Econometrics. The authors are leading scholars in the fields and introduce the latest models for analysing marketing data. The papers are representative of the types of problems and methods that are used within the field of marketing. Marketing focuses on the interaction between the firm and the consumer. Economics encompasses this interaction as well as many others. Economics, along with psychology and sociology, provides a theoretical foundation for marketing.
Author : Bernhard Pfaff
Publisher : Springer Science & Business Media
Page : 193 pages
File Size : 29,78 MB
Release : 2008-09-03
Category : Business & Economics
ISBN : 0387759670
This book is designed for self study. The reader can apply the theoretical concepts directly within R by following the examples.
Author : Lászlo Mátyás
Publisher : Advanced Studies in Theoretical and Applied Econometrics
Page : 992 pages
File Size : 41,7 MB
Release : 2008-04-25
Category : Business & Economics
ISBN :
This volume provides a general overview of the econometrics of panel data, both from a theoretical and from an applied viewpoint. This third edition provides a presentation of theoretical developments as well as surveys about how econometric tools are used to study firms and household's behaviors.
Author : Claude Diebolt
Publisher : Springer Science & Business Media
Page : 244 pages
File Size : 50,9 MB
Release : 2005-11-21
Category : Business & Economics
ISBN : 3540285563
This text provides a new approach to the subject, including a comprehensive survey of novel theoretical approaches, methods, and models used in macroeconomics and macroeconometrics. The book gives extensive insight into economic policy, incorporates a strong international perspective, and offers a broad historical perspective.
Author :
Publisher : Springer
Page : 7493 pages
File Size : 11,61 MB
Release : 2016-05-18
Category : Law
ISBN : 1349588024
The award-winning The New Palgrave Dictionary of Economics, 2nd edition is now available as a dynamic online resource. Consisting of over 1,900 articles written by leading figures in the field including Nobel prize winners, this is the definitive scholarly reference work for a new generation of economists. Regularly updated! This product is a subscription based product.
Author : Chris Brooks
Publisher : Cambridge University Press
Page : 743 pages
File Size : 47,43 MB
Release : 2014-05-08
Category : Business & Economics
ISBN : 1107034663
The only econometrics textbook written specifically for finance students with no prior knowledge of econometrics, including extensive online student support.
Author : Boris Brodsky
Publisher : CRC Press
Page : 286 pages
File Size : 27,20 MB
Release : 2016-12-12
Category : Mathematics
ISBN : 1315350955
This book covers the development of methods for detection and estimation of changes in complex systems. These systems are generally described by nonstationary stochastic models, which comprise both static and dynamic regimes, linear and nonlinear dynamics, and constant and time-variant structures of such systems. It covers both retrospective and sequential problems, particularly theoretical methods of optimal detection. Such methods are constructed and their characteristics are analyzed both theoretically and experimentally. Suitable for researchers working in change-point analysis and stochastic modelling, the book includes theoretical details combined with computer simulations and practical applications. Its rigorous approach will be appreciated by those looking to delve into the details of the methods, as well as those looking to apply them.
Author : Burcu Özcan
Publisher : Academic Press
Page : 162 pages
File Size : 41,66 MB
Release : 2019-05-11
Category : Business & Economics
ISBN : 0128167971
Environmental Kuznets Curve (EKC): A Manual provides a comprehensive summary of the EKC, summarizing work on this economic tool that can analyze environmental pollution problems. By enabling users to reconcile environmental and economic development policies, Environmental Kuznets Curve studies lend themselves to the investigation of the energy-growth and finance-energy nexus. The book obviates a dependence on outmoded tools, such as carrying capacity, externalities, ecosystem valuation and cost benefit analysis, while also encouraging flexible approaches to a variety of challenges.
