A Practitioner's Guide to Lag-order Selection for Vector Autoregressions PDF Download
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Author: Ventzislav Ivanov
Publisher:
ISBN:
Category : Autoregression (Statistics)
Languages : en
Pages : 44
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Book Description
Author: Ventzislav Ivanov
Publisher:
ISBN:
Category : Autoregression (Statistics)
Languages : en
Pages : 44
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Book Description
Author: Lutz Kilian
Publisher: Cambridge University Press
ISBN: 1107196574
Category : Business & Economics
Languages : en
Pages : 757
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Book Description
This book discusses the econometric foundations of structural vector autoregressive modeling, as used in empirical macroeconomics, finance, and related fields.
Author: John D. Levendis
Publisher: Springer Nature
ISBN: 3031373103
Category : Business & Economics
Languages : en
Pages : 493
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Book Description
Revised and updated for the second edition, this textbook allows students to work through classic texts in economics and finance, using the original data and replicating their results. In this book, the author rejects the theorem-proof approach as much as possible, and emphasizes the practical application of econometrics. They show with examples how to calculate and interpret the numerical results. This book begins with students estimating simple univariate models, in a step by step fashion, using the popular Stata software system. Students then test for stationarity, while replicating the actual results from hugely influential papers such as those by Granger & Newbold, and Nelson & Plosser. Readers will learn about structural breaks by replicating papers by Perron, and Zivot & Andrews. They then turn to models of conditional volatility, replicating papers by Bollerslev. Students estimate multi-equation models such as vector autoregressions and vector error-correction mechanisms, replicating the results in influential papers by Sims and Granger. Finally, students estimate static and dynamic panel data models, replicating papers by Thompson, and Arellano & Bond. The book contains many worked-out examples, and many data-driven exercises. While intended primarily for graduate students and advanced undergraduates, practitioners will also find the book useful. “How to best start learning time series econometrics? Learning by doing. This is the ethos of this book. What makes this book useful is that it provides numerous worked out examples along with basic concepts. It is a fresh, no-nonsense, practical approach that students will love when they start learning time series econometrics. I recommend this book strongly as a study guide for students who look for hands-on learning experience." --Professor Sokbae "Simon" Lee, Columbia University, Co-Editor of Econometric Theory and Associate Editor of Econometrics Journal.
Author: Tanvir Islam
Publisher: Springer Science & Business Media
ISBN: 9401786429
Category : Science
Languages : en
Pages : 275
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Book Description
Computational intelligence techniques have enjoyed growing interest in recent decades among the earth and environmental science research communities for their powerful ability to solve and understand various complex problems and develop novel approaches toward a sustainable earth. This book compiles a collection of recent developments and rigorous applications of computational intelligence in these disciplines. Techniques covered include artificial neural networks, support vector machines, fuzzy logic, decision-making algorithms, supervised and unsupervised classification algorithms, probabilistic computing, hybrid methods and morphic computing. Further topics given treatment in this volume include remote sensing, meteorology, atmospheric and oceanic modeling, climate change, environmental engineering and management, catastrophic natural hazards, air and environmental pollution and water quality. By linking computational intelligence techniques with earth and environmental science oriented problems, this book promotes synergistic activities among scientists and technicians working in areas such as data mining and machine learning. We believe that a diverse group of academics, scientists, environmentalists, meteorologists and computing experts with a common interest in computational intelligence techniques within the earth and environmental sciences will find this book to be of great value.
Author: Md. Shahriare Satu
Publisher: Springer Nature
ISBN: 303134622X
Category : Computers
Languages : en
Pages : 819
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Book Description
The two-volume set LNICST 490 and 491 constitutes the proceedings of the First International Conference on Machine Intelligence and Emerging Technologies, MIET 2022, hosted by Noakhali Science and Technology University, Noakhali, Bangladesh, during September 23–25, 2022. The 104 papers presented in the proceedings were carefully reviewed and selected from 272 submissions. This book focuses on theoretical, practical, state-of-art applications, and research challenges in the field of artificial intelligence and emerging technologies. It will be helpful for active researchers and practitioners in this field. These papers are organized in the following topical sections: imaging for disease detection; pattern recognition and natural language processing; bio signals and recommendation systems for wellbeing; network, security and nanotechnology; and emerging technologies for society and industry.
Author: Joe Kilian
Publisher: Springer Science & Business Media
ISBN: 9783540245735
Category : Business & Economics
Languages : en
Pages : 838
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Book Description
This book constitutes the refereed proceedings of the Second Theory of Cryptography Conference, TCC 2005, held in Cambridge, MA, USA in February 2005. The 32 revised full papers presented were carefully reviewed and selected from 84 submissions. The papers are organized in topical sections on hardness amplification and error correction, graphs and groups, simulation and secure computation, security of encryption, steganography and zero knowledge, secure computation, quantum cryptography and universal composability, cryptographic primitives and security, encryption and signatures, and information theoretic cryptography.
Author: Jun Wang
Publisher: Springer Science & Business Media
ISBN: 3540344829
Category : Computers
Languages : en
Pages : 1429
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Book Description
This is Volume III of a three volume set constituting the refereed proceedings of the Third International Symposium on Neural Networks, ISNN 2006. 616 revised papers are organized in topical sections on neurobiological analysis, theoretical analysis, neurodynamic optimization, learning algorithms, model design, kernel methods, data preprocessing, pattern classification, computer vision, image and signal processing, system modeling, robotic systems, transportation systems, communication networks, information security, fault detection, financial analysis, bioinformatics, biomedical and industrial applications, and more.
Author: Saralees Nadarajah
Publisher: MDPI
ISBN: 3039435337
Category : Business & Economics
Languages : en
Pages : 158
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Book Description
Blockchain and cryptocurrencies have recently captured the interest of academics and those in industry. Cryptocurrencies are essentially digital currencies that use blockchain technology and cryptography to facilitate secure and anonymous transactions. The cryptocurrency market is currently worth over $500 billion. Many institutions and countries are starting to understand and implement the idea of cryptocurrencies in their business models. This Special Issue will provide a collection of papers from leading experts in the area of blockchain and cryptocurrencies. The topics covered in this Special Issue will include but are not limited to the following: academic research on blockchain and cryptocurrencies; industrial applications of blockchain and cryptocurrencies; applications of fintech in academia and industry; the economics of blockchain technology, and the financial analysis and risk management with cryptocurrencies.
Author: Gail Mason
Publisher: Taylor & Francis
ISBN: 1317446135
Category : Social Science
Languages : en
Pages : 219
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Book Description
In a contemporary setting of increasing social division and marginalisation, Policing Hate Crime interrogates the complexities of prejudice motivated crime and effective policing practices. Hate crime has become a barometer for contemporary police relations with vulnerable and marginalised communities. But how do police effectively lead conversations with such communities about problems arising from prejudice? Contemporary police are expected to be active agents in the pursuit of social justice and human rights by stamping out prejudice and group-based animosity. At the same time, police have been criticised in over-policing targeted communities as potential perpetrators, as well as under-policing these same communities as victims of crime. Despite this history, the demand for impartial law enforcement requires police to change their engagement with targeted communities and kindle trust as priorities in strengthening their response to hate crime. Drawing upon a research partnership between police and academics, this book entwines current law enforcement responses with key debates on the meaning of hate crime to explore the potential for misunderstandings of hate crime between police and communities, and illuminates ways to overcome communication difficulties. This book will be important reading for students taking courses in hate crime, as well as victimology, policing, and crime and community.
Author: Jonathan McCathy
Publisher:
ISBN:
Category : Business cycles
Languages : en
Pages : 62
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Book Description
