Essays in Honor of Jerry Hausman

Essays in Honor of Jerry Hausman PDF Author: Badi H. Baltagi
Publisher: Emerald Group Publishing
ISBN: 1781903085
Category : Business & Economics
Languages : en
Pages : 576

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Book Description
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.

Essays in Honor of Jerry Hausman

Essays in Honor of Jerry Hausman PDF Author: Badi H. Baltagi
Publisher: Emerald Group Publishing
ISBN: 1781903085
Category : Business & Economics
Languages : en
Pages : 576

Get Book Here

Book Description
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.

Identification and Inference for Econometric Models

Identification and Inference for Econometric Models PDF Author: Donald W. K. Andrews
Publisher: Cambridge University Press
ISBN: 9780521844413
Category : Business & Economics
Languages : en
Pages : 606

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Book Description
This 2005 collection pushed forward the research frontier in four areas of theoretical econometrics.

Essays in Econometrics

Essays in Econometrics PDF Author: Clive W. J. Granger
Publisher: Cambridge University Press
ISBN: 9780521774963
Category : Business & Economics
Languages : en
Pages : 548

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Book Description
These are econometrician Clive W. J. Granger's major essays in spectral analysis, seasonality, nonlinearity, methodology, and forecasting.

Econometrics: Alchemy Or Science?

Econometrics: Alchemy Or Science? PDF Author: David F. Hendry
Publisher: Oxford University Press, USA
ISBN: 0198293542
Category : Business & Economics
Languages : en
Pages : 561

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Book Description
"Econometrics: Alchemy or Science?" analyses the effectiveness and validity of applying econometric methods to economic time series. The methodological dispute is long-standing, and no claim can be made for a single valid method, but recent results on the theory and practice of model selection bid fair to resolve many of the contentious issues.The book presents criticisms and evaluations of competing approaches, based on theoretical economic and econometric analyses, empirical applications, and Monte Carlo simulations, which interact to determine best practice. It explains the evolution of an approach to econometric modelling founded in careful statistical analyses of the available data, using economic theory to guide the general model specification. From a strong foundation in the theory of reduction, via a range of applied andsimulation studies, it demonstrates that general-to-specific procedures have excellent properties.The book is divided into four Parts: Routes and Route Maps; Empirical Modelling Strategies; Formalization; and Retrospect and Prospect. A short preamble to each chapter sketches the salient themes, links to earlier and later developments, and the lessons learnt or missed at the time. A sequence of detailed empirical studies of consumers' expenditure and money demand illustrate most facets of the approach. Material new to this revised edition describes recent major advances in computer-automatedmodel selection, embodied in the powerful new software program PcGets, which establish the operational success of the modelling strategy.

Macroeconomic Analysis

Macroeconomic Analysis PDF Author: David Currie
Publisher: Routledge
ISBN: 1317377699
Category : Business & Economics
Languages : en
Pages : 508

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Book Description
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.

Econometric Theory and Practice

Econometric Theory and Practice PDF Author: P. C. B. Phillips
Publisher: Cambridge University Press
ISBN: 9780521807234
Category : Business & Economics
Languages : en
Pages : 390

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Book Description
The essays in this book explore important theoretical and applied advances in econometrics.

Railroads and American Economic Growth

Railroads and American Economic Growth PDF Author: Robert William Fogel
Publisher:
ISBN:
Category : Railroads
Languages : en
Pages : 0

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Book Description


Volatility and Time Series Econometrics

Volatility and Time Series Econometrics PDF Author: Mark Watson
Publisher: Oxford University Press
ISBN: 0199549494
Category : Business & Economics
Languages : en
Pages : 432

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Book Description
A volume that celebrates and develops the work of Nobel Laureate Robert Engle, it includes original contributions from some of the world's leading econometricians that further Engle's work in time series economics

Sturdy Econometrics

Sturdy Econometrics PDF Author: Edward E. Leamer
Publisher: Edward Elgar Publishing
ISBN:
Category : Business & Economics
Languages : en
Pages : 398

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Book Description
Edward E. Leamer's creative and influential essays on the separation of robust from fragile inferences are collected together in Sturdy Econometrics. The econometric topics discussed include the choice of variables, choice of error process, measurement errors, simultaneity, the partial elicitation of prior distributions, and hypothesis discovery. Included in this volume is the popular piece 'Let's Take the Con out of Econometrics', and 25 other essays, plus an entertaining and provocative introduction. As Professor Leamer argues, the gap between econometric theory and econometric practice is very large, but the proper goal of econometric theory is to improve the practice rather than to narrow this gap. Sturdy Econometrics is a major contribution to this process by making Edward Leamer's essays more accessible to students, teachers and practitioners.

Var Models in Macroeconomics - New Developments and Applications

Var Models in Macroeconomics - New Developments and Applications PDF Author: Thomas B. Fomby
Publisher: Emerald Group Publishing Limited
ISBN: 9781781907528
Category : Business & Economics
Languages : en
Pages : 0

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Book Description
Advances in Econometrics publishes original scholarly econometric papers 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.