Essays in Econometrics PDF Download
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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.
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.
Author: Chihwa Kao
Publisher: World Scientific
ISBN: 9811200173
Category : Business & Economics
Languages : en
Pages : 179
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Book Description
In many applications of econometrics and economics, a large proportion of the questions of interest are identification. An economist may be interested in uncovering the true signal when the data could be very noisy, such as time-series spurious regression and weak instruments problems, to name a few. In this book, High-Dimensional Econometrics and Identification, we illustrate the true signal and, hence, identification can be recovered even with noisy data in high-dimensional data, e.g., large panels. High-dimensional data in econometrics is the rule rather than the exception. One of the tools to analyze large, high-dimensional data is the panel data model.High-Dimensional Econometrics and Identification grew out of research work on the identification and high-dimensional econometrics that we have collaborated on over the years, and it aims to provide an up-todate presentation of the issues of identification and high-dimensional econometrics, as well as insights into the use of these results in empirical studies. This book is designed for high-level graduate courses in econometrics and statistics, as well as used as a reference for researchers.
Author: Dek Terrell
Publisher: Emerald Group Publishing
ISBN: 1789739594
Category : Business & Economics
Languages : en
Pages : 427
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Book Description
Including contributions spanning a variety of theoretical and applied topics in econometrics, this volume of Advances in Econometrics is published in honour of Cheng Hsiao.
Author: Niels Haldrup
Publisher: OUP Oxford
ISBN: 0191669547
Category : Business & Economics
Languages : en
Pages : 393
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Book Description
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: Alexander Chudik
Publisher: Emerald Group Publishing
ISBN: 1802620613
Category : Business & Economics
Languages : en
Pages : 360
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Book Description
The collection of chapters in Volume 43 Part A of Advances in Econometrics serves as a tribute to one of the most innovative, influential, and productive econometricians of his generation, Professor M. Hashem Pesaran.
Author: Marc Nerlove
Publisher: Cambridge University Press
ISBN: 9780521022460
Category : Business & Economics
Languages : en
Pages : 388
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Book Description
This volume collects seven classic essays on panel data econometrics, and a cogent essay on the history of the subject.
Author: Ebru Çağlayan Akay - Merve Ertok Onurlu
Publisher: HOLISTENCE PUBLICATIONS
ISBN: 6256942140
Category : Language Arts & Disciplines
Languages : en
Pages : 419
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Book Description
In the world, many women are at risk of being exposed to economic, physical, sexual, psychological, and emotional violence, or even intentional homicide. They might also be exposed to discrimination based on their socio-demographic characteristics, such as their ethnic background, religion, and educational level. The purpose of this book is to bring together academics and researchers working in the fields of applied econometrics and applied statistics as they pertain to women’s issues. The twelve-chapter book includes insights on present econometric and statistical methodologies on women’s issues, as well as a better understanding and evaluation of contemporary policy implications, initiatives, and procedures pertaining to women.
Author: Matteo Barigozzi
Publisher: Springer Nature
ISBN: 303161853X
Category :
Languages : en
Pages : 617
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Book Description
Author: Christopher F. Parmeter
Publisher: Emerald Group Publishing
ISBN: 1837978735
Category : Business & Economics
Languages : en
Pages : 487
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Book Description
It is the editor’s distinct privilege to gather this collection of papers that honors Subhal Kumbhakar’s many accomplishments, drawing further attention to the various areas of scholarship that he has touched.
Author: Juan J. Dolado
Publisher: Emerald Group Publishing
ISBN: 1803828331
Category : Business & Economics
Languages : en
Pages : 188
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Book Description
Both parts of Volume 44 of Advances in Econometrics pay tribute to Fabio Canova for his major contributions to economics over the last four decades.
