The Econometrics of Structural Change PDF Download
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Author: Dale J. Poirier
Publisher:
ISBN: 9780720432022
Category : Econometrics
Languages : en
Pages : 0
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Book Description
An introduction to models of structural change; Linear splines; Cubic splines; Bilineart splines; Cobb-Douglas splines; Splines lags: why the almon lag has gone to pieces; A survey of estimation techniques for models with unknown points of structural change; The use of splines in multiple regression; Spline loss functions.
Author: Dale J. Poirier
Publisher:
ISBN: 9780720432022
Category : Econometrics
Languages : en
Pages : 0
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Book Description
An introduction to models of structural change; Linear splines; Cubic splines; Bilineart splines; Cobb-Douglas splines; Splines lags: why the almon lag has gone to pieces; A survey of estimation techniques for models with unknown points of structural change; The use of splines in multiple regression; Spline loss functions.
Author: Dale J. Poirier
Publisher:
ISBN: 9780720431001
Category :
Languages : en
Pages : 0
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Book Description
Author: Dale J. Poirier
Publisher:
ISBN:
Category :
Languages : en
Pages :
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Book Description
Author: Dale J. Poirier
Publisher: North-Holland
ISBN:
Category : Business & Economics
Languages : en
Pages : 224
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Book Description
An introduction to models of structural change; Linear splines; Cubic splines; Bilineart splines; Cobb-Douglas splines; Splines lags: why the almon lag has gone to pieces; A survey of estimation techniques for models with unknown points of structural change; The use of splines in multiple regression; Spline loss functions.
Author: M.J. Vilares
Publisher: Springer Science & Business Media
ISBN: 9400943709
Category : Business & Economics
Languages : en
Pages : 265
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Book Description
This book grew out of a 'Doctorat D'Etat' thesis presented at the University of Dijon-Institut Mathematique Economiques (lME). It aims to show that quantity rationing theory provides the means of improving macroeconometric modelling in the study of struc tural changes. The empirical results presented in the last chapter (concerning Portuguese economy) and in the last Appendix (con cerning the French economy), although preliminary, suggested that the effort is rewarding and should be continued. My debts are many. An important part of the research work was accomplished during my visit to the Institut National de la Statistique et des Etudes Economiques (lNSEE, Paris), where I have beneficted from stimulating discussions (particularly with P. Villa) and infor matical support. I have also received comments and suggestions from R. Quandt, J.-J. Laffont, P. Kooiman and P.-Y. Henin. I am specially indebted to P. Balestra for encouraging and valuable discussions, particularly in the field of econometric methods. My thanks go also to an anonymous referee. His constructive criticism and suggestions resulted in a number of improvements to an earlier version of this book. I cannot forget my friend A. Costa from BP A (Porto) who has helped me in the preparation of this work. Last but not least, I would like to thank my wife for her encouragement and patience throughout these years. Of course, I am the only one responsible for any remaining errors.
Author: Dale J. Poirier
Publisher:
ISBN:
Category : Econometrics
Languages : en
Pages : 454
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Book Description
Author: Steven Durlauf
Publisher: Springer
ISBN: 0230280838
Category : Business & Economics
Languages : en
Pages : 417
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Book Description
Specially selected from The New Palgrave Dictionary of Economics 2nd edition, each article within this compendium covers the fundamental themes within the discipline and is written by a leading practitioner in the field. A handy reference tool.
Author: Walter Krämer
Publisher: Springer Science & Business Media
ISBN: 3642484123
Category : Business & Economics
Languages : en
Pages : 134
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Book Description
Econometric models are made up of assumptions which never exactly match reality. Among the most contested ones is the requirement that the coefficients of an econometric model remain stable over time. Recent years have therefore seen numerous attempts to test for it or to model possible structural change when it can no longer be ignored. This collection of papers from Empirical Economics mirrors part of this development. The point of departure of most studies in this volume is the standard linear regression model Yt = x;fJt + U (t = I, ... , 1), t where notation is obvious and where the index t emphasises the fact that structural change is mostly discussed and encountered in a time series context. It is much less of a problem for cross section data, although many tests apply there as well. The null hypothesis of most tests for structural change is that fJt = fJo for all t, i.e. that the same regression applies to all time periods in the sample and that the disturbances u are well behaved. The well known Chow test for instance assumes t that there is a single structural shift at a known point in time, i.e. that fJt = fJo (t
Author: Thomas B. Fomby
Publisher: Emerald Group Publishing
ISBN: 0762312742
Category : Business & Economics
Languages : en
Pages : 407
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Book Description
Talks about the time varying betas of the capital asset pricing model, analysis of predictive densities of nonlinear models of stock returns, modelling multivariate dynamic correlations, flexible seasonal time series models, estimation of long-memory time series models, application of the technique of boosting in volatility forecasting, and more.
Author: R.W. Farebrother
Publisher: CRC Press
ISBN: 9780203908990
Category : Mathematics
Languages : en
Pages : 276
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Book Description
Examines classic algorithms, geometric diagrams, and mechanical principles for enhancing visualization of statistical estimation procedures and mathematical concepts in physics, engineering, and computer programming.
