Three Essays on the Econometrics of Production, Productivity, and Capacity Utilization

Three Essays on the Econometrics of Production, Productivity, and Capacity Utilization PDF Author: Menahem Milo Prywes
Publisher:
ISBN:
Category : Chemical industry
Languages : en
Pages : 394

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Three Essays on the Econometrics of Production, Productivity, and Capacity Utilization

Three Essays on the Econometrics of Production, Productivity, and Capacity Utilization PDF Author: Menahem Milo Prywes
Publisher:
ISBN:
Category : Chemical industry
Languages : en
Pages : 394

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Book Description


Three Essays on Econometrics

Three Essays on Econometrics PDF Author: Myungsup Kim
Publisher:
ISBN:
Category : Bootstrap (Statistics)
Languages : en
Pages : 300

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Essays in Honor of Joon Y. Park

Essays in Honor of Joon Y. Park PDF Author: Yoosoon Chang
Publisher: Emerald Group Publishing
ISBN: 1837532141
Category : Business & Economics
Languages : en
Pages : 382

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Book Description
Volumes 45a and 45b of Advances in Econometrics honor Professor Joon Y. Park, who has made numerous and substantive contributions to the field of econometrics over a career spanning four decades since the 1980s and counting.

Three Essays in Public Economics

Three Essays in Public Economics PDF Author: Thomas Mathiasen Selden
Publisher:
ISBN:
Category :
Languages : en
Pages : 360

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Essays in Econometrics

Essays in Econometrics PDF Author: Clive W. J. Granger
Publisher: Cambridge University Press
ISBN: 9780521796491
Category : Business & Economics
Languages : en
Pages : 400

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Book Description
These are econometrician Clive W. J. Granger's major essays in causality, integration, cointegration, and long memory.

Studies in Econometrics, Time Series, and Multivariate Statistics

Studies in Econometrics, Time Series, and Multivariate Statistics PDF Author: Samuel Karlin
Publisher: Academic Press
ISBN: 1483268039
Category : Business & Economics
Languages : en
Pages : 591

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Book Description
Studies in Econometrics, Time Series, and Multivariate Statistics covers the theoretical and practical aspects of econometrics, social sciences, time series, and multivariate statistics. This book is organized into three parts encompassing 28 chapters. Part I contains studies on logit model, normal discriminant analysis, maximum likelihood estimation, abnormal selection bias, and regression analysis with a categorized explanatory variable. This part also deals with prediction-based tests for misspecification in nonlinear simultaneous systems and the identification in models with autoregressive errors. Part II highlights studies in time series, including time series analysis of error-correction models, time series model identification, linear random fields, segmentation of time series, and some basic asymptotic theory for linear processes in time series analysis. Part III contains papers on optimality properties in discrete multivariate analysis, Anderson's probability inequality, and asymptotic distributions of test statistics. This part also presents the comparison of measures, multivariate majorization, and of experiments for some multivariate normal situations. Studies on Bayes procedures for combining independent F tests and the limit theorems on high dimensional spheres and Stiefel manifolds are included. This book will prove useful to statisticians, mathematicians, and advance mathematics students.

Three Essays on Productivity (RLE: Business Cycles)

Three Essays on Productivity (RLE: Business Cycles) PDF Author: Mark J. Lasky
Publisher: Routledge
ISBN: 1317502515
Category : Business & Economics
Languages : en
Pages : 157

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Book Description
The behaviour of US productivity since this book was originally publishedin 1994, has added new relevance to the relationship between profits and productivity. In the long run, productivity growth determines the economic standard of living. This book is divided into three parts: the basis of the first is the empirical finding that, controlling for normal business cycle effects, productivity grows faster when profits have been low than otherwise. The second part discusses how to measure marginal cost using time series data and the third tests a basic assumption that productivity growth is exogenous to labour and capital.

Modern Econometric Analysis

Modern Econometric Analysis PDF Author: Olaf Hübler
Publisher: Springer Science & Business Media
ISBN: 3540326936
Category : Business & Economics
Languages : en
Pages : 236

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Book Description
In this book leading German econometricians in different fields present survey articles of the most important new methods in econometrics. The book gives an overview of the field and it shows progress made in recent years and remaining problems.

Three Essays on Central Banking

Three Essays on Central Banking PDF Author: Matthew Thomas Jones
Publisher:
ISBN:
Category :
Languages : en
Pages : 336

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Time Series and Dynamic Models

Time Series and Dynamic Models PDF Author: Christian Gourieroux
Publisher: Cambridge University Press
ISBN: 9780521411462
Category : Business & Economics
Languages : en
Pages : 692

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Book Description
In this book Christian Gourieroux and Alain Monfort provide an up-to-date and comprehensive analysis of modern time series econometrics. They have succeeded in synthesising in an organised and integrated way a broad and diverse literature. While the book does not assume a deep knowledge of economics, one of its most attractive features is the close attention it pays to economic models and phenomena throughout. The coverage represents a major reference tool for graduate students, researchers and applied economists. The book is divided into four sections. Section one gives a detailed treatment of classical seasonal adjustment or smoothing methods. Section two provides a thorough coverage of various mathematical tools. Section three is the heart of the book, and is devoted to a range of important topics including causality, exogeneity shocks, multipliers, cointegration and fractionally integrated models. The final section describes the main contribution of filtering and smoothing theory to time series econometric problems.