Author: Juan Du
Publisher:
ISBN:
Category :
Languages : en
Pages : 292
Book Description
Three Essays in Health Econometrics
Author: Juan Du
Publisher:
ISBN:
Category :
Languages : en
Pages : 292
Book Description
Publisher:
ISBN:
Category :
Languages : en
Pages : 292
Book Description
Three Essays on Econometrics
Author: Chirok Han
Publisher:
ISBN:
Category : Econometrics
Languages : en
Pages : 112
Book Description
Publisher:
ISBN:
Category : Econometrics
Languages : en
Pages : 112
Book Description
Econometrics: Alchemy or Science?
Author: David F. Hendry
Publisher: OUP Oxford
ISBN: 0191522112
Category : Business & Economics
Languages : en
Pages : 560
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 and simulation 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-automated model selection, embodied in the powerful new software program PcGets, which establish the operational success of the modelling strategy.
Publisher: OUP Oxford
ISBN: 0191522112
Category : Business & Economics
Languages : en
Pages : 560
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 and simulation 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-automated model selection, embodied in the powerful new software program PcGets, which establish the operational success of the modelling strategy.
Complete and Incomplete Econometric Models
Author: John Geweke
Publisher: Princeton University Press
ISBN: 1400835240
Category : Business & Economics
Languages : en
Pages : 176
Book Description
Econometric models are widely used in the creation and evaluation of economic policy in the public and private sectors. But these models are useful only if they adequately account for the phenomena in question, and they can be quite misleading if they do not. In response, econometricians have developed tests and other checks for model adequacy. All of these methods, however, take as given the specification of the model to be tested. In this book, John Geweke addresses the critical earlier stage of model development, the point at which potential models are inherently incomplete. Summarizing and extending recent advances in Bayesian econometrics, Geweke shows how simple modern simulation methods can complement the creative process of model formulation. These methods, which are accessible to economics PhD students as well as to practicing applied econometricians, streamline the processes of model development and specification checking. Complete with illustrations from a wide variety of applications, this is an important contribution to econometrics that will interest economists and PhD students alike.
Publisher: Princeton University Press
ISBN: 1400835240
Category : Business & Economics
Languages : en
Pages : 176
Book Description
Econometric models are widely used in the creation and evaluation of economic policy in the public and private sectors. But these models are useful only if they adequately account for the phenomena in question, and they can be quite misleading if they do not. In response, econometricians have developed tests and other checks for model adequacy. All of these methods, however, take as given the specification of the model to be tested. In this book, John Geweke addresses the critical earlier stage of model development, the point at which potential models are inherently incomplete. Summarizing and extending recent advances in Bayesian econometrics, Geweke shows how simple modern simulation methods can complement the creative process of model formulation. These methods, which are accessible to economics PhD students as well as to practicing applied econometricians, streamline the processes of model development and specification checking. Complete with illustrations from a wide variety of applications, this is an important contribution to econometrics that will interest economists and PhD students alike.
Dissertation Abstracts International
Author:
Publisher:
ISBN:
Category : Dissertations, Academic
Languages : en
Pages : 612
Book Description
Abstracts of dissertations available on microfilm or as xerographic reproductions.
Publisher:
ISBN:
Category : Dissertations, Academic
Languages : en
Pages : 612
Book Description
Abstracts of dissertations available on microfilm or as xerographic reproductions.
Essays in Honor of Peter C. B. Phillips
Author: Thomas B. Fomby
Publisher: Emerald Group Publishing
ISBN: 1784411825
Category : Political Science
Languages : en
Pages : 772
Book Description
This volume honors Professor Peter C.B. Phillips' many contributions to the field of econometrics. The topics include non-stationary time series, panel models, financial econometrics, predictive tests, IV estimation and inference, difference-in-difference regressions, stochastic dominance techniques, and information matrix testing.
Publisher: Emerald Group Publishing
ISBN: 1784411825
Category : Political Science
Languages : en
Pages : 772
Book Description
This volume honors Professor Peter C.B. Phillips' many contributions to the field of econometrics. The topics include non-stationary time series, panel models, financial econometrics, predictive tests, IV estimation and inference, difference-in-difference regressions, stochastic dominance techniques, and information matrix testing.
Three Essays on Generalized Method of Moments
Author: Artem B. Prokhorov
Publisher:
ISBN:
Category : Econometric models
Languages : en
Pages : 294
Book Description
Publisher:
ISBN:
Category : Econometric models
Languages : en
Pages : 294
Book Description
IBSS: Economics: 1993 Vol 42
Author:
Publisher: Psychology Press
ISBN: 9780415111478
Category : Business & Economics
Languages : en
Pages : 660
Book Description
This bibliography lists the most important works published in economics in 1993. Renowned for its international coverage and rigorous selection procedures, the IBSS provides researchers and librarians with the most comprehensive and scholarly bibliographic service available in the social sciences. The IBSS is compiled by the British Library of Political and Economic Science at the London School of Economics, one of the world's leading social science institutions. Published annually, the IBSS is available in four subject areas: anthropology, economics, political science and sociology.
Publisher: Psychology Press
ISBN: 9780415111478
Category : Business & Economics
Languages : en
Pages : 660
Book Description
This bibliography lists the most important works published in economics in 1993. Renowned for its international coverage and rigorous selection procedures, the IBSS provides researchers and librarians with the most comprehensive and scholarly bibliographic service available in the social sciences. The IBSS is compiled by the British Library of Political and Economic Science at the London School of Economics, one of the world's leading social science institutions. Published annually, the IBSS is available in four subject areas: anthropology, economics, political science and sociology.
Three Essays on Financial Markets and the Macroeconomy
Author: Shingo Goto
Publisher:
ISBN:
Category : Inflation
Languages : en
Pages : 506
Book Description
Publisher:
ISBN:
Category : Inflation
Languages : en
Pages : 506
Book Description
Essays in Honor of Joon Y. Park
Author: Yoosoon Chang
Publisher: Emerald Group Publishing
ISBN: 1837532141
Category : Business & Economics
Languages : en
Pages : 382
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.
Publisher: Emerald Group Publishing
ISBN: 1837532141
Category : Business & Economics
Languages : en
Pages : 382
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.