Essays in Latent Variable and Event Study Econometrics PDF Download
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Author: Ashwin Gopal Alankar
Publisher:
ISBN:
Category :
Languages : en
Pages : 278
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Book Description
Author: Ashwin Gopal Alankar
Publisher:
ISBN:
Category :
Languages : en
Pages : 278
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Author: Dante Amengual
Publisher:
ISBN:
Category :
Languages : en
Pages : 224
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Author:
Publisher:
ISBN:
Category :
Languages : en
Pages :
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Author: Joann Jasiak
Publisher:
ISBN:
Category :
Languages : en
Pages : 0
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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: Tim Bollerslev
Publisher: OUP Oxford
ISBN: 0191572195
Category : Business & Economics
Languages : en
Pages : 432
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Book Description
Robert Engle received the Nobel Prize for Economics in 2003 for his work in time series econometrics. This book contains 16 original research contributions by some the leading academic researchers in the fields of time series econometrics, forecasting, volatility modelling, financial econometrics and urban economics, along with historical perspectives related to field of time series econometrics more generally. Engle's Nobel Prize citation focuses on his path-breaking work on autoregressive conditional heteroskedasticity (ARCH) and the profound effect that this work has had on the field of financial econometrics. Several of the chapters focus on conditional heteroskedasticity, and develop the ideas of Engle's Nobel Prize winning work. Engle's work has had its most profound effect on the modelling of financial variables and several of the chapters use newly developed time series methods to study the behavior of financial variables. Each of the 16 chapters may be read in isolation, but they all importantly build on and relate to the seminal work by Nobel Laureate Robert F. Engle.
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
Author:
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ISBN:
Category : Dissertations, Academic
Languages : en
Pages : 612
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Book Description
Abstracts of dissertations available on microfilm or as xerographic reproductions.
Author: Bidisha Mandal
Publisher:
ISBN:
Category :
Languages : en
Pages : 152
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Book Description
This dissertation incorporates several estimation procedures and modeling techniques to investigate important issues in health economics. All of the essays are tied to the application of econometrics in health related topics, but the techniques used in this research can be applied to many issues in agricultural, environmental and development economics.
Author: Dek Terrell
Publisher: Emerald Group Publishing
ISBN: 1789739594
Category : Business & Economics
Languages : en
Pages : 418
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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.
