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Author: Neil R. Ericsson
Publisher:
ISBN: 9780198774044
Category : Business & Economics
Languages : en
Pages : 436
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Book Description
This book discusses the nature of exogeneity, a central concept in standard econometrics texts, and shows how to test for it through numerous substantive empirical examples from around the world, including the UK, Argentina, Denmark, Finland, and Norway. Part I defines terms and provides the necessary background; Part II contains applications to models of expenditure, money demand, inflation, wages and prices, and exchange rates; and Part III extends various tests of constancy and forecast accuracy, which are central to testing super exogeneity. About the Series Advanced Texts in Econometrics is a distinguished and rapidly expanding series in which leading econometricians assess recent developments in such areas as stochastic probability, panel and time series data analysis, modeling, and cointegration. In both hardback and affordable paperback, each volume explains the nature and applicability of a topic in greater depth than possible in introductory textbooks or single journal articles. Each definitive work is formatted to be as accessible and convenient for those who are not familiar with the detailed primary literature.
Author: Neil R. Ericsson
Publisher:
ISBN: 9780198774044
Category : Business & Economics
Languages : en
Pages : 436
Get Book Here
Book Description
This book discusses the nature of exogeneity, a central concept in standard econometrics texts, and shows how to test for it through numerous substantive empirical examples from around the world, including the UK, Argentina, Denmark, Finland, and Norway. Part I defines terms and provides the necessary background; Part II contains applications to models of expenditure, money demand, inflation, wages and prices, and exchange rates; and Part III extends various tests of constancy and forecast accuracy, which are central to testing super exogeneity. About the Series Advanced Texts in Econometrics is a distinguished and rapidly expanding series in which leading econometricians assess recent developments in such areas as stochastic probability, panel and time series data analysis, modeling, and cointegration. In both hardback and affordable paperback, each volume explains the nature and applicability of a topic in greater depth than possible in introductory textbooks or single journal articles. Each definitive work is formatted to be as accessible and convenient for those who are not familiar with the detailed primary literature.
Author: Daniel J. Henderson
Publisher: Cambridge University Press
ISBN: 1316060675
Category : Business & Economics
Languages : en
Pages : 381
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Book Description
The majority of empirical research in economics ignores the potential benefits of nonparametric methods, while the majority of advances in nonparametric theory ignore the problems faced in applied econometrics. This book helps bridge this gap between applied economists and theoretical nonparametric econometricians. It discusses in depth, and in terms that someone with only one year of graduate econometrics can understand, basic to advanced nonparametric methods. The analysis starts with density estimation and motivates the procedures through methods that should be familiar to the reader. It then moves on to kernel regression, estimation with discrete data, and advanced methods such as estimation with panel data and instrumental variables models. The book pays close attention to the issues that arise with programming, computing speed, and application. In each chapter, the methods discussed are applied to actual data, paying attention to presentation of results and potential pitfalls.
Author: Jeffrey S. Racine
Publisher: Cambridge University Press
ISBN: 1108483402
Category : Business & Economics
Languages : en
Pages : 435
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Book Description
Provides theory, open source R implementations, and the latest tools for reproducible nonparametric econometric research.
Author: Jeffrey Hart
Publisher: Springer Science & Business Media
ISBN: 1475727224
Category : Mathematics
Languages : en
Pages : 298
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Book Description
An exploration of the use of smoothing methods in testing the fit of parametric regression models. The book reviews many of the existing methods for testing lack-of-fit and also proposes a number of new methods, addressing both applied and theoretical aspects of the model checking problems. As such, the book is of interest to practitioners of statistics and researchers investigating either lack-of-fit tests or nonparametric smoothing ideas. The first four chapters introduce the problem of estimating regression functions by nonparametric smoothers, primarily those of kernel and Fourier series type, and could be used as the foundation for a graduate level course on nonparametric function estimation. The prerequisites for a full appreciation of the book are a modest knowledge of calculus and some familiarity with the basics of mathematical statistics.
Author: R. Carter Hill
Publisher: Emerald Group Publishing
ISBN: 1785607863
Category : Business & Economics
Languages : en
Pages : 680
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Book Description
Volume 36 of Advances in Econometrics recognizes Aman Ullah's significant contributions in many areas of econometrics and celebrates his long productive career.
Author: C. Huber-Carol
Publisher: Springer Science & Business Media
ISBN: 1461201039
Category : Mathematics
Languages : en
Pages : 512
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Book Description
The 37 expository articles in this volume provide broad coverage of important topics relating to the theory, methods, and applications of goodness-of-fit tests and model validity. The book is divided into eight parts, each of which presents topics written by expert researchers in their areas. Key features include: * state-of-the-art exposition of modern model validity methods, graphical techniques, and computer-intensive methods * systematic presentation with sufficient history and coverage of the fundamentals of the subject * exposure to recent research and a variety of open problems * many interesting real life examples for practitioners * extensive bibliography, with special emphasis on recent literature * subject index This comprehensive reference work will serve the statistical and applied mathematics communities as well as practitioners in the field.
Author: I. Gusti Ngurah Agung
Publisher: John Wiley & Sons
ISBN: 1118176308
Category : Mathematics
Languages : en
Pages : 502
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Book Description
Do you want to recognize the most suitable models for analysis of statistical data sets? This book provides a hands-on practical guide to using the most suitable models for analysis of statistical data sets using EViews - an interactive Windows-based computer software program for sophisticated data analysis, regression, and forecasting - to define and test statistical hypotheses. Rich in examples and with an emphasis on how to develop acceptable statistical models, Time Series Data Analysis Using EViews is a perfect complement to theoretical books presenting statistical or econometric models for time series data. The procedures introduced are easily extendible to cross-section data sets. The author: Provides step-by-step directions on how to apply EViews software to time series data analysis Offers guidance on how to develop and evaluate alternative empirical models, permitting the most appropriate to be selected without the need for computational formulae Examines a variety of times series models, including continuous growth, discontinuous growth, seemingly causal, regression, ARCH, and GARCH as well as a general form of nonlinear time series and nonparametric models Gives over 250 illustrative examples and notes based on the author's own empirical findings, allowing the advantages and limitations of each model to be understood Describes the theory behind the models in comprehensive appendices Provides supplementary information and data sets An essential tool for advanced undergraduate and graduate students taking finance or econometrics courses. Statistics, life sciences, and social science students, as well as applied researchers, will also find this book an invaluable resource.
Author: Gail L. Cramer
Publisher: Routledge
ISBN: 1317225759
Category : Business & Economics
Languages : en
Pages : 1026
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Book Description
This Handbook offers an up-to-date collection of research on agricultural economics. Drawing together scholarship from experts at the top of their profession and from around the world, this collection provides new insights into the area of agricultural economics. The Routledge Handbook of Agricultural Economics explores a broad variety of topics including welfare economics, econometrics, agribusiness, and consumer economics. This wide range reflects the way in which agricultural economics encompasses a large sector of any economy, and the chapters present both an introduction to the subjects as well as the methodology, statistical background, and operations research techniques needed to solve practical economic problems. In addition, food economics is given a special focus in the Handbook due to the recent emphasis on health and feeding the world population a quality diet. Furthermore, through examining these diverse topics, the authors seek to provide some indication of the direction of research in these areas and where future research endeavors may be productive. Acting as a comprehensive, up-to-date, and definitive work of reference, this Handbook will be of use to researchers, faculty, and graduate students looking to deepen their understanding of agricultural economics, agribusiness, and applied economics, and the interrelationship of those areas.
Author:
Publisher:
ISBN:
Category : Econometrics
Languages : en
Pages : 888
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Book Description
Author: Cesare Alippi
Publisher: Springer
ISBN: 3319052780
Category : Technology & Engineering
Languages : en
Pages : 296
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Book Description
Addressing current issues of which any engineer or computer scientist should be aware, this monograph is a response to the need to adopt a new computational paradigm as the methodological basis for designing pervasive embedded systems with sensor capabilities. The requirements of this paradigm are to control complexity, to limit cost and energy consumption and to provide adaptation and cognition abilities allowing the embedded system to interact proactively with the real world. The quest for such intelligence requires the formalization of a new generation of intelligent systems able to exploit advances in digital architectures and in sensing technologies. The book sheds light on the theory behind intelligence for embedded systems with specific focus on: · robustness (the robustness of a computational flow and its evaluation); · intelligence (how to mimic the adaptation and cognition abilities of the human brain), · the capacity to learn in non-stationary and evolving environments by detecting changes and reacting accordingly; and · a new paradigm that, by accepting results that are correct in probability, allows the complexity of the embedded application the be kept under control. Theories, concepts and methods are provided to motivate researchers in this exciting and timely interdisciplinary area. Applications such as porting a neural network from a high-precision platform to a digital embedded system and evaluatin g its robustness level are described. Examples show how the methodology introduced can be adopted in the case of cyber-physical systems to manage the interaction between embedded devices and physical world. Researchers and graduate students in computer science and various engineering-related disciplines will find the methods and approaches propounded in Intelligence for Embedded Systems of great interest. The book will also be an important resource for practitioners working on embedded systems and applications.
