[PDF] Limited Dependent Rational Expectations Models With Jumps eBook

Limited Dependent Rational Expectations Models With Jumps Book in PDF, ePub and Kindle version is available to download in english. Read online anytime anywhere directly from your device. Click on the download button below to get a free pdf file of Limited Dependent Rational Expectations Models With Jumps book. This book definitely worth reading, it is an incredibly well-written.

Analysis of Panels and Limited Dependent Variable Models

Author : Cheng Hsiao
Publisher : Cambridge University Press
Page : 352 pages
File Size : 31,61 MB
Release : 1999-07-29
Category : Business & Economics
ISBN : 113943134X

GET BOOK

This important collection brings together leading econometricians to discuss advances in the areas of the econometrics of panel data. The papers in this collection can be grouped into two categories. The first, which includes chapters by Amemiya, Baltagi, Arellano, Bover and Labeaga, primarily deal with different aspects of limited dependent variables and sample selectivity. The second group of papers, including those by Nerlove, Schmidt and Ahn, Kiviet, Davies and Lahiri, consider issues that arise in the estimation of dyanamic (possibly) heterogeneous panel data models. Overall, the contributors focus on the issues of simplifying complex real-world phenomena into easily generalisable inferences from individual outcomes. As the contributions of G. S. Maddala in the fields of limited dependent variables and panel data were particularly influential, it is a fitting tribute that this volume is dedicated to him.

Currencies, Crises, Fiscal Policy, and Coordination

Author : Paul R. Masson
Publisher : World Scientific
Page : 355 pages
File Size : 23,79 MB
Release : 2011
Category : Business & Economics
ISBN : 981435015X

GET BOOK

This volume provides an integrated compilation of selected major articles published by the author in several fields of international finance. These include contributions to the understanding of currency crises and financial contagion, the evolution of exchange rate regimes, the interaction between national fiscal policies and regional monetary unions, and the effect of uncertainty on the gains from international economic policy coordination. The author spent most of his career doing research at established institutions (the Bank of Canada, OECD, and IMF), and these articles emerged from the need to understand the major economic policy issues of the day. In the book's introduction, the author discusses the motivation for these contributions and the unifying themes that emerged, while a concluding chapter provides his personal reflections and suggestions about promising avenues for further research.