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Author : Christopher A. Sims
Publisher : Cambridge University Press
Page : 334 pages
File Size : 20,7 MB
Release : 1996-03-07
Category : Business & Economics
ISBN : 9780521566100
The first of a two-volume set of articles reflecting the current state of research in econometrics.
Author : Econometric Society. World Congress
Publisher : Cambridge University Press
Page : 511 pages
File Size : 29,13 MB
Release : 2013-05-27
Category : Business & Economics
ISBN : 1107016045
The first volume of edited papers from the Tenth World Congress of the Econometric Society 2010.
Author : Luc Anselin
Publisher : Springer Science & Business Media
Page : 516 pages
File Size : 12,2 MB
Release : 2013-03-09
Category : Business & Economics
ISBN : 3662056178
World-renowned experts in spatial statistics and spatial econometrics present the latest advances in specification and estimation of spatial econometric models. This includes information on the development of tools and software, and various applications. The text introduces new tests and estimators for spatial regression models, including discrete choice and simultaneous equation models. The performance of techniques is demonstrated through simulation results and a wide array of applications related to economic growth, international trade, knowledge externalities, population-employment dynamics, urban crime, land use, and environmental issues. An exciting new text for academics with a theoretical interest in spatial statistics and econometrics, and for practitioners looking for modern and up-to-date techniques.
Author : Truman F. Bewley
Publisher : Cambridge University Press
Page : 332 pages
File Size : 48,46 MB
Release : 1994-06-24
Category : Business & Economics
ISBN : 9780521467261
With its focus on econometrics, this volume contains key papers delivered at the Fifth World Congress in 1985.
Author : Siem Jan Koopman
Publisher : Emerald Group Publishing
Page : 685 pages
File Size : 28,32 MB
Release : 2016-01-08
Category : Business & Economics
ISBN : 1785603523
This volume explores dynamic factor model specification, asymptotic and finite-sample behavior of parameter estimators, identification, frequentist and Bayesian estimation of the corresponding state space models, and applications.
Author : Thomas B. Fomby
Publisher : Springer Science & Business Media
Page : 637 pages
File Size : 11,57 MB
Release : 2012-12-06
Category : Business & Economics
ISBN : 1441987460
This book had its conception in 1975in a friendly tavern near the School of Businessand PublicAdministration at the UniversityofMissouri-Columbia. Two of the authors (Fomby and Hill) were graduate students of the third (Johnson), and were (and are) concerned about teaching econometrics effectively at the graduate level. We decided then to write a book to serve as a comprehensive text for graduate econometrics. Generally, the material included in the bookand itsorganization have been governed by the question, " Howcould the subject be best presented in a graduate class?" For content, this has meant that we have tried to cover " all the bases " and yet have not attempted to be encyclopedic. The intended purpose has also affected the levelofmathematical rigor. We have tended to prove only those results that are basic and/or relatively straightforward. Proofs that would demand inordinant amounts of class time have simply been referenced. The book is intended for a two-semester course and paced to admit more extensive treatment of areas of specific interest to the instructor and students. We have great confidence in the ability, industry, and persistence of graduate students in ferreting out and understanding the omitted proofs and results. In the end, this is how one gains maturity and a fuller appreciation for the subject in any case. It is assumed that the readers of the book will have had an econometric methods course, using texts like J. Johnston's Econometric Methods, 2nd ed.
Author : Abdelaati Daouia
Publisher : Springer Nature
Page : 713 pages
File Size : 43,11 MB
Release : 2021-06-14
Category : Mathematics
ISBN : 3030732495
This book presents a unique collection of contributions on modern topics in statistics and econometrics, written by leading experts in the respective disciplines and their intersections. It addresses nonparametric statistics and econometrics, quantiles and expectiles, and advanced methods for complex data, including spatial and compositional data, as well as tools for empirical studies in economics and the social sciences. The book was written in honor of Christine Thomas-Agnan on the occasion of her 65th birthday. Given its scope, it will appeal to researchers and PhD students in statistics and econometrics alike who are interested in the latest developments in their field.
Author : David F. Hendry
Publisher :
Page : 918 pages
File Size : 23,99 MB
Release : 1995
Category : Business & Economics
ISBN : 9780198283164
The main problem in econometric modelling of time series is discovering sustainable and interpretable relationships between observed economic variables. The primary aim of this book is to develop an operational econometric approach which allows constructive modelling. Professor Hendry deals with methodological issues (model discovery, data mining, and progressive research strategies); with major tools for modelling (recursive methods, encompassing, super exogeneity, invariance tests); and with practical problems (collinearity, heteroscedasticity, and measurement errors). He also includes an extensive study of US money demand. The book is self-contained, with the technical background covered in appendices. It is thus suitable for first year graduate students, and includes solved examples and exercises to facilitate its use in teaching. 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 : Christopher A. Sims
Publisher : Cambridge University Press
Page : 434 pages
File Size : 17,92 MB
Release : 1996-03-07
Category : Business & Economics
ISBN : 9780521566094
This 1994 two-volume set of articles reflects the state of research in theoretical and applied econometrics. The topics covered include time series methods, semiparametric methods, seasonality, financial economics, model solution techniques, economic development and labour economics.
Author : Econometric Society. World Congress
Publisher :
Page : 452 pages
File Size : 43,32 MB
Release : 2006
Category : Business & Economics
ISBN :
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