Nonstationary Panels, Panel Cointegration, and Dynamic Panels

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Author :
Publisher : Elsevier
ISBN 13 : 0762306882
Total Pages : 351 pages
Book Rating : 4.7/5 (623 download)

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Book Synopsis Nonstationary Panels, Panel Cointegration, and Dynamic Panels by : Badi H. Baltagi

Download or read book Nonstationary Panels, Panel Cointegration, and Dynamic Panels written by Badi H. Baltagi and published by Elsevier. This book was released on 2000 with total page 351 pages. Available in PDF, EPUB and Kindle. Book excerpt: In the 16th Edition of Advances in Econometrics we present twelve papers discussing the current interface between Marketing and Econometrics. The authors are leading scholars in the fields and introduce the latest models for analysing marketing data. The papers are representative of the types of problems and methods that are used within the field of marketing. Marketing focuses on the interaction between the firm and the consumer. Economics encompasses this interaction as well as many others. Economics, along with psychology and sociology, provides a theoretical foundation for marketing.

Handbook of Exchange Rates

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Publisher : John Wiley & Sons
ISBN 13 : 1118445775
Total Pages : 674 pages
Book Rating : 4.1/5 (184 download)

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Book Synopsis Handbook of Exchange Rates by : Jessica James

Download or read book Handbook of Exchange Rates written by Jessica James and published by John Wiley & Sons. This book was released on 2012-05-29 with total page 674 pages. Available in PDF, EPUB and Kindle. Book excerpt: Praise for Handbook of Exchange Rates “This book is remarkable. I expect it to become the anchor reference for people working in the foreign exchange field.” —Richard K. Lyons, Dean and Professor of Finance, Haas School of Business, University of California Berkeley “It is quite easily the most wide ranging treaty of expertise on the forex market I have ever come across. I will be keeping a copy close to my fingertips.” —Jim O’Neill, Chairman, Goldman Sachs Asset Management How should we evaluate the forecasting power of models? What are appropriate loss functions for major market participants? Is the exchange rate the only means of adjustment? Handbook of Exchange Rates answers these questions and many more, equipping readers with the relevant concepts and policies for working in today’s international economic climate. Featuring contributions written by leading specialists from the global financial arena, this handbook provides a collection of original ideas on foreign exchange (FX) rates in four succinct sections: • Overview introduces the history of the FX market and exchange rate regimes, discussing key instruments in the trading environment as well as macro and micro approaches to FX determination. • Exchange Rate Models and Methods focuses on forecasting exchange rates, featuring methodological contributions on the statistical methods for evaluating forecast performance, parity relationships, fair value models, and flow–based models. • FX Markets and Products outlines active currency management, currency hedging, hedge accounting; high frequency and algorithmic trading in FX; and FX strategy-based products. • FX Markets and Policy explores the current policies in place in global markets and presents a framework for analyzing financial crises. Throughout the book, topics are explored in-depth alongside their founding principles. Each chapter uses real-world examples from the financial industry and concludes with a summary that outlines key points and concepts. Handbook of Exchange Rates is an essential reference for fund managers and investors as well as practitioners and researchers working in finance, banking, business, and econometrics. The book also serves as a valuable supplement for courses on economics, business, and international finance at the upper-undergraduate and graduate levels.

The Econometrics of Panel Data

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Publisher : Springer Science & Business Media
ISBN 13 : 3540758925
Total Pages : 966 pages
Book Rating : 4.5/5 (47 download)

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Book Synopsis The Econometrics of Panel Data by : Lászlo Mátyás

Download or read book The Econometrics of Panel Data written by Lászlo Mátyás and published by Springer Science & Business Media. This book was released on 2008-04-06 with total page 966 pages. Available in PDF, EPUB and Kindle. Book excerpt: This restructured, updated Third Edition provides a general overview of the econometrics of panel data, from both theoretical and applied viewpoints. Readers discover how econometric tools are used to study organizational and household behaviors as well as other macroeconomic phenomena such as economic growth. The book contains sixteen entirely new chapters; all other chapters have been revised to account for recent developments. With contributions from well known specialists in the field, this handbook is a standard reference for all those involved in the use of panel data in econometrics.

Econometric Analysis of Panel Data

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Author :
Publisher : John Wiley & Sons
ISBN 13 : 0470518863
Total Pages : 239 pages
Book Rating : 4.4/5 (75 download)

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Book Synopsis Econometric Analysis of Panel Data by : Badi Baltagi

Download or read book Econometric Analysis of Panel Data written by Badi Baltagi and published by John Wiley & Sons. This book was released on 2008-06-30 with total page 239 pages. Available in PDF, EPUB and Kindle. Book excerpt: Written by one of the world's leading researchers and writers in the field, Econometric Analysis of Panel Data has become established as the leading textbook for postgraduate courses in panel data. This new edition reflects the rapid developments in the field covering the vast research that has been conducted on panel data since its initial publication. Featuring the most recent empirical examples from panel data literature, data sets are also provided as well as the programs to implement the estimation and testing procedures described in the book. These programs will be made available via an accompanying website which will also contain solutions to end of chapter exercises that will appear in the book. The text has been fully updated with new material on dynamic panel data models and recent results on non-linear panel models and in particular work on limited dependent variables panel data models.

The Econometrics of Panel Data

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Author :
Publisher : Advanced Studies in Theoretical and Applied Econometrics
ISBN 13 :
Total Pages : 992 pages
Book Rating : 4.3/5 ( download)

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Book Synopsis The Econometrics of Panel Data by : Lászlo Mátyás

Download or read book The Econometrics of Panel Data written by Lászlo Mátyás and published by Advanced Studies in Theoretical and Applied Econometrics. This book was released on 2008-04-25 with total page 992 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume provides a general overview of the econometrics of panel data, both from a theoretical and from an applied viewpoint. This third edition provides a presentation of theoretical developments as well as surveys about how econometric tools are used to study firms and household's behaviors.

Proceedings of the Third International Conference on Computing, Mathematics and Statistics (iCMS2017)

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Publisher : Springer
ISBN 13 : 9811372799
Total Pages : 566 pages
Book Rating : 4.8/5 (113 download)

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Book Synopsis Proceedings of the Third International Conference on Computing, Mathematics and Statistics (iCMS2017) by : Liew-Kee Kor

Download or read book Proceedings of the Third International Conference on Computing, Mathematics and Statistics (iCMS2017) written by Liew-Kee Kor and published by Springer. This book was released on 2019-03-27 with total page 566 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is a product of the Third International Conference on Computing, Mathematics and Statistics (iCMS2017) to be held in Langkawi in November 2017. It is divided into four sections according to the thrust areas: Computer Science, Mathematics, Statistics, and Multidisciplinary Applications. All sections sought to confront current issues that society faces today. The book brings collectively quantitative, as well as qualitative, research methods that are also suitable for future research undertakings. Researchers in Computer Science, Mathematics and Statistics can use this book as a sourcebook to enrich their research works.

Purchasing Power Parity and Real Exchange Rates

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Publisher : Routledge
ISBN 13 : 1317988205
Total Pages : 227 pages
Book Rating : 4.3/5 (179 download)

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Book Synopsis Purchasing Power Parity and Real Exchange Rates by : Mark P. Taylor

Download or read book Purchasing Power Parity and Real Exchange Rates written by Mark P. Taylor and published by Routledge. This book was released on 2013-09-13 with total page 227 pages. Available in PDF, EPUB and Kindle. Book excerpt: The term Purchasing Power Parity may date from the early twentieth century, when it was coined by the Swedish economist Gustav Cassel, but the underlying concept had been enjoying varying degrees of success since its development in sixteenth century Spain. Even towards the end of the twentieth century, and especially since the breakdown of the Bretton Woods system of fixed exchange rates, PPP and the stability of real exchange rates continued to be the subject of academic debate. This volume brings together essays covering aspects of current thinking on Purchasing Power Parity, from the various ways in which to test for its existence, to its appearance in different economies around the world, to examinations of the explanations given when PPP does not appear to hold This book was published as a special issue of Applied Financial Economics. The academic editor of this journal is Mark P. Taylor.

Econometric Analysis of Panel Data

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Author :
Publisher : Springer Nature
ISBN 13 : 3030539539
Total Pages : 436 pages
Book Rating : 4.0/5 (35 download)

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Book Synopsis Econometric Analysis of Panel Data by : Badi H. Baltagi

Download or read book Econometric Analysis of Panel Data written by Badi H. Baltagi and published by Springer Nature. This book was released on 2021-03-16 with total page 436 pages. Available in PDF, EPUB and Kindle. Book excerpt: This textbook offers a comprehensive introduction to panel data econometrics, an area that has enjoyed considerable growth over the last two decades. Micro and Macro panels are becoming increasingly available, and methods for dealing with these types of data are in high demand among practitioners. Software programs have fostered this growth, including freely available programs in R and numerous user-written programs in both Stata and EViews. Written by one of the world’s leading researchers and authors in the field, Econometric Analysis of Panel Data has established itself as the leading textbook for graduate and postgraduate courses on panel data. It provides up-to-date coverage of basic panel data techniques, illustrated with real economic applications and datasets, which are available at the book’s website on springer.com. This new sixth edition has been fully revised and updated, and includes new material on dynamic panels, limited dependent variables and nonstationary panels, as well as spatial panel data. The author also provides empirical illustrations and examples using Stata and EViews. “This is a definitive book written by one of the architects of modern, panel data econometrics. It provides both a practical introduction to the subject matter, as well as a thorough discussion of the underlying statistical principles without taxing the reader too greatly." Professor Kajal Lahiri, State University of New York, Albany, USA. "This book is the most comprehensive work available on panel data. It is written by one of the leading contributors to the field, and is notable for its encyclopaedic coverage and its clarity of exposition. It is useful to theorists and to people doing applied work using panel data. It is valuable as a text for a course in panel data, as a supplementary text for more general courses in econometrics, and as a reference." Professor Peter Schmidt, Michigan State University, USA. “Panel data econometrics is in its ascendancy, combining the power of cross section averaging with all the subtleties of temporal and spatial dependence. Badi Baltagi provides a remarkable roadmap of this fascinating interface of econometric method, enticing the novitiate with technical gentleness, the expert with comprehensive coverage and the practitioner with many empirical applications.” Professor Peter C. B. Phillips, Cowles Foundation, Yale University, USA.

Panel Data Econometrics

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Author :
Publisher : Emerald Group Publishing
ISBN 13 : 0444521720
Total Pages : 399 pages
Book Rating : 4.4/5 (445 download)

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Book Synopsis Panel Data Econometrics by : Badi H. Baltagi

Download or read book Panel Data Econometrics written by Badi H. Baltagi and published by Emerald Group Publishing. This book was released on 2006-04-01 with total page 399 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume includes some of the papers presented at the 11th International Conference on Panel Data, Texas, June 2004, and other solicited papers that passed the refereeing process and includes such topics as dynamic panel data estimation, non-linear panel data methods and the phenomenal growth in non-stationary panel data econometrics.

Econometric Theory and Practice

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Publisher : Cambridge University Press
ISBN 13 : 9780521807234
Total Pages : 390 pages
Book Rating : 4.8/5 (72 download)

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Book Synopsis Econometric Theory and Practice by : P. C. B. Phillips

Download or read book Econometric Theory and Practice written by P. C. B. Phillips and published by Cambridge University Press. This book was released on 2006-01-09 with total page 390 pages. Available in PDF, EPUB and Kindle. Book excerpt: The essays in this book explore important theoretical and applied advances in econometrics.

Unit Roots, Cointegration, and Structural Change

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Publisher : Cambridge University Press
ISBN 13 : 9780521587822
Total Pages : 528 pages
Book Rating : 4.5/5 (878 download)

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Book Synopsis Unit Roots, Cointegration, and Structural Change by : G. S. Maddala

Download or read book Unit Roots, Cointegration, and Structural Change written by G. S. Maddala and published by Cambridge University Press. This book was released on 1998 with total page 528 pages. Available in PDF, EPUB and Kindle. Book excerpt: A comprehensive review of unit roots, cointegration and structural change from a best-selling author.

International Macroeconomics

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Publisher : Nova Publishers
ISBN 13 : 9781594549014
Total Pages : 426 pages
Book Rating : 4.5/5 (49 download)

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Book Synopsis International Macroeconomics by : Amalia Morales Zumaquero

Download or read book International Macroeconomics written by Amalia Morales Zumaquero and published by Nova Publishers. This book was released on 2006 with total page 426 pages. Available in PDF, EPUB and Kindle. Book excerpt: The international macroeconomics area has experienced substantial growth over the past decade. The goal of this volume is to present the most important developments in the international macroeconomics field in recent years. The literature in this area has evolved mainly in four directions that constitute the four parts of this book. In particular, Part I focuses on the purchasing power parity (PPP) puzzle, Part II presents papers that try to explain the behaviour of nominal and real exchange rates, Part III covers the financial crises, currency crises and contagion recent literature and, finally, the behaviour of exchange rates, inflation and output convergence in Central and Eastern European transition economies are considered in Part IV.

A Companion to Econometric Analysis of Panel Data

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Publisher : John Wiley & Sons
ISBN 13 : 0470744030
Total Pages : 322 pages
Book Rating : 4.4/5 (77 download)

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Book Synopsis A Companion to Econometric Analysis of Panel Data by : Badi H. Baltagi

Download or read book A Companion to Econometric Analysis of Panel Data written by Badi H. Baltagi and published by John Wiley & Sons. This book was released on 2009-06-22 with total page 322 pages. Available in PDF, EPUB and Kindle. Book excerpt: ‘Econometric Analysis of Panel Data’ has become established as the leading textbook for postgraduate courses in panel data. This book is intended as a companion to the main text. The prerequisites include a good background in mathematical statistics and econometrics. The companion guide will add value to the existing textbooks on panel data by solving exercises in a logical and pedagogical manner, helping the reader understand, learn and teach panel data. These exercises are based upon those in Baltagi (2008) and are complementary to that text even though they are stand alone material and the reader can learn the basic material as they go through these exercises. The exercises in this book start by providing some background material on partitioned regressions and the Frisch-Waugh-Lovell theorem, showing the reader some applications of this material that are useful in practice. Then it goes through the basic material on fixed and random effects models in a one-way and two-way error components models, following the same outline as in Baltagi (2008). The book also provides some empirical illustrations and examples using Stata and EViews that the reader can replicate. The data sets are available on the Wiley web site (www.wileyeurope.com/college/baltagi).

Handbook of Small States

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Publisher : Routledge
ISBN 13 : 1351181823
Total Pages : 872 pages
Book Rating : 4.3/5 (511 download)

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Book Synopsis Handbook of Small States by : Lino Briguglio

Download or read book Handbook of Small States written by Lino Briguglio and published by Routledge. This book was released on 2018-05-11 with total page 872 pages. Available in PDF, EPUB and Kindle. Book excerpt: This handbook covers a wide spectrum of issues relating to small states. Chapters in the volume have been grouped under the three main themes of economic, social and environmental issues. The economics sections include chapters dealing with trade, finance and regulatory frameworks, while the social theme covers health, migration, population ageing, as well as overall social wellbeing. The environmental theme examines matters such as measuring environmental performance, natural disasters, the ocean economy, and the validity of the Sustainable Development Goals. One major issue is the definition of small states. As this volume demonstrates, generally speaking, population is used to measure country size in the literature. However, it clearly emerges that there is no real consensus as to the population cut-off point that distinguishes small states from large ones. While the approaches taken by the authors vary, in all cases the chapters draw practical policy implications for small states. The book can therefore be considered as a wide-ranging depositary of information on small states with the aim of deriving policy prescriptions, and thus as an excellent resource for academics, students and policymakers.

Financial Econometrics

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Author :
Publisher : Routledge
ISBN 13 : 113409146X
Total Pages : 337 pages
Book Rating : 4.1/5 (34 download)

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Book Synopsis Financial Econometrics by :

Download or read book Financial Econometrics written by and published by Routledge. This book was released on with total page 337 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Financial Econometrics

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Author :
Publisher : Routledge
ISBN 13 : 1134091451
Total Pages : 337 pages
Book Rating : 4.1/5 (34 download)

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Book Synopsis Financial Econometrics by : Peijie Wang

Download or read book Financial Econometrics written by Peijie Wang and published by Routledge. This book was released on 2008-09-19 with total page 337 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides an essential toolkit for all students wishing to know more about the modelling and analysis of financial data. Applications of econometric techniques are becoming increasingly common in the world of finance and this second edition of an established text covers the following key themes:- unit roots, cointegration and other develop

Exchange Rate Modelling

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Publisher : Springer
ISBN 13 : 9780792386681
Total Pages : 222 pages
Book Rating : 4.3/5 (866 download)

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Book Synopsis Exchange Rate Modelling by : Ronald MacDonald

Download or read book Exchange Rate Modelling written by Ronald MacDonald and published by Springer. This book was released on 1999-11-30 with total page 222 pages. Available in PDF, EPUB and Kindle. Book excerpt: Are foreign exchange markets efficient? Are fundamentals important for predicting exchange rate movements? What is the signal-to-ratio of high frequency exchange rate changes? Is it possible to define a measure of the equilibrium exchange rate that is useful from an assessment perspective? The book is a selective survey of current thinking on key topics in exchange rate economics, supplemented throughout by new empirical evidence. The focus is on the use of advanced econometric tools to find answers to these and other questions which are important to practitioners, policy-makers and academic economists. In addition, the book addresses more technical econometric considerations such as the importance of the choice between single-equation and system-wide approaches to modelling the exchange rate, and the reduced form versus structural equation problems. Readers will gain both a comprehensive overview of the way macroeconomists approach exchange rate modelling, and an understanding of how advanced techniques can help them explain and predict the behavior of this crucial economic variable.