An Examination of Distributed Lag Model Coefficients Estimated with Smoothness Priors

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ISBN 13 :
Total Pages : 46 pages
Book Rating : 4.3/5 ( download)

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Book Synopsis An Examination of Distributed Lag Model Coefficients Estimated with Smoothness Priors by : S. S. Thurman

Download or read book An Examination of Distributed Lag Model Coefficients Estimated with Smoothness Priors written by S. S. Thurman and published by . This book was released on 1984 with total page 46 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Seasonality in Regression

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Publisher : Academic Press
ISBN 13 : 1483277747
Total Pages : 284 pages
Book Rating : 4.4/5 (832 download)

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Book Synopsis Seasonality in Regression by : Svend Hylleberg

Download or read book Seasonality in Regression written by Svend Hylleberg and published by Academic Press. This book was released on 2014-05-10 with total page 284 pages. Available in PDF, EPUB and Kindle. Book excerpt: Seasonality in Regression presents the problems of seasonality in economic regression models. This book discusses the procedures that may have application in practical econometric work. Organized into eight chapters, this book begins with an overview of the tremendous increase in the computational capabilities made by the development of the electronic computer that has profound implications for the way seasonality is handled by economists. This text then examines some seasonal models and their characteristics. Other chapters consider the most frequently applied evaluation criteria and appraise the values in the applications. This book discusses as well the frequency domain estimators and provides insight into problems of estimating the disturbance–covariance matrix through the use of the disturbance spectrum. The final chapter deals with the main objective of the treatment of personality to formulate and estimate econometric models. This book is a valuable resource for economists and econometricians who have knowledge of econometrics at an advanced undergraduate or graduate level.

Readings in Econometric Theory and Practice

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Publisher : Elsevier
ISBN 13 : 148329708X
Total Pages : 391 pages
Book Rating : 4.4/5 (832 download)

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Book Synopsis Readings in Econometric Theory and Practice by : W.E. Griffiths

Download or read book Readings in Econometric Theory and Practice written by W.E. Griffiths and published by Elsevier. This book was released on 2014-06-28 with total page 391 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume honors George Judge and his many, varied and outstanding contributions to econometrics, statistics, mathematical programming and spatial equilibrium modeling. The papers are grouped into four parts, each part representing an area in which Professor Judge has made a significant contribution. The authors have all benefited in some way, directly or indirectly, through an association with George Judge and his work.The three papers in Part I are concerned with various aspects of pre-test and Stein-rule estimation. Part II contains applications of Bayesian methodology, new developments in Bayesian methodology, and an overview of Bayesian econometrics. The papers in Part III comprise new developments in time-series analysis, improved estimation and Markov chain analysis. The final part on spatial equilibrium modeling contains papers that had their origins from Professor Judge's pioneering work in the 60's.

Statistical Theory and Method Abstracts

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ISBN 13 :
Total Pages : 530 pages
Book Rating : 4.:/5 (4 download)

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Book Synopsis Statistical Theory and Method Abstracts by :

Download or read book Statistical Theory and Method Abstracts written by and published by . This book was released on 1991 with total page 530 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Smoothness Priors Analysis of Time Series

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Publisher : Springer Science & Business Media
ISBN 13 : 1461207614
Total Pages : 265 pages
Book Rating : 4.4/5 (612 download)

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Book Synopsis Smoothness Priors Analysis of Time Series by : Genshiro Kitagawa

Download or read book Smoothness Priors Analysis of Time Series written by Genshiro Kitagawa and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 265 pages. Available in PDF, EPUB and Kindle. Book excerpt: Smoothness Priors Analysis of Time Series addresses some of the problems of modeling stationary and nonstationary time series primarily from a Bayesian stochastic regression "smoothness priors" state space point of view. Prior distributions on model coefficients are parametrized by hyperparameters. Maximizing the likelihood of a small number of hyperparameters permits the robust modeling of a time series with relatively complex structure and a very large number of implicitly inferred parameters. The critical statistical ideas in smoothness priors are the likelihood of the Bayesian model and the use of likelihood as a measure of the goodness of fit of the model. The emphasis is on a general state space approach in which the recursive conditional distributions for prediction, filtering, and smoothing are realized using a variety of nonstandard methods including numerical integration, a Gaussian mixture distribution-two filter smoothing formula, and a Monte Carlo "particle-path tracing" method in which the distributions are approximated by many realizations. The methods are applicable for modeling time series with complex structures.

Should Fixed Coefficients be Reestimated Every Period [for Extrapolation?]

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ISBN 13 :
Total Pages : 42 pages
Book Rating : 4.3/5 ( download)

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Book Synopsis Should Fixed Coefficients be Reestimated Every Period [for Extrapolation?] by : P. A. V. B. Swamy

Download or read book Should Fixed Coefficients be Reestimated Every Period [for Extrapolation?] written by P. A. V. B. Swamy and published by . This book was released on 1987 with total page 42 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Econometrics (Routledge Revivals)

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Publisher : Routledge
ISBN 13 : 1317857445
Total Pages : 232 pages
Book Rating : 4.3/5 (178 download)

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Book Synopsis Econometrics (Routledge Revivals) by : Baldev Raj

Download or read book Econometrics (Routledge Revivals) written by Baldev Raj and published by Routledge. This book was released on 2014-07-16 with total page 232 pages. Available in PDF, EPUB and Kindle. Book excerpt: Originally published in 1981, this book considers one particular area of econometrics- the linear model- where significant recent advances have been made. It considers both single and multiequation models with varying co-efficients, explains the various theories and techniques connected with these and goes on to describe the various applications of the models. Whilst the detailed explanation of the models will interest primarily econometrics specialists, the implications of the advances outlined and the applications of the models will intrest a wide range of economists.

The Theory and Practice of Econometrics

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Publisher : John Wiley & Sons
ISBN 13 : 047189530X
Total Pages : 1062 pages
Book Rating : 4.4/5 (718 download)

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Book Synopsis The Theory and Practice of Econometrics by : George G. Judge

Download or read book The Theory and Practice of Econometrics written by George G. Judge and published by John Wiley & Sons. This book was released on 1991-01-16 with total page 1062 pages. Available in PDF, EPUB and Kindle. Book excerpt: This broadly based graduate-level textbook covers the major models and statistical tools currently used in the practice of econometrics. It examines the classical, the decision theory, and the Bayesian approaches, and contains material on single equation and simultaneous equation econometric models. Includes an extensive reference list for each topic.

Reducing Uncertainty in Current Analysis and Projections

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ISBN 13 :
Total Pages : 68 pages
Book Rating : 4.3/5 ( download)

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Book Synopsis Reducing Uncertainty in Current Analysis and Projections by : Carol Corrado

Download or read book Reducing Uncertainty in Current Analysis and Projections written by Carol Corrado and published by . This book was released on 1986 with total page 68 pages. Available in PDF, EPUB and Kindle. Book excerpt:

The Stochastic Coefficients Approach to Econometric Modeling

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ISBN 13 :
Total Pages : 64 pages
Book Rating : 4.3/5 ( download)

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Book Synopsis The Stochastic Coefficients Approach to Econometric Modeling by : P. A. V. B. Swamy

Download or read book The Stochastic Coefficients Approach to Econometric Modeling written by P. A. V. B. Swamy and published by . This book was released on 1988 with total page 64 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Time Series and Econometric Modelling

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Publisher : Springer Science & Business Media
ISBN 13 : 9400947909
Total Pages : 406 pages
Book Rating : 4.4/5 (9 download)

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Book Synopsis Time Series and Econometric Modelling by : I.B. MacNeill

Download or read book Time Series and Econometric Modelling written by I.B. MacNeill and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 406 pages. Available in PDF, EPUB and Kindle. Book excerpt: On May 27-31, 1985, a series of symposia was held at The University of Western Ontario, London, Canada, to celebrate the 70th birthday of Pro fessor V. M. Joshi. These symposia were chosen to reflect Professor Joshi's research interests as well as areas of expertise in statistical science among faculty in the Departments of Statistical and Actuarial Sciences, Economics, Epidemiology and Biostatistics, and Philosophy. From these symposia, the six volumes which comprise the "Joshi Festschrift" have arisen. The 117 articles in this work reflect the broad interests and high quality of research of those who attended our conference. We would like to thank all of the contributors for their superb cooperation in helping us to complete this project. Our deepest gratitude must go to the three people who have spent so much of their time in the past year typing these volumes: Jackie Bell, Lise Constant, and Sandy Tarnowski. This work has been printed from "camera ready" copy produced by our Vax 785 computer and QMS Lasergraphix printers, using the text processing software TEX. At the initiation of this project, we were neophytes in the use of this system. Thank you, Jackie, Lise, and Sandy, for having the persistence and dedication needed to complete this undertaking.

Special Studies Paper

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ISBN 13 :
Total Pages : 440 pages
Book Rating : 4.:/5 (31 download)

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Book Synopsis Special Studies Paper by : Board of Governors of the Federal Reserve System (U.S.)

Download or read book Special Studies Paper written by Board of Governors of the Federal Reserve System (U.S.) and published by . This book was released on 1987 with total page 440 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Price Rigidity in Imperfectly Competitive Markets

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ISBN 13 :
Total Pages : 36 pages
Book Rating : 4.3/5 ( download)

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Book Synopsis Price Rigidity in Imperfectly Competitive Markets by : Steven Alan Sharpe

Download or read book Price Rigidity in Imperfectly Competitive Markets written by Steven Alan Sharpe and published by . This book was released on 1987 with total page 36 pages. Available in PDF, EPUB and Kindle. Book excerpt:

The Dynamics of Exchange Rate Volatility

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ISBN 13 :
Total Pages : 66 pages
Book Rating : 4.3/5 ( download)

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Book Synopsis The Dynamics of Exchange Rate Volatility by : Francis X. Diebold

Download or read book The Dynamics of Exchange Rate Volatility written by Francis X. Diebold and published by . This book was released on 1986 with total page 66 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Reducing Uncertainty in Short-term Projections

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ISBN 13 :
Total Pages : 62 pages
Book Rating : 4.3/5 ( download)

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Book Synopsis Reducing Uncertainty in Short-term Projections by : Carol Corrado

Download or read book Reducing Uncertainty in Short-term Projections written by Carol Corrado and published by . This book was released on 1983 with total page 62 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Structural Change and the Combination of Forecasts

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ISBN 13 :
Total Pages : 58 pages
Book Rating : 4.3/5 ( download)

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Book Synopsis Structural Change and the Combination of Forecasts by : Francis X. Diebold

Download or read book Structural Change and the Combination of Forecasts written by Francis X. Diebold and published by . This book was released on 1986 with total page 58 pages. Available in PDF, EPUB and Kindle. Book excerpt:

On the Information Content of Consumer Survey Expectations

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ISBN 13 :
Total Pages : 32 pages
Book Rating : 4.3/5 ( download)

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Book Synopsis On the Information Content of Consumer Survey Expectations by : Jeffrey C. Fuhrer

Download or read book On the Information Content of Consumer Survey Expectations written by Jeffrey C. Fuhrer and published by . This book was released on 1986 with total page 32 pages. Available in PDF, EPUB and Kindle. Book excerpt: