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.

Almost All About Unit Roots

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Publisher : Cambridge University Press
ISBN 13 : 1107097339
Total Pages : 301 pages
Book Rating : 4.1/5 (7 download)

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Book Synopsis Almost All About Unit Roots by : In Choi

Download or read book Almost All About Unit Roots written by In Choi and published by Cambridge University Press. This book was released on 2015-05-12 with total page 301 pages. Available in PDF, EPUB and Kindle. Book excerpt: Many economic theories depend on the presence or absence of a unit root for their validity, making familiarity with unit roots extremely important to econometric and statistical theory. This book introduces the literature on unit roots in a comprehensive manner to empirical and theoretical researchers in economics and other areas.

Beyond the Global Crisis

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Publisher : Routledge
ISBN 13 : 113630598X
Total Pages : 322 pages
Book Rating : 4.1/5 (363 download)

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Book Synopsis Beyond the Global Crisis by : Lionello F. Punzo

Download or read book Beyond the Global Crisis written by Lionello F. Punzo and published by Routledge. This book was released on 2012-05-16 with total page 322 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book aims at offering a comparative, multi-perspective analysis of the different, at times parallel, at times with varying degrees of interdependence, macroeconomic and structural adjustments in the two continents against the backdrop of important processes of regional integration. Its reading offers a multifaceted appreciation of the reality emerging from the mixing up of longer run tendencies deepened by the brute force of the financial and then industrial crisis.

Time Series and Panel Data Econometrics

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Publisher : Oxford University Press
ISBN 13 : 0191058475
Total Pages : 1443 pages
Book Rating : 4.1/5 (91 download)

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Book Synopsis Time Series and Panel Data Econometrics by : M. Hashem Pesaran

Download or read book Time Series and Panel Data Econometrics written by M. Hashem Pesaran and published by Oxford University Press. This book was released on 2015-10-01 with total page 1443 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is concerned with recent developments in time series and panel data techniques for the analysis of macroeconomic and financial data. It provides a rigorous, nevertheless user-friendly, account of the time series techniques dealing with univariate and multivariate time series models, as well as panel data models. It is distinct from other time series texts in the sense that it also covers panel data models and attempts at a more coherent integration of time series, multivariate analysis, and panel data models. It builds on the author's extensive research in the areas of time series and panel data analysis and covers a wide variety of topics in one volume. Different parts of the book can be used as teaching material for a variety of courses in econometrics. It can also be used as reference manual. It begins with an overview of basic econometric and statistical techniques, and provides an account of stochastic processes, univariate and multivariate time series, tests for unit roots, cointegration, impulse response analysis, autoregressive conditional heteroskedasticity models, simultaneous equation models, vector autoregressions, causality, forecasting, multivariate volatility models, panel data models, aggregation and global vector autoregressive models (GVAR). The techniques are illustrated using Microfit 5 (Pesaran and Pesaran, 2009, OUP) with applications to real output, inflation, interest rates, exchange rates, and stock prices.

Beyond Traditional Probabilistic Methods in Economics

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Publisher : Springer
ISBN 13 : 3030042006
Total Pages : 1167 pages
Book Rating : 4.0/5 (3 download)

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Book Synopsis Beyond Traditional Probabilistic Methods in Economics by : Vladik Kreinovich

Download or read book Beyond Traditional Probabilistic Methods in Economics written by Vladik Kreinovich and published by Springer. This book was released on 2018-11-24 with total page 1167 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents recent research on probabilistic methods in economics, from machine learning to statistical analysis. Economics is a very important – and at the same a very difficult discipline. It is not easy to predict how an economy will evolve or to identify the measures needed to make an economy prosper. One of the main reasons for this is the high level of uncertainty: different difficult-to-predict events can influence the future economic behavior. To make good predictions and reasonable recommendations, this uncertainty has to be taken into account. In the past, most related research results were based on using traditional techniques from probability and statistics, such as p-value-based hypothesis testing. These techniques led to numerous successful applications, but in the last decades, several examples have emerged showing that these techniques often lead to unreliable and inaccurate predictions. It is therefore necessary to come up with new techniques for processing the corresponding uncertainty that go beyond the traditional probabilistic techniques. This book focuses on such techniques, their economic applications and the remaining challenges, presenting both related theoretical developments and their practical applications.

Econometric Analysis of Panel Data

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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.

Introduction to Modern Time Series Analysis

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Publisher : Springer Science & Business Media
ISBN 13 : 3642334369
Total Pages : 326 pages
Book Rating : 4.6/5 (423 download)

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Book Synopsis Introduction to Modern Time Series Analysis by : Gebhard Kirchgässner

Download or read book Introduction to Modern Time Series Analysis written by Gebhard Kirchgässner and published by Springer Science & Business Media. This book was released on 2012-10-08 with total page 326 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents modern developments in time series econometrics that are applied to macroeconomic and financial time series, bridging the gap between methods and realistic applications. It presents the most important approaches to the analysis of time series, which may be stationary or nonstationary. Modelling and forecasting univariate time series is the starting point. For multiple stationary time series, Granger causality tests and vector autogressive models are presented. As the modelling of nonstationary uni- or multivariate time series is most important for real applied work, unit root and cointegration analysis as well as vector error correction models are a central topic. Tools for analysing nonstationary data are then transferred to the panel framework. Modelling the (multivariate) volatility of financial time series with autogressive conditional heteroskedastic models is also treated.

Time Series Econometrics

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Author :
Publisher : Springer
ISBN 13 : 3319982826
Total Pages : 409 pages
Book Rating : 4.3/5 (199 download)

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Book Synopsis Time Series Econometrics by : John D. Levendis

Download or read book Time Series Econometrics written by John D. Levendis and published by Springer. This book was released on 2019-01-31 with total page 409 pages. Available in PDF, EPUB and Kindle. Book excerpt: In this book, the author rejects the theorem-proof approach as much as possible, and emphasize the practical application of econometrics. They show with examples how to calculate and interpret the numerical results. This book begins with students estimating simple univariate models, in a step by step fashion, using the popular Stata software system. Students then test for stationarity, while replicating the actual results from hugely influential papers such as those by Granger and Newbold, and Nelson and Plosser. Readers will learn about structural breaks by replicating papers by Perron, and Zivot and Andrews. They then turn to models of conditional volatility, replicating papers by Bollerslev. Finally, students estimate multi-equation models such as vector autoregressions and vector error-correction mechanisms, replicating the results in influential papers by Sims and Granger. The book contains many worked-out examples, and many data-driven exercises. While intended primarily for graduate students and advanced undergraduates, practitioners will also find the book useful.

Econometric Analysis of Cross Section and Panel Data, second edition

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Author :
Publisher : MIT Press
ISBN 13 : 0262232588
Total Pages : 1095 pages
Book Rating : 4.2/5 (622 download)

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Book Synopsis Econometric Analysis of Cross Section and Panel Data, second edition by : Jeffrey M. Wooldridge

Download or read book Econometric Analysis of Cross Section and Panel Data, second edition written by Jeffrey M. Wooldridge and published by MIT Press. This book was released on 2010-10-01 with total page 1095 pages. Available in PDF, EPUB and Kindle. Book excerpt: The second edition of a comprehensive state-of-the-art graduate level text on microeconometric methods, substantially revised and updated. The second edition of this acclaimed graduate text provides a unified treatment of two methods used in contemporary econometric research, cross section and data panel methods. By focusing on assumptions that can be given behavioral content, the book maintains an appropriate level of rigor while emphasizing intuitive thinking. The analysis covers both linear and nonlinear models, including models with dynamics and/or individual heterogeneity. In addition to general estimation frameworks (particular methods of moments and maximum likelihood), specific linear and nonlinear methods are covered in detail, including probit and logit models and their multivariate, Tobit models, models for count data, censored and missing data schemes, causal (or treatment) effects, and duration analysis. Econometric Analysis of Cross Section and Panel Data was the first graduate econometrics text to focus on microeconomic data structures, allowing assumptions to be separated into population and sampling assumptions. This second edition has been substantially updated and revised. Improvements include a broader class of models for missing data problems; more detailed treatment of cluster problems, an important topic for empirical researchers; expanded discussion of "generalized instrumental variables" (GIV) estimation; new coverage (based on the author's own recent research) of inverse probability weighting; a more complete framework for estimating treatment effects with panel data, and a firmly established link between econometric approaches to nonlinear panel data and the "generalized estimating equation" literature popular in statistics and other fields. New attention is given to explaining when particular econometric methods can be applied; the goal is not only to tell readers what does work, but why certain "obvious" procedures do not. The numerous included exercises, both theoretical and computer-based, allow the reader to extend methods covered in the text and discover new insights.

Beyond Panel Unit Root Tests

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Publisher :
ISBN 13 : 9782893825984
Total Pages : 36 pages
Book Rating : 4.8/5 (259 download)

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Book Synopsis Beyond Panel Unit Root Tests by : Hyungsik Roger Moon

Download or read book Beyond Panel Unit Root Tests written by Hyungsik Roger Moon and published by . This book was released on 2010 with total page 36 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Forecasting: principles and practice

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Publisher : OTexts
ISBN 13 : 0987507117
Total Pages : 380 pages
Book Rating : 4.9/5 (875 download)

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Book Synopsis Forecasting: principles and practice by : Rob J Hyndman

Download or read book Forecasting: principles and practice written by Rob J Hyndman and published by OTexts. This book was released on 2018-05-08 with total page 380 pages. Available in PDF, EPUB and Kindle. Book excerpt: Forecasting is required in many situations. Stocking an inventory may require forecasts of demand months in advance. Telecommunication routing requires traffic forecasts a few minutes ahead. Whatever the circumstances or time horizons involved, forecasting is an important aid in effective and efficient planning. This textbook provides a comprehensive introduction to forecasting methods and presents enough information about each method for readers to use them sensibly.

Responsible Business and Sustainable Development

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Publisher : Taylor & Francis
ISBN 13 : 1040047009
Total Pages : 273 pages
Book Rating : 4.0/5 (4 download)

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Book Synopsis Responsible Business and Sustainable Development by : David Mhlanga

Download or read book Responsible Business and Sustainable Development written by David Mhlanga and published by Taylor & Francis. This book was released on 2024-06-28 with total page 273 pages. Available in PDF, EPUB and Kindle. Book excerpt: Responsible and sustainable business practices are becoming increasingly important in the information age, as companies are realizing the need to address ethical and social issues associated with their operations. In today’s interconnected world, businesses have access to vast amounts of data that can be used to improve their bottom line but can also pose significant risks to individuals and society. At the same time, responsible business practices have the capacity to positively impact international development goals such as poverty alleviation, economic growth, responsible consumption, and health and social welfare. This book presents a transdisciplinary framework for addressing the 2030 Sustainable Development Agenda, offering fresh perspectives from the Global South. It provides an overview of the key challenges and opportunities associated with responsible business practices in the information age, including the need to balance privacy and security concerns with data analytics and innovation. It also highlights some of the best practices and initiatives, such as stakeholder engagement, transparency, and accountability. The book establishes the role of green leadership in promoting responsible production, discusses the importance of measuring and reporting on sustainable innovation, including the use of sustainability metrics and reporting frameworks. Further, it debates the importance of incorporating ethics and sustainability in strategic management practices. It provides a comprehensive understanding of the integration of these values in organizational decision‐making. By delving into the pressing matters that impact our world today, the book generates a sense of urgency and awareness among its audience. Its inclusive approach to exploring various perspectives and opinions invites readers to participate in a constructive dialogue, broadening their understanding and deepening their empathy for different viewpoints.

Panel Data Econometrics

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Publisher : Oxford University Press
ISBN 13 : 0199245282
Total Pages : 244 pages
Book Rating : 4.1/5 (992 download)

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Book Synopsis Panel Data Econometrics by : Manuel Arellano

Download or read book Panel Data Econometrics written by Manuel Arellano and published by Oxford University Press. This book was released on 2003 with total page 244 pages. Available in PDF, EPUB and Kindle. Book excerpt: Written by one of the world's leading experts on dynamic panel data reviews, this volume reviews most of the important topics in the subject. It deals with static models, dynamic models, discrete choice and related models.

Macroeconomic Forecasting in the Era of Big Data

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Publisher : Springer Nature
ISBN 13 : 3030311503
Total Pages : 716 pages
Book Rating : 4.0/5 (33 download)

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Book Synopsis Macroeconomic Forecasting in the Era of Big Data by : Peter Fuleky

Download or read book Macroeconomic Forecasting in the Era of Big Data written by Peter Fuleky and published by Springer Nature. This book was released on 2019-11-28 with total page 716 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book surveys big data tools used in macroeconomic forecasting and addresses related econometric issues, including how to capture dynamic relationships among variables; how to select parsimonious models; how to deal with model uncertainty, instability, non-stationarity, and mixed frequency data; and how to evaluate forecasts, among others. Each chapter is self-contained with references, and provides solid background information, while also reviewing the latest advances in the field. Accordingly, the book offers a valuable resource for researchers, professional forecasters, and students of quantitative economics.

Public Health, Governance, Green Environment and Economy

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Publisher : Frontiers Media SA
ISBN 13 : 2832556892
Total Pages : 559 pages
Book Rating : 4.8/5 (325 download)

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Book Synopsis Public Health, Governance, Green Environment and Economy by : Suleman Sarwar

Download or read book Public Health, Governance, Green Environment and Economy written by Suleman Sarwar and published by Frontiers Media SA. This book was released on 2024-11-07 with total page 559 pages. Available in PDF, EPUB and Kindle. Book excerpt: Sustainable economic growth is important due to its implications for the ecosystem, natural resources, and human development. Public health is also a key factor in developing a sustainable economy, and it is a national asset because of its impact on labor supply and productivity. Health conditions depend on various factors, such as environmental hazards, availability of public facilities, economic conditions, pandemics etc. Green energy has an association with health, as it guarantees a clean environment. Such measures are necessary to improve the public’s mental and physical health, leading to sustainable economic growth. Hence, green energy, governance, and health are the potential avenues to enhance public health, promoting sustainable economic growth.

Time Series and Panel Data Econometrics

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Author :
Publisher : Oxford University Press, USA
ISBN 13 : 0198759983
Total Pages : 1095 pages
Book Rating : 4.1/5 (987 download)

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Book Synopsis Time Series and Panel Data Econometrics by : M. Hashem Pesaran

Download or read book Time Series and Panel Data Econometrics written by M. Hashem Pesaran and published by Oxford University Press, USA. This book was released on 2015 with total page 1095 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book describes and illustrates many advances that have taken place in a number of areas in theoretical and applied econometrics over the past four decades.

Communities in Action

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Publisher : National Academies Press
ISBN 13 : 0309452961
Total Pages : 583 pages
Book Rating : 4.3/5 (94 download)

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Book Synopsis Communities in Action by : National Academies of Sciences, Engineering, and Medicine

Download or read book Communities in Action written by National Academies of Sciences, Engineering, and Medicine and published by National Academies Press. This book was released on 2017-04-27 with total page 583 pages. Available in PDF, EPUB and Kindle. Book excerpt: In the United States, some populations suffer from far greater disparities in health than others. Those disparities are caused not only by fundamental differences in health status across segments of the population, but also because of inequities in factors that impact health status, so-called determinants of health. Only part of an individual's health status depends on his or her behavior and choice; community-wide problems like poverty, unemployment, poor education, inadequate housing, poor public transportation, interpersonal violence, and decaying neighborhoods also contribute to health inequities, as well as the historic and ongoing interplay of structures, policies, and norms that shape lives. When these factors are not optimal in a community, it does not mean they are intractable: such inequities can be mitigated by social policies that can shape health in powerful ways. Communities in Action: Pathways to Health Equity seeks to delineate the causes of and the solutions to health inequities in the United States. This report focuses on what communities can do to promote health equity, what actions are needed by the many and varied stakeholders that are part of communities or support them, as well as the root causes and structural barriers that need to be overcome.