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ISBN 13 :
Total Pages : 948 pages
Book Rating : 4.:/5 (31 download)
Download or read book Scientific and Technical Aerospace Reports written by and published by . This book was released on 1987 with total page 948 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : L. Anselin
Publisher : Springer Science & Business Media
ISBN 13 : 9401577994
Total Pages : 295 pages
Book Rating : 4.4/5 (15 download)
Download or read book Spatial Econometrics: Methods and Models written by L. Anselin and published by Springer Science & Business Media. This book was released on 2013-03-09 with total page 295 pages. Available in PDF, EPUB and Kindle. Book excerpt: Spatial econometrics deals with spatial dependence and spatial heterogeneity, critical aspects of the data used by regional scientists. These characteristics may cause standard econometric techniques to become inappropriate. In this book, I combine several recent research results to construct a comprehensive approach to the incorporation of spatial effects in econometrics. My primary focus is to demonstrate how these spatial effects can be considered as special cases of general frameworks in standard econometrics, and to outline how they necessitate a separate set of methods and techniques, encompassed within the field of spatial econometrics. My viewpoint differs from that taken in the discussion of spatial autocorrelation in spatial statistics - e.g., most recently by Cliff and Ord (1981) and Upton and Fingleton (1985) - in that I am mostly concerned with the relevance of spatial effects on model specification, estimation and other inference, in what I caIl a model-driven approach, as opposed to a data-driven approach in spatial statistics. I attempt to combine a rigorous econometric perspective with a comprehensive treatment of methodological issues in spatial analysis.
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ISBN 13 :
Total Pages : 936 pages
Book Rating : 4.E/5 ( download)
Download or read book Scientific and Technical Aerospace Reports written by and published by . This book was released on 1987 with total page 936 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Jean Dubé
Publisher : John Wiley & Sons
ISBN 13 : 1848214685
Total Pages : 242 pages
Book Rating : 4.8/5 (482 download)
Download or read book Spatial Econometrics using Microdata written by Jean Dubé and published by John Wiley & Sons. This book was released on 2014-11-10 with total page 242 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides an introduction to spatial analyses concerning disaggregated (or micro) spatial data. Particular emphasis is put on spatial data compilation and the structuring of the connections between the observations. Descriptive analysis methods of spatial data are presented in order to identify and measure the spatial, global and local dependency. The authors then focus on autoregressive spatial models, to control the problem of spatial dependency between the residues of a basic linear statistical model, thereby contravening one of the basic hypotheses of the ordinary least squares approach. This book is a popularized reference for students looking to work with spatialized data, but who do not have the advanced statistical theoretical basics.
Author : M. Hashem Pesaran
Publisher : Oxford University Press
ISBN 13 : 0191058475
Total Pages : 1443 pages
Book Rating : 4.1/5 (91 download)
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.
Author : Jaime Terceiro Lomba
Publisher : Springer Science & Business Media
ISBN 13 : 3642488102
Total Pages : 126 pages
Book Rating : 4.6/5 (424 download)
Download or read book Estimation of Dynamic Econometric Models with Errors in Variables written by Jaime Terceiro Lomba and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 126 pages. Available in PDF, EPUB and Kindle. Book excerpt: A new procedure for the maximum-likelihood estimation of dynamic econometric models with errors in both endogenous and exogenous variables is presented in this monograph. A complete analytical development of the expressions used in problems of estimation and verification of models in state-space form is presented. The results are useful in relation not only to the problem of errors in variables but also to any other possible econometric application of state-space formulations.
Author : Luc Anselin
Publisher : Springer Science & Business Media
ISBN 13 : 3642798772
Total Pages : 432 pages
Book Rating : 4.6/5 (427 download)
Download or read book New Directions in Spatial Econometrics written by Luc Anselin and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 432 pages. Available in PDF, EPUB and Kindle. Book excerpt: The promising new directions for research and applications described here include alternative model specifications, estimators and tests for regression models and new perspectives on dealing with spatial effects in models with limited dependent variables and space-time data.
Author : Giuseppe Arbia
Publisher : Springer Science & Business Media
ISBN 13 : 3540323058
Total Pages : 220 pages
Book Rating : 4.5/5 (43 download)
Download or read book Spatial Econometrics written by Giuseppe Arbia and published by Springer Science & Business Media. This book was released on 2006-06-08 with total page 220 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book bridges the gap between economic theory and spatial econometric techniques. It is accessible to those with only a basic statistical background and no prior knowledge of spatial econometric methods. It provides a comprehensive treatment of the topic, motivating the reader with examples and analysis. The volume provides a rigorous treatment of the basic spatial linear model, and it discusses the violations of the classical regression assumptions that occur when dealing with spatial data.
Author : David Darmofal
Publisher : Cambridge University Press
ISBN 13 : 0521888263
Total Pages : 263 pages
Book Rating : 4.5/5 (218 download)
Download or read book Spatial Analysis for the Social Sciences written by David Darmofal and published by Cambridge University Press. This book was released on 2015-11-12 with total page 263 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book shows how to model the spatial interactions between actors that are at the heart of the social sciences.
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ISBN 13 :
Total Pages : 1706 pages
Book Rating : 4.3/5 (91 download)
Download or read book Social Sciences Index written by and published by . This book was released on 1987 with total page 1706 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Ishwar V. Basawa
Publisher : Elsevier
ISBN 13 : 1483296148
Total Pages : 455 pages
Book Rating : 4.4/5 (832 download)
Download or read book Statistical Inferences for Stochasic Processes written by Ishwar V. Basawa and published by Elsevier. This book was released on 2014-06-28 with total page 455 pages. Available in PDF, EPUB and Kindle. Book excerpt: Stats Inference Stochasic Process
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ISBN 13 :
Total Pages : 954 pages
Book Rating : 4.3/5 (129 download)
Download or read book Government reports annual index written by and published by . This book was released on 199? with total page 954 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Jan Salomon Cramer
Publisher : CUP Archive
ISBN 13 : 9780521378574
Total Pages : 232 pages
Book Rating : 4.3/5 (785 download)
Download or read book Econometric Applications of Maximum Likelihood Methods written by Jan Salomon Cramer and published by CUP Archive. This book was released on 1989-04-28 with total page 232 pages. Available in PDF, EPUB and Kindle. Book excerpt: The advent of electronic computing permits the empirical analysis of economic models of far greater subtlety and rigour than before, when many interesting ideas were not followed up because the calculations involved made this impracticable. The estimation and testing of these more intricate models is usually based on the method of Maximum Likelihood, which is a well-established branch of mathematical statistics. Its use in econometrics has led to the development of a number of special techniques; the specific conditions of econometric research moreover demand certain changes in the interpretation of the basic argument. This book is a self-contained introduction to this field. It consists of three parts. The first deals with general features of Maximum Likelihood methods; the second with linear and nonlinear regression; and the third with discrete choice and related micro-economic models. Readers should already be familiar with elementary statistical theory, with applied econometric research papers, or with the literature on the mathematical basis of Maximum Likelihood theory. They can also try their hand at some advanced econometric research of their own.
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ISBN 13 :
Total Pages : 1060 pages
Book Rating : 4.:/5 (31 download)
Download or read book Government Reports Annual Index: Keyword A-L written by and published by . This book was released on 1987 with total page 1060 pages. Available in PDF, EPUB and Kindle. Book excerpt:
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ISBN 13 :
Total Pages : 376 pages
Book Rating : 4.3/5 (91 download)
Download or read book 経済学文献季報 written by and published by . This book was released on 1987 with total page 376 pages. Available in PDF, EPUB and Kindle. Book excerpt:
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ISBN 13 :
Total Pages : 808 pages
Book Rating : 4.3/5 (91 download)
Download or read book Bibliographic Index written by and published by . This book was released on 1988 with total page 808 pages. Available in PDF, EPUB and Kindle. Book excerpt:
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ISBN 13 :
Total Pages : 812 pages
Book Rating : 4.E/5 ( download)
Download or read book Government Reports Announcements & Index written by and published by . This book was released on 1987 with total page 812 pages. Available in PDF, EPUB and Kindle. Book excerpt:
