Contributions To Modern Econometrics

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Contributions to Modern Econometrics

Author : Ingo Klein
Publisher : Springer Science & Business Media
ISBN 13 : 1475736029
Total Pages : 285 pages
Book Rating : 4.4/5 (757 download)

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Book Synopsis Contributions to Modern Econometrics by : Ingo Klein

Download or read book Contributions to Modern Econometrics written by Ingo Klein and published by Springer Science & Business Media. This book was released on 2013-06-29 with total page 285 pages. Available in PDF, EPUB and Kindle. Book excerpt: The field of econometrics has gone through remarkable changes during the last thirty-five years. Widening its earlier focus on testing macroeconomic theories, it has become a rather comprehensive discipline concemed with the development of statistical methods and their application to the whole spectrum of economic data. This development becomes apparent when looking at the biography of an econometrician whose illustrious research and teaching career started about thirty-five years ago and who will retire very soon after his 65th birthday. This is Gerd Hansen, professor of econometrics at the Christian Albrechts University at Kiel and to whom this volume with contributions from colleagues and students has been dedicated. He has shaped the econometric landscape in and beyond Germany throughout these thirty-five years. At the end of the 1960s he developed one of the first econometric models for the German econ omy which adhered c10sely to the traditions put forth by the Cowles commission.

Advances in Contemporary Statistics and Econometrics

Author : Abdelaati Daouia
Publisher : Springer Nature
ISBN 13 : 3030732495
Total Pages : 713 pages
Book Rating : 4.0/5 (37 download)

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Book Synopsis Advances in Contemporary Statistics and Econometrics by : Abdelaati Daouia

Download or read book Advances in Contemporary Statistics and Econometrics written by Abdelaati Daouia and published by Springer Nature. This book was released on 2021-06-14 with total page 713 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Contributions to Econometrics

Author : John Denis Sargan
Publisher : CUP Archive
ISBN 13 : 9780521342643
Total Pages : 314 pages
Book Rating : 4.3/5 (426 download)

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Book Synopsis Contributions to Econometrics by : John Denis Sargan

Download or read book Contributions to Econometrics written by John Denis Sargan and published by CUP Archive. This book was released on 1988-06-16 with total page 314 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Econometric Modeling and Inference

Author : Jean-Pierre Florens
Publisher : Cambridge University Press
ISBN 13 : 1139466771
Total Pages : 17 pages
Book Rating : 4.1/5 (394 download)

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Book Synopsis Econometric Modeling and Inference by : Jean-Pierre Florens

Download or read book Econometric Modeling and Inference written by Jean-Pierre Florens and published by Cambridge University Press. This book was released on 2007-07-02 with total page 17 pages. Available in PDF, EPUB and Kindle. Book excerpt: Presents the main statistical tools of econometrics, focusing specifically on modern econometric methodology. The authors unify the approach by using a small number of estimation techniques, mainly generalized method of moments (GMM) estimation and kernel smoothing. The choice of GMM is explained by its relevance in structural econometrics and its preeminent position in econometrics overall. Split into four parts, Part I explains general methods. Part II studies statistical models that are best suited for microeconomic data. Part III deals with dynamic models that are designed for macroeconomic and financial applications. In Part IV the authors synthesize a set of problems that are specific to statistical methods in structural econometrics, namely identification and over-identification, simultaneity, and unobservability. Many theoretical examples illustrate the discussion and can be treated as application exercises. Nobel Laureate James A. Heckman offers a foreword to the work.

Contemporary Issues in Economics and Econometrics

Author : Stan Hurn
Publisher : Edward Elgar Publishing
ISBN 13 : 9781782543756
Total Pages : 264 pages
Book Rating : 4.5/5 (437 download)

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Book Synopsis Contemporary Issues in Economics and Econometrics by : Stan Hurn

Download or read book Contemporary Issues in Economics and Econometrics written by Stan Hurn and published by Edward Elgar Publishing. This book was released on 2004-01-01 with total page 264 pages. Available in PDF, EPUB and Kindle. Book excerpt: 'All of the papers share a high level of practical relevance and usefulness that is sometimes missing in economic research. Indeed, the reader will find that very issue taken up as the theme of Paul Klemperer's delightful essay, and all five papers under the heading of "econometric theory" will be extremely useful for most applied researchers. I hope that the reader will also share my feeling of gratitude toward Ralf Becker and Stan Hurn for putting together this outstanding permanent record of some of the conference's most important contributions.' - From the foreword by James D. Hamilton, University of California, San Diego, US This authoritative collection of papers covers a broad spectrum of topics in theoretical and applied economics and econometrics. The tone of the book is set by Paul Klemperer's contribution on using and abusing economic theory, in which academics are encouraged to widen the scope of their analyses beyond the confines of elegant models which sometimes lack 'real-world' detail. As a result, many of the chapters in this volume share a high degree of practical relevance.

Time Series and Dynamic Models

Author : Christian Gourieroux
Publisher : Cambridge University Press
ISBN 13 : 9780521411462
Total Pages : 692 pages
Book Rating : 4.4/5 (114 download)

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Book Synopsis Time Series and Dynamic Models by : Christian Gourieroux

Download or read book Time Series and Dynamic Models written by Christian Gourieroux and published by Cambridge University Press. This book was released on 1997 with total page 692 pages. Available in PDF, EPUB and Kindle. Book excerpt: In this book Christian Gourieroux and Alain Monfort provide an up-to-date and comprehensive analysis of modern time series econometrics. They have succeeded in synthesising in an organised and integrated way a broad and diverse literature. While the book does not assume a deep knowledge of economics, one of its most attractive features is the close attention it pays to economic models and phenomena throughout. The coverage represents a major reference tool for graduate students, researchers and applied economists. The book is divided into four sections. Section one gives a detailed treatment of classical seasonal adjustment or smoothing methods. Section two provides a thorough coverage of various mathematical tools. Section three is the heart of the book, and is devoted to a range of important topics including causality, exogeneity shocks, multipliers, cointegration and fractionally integrated models. The final section describes the main contribution of filtering and smoothing theory to time series econometric problems.

Contributions to Econometrics: Volume 1

Author : John Denis Sargan
Publisher : CUP Archive
ISBN 13 : 9780521325707
Total Pages : 328 pages
Book Rating : 4.3/5 (257 download)

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Book Synopsis Contributions to Econometrics: Volume 1 by : John Denis Sargan

Download or read book Contributions to Econometrics: Volume 1 written by John Denis Sargan and published by CUP Archive. This book was released on 1988-06-16 with total page 328 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Contributions to Financial Econometrics

Author : Michael McAleer
Publisher : Blackwell Publishing
ISBN 13 : 9781405107433
Total Pages : 256 pages
Book Rating : 4.1/5 (74 download)

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Book Synopsis Contributions to Financial Econometrics by : Michael McAleer

Download or read book Contributions to Financial Econometrics written by Michael McAleer and published by Blackwell Publishing. This book was released on 2002 with total page 256 pages. Available in PDF, EPUB and Kindle. Book excerpt: This prestigious volume presents five state-of-the-art survey papers on time series econometrics, and a modern financial econometrics software package. Starting with a survey of recent theoretical developments for time series models with GARCH errors, the contributions go on to examine the bootstrapping of financial time series, developments in futures hedging, measures of fit for rational expectations models, asset pricing with observable stochastic discount factors, and a financial econometrics software package for estimating and forecasting ARCH models. Each of the papers blends theoretical and empirical issues, enabling theoreticians and practitioners alike to keep up with the most recent developments in the field. The volume as a whole makes a significant new contribution to the literature.

Contributions to Econometric Theory and Application

Author : R.A.L. Carter
Publisher : Springer Science & Business Media
ISBN 13 : 1461390168
Total Pages : 378 pages
Book Rating : 4.4/5 (613 download)

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Book Synopsis Contributions to Econometric Theory and Application by : R.A.L. Carter

Download or read book Contributions to Econometric Theory and Application written by R.A.L. Carter and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 378 pages. Available in PDF, EPUB and Kindle. Book excerpt: The purpose of this volume is to honour a pioneer in the field of econometrics, A. L. Nagar, on the occasion of his sixtieth birthday. Fourteen econometricians from six countries on four continents have contributed to this project. One of us was his teacher, some of us were his students, many of us were his colleagues, all of us are his friends. Our volume opens with a paper by L. R. Klein which discusses the meaning and role of exogenous variables in struc tural and vector-autoregressive econometric models. Several examples from recent macroeconomic history are presented and the notion of Granger-causality is discussed. This is followed by two papers dealing with an issue of considerable relevance to developing countries, such as India; the measurement of the inequality in the distribution of income. The paper by C. T. West and H. Theil deals with the problem of measuring inequality of all components of total income vvithin a region, rather than just labour income. It applies its results to the regions of the United States. The second paper in this group, by N. Kakwani, derives the large-sample distributions of several popular inequality measures, thus providing a method for drawing large-sample inferences about the differences in inequality between regions. The techniques are applied to the regions of Cote d'Ivoire. The next group of papers is devoted to econometric theory in the context of the dynamic, simultaneous, linear equations model. The first, by P. J.

Modern Econometric Analysis

Author : Olaf Hübler
Publisher : Springer Science & Business Media
ISBN 13 : 3540326936
Total Pages : 236 pages
Book Rating : 4.5/5 (43 download)

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Book Synopsis Modern Econometric Analysis by : Olaf Hübler

Download or read book Modern Econometric Analysis written by Olaf Hübler and published by Springer Science & Business Media. This book was released on 2007-04-29 with total page 236 pages. Available in PDF, EPUB and Kindle. Book excerpt: In this book leading German econometricians in different fields present survey articles of the most important new methods in econometrics. The book gives an overview of the field and it shows progress made in recent years and remaining problems.

The Methodology and Practice of Econometrics

Author : Jennifer Castle
Publisher : OUP Oxford
ISBN 13 : 0191553255
Total Pages : 464 pages
Book Rating : 4.1/5 (915 download)

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Book Synopsis The Methodology and Practice of Econometrics by : Jennifer Castle

Download or read book The Methodology and Practice of Econometrics written by Jennifer Castle and published by OUP Oxford. This book was released on 2009-04-30 with total page 464 pages. Available in PDF, EPUB and Kindle. Book excerpt: David F. Hendry is a seminal figure in modern econometrics. He has pioneered the LSE approach to econometrics, and his influence is wide ranging. This book is a collection of papers dedicated to him and his work. Many internationally renowned econometricians who have collaborated with Hendry or have been influenced by his research have contributed to this volume, which provides a reflection on the recent advances in econometrics and considers the future progress for the methodology of econometrics. Central themes of the book include dynamic modelling and the properties of time series data, model selection and model evaluation, forecasting, policy analysis, exogeneity and causality, and encompassing. The book strikes a balance between econometric theory and empirical work, and demonstrates the influence that Hendry's research has had on the direction of modern econometrics. Contributors include: Karim Abadir, Anindya Banerjee, Gunnar Bårdsen, Andreas Beyer, Mike Clements, James Davidson, Juan Dolado, Jurgen Doornik, Robert Engle, Neil Ericsson, Jesus Gonzalo, Clive Granger, David Hendry, Kevin Hoover, Søren Johansen, Katarina Juselius, Steven Kamin, Pauline Kennedy, Maozu Lu, Massimiliano Marcellino, Laura Mayoral, Grayham Mizon, Bent Nielsen, Ragnor Nymoen, Jim Stock, Pravin Trivedi, Paolo Paruolo, Mark Watson, Hal White, and David Zimmer.

Contributions to Econometrics and Statistics Today

Author : Hans Schneeweiss
Publisher : Springer
ISBN 13 : 9783642701917
Total Pages : 0 pages
Book Rating : 4.7/5 (19 download)

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Book Synopsis Contributions to Econometrics and Statistics Today by : Hans Schneeweiss

Download or read book Contributions to Econometrics and Statistics Today written by Hans Schneeweiss and published by Springer. This book was released on 2011-11-17 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:

The History of Econometric Ideas

Author : Mary S. Morgan
Publisher : Cambridge University Press
ISBN 13 : 9780521424653
Total Pages : 318 pages
Book Rating : 4.4/5 (246 download)

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Book Synopsis The History of Econometric Ideas by : Mary S. Morgan

Download or read book The History of Econometric Ideas written by Mary S. Morgan and published by Cambridge University Press. This book was released on 1990 with total page 318 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book illustrates how economists first learnt to harness statistical methods to measure and test the 'laws' of economics.

The Econometric Analysis of Seasonal Time Series

Author : Eric Ghysels
Publisher : Cambridge University Press
ISBN 13 : 9780521565882
Total Pages : 258 pages
Book Rating : 4.5/5 (658 download)

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Book Synopsis The Econometric Analysis of Seasonal Time Series by : Eric Ghysels

Download or read book The Econometric Analysis of Seasonal Time Series written by Eric Ghysels and published by Cambridge University Press. This book was released on 2001-06-18 with total page 258 pages. Available in PDF, EPUB and Kindle. Book excerpt: Eric Ghysels and Denise R. Osborn provide a thorough and timely review of the recent developments in the econometric analysis of seasonal economic time series, summarizing a decade of theoretical advances in the area. The authors discuss the asymptotic distribution theory for linear nonstationary seasonal stochastic processes. They also cover the latest contributions to the theory and practice of seasonal adjustment, together with its implications for estimation and hypothesis testing. Moreover, a comprehensive analysis of periodic models is provided, including stationary and nonstationary cases. The book concludes with a discussion of some nonlinear seasonal and periodic models. The treatment is designed for an audience of researchers and advanced graduate students.

A Guide to Econometrics

Author : Peter Kennedy
Publisher : John Wiley & Sons
ISBN 13 : 1405182571
Total Pages : 608 pages
Book Rating : 4.4/5 (51 download)

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Book Synopsis A Guide to Econometrics by : Peter Kennedy

Download or read book A Guide to Econometrics written by Peter Kennedy and published by John Wiley & Sons. This book was released on 2008-02-19 with total page 608 pages. Available in PDF, EPUB and Kindle. Book excerpt: Dieses etwas andere Lehrbuch bietet keine vorgefertigten Rezepte und Problemlösungen, sondern eine kritische Diskussion ökonometrischer Modelle und Methoden: voller überraschender Fragen, skeptisch, humorvoll und anwendungsorientiert. Sein Erfolg gibt ihm Recht.

Exploring Research Frontiers in Contemporary Statistics and Econometrics

Author : Ingrid Van Keilegom
Publisher : Springer Science & Business Media
ISBN 13 : 379082349X
Total Pages : 276 pages
Book Rating : 4.7/5 (98 download)

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Book Synopsis Exploring Research Frontiers in Contemporary Statistics and Econometrics by : Ingrid Van Keilegom

Download or read book Exploring Research Frontiers in Contemporary Statistics and Econometrics written by Ingrid Van Keilegom and published by Springer Science & Business Media. This book was released on 2011-09-15 with total page 276 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book collects contributions written by well-known statisticians and econometricians to acknowledge Léopold Simar’s far-reaching scientific impact on Statistics and Econometrics throughout his career. The papers contained herein were presented at a conference in Louvain-la-Neuve in May 2009 in honor of his retirement. The contributions cover a broad variety of issues surrounding frontier estimation, which Léopold Simar has contributed much to over the past two decades, as well as related issues such as semiparametric regression and models for censored data. This book collects contributions written by well-known statisticians and econometricians to acknowledge Léopold Simar’s far-reaching scientific impact on Statistics and Econometrics throughout his career. The papers contained herein were presented at a conference in Louvain-la-Neuve in May 2009 in honor of his retirement. The contributions cover a broad variety of issues surrounding frontier estimation, which Léopold Simar has contributed much to over the past two decades, as well as related issues such as semiparametric regression and models for censored data.

Theory and Applications of Time Series Analysis

Author : Olga Valenzuela
Publisher : Springer Nature
ISBN 13 : 303140209X
Total Pages : 236 pages
Book Rating : 4.0/5 (314 download)

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Book Synopsis Theory and Applications of Time Series Analysis by : Olga Valenzuela

Download or read book Theory and Applications of Time Series Analysis written by Olga Valenzuela and published by Springer Nature. This book was released on 2023-12-11 with total page 236 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents the latest developments in the theory and applications of time series analysis and forecasting. Comprising a selection of refereed papers, it is divided into several parts that address modern theoretical aspects of time series analysis, forecasting and prediction, with applications to various disciplines, including econometrics and energy research. The broad range of topics discussed, including matters of particular relevance for sustainable development, will give readers a modern perspective on the subject. The included contributions were originally presented at the 8th International Conference on Time Series and Forecasting, ITISE 2022, held in Gran Canaria, Spain, June 27-30, 2022. The ITISE conference series provides a forum for scientists, engineers, educators and students to discuss the latest advances and implementations in the foundations, theory, models and applications of time series analysis and forecasting. It focuses on interdisciplinary research encompassing computer science, mathematics, statistics and econometrics.