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Essays In Time Series Econometrics
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Book Synopsis Essays in Nonlinear Time Series Econometrics by : Niels Haldrup
Download or read book Essays in Nonlinear Time Series Econometrics written by Niels Haldrup and published by OUP Oxford. This book was released on 2014-06-26 with total page 393 pages. Available in PDF, EPUB and Kindle. Book excerpt: This edited collection concerns nonlinear economic relations that involve time. It is divided into four broad themes that all reflect the work and methodology of Professor Timo Teräsvirta, one of the leading scholars in the field of nonlinear time series econometrics. The themes are: Testing for linearity and functional form, specification testing and estimation of nonlinear time series models in the form of smooth transition models, model selection and econometric methodology, and finally applications within the area of financial econometrics. All these research fields include contributions that represent state of the art in econometrics such as testing for neglected nonlinearity in neural network models, time-varying GARCH and smooth transition models, STAR models and common factors in volatility modeling, semi-automatic general to specific model selection for nonlinear dynamic models, high-dimensional data analysis for parametric and semi-parametric regression models with dependent data, commodity price modeling, financial analysts earnings forecasts based on asymmetric loss function, local Gaussian correlation and dependence for asymmetric return dependence, and the use of bootstrap aggregation to improve forecast accuracy. Each chapter represents original scholarly work, and reflects the intellectual impact that Timo Teräsvirta has had and will continue to have, on the profession.
Book Synopsis Volatility and Time Series Econometrics by : Mark Watson
Download or read book Volatility and Time Series Econometrics written by Mark Watson and published by Oxford University Press. This book was released on 2010-02-11 with total page 432 pages. Available in PDF, EPUB and Kindle. Book excerpt: A volume that celebrates and develops the work of Nobel Laureate Robert Engle, it includes original contributions from some of the world's leading econometricians that further Engle's work in time series economics
Book Synopsis Essays on Time Series Econometrics by : Robin Lynn Lumsdaine
Download or read book Essays on Time Series Econometrics written by Robin Lynn Lumsdaine and published by . This book was released on 1991 with total page 320 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Volatility and Time Series Econometrics by : Tim Bollerslev
Download or read book Volatility and Time Series Econometrics written by Tim Bollerslev and published by OUP Oxford. This book was released on 2010-02-11 with total page 432 pages. Available in PDF, EPUB and Kindle. Book excerpt: Robert Engle received the Nobel Prize for Economics in 2003 for his work in time series econometrics. This book contains 16 original research contributions by some the leading academic researchers in the fields of time series econometrics, forecasting, volatility modelling, financial econometrics and urban economics, along with historical perspectives related to field of time series econometrics more generally. Engle's Nobel Prize citation focuses on his path-breaking work on autoregressive conditional heteroskedasticity (ARCH) and the profound effect that this work has had on the field of financial econometrics. Several of the chapters focus on conditional heteroskedasticity, and develop the ideas of Engle's Nobel Prize winning work. Engle's work has had its most profound effect on the modelling of financial variables and several of the chapters use newly developed time series methods to study the behavior of financial variables. Each of the 16 chapters may be read in isolation, but they all importantly build on and relate to the seminal work by Nobel Laureate Robert F. Engle.
Book Synopsis Essays in Time Series Econometrics by : Nasreen Nawaz
Download or read book Essays in Time Series Econometrics written by Nasreen Nawaz and published by . This book was released on 2015 with total page 136 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Essays in Panel Data Econometrics by : Marc Nerlove
Download or read book Essays in Panel Data Econometrics written by Marc Nerlove and published by Cambridge University Press. This book was released on 2005-11-10 with total page 388 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume collects seven classic essays on panel data econometrics, and a cogent essay on the history of the subject.
Book Synopsis Essays on Time Series Econometrics by : Cheol-Keun Cho
Download or read book Essays on Time Series Econometrics written by Cheol-Keun Cho and published by . This book was released on 2014 with total page 181 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Essays in Econometrics by : Clive W. J. Granger
Download or read book Essays in Econometrics written by Clive W. J. Granger and published by Cambridge University Press. This book was released on 2001-07-23 with total page 548 pages. Available in PDF, EPUB and Kindle. Book excerpt: These are econometrician Clive W. J. Granger's major essays in spectral analysis, seasonality, nonlinearity, methodology, and forecasting.
Book Synopsis Essays in Time Series Econometrics by : Elias Wolf
Download or read book Essays in Time Series Econometrics written by Elias Wolf and published by . This book was released on 2023 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Essays on Time Series Econometrics by : Byeongseon Seo
Download or read book Essays on Time Series Econometrics written by Byeongseon Seo and published by . This book was released on 1996 with total page 256 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Essays in Time Series Econometrics and Machine Learning by : Giovanni Ballarin
Download or read book Essays in Time Series Econometrics and Machine Learning written by Giovanni Ballarin and published by . This book was released on 2024 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Essays in Finance and Time Series Econometrics by : Scott A. Spear
Download or read book Essays in Finance and Time Series Econometrics written by Scott A. Spear and published by . This book was released on 1997 with total page 300 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Essays in Time Series Econometrics by : Stefan Bruder
Download or read book Essays in Time Series Econometrics written by Stefan Bruder and published by . This book was released on 2018 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Essays in Time Series Econometrics by : Karsten Reichold
Download or read book Essays in Time Series Econometrics written by Karsten Reichold and published by . This book was released on 2023 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Two Essays on Time-Series Econometrics by : Sang Ho Nam
Download or read book Two Essays on Time-Series Econometrics written by Sang Ho Nam and published by . This book was released on 1993 with total page 194 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Essays on Financial and Time Series Econometrics by : Wenhao Cui
Download or read book Essays on Financial and Time Series Econometrics written by Wenhao Cui and published by . This book was released on 2019 with total page 108 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Essays in Nonlinear, Nonstationary Time Series Econometrics by : Mark Joseph Dwyer
Download or read book Essays in Nonlinear, Nonstationary Time Series Econometrics written by Mark Joseph Dwyer and published by . This book was released on 1995 with total page 172 pages. Available in PDF, EPUB and Kindle. Book excerpt:
