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Frontiers In Econometrics
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Book Synopsis Econometric Theory and Practice by : P. C. B. Phillips
Download or read book Econometric Theory and Practice written by P. C. B. Phillips and published by Cambridge University Press. This book was released on 2006-01-09 with total page 390 pages. Available in PDF, EPUB and Kindle. Book excerpt: The essays in this book explore important theoretical and applied advances in econometrics.
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.
Book Synopsis The Paradox of Asset Pricing by : Peter Bossaerts
Download or read book The Paradox of Asset Pricing written by Peter Bossaerts and published by Princeton University Press. This book was released on 2013-12-03 with total page 187 pages. Available in PDF, EPUB and Kindle. Book excerpt: Asset pricing theory abounds with elegant mathematical models. The logic is so compelling that the models are widely used in policy, from banking, investments, and corporate finance to government. To what extent, however, can these models predict what actually happens in financial markets? In The Paradox of Asset Pricing, a leading financial researcher argues forcefully that the empirical record is weak at best. Peter Bossaerts undertakes the most thorough, technically sound investigation in many years into the scientific character of the pricing of financial assets. He probes this conundrum by modeling a decidedly volatile phenomenon that, he says, the world of finance has forgotten in its enthusiasm for the efficient markets hypothesis--speculation. Bossaerts writes that the existing empirical evidence may be tainted by the assumptions needed to make sense of historical field data or by reanalysis of the same data. To address the first problem, he demonstrates that one central assumption--that markets are efficient processors of information, that risk is a knowable quantity, and so on--can be relaxed substantially while retaining core elements of the existing methodology. The new approach brings novel insights to old data. As for the second problem, he proposes that asset pricing theory be studied through experiments in which subjects trade purposely designed assets for real money. This book will be welcomed by finance scholars and all those math--and statistics-minded readers interested in knowing whether there is science beyond the mathematics of finance. This book provided the foundation for subsequent journal articles that won two prestigious awards: the 2003 Journal of Financial Markets Best Paper Award and the 2004 Goldman Sachs Asset Management Best Research Paper for the Review of Finance.
Book Synopsis Interpreting Probability Models by : Tim Futing Liao
Download or read book Interpreting Probability Models written by Tim Futing Liao and published by SAGE. This book was released on 1994-06-30 with total page 100 pages. Available in PDF, EPUB and Kindle. Book excerpt: What is the probability that something will occur, and how is that probability altered by a change in an independent variable? To answer these questions, Tim Futing Liao introduces a systematic way of interpreting commonly used probability models. Since much of what social scientists study is measured in noncontinuous ways and, therefore, cannot be analyzed using a classical regression model, it becomes necessary to model the likelihood that an event will occur. This book explores these models first by reviewing each probability model and then by presenting a systematic way for interpreting the results from each.
Download or read book Production Frontiers written by Rolf Fare and published by Cambridge University Press. This book was released on 1994 with total page 326 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents a mathematical programming approach to the analysis of production frontiers and efficiency measurement. The authors construct a variety of production frontiers, and by measuring distances to them are able to develop a model of efficient producer behaviour and a taxonomy of possible types of departure from efficiency in various environments. Linear programming is used as an analytical and computational technique in order to accomplish this. The approach developed is then applied to modelling producer behaviour. By focusing on the empirical relevance of production frontiers and distances to them, and applying linear programming techniques to artificial data to illustrate the type of information they can generate, this book provides a unique study in applied production analysis. It will be of interest to scholars and students of economics and operations research, and analysts in business and government.
Book Synopsis Frontiers of Business Cycle Research by : Thomas F. Cooley
Download or read book Frontiers of Business Cycle Research written by Thomas F. Cooley and published by Princeton University Press. This book was released on 1995-02-26 with total page 452 pages. Available in PDF, EPUB and Kindle. Book excerpt: This introduction to modern business cycle theory uses a neoclassical growth framework to study the economic fluctuations associated with the business cycle. Presenting advances in dynamic economic theory and computational methods, it applies concepts to t
Book Synopsis Stochastic Frontier Analysis by : Subal C. Kumbhakar
Download or read book Stochastic Frontier Analysis written by Subal C. Kumbhakar and published by Cambridge University Press. This book was released on 2003-03-10 with total page 348 pages. Available in PDF, EPUB and Kindle. Book excerpt: Modern textbook presentations of production economics typically treat producers as successful optimizers. Conventional econometric practice has generally followed this paradigm, and least squares based regression techniques have been used to estimate production, cost, profit and other functions. In such a framework deviations from maximum output, from minimum cost and cost minimizing input demands, and from maximum profit and profit maximizing output supplies and input demands, are attributed exclusively to random statistical noise. However casual empiricism and the business press both make persuasive cases for the argument that, although producers may indeed attempt to optimize, they do not always succeed. This book develops econometric techniques for the estimation of production, cost and profit frontiers, and for the estimation of the technical and economic efficiency with which producers approach these frontiers. Since these frontiers envelop rather than intersect the data, and since the authors continue to maintain the traditional econometric belief in the presence of external forces contributing to random statistical noise, the work is titled Stochastic Frontier Analysis.
Book Synopsis Frontiers in Econometrics by : Paul Zarembka
Download or read book Frontiers in Econometrics written by Paul Zarembka and published by New York : Academic Press. This book was released on 1974 with total page 272 pages. Available in PDF, EPUB and Kindle. Book excerpt: Model selection; Linear models; Multiple-equation models.
Book Synopsis Frontiers of Political Economy by : Guglielmo Carchedi
Download or read book Frontiers of Political Economy written by Guglielmo Carchedi and published by Verso. This book was released on 1991 with total page 342 pages. Available in PDF, EPUB and Kindle. Book excerpt: Transcending the arid formalism of present-day economic theory, Frontiers of Political Economy develops a new and accessible perspective on the world economy. Guglielmo Carchedi identifies and analyses three key features of modern capitalism: the rapidly increasing share of human labour needed for the advancement of science and technology rather than for the production of goods; the global, rather than national, nature of production, distribution and consumption; and the dominance of the oligopolies. This analysis enables Carchedi to explore new theoretical frontiers: from an original theory of mental and material labour to an investigation of the conditions under which mental labour produces value; from an assessment of the class structure of modern capitalism to an appraisal of the social content of science and technology; from an alternative account of crises, inflation and stagflation to a study of their relation to the destruction of value and to arms production. He also cast fresh light on a number of basic contemporary issues—including the present financial and monetary crisis—and surveys the most important recent controversies in language accessible to non-specialists. Rigorous and wide-ranging, but written with great lucidity, Frontiers of Political Economy is an essential book for both specialists and students in economics and politics.
Book Synopsis Handbook of Financial Econometrics by : Yacine Ait-Sahalia
Download or read book Handbook of Financial Econometrics written by Yacine Ait-Sahalia and published by Elsevier. This book was released on 2009-10-19 with total page 809 pages. Available in PDF, EPUB and Kindle. Book excerpt: This collection of original articles—8 years in the making—shines a bright light on recent advances in financial econometrics. From a survey of mathematical and statistical tools for understanding nonlinear Markov processes to an exploration of the time-series evolution of the risk-return tradeoff for stock market investment, noted scholars Yacine Aït-Sahalia and Lars Peter Hansen benchmark the current state of knowledge while contributors build a framework for its growth. Whether in the presence of statistical uncertainty or the proven advantages and limitations of value at risk models, readers will discover that they can set few constraints on the value of this long-awaited volume. - Presents a broad survey of current research—from local characterizations of the Markov process dynamics to financial market trading activity - Contributors include Nobel Laureate Robert Engle and leading econometricians - Offers a clarity of method and explanation unavailable in other financial econometrics collections
Book Synopsis Frontiers in Statistics by : Jianqing Fan
Download or read book Frontiers in Statistics written by Jianqing Fan and published by Imperial College Press. This book was released on 2006 with total page 552 pages. Available in PDF, EPUB and Kindle. Book excerpt: During the last two decades, many areas of statistical inference have experienced phenomenal growth. This book presents a timely analysis and overview of some of these new developments and a contemporary outlook on the various frontiers of statistics.Eminent leaders in the field have contributed 16 review articles and 6 research articles covering areas including semi-parametric models, data analytical nonparametric methods, statistical learning, network tomography, longitudinal data analysis, financial econometrics, time series, bootstrap and other re-sampling methodologies, statistical computing, generalized nonlinear regression and mixed effects models, martingale transform tests for model diagnostics, robust multivariate analysis, single index models and wavelets.This volume is dedicated to Prof. Peter J Bickel in honor of his 65th birthday. The first article of this volume summarizes some of Prof. Bickel''s distinguished contributions.
Book Synopsis New Directions in Econometric Practice by : Wojciech Charemza
Download or read book New Directions in Econometric Practice written by Wojciech Charemza and published by Edward Elgar Publishing. This book was released on 1997 with total page 364 pages. Available in PDF, EPUB and Kindle. Book excerpt: This work on econometrics offers an analysis of econometric practice, encompassing recent modelling methodology and PC-GIVE. It is intended for advanced undergraduates and graduate students.
Book Synopsis A Guide to What's Wrong with Economics by : Edward Fullbrook
Download or read book A Guide to What's Wrong with Economics written by Edward Fullbrook and published by Anthem Press. This book was released on 2004 with total page 332 pages. Available in PDF, EPUB and Kindle. Book excerpt: During a time of accelerating momentum for radical change in the study of economics, 'A Guide to What's Wrong with Economics' comprehensively re-examines the shortcomings of neoclassical economics and considers a number of alternative formulations.
Author :Associate Researcher at the Prigogine Center for Statistical Mechanics & Complex Systems Ping Chen Publisher : ISBN 13 :9780415746847 Total Pages :0 pages Book Rating :4.7/5 (468 download)
Book Synopsis Economic Complexity and Equilibrium Illusion by : Associate Researcher at the Prigogine Center for Statistical Mechanics & Complex Systems Ping Chen
Download or read book Economic Complexity and Equilibrium Illusion written by Associate Researcher at the Prigogine Center for Statistical Mechanics & Complex Systems Ping Chen and published by . This book was released on 2016-09-29 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book consists of the major work of Professor Ping Chen, a pioneer in studying economic chaos and economic complexity. They are selected from works completed since 1987, integrating different insights from Marx, Marshall, Schumpeter and Keynes.
Book Synopsis Advances in Economic Theory by : Truman Fassett Bewley
Download or read book Advances in Economic Theory written by Truman Fassett Bewley and published by CUP Archive. This book was released on 1989-07-28 with total page 452 pages. Available in PDF, EPUB and Kindle. Book excerpt: These articles should be helpful to anyone with training in economics.
Book Synopsis An Introduction to the Structural Econometrics of Auction Data by : Harry J. Paarsch
Download or read book An Introduction to the Structural Econometrics of Auction Data written by Harry J. Paarsch and published by MIT Press. This book was released on 2006 with total page 454 pages. Available in PDF, EPUB and Kindle. Book excerpt: Accompanying CD-ROM contains data and sample computer code for empirical problems.
Book Synopsis Applied Econometrics by : William H. Greene
Download or read book Applied Econometrics written by William H. Greene and published by Taylor & Francis Group. This book was released on 2016 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
