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Author : Maozu Lu
Publisher :
ISBN 13 :
Total Pages : 32 pages
Book Rating : 4.:/5 (318 download)
Download or read book Mutual Encompassing and Model Equivalence written by Maozu Lu and published by . This book was released on 1997 with total page 32 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Jennifer Castle
Publisher : OUP Oxford
ISBN 13 : 0191553255
Total Pages : 464 pages
Book Rating : 4.1/5 (915 download)
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.
Author : David F. Hendry
Publisher :
ISBN 13 : 9780198283164
Total Pages : 918 pages
Book Rating : 4.2/5 (831 download)
Download or read book Dynamic Econometrics written by David F. Hendry and published by . This book was released on 1995 with total page 918 pages. Available in PDF, EPUB and Kindle. Book excerpt: The main problem in econometric modelling of time series is discovering sustainable and interpretable relationships between observed economic variables. The primary aim of this book is to develop an operational econometric approach which allows constructive modelling. Professor Hendry deals with methodological issues (model discovery, data mining, and progressive research strategies); with major tools for modelling (recursive methods, encompassing, super exogeneity, invariance tests); and with practical problems (collinearity, heteroscedasticity, and measurement errors). He also includes an extensive study of US money demand. The book is self-contained, with the technical background covered in appendices. It is thus suitable for first year graduate students, and includes solved examples and exercises to facilitate its use in teaching. About the Series Advanced Texts in Econometrics is a distinguished and rapidly expanding series in which leading econometricians assess recent developments in such areas as stochastic probability, panel and time series data analysis, modeling, and cointegration. In both hardback and affordable paperback, each volume explains the nature and applicability of a topic in greater depth than possible in introductory textbooks or single journal articles. Each definitive work is formatted to be as accessible and convenient for those who are not familiar with the detailed primary literature.
Author : Paul Marriott
Publisher : Cambridge University Press
ISBN 13 : 9780521651165
Total Pages : 342 pages
Book Rating : 4.6/5 (511 download)
Download or read book Applications of Differential Geometry to Econometrics written by Paul Marriott and published by Cambridge University Press. This book was released on 2000-08-31 with total page 342 pages. Available in PDF, EPUB and Kindle. Book excerpt: Originally published in 2000, this volume was an early example of the application of differential geometry to econometrics.
Author : Bernt P. Stigum
Publisher : Princeton University Press
ISBN 13 : 1400873231
Total Pages : 795 pages
Book Rating : 4.4/5 (8 download)
Download or read book Econometrics and the Philosophy of Economics written by Bernt P. Stigum and published by Princeton University Press. This book was released on 2015-12-29 with total page 795 pages. Available in PDF, EPUB and Kindle. Book excerpt: As most econometricians will readily agree, the data used in applied econometrics seldom provide accurate measurements for the pertinent theory's variables. Here, Bernt Stigum offers the first systematic and theoretically sound way of accounting for such inaccuracies. He and a distinguished group of contributors bridge econometrics and the philosophy of economics--two topics that seem worlds apart. They ask: How is a science of economics possible? The answer is elusive. Economic theory seems to be about abstract ideas or, it might be said, about toys in a toy community. How can a researcher with such tools learn anything about the social reality in which he or she lives? This book shows that an econometrician with the proper understanding of economic theory and the right kind of questions can gain knowledge about characteristic features of the social world. It addresses varied topics in both classical and Bayesian econometrics, offering ample evidence that its answer to the fundamental question is sound. The first book to comprehensively explore economic theory and econometrics simultaneously, Econometrics and the Philosophy of Economics represents an authoritative account of contemporary economic methodology. About a third of the chapters are authored or coauthored by Heather Anderson, Erik Biørn, Christophe Bontemps, Jeffrey A. Dubin, Harald E. Goldstein, Clive W.J. Granger, David F. Hendry, Herman Ruge-Jervell, Dale W. Jorgenson, Hans-Martin Krolzig, Nils Lid Hjort, Daniel L. McFadden, Grayham E. Mizon, Tore Schweder, Geir Storvik, and Herman K. van Dijk.
Author : Julia Campos
Publisher :
ISBN 13 :
Total Pages : 666 pages
Book Rating : 4.3/5 ( download)
Download or read book General-to-specific Modelling written by Julia Campos and published by . This book was released on 2005 with total page 666 pages. Available in PDF, EPUB and Kindle. Book excerpt: "This paper discusses the econometric methodology of general-to-specific modeling, in which the modeler simplifies an initially general model that adequately characterizes the empirical evidence within his or her theoretical framework. Central aspects of this approach include the theory of reduction, dynamic specification, model selection procedures, model selection criteria, model comparison, encompassing, computer automation, and empirical implementation. This paper thus reviews the theory of reduction, summarizes the approach of general-to-specific modeling, and discusses the econometrics of model selection, noting that general-to-specific modeling is the practical embodiment of reduction. This paper then summarizes fifty-seven articles key to the development of general-to-specific modeling"--Federal Reserve Board web site.
Author : Bruno Versaevel
Publisher :
ISBN 13 :
Total Pages : 48 pages
Book Rating : 4.:/5 (318 download)
Download or read book Production and Organizational Capabilities written by Bruno Versaevel and published by . This book was released on 1997 with total page 48 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Dimitrios Sideris
Publisher :
ISBN 13 :
Total Pages : 76 pages
Book Rating : 4.:/5 (318 download)
Download or read book Multilateral Versus Bilateral Testing for Long Run Purchasing Power Parity written by Dimitrios Sideris and published by . This book was released on 1997 with total page 76 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Susana Garcia Cervero
Publisher :
ISBN 13 :
Total Pages : 68 pages
Book Rating : 4.:/5 (318 download)
Download or read book A Historical Approach to American Skill Differentials written by Susana Garcia Cervero and published by . This book was released on 1997 with total page 68 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Aldo Rustichini
Publisher :
ISBN 13 :
Total Pages : 60 pages
Book Rating : 4.:/5 (318 download)
Download or read book More Equal But Less Mobile? written by Aldo Rustichini and published by . This book was released on 1998 with total page 60 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Matthias Brueckner
Publisher :
ISBN 13 :
Total Pages : 56 pages
Book Rating : 4.F/5 ( download)
Download or read book Voting and Decisions in the ECB written by Matthias Brueckner and published by . This book was released on 1997 with total page 56 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Kitty Stewart
Publisher :
ISBN 13 :
Total Pages : 70 pages
Book Rating : 4.:/5 (318 download)
Download or read book Are Intergovernmental Transfers in Russia Equalizing? written by Kitty Stewart and published by . This book was released on 1997 with total page 70 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Susana Garcia Cervero
Publisher :
ISBN 13 :
Total Pages : 74 pages
Book Rating : 4.:/5 (318 download)
Download or read book Growth, Technology and Inequality written by Susana Garcia Cervero and published by . This book was released on 1997 with total page 74 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Humberto Zúñiga Schroder
Publisher : Kluwer Law International B.V.
ISBN 13 : 9041142754
Total Pages : 234 pages
Book Rating : 4.0/5 (411 download)
Download or read book Harmonization, Equivalence and Mutual Recognition of Standards in WTO Law written by Humberto Zúñiga Schroder and published by Kluwer Law International B.V.. This book was released on 2011-07-01 with total page 234 pages. Available in PDF, EPUB and Kindle. Book excerpt: Standards are a feature of virtually all areas of trade in products and services. Yet, although standards may achieve an efficient economic exchange, they have discriminatory consequences for trading partners when governments formulate or apply them in such a way as to cause obstacles to trade, thus enrolling standards among the increasingly significant ‘non-tariff barriers’ regulated by the WTO. This unique and original study analyses the functions that standards fulfil in the market, their effect on trade, and the legal regime based on harmonization, equivalence and mutual recognition developed by the WTO to deal with standards. The author investigates the way in which both the WTO Technical Barriers to Trade (TBT) and the Sanitary and Phytosanitary (SPS) Measures Agreements regulate these three tools, and discusses key topics including: The definition of the concept ‘International Standard’ in the TBT Agreement. Guidelines on equivalence issued by organizations such as the Codex Alimentarius Commission, the World Organization for Animal Health and the International Plant Protection Convention. Parallels between the EC mutual recognition regime and the WTO system. This is the first work on its subject. With its detailed and practical analysis of WTO law on standards, the book is a fundamental reference for practitioners, academics and policy makers in international trade law.
Author : Massimiliano Marcellino
Publisher :
ISBN 13 :
Total Pages : 44 pages
Book Rating : 4.F/5 ( download)
Download or read book Temporal Disaggregation, Missing Observations, Outliers, and Forecasting written by Massimiliano Marcellino and published by . This book was released on 1997 with total page 44 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Bauke Visser
Publisher :
ISBN 13 :
Total Pages : 80 pages
Book Rating : 4.:/5 (318 download)
Download or read book Organizational Structure and Performance written by Bauke Visser and published by . This book was released on 1997 with total page 80 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Michael J. Artis
Publisher :
ISBN 13 :
Total Pages : 60 pages
Book Rating : 4.:/5 (318 download)
Download or read book Fiscal Solvency and Fiscal Forecasting in Europe written by Michael J. Artis and published by . This book was released on 1998 with total page 60 pages. Available in PDF, EPUB and Kindle. Book excerpt:
