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Author : Andy Snell
Publisher :
ISBN 13 :
Total Pages : 32 pages
Book Rating : 4.:/5 (119 download)
Download or read book Testing for R Versus R-1 Cointegrating Vectors written by Andy Snell and published by . This book was released on 1995 with total page 32 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Marno Verbeek
Publisher : John Wiley & Sons
ISBN 13 : 1119401151
Total Pages : 523 pages
Book Rating : 4.1/5 (194 download)
Download or read book A Guide to Modern Econometrics written by Marno Verbeek and published by John Wiley & Sons. This book was released on 2017-07-31 with total page 523 pages. Available in PDF, EPUB and Kindle. Book excerpt: A Guide to Modern Econometrics, 5th Edition has become established as a highly successful textbook. It serves as a guide to alternative techniques in econometrics with an emphasis on intuition and the practical implementation of these approaches. This fifth edition builds upon the success of its predecessors. The text has been carefully checked and updated, taking into account recent developments and insights. It includes new material on causal inference, the use and limitation of p-values, instrumental variables estimation and its implementation, regression discontinuity design, standardized coefficients, and the presentation of estimation results.
Author : Bernhard Pfaff
Publisher : Springer Science & Business Media
ISBN 13 : 0387759670
Total Pages : 193 pages
Book Rating : 4.3/5 (877 download)
Download or read book Analysis of Integrated and Cointegrated Time Series with R written by Bernhard Pfaff and published by Springer Science & Business Media. This book was released on 2008-09-03 with total page 193 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is designed for self study. The reader can apply the theoretical concepts directly within R by following the examples.
Author : Steven Durlauf
Publisher : Springer
ISBN 13 : 0230280838
Total Pages : 417 pages
Book Rating : 4.2/5 (32 download)
Download or read book Macroeconometrics and Time Series Analysis written by Steven Durlauf and published by Springer. This book was released on 2016-04-30 with total page 417 pages. Available in PDF, EPUB and Kindle. Book excerpt: Specially selected from The New Palgrave Dictionary of Economics 2nd edition, each article within this compendium covers the fundamental themes within the discipline and is written by a leading practitioner in the field. A handy reference tool.
Author : Chris Brooks
Publisher : Cambridge University Press
ISBN 13 : 1108422535
Total Pages : 729 pages
Book Rating : 4.1/5 (84 download)
Download or read book Introductory Econometrics for Finance written by Chris Brooks and published by Cambridge University Press. This book was released on 2019-03-28 with total page 729 pages. Available in PDF, EPUB and Kindle. Book excerpt: Offers econometrics for finance students with no prior knowledge of the field. Includes case studies, examples and extensive online support.
Author : Chris Brooks
Publisher : Cambridge University Press
ISBN 13 : 1139487167
Total Pages : 474 pages
Book Rating : 4.1/5 (394 download)
Download or read book Real Estate Modelling and Forecasting written by Chris Brooks and published by Cambridge University Press. This book was released on 2010-04-15 with total page 474 pages. Available in PDF, EPUB and Kindle. Book excerpt: As real estate forms a significant part of the asset portfolios of most investors and lenders, it is crucial that analysts and institutions employ sound techniques for modelling and forecasting the performance of real estate assets. Assuming no prior knowledge of econometrics, this book introduces and explains a broad range of quantitative techniques that are relevant for the analysis of real estate data. It includes numerous detailed examples, giving readers the confidence they need to estimate and interpret their own models. Throughout, the book emphasises how various statistical techniques may be used for forecasting and shows how forecasts can be evaluated. Written by a highly experienced teacher of econometrics and a senior real estate professional, both of whom are widely known for their research, Real Estate Modelling and Forecasting is the first book to provide a practical introduction to the econometric analysis of real estate for students and practitioners.
Author : Javier Gardeazabal
Publisher : Springer Science & Business Media
ISBN 13 : 3642488587
Total Pages : 206 pages
Book Rating : 4.6/5 (424 download)
Download or read book The Monetary Model of Exchange Rates and Cointegration written by Javier Gardeazabal and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 206 pages. Available in PDF, EPUB and Kindle. Book excerpt: These notes draw from the Theory of Cointegration in order to test the monetary model of exchange rate determination. Previous evidence shows that the monetary model does not capture the short run dynamics of the exchange rate, specially when assessed in terms of forecasting accuracy. Even though the monetary equations of exchange rate determination may be bad indicators of how exchange rates are determined in the short run, they couldstill describe long run equilibrium relationships between the exchange rate and its fundamentals. Stationary deviations from those long run relationships are allowed in the short run. This book also addresses severalissues on Cointegration. Chapter 6 studies the small sample distribution of the likelihood ratio test statistics (on the dimension and restrictions on the cointegrating space) under deviations from normality. This monograph also focuses on the issue of optimal prediction in partially nonstationary multivariate time series models. In particular, it caries out an exchange rate prediction exercise.
Author : Joseph Plasmans
Publisher : Springer Science & Business Media
ISBN 13 : 9780387257600
Total Pages : 412 pages
Book Rating : 4.2/5 (576 download)
Download or read book Modern Linear and Nonlinear Econometrics written by Joseph Plasmans and published by Springer Science & Business Media. This book was released on 2006-08-30 with total page 412 pages. Available in PDF, EPUB and Kindle. Book excerpt: The basic characteristic of Modern Linear and Nonlinear Econometrics is that it presents a unified approach of modern linear and nonlinear econometrics in a concise and intuitive way. It covers four major parts of modern econometrics: linear and nonlinear estimation and testing, time series analysis, models with categorical and limited dependent variables, and, finally, a thorough analysis of linear and nonlinear panel data modeling. Distinctive features of this handbook are: -A unified approach of both linear and nonlinear econometrics, with an integration of the theory and the practice in modern econometrics. Emphasis on sound theoretical and empirical relevance and intuition. Focus on econometric and statistical methods for the analysis of linear and nonlinear processes in economics and finance, including computational methods and numerical tools. -Completely worked out empirical illustrations are provided throughout, the macroeconomic and microeconomic (household and firm level) data sets of which are available from the internet; these empirical illustrations are taken from finance (e.g. CAPM and derivatives), international economics (e.g. exchange rates), innovation economics (e.g. patenting), business cycle analysis, monetary economics, housing economics, labor and educational economics (e.g. demand for teachers according to gender) and many others. -Exercises are added to the chapters, with a focus on the interpretation of results; several of these exercises involve the use of actual data that are typical for current empirical work and that are made available on the internet. What is also distinguishable in Modern Linear and Nonlinear Econometrics is that every major topic has a number of examples, exercises or case studies. By this `learning by doing' method the intention is to prepare the reader to be able to design, develop and successfully finish his or her own research and/or solve real world problems.
Author : Gunnar Bårdsen
Publisher : Oxford University Press, USA
ISBN 13 : 0199246491
Total Pages : 361 pages
Book Rating : 4.1/5 (992 download)
Download or read book The Econometrics of Macroeconomic Modelling written by Gunnar Bårdsen and published by Oxford University Press, USA. This book was released on 2005 with total page 361 pages. Available in PDF, EPUB and Kindle. Book excerpt: This work describes how the discipline has adapted to changing demands by adopting new insights from economic theory and by taking advantage of the methodological and conceptual advances within time series econometrics.
Author : Helmut Lütkepohl
Publisher : Springer Science & Business Media
ISBN 13 : 9783540262398
Total Pages : 792 pages
Book Rating : 4.2/5 (623 download)
Download or read book New Introduction to Multiple Time Series Analysis written by Helmut Lütkepohl and published by Springer Science & Business Media. This book was released on 2007-07-26 with total page 792 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is the new and totally revised edition of Lütkepohl’s classic 1991 work. It provides a detailed introduction to the main steps of analyzing multiple time series, model specification, estimation, model checking, and for using the models for economic analysis and forecasting. The book now includes new chapters on cointegration analysis, structural vector autoregressions, cointegrated VARMA processes and multivariate ARCH models. The book bridges the gap to the difficult technical literature on the topic. It is accessible to graduate students in business and economics. In addition, multiple time series courses in other fields such as statistics and engineering may be based on it.
Author : Ms.Veenu Joy Ms.ShivakamiRajan
Publisher : Archers & Elevators Publishing House
ISBN 13 : 9386501627
Total Pages : pages
Book Rating : 4.3/5 (865 download)
Download or read book Fintech Ecosystem-Transformation and Market Dynamics written by Ms.Veenu Joy Ms.ShivakamiRajan and published by Archers & Elevators Publishing House. This book was released on with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Thomas D. Boston
Publisher : Taylor & Francis US
ISBN 13 : 0415127165
Total Pages : 454 pages
Book Rating : 4.4/5 (151 download)
Download or read book A Different Vision: Race and public policy written by Thomas D. Boston and published by Taylor & Francis US. This book was released on 1997 with total page 454 pages. Available in PDF, EPUB and Kindle. Book excerpt: A Different Vision: African American Economic Thought brings together for the first time the ideas, philosophies and interpretations of North America's leading African American economists.
Author : Thomas D Boston
Publisher : Routledge
ISBN 13 : 1134798520
Total Pages : 454 pages
Book Rating : 4.1/5 (347 download)
Download or read book A Different Vision written by Thomas D Boston and published by Routledge. This book was released on 2002-01-04 with total page 454 pages. Available in PDF, EPUB and Kindle. Book excerpt: A Different Vision: Race and Public Policy, Volume 2 brings together for the first time the ideas, philosophies and interpretations of North America's leading African American economists. Presented in two volumes, Volume 2 includes: * an analysis of urban poverty * discusses aspects of racial inequality and public policy * examines the theory and method which underlies public policy
Author : Hamid Seddighi
Publisher : Psychology Press
ISBN 13 : 9780415156455
Total Pages : 422 pages
Book Rating : 4.1/5 (564 download)
Download or read book Econometrics written by Hamid Seddighi and published by Psychology Press. This book was released on 2000 with total page 422 pages. Available in PDF, EPUB and Kindle. Book excerpt: Recognising the fact that A level mathematics is no longer a necessary prerequisite for economics courses, this text introduces this key subdivision of economics to an audience who might otherwise have been deterred by its complexity.
Author : Chinmay Chakraborty
Publisher : CRC Press
ISBN 13 : 1040017045
Total Pages : 293 pages
Book Rating : 4.0/5 (4 download)
Download or read book Multifaceted approaches for Data Acquisition, Processing & Communication written by Chinmay Chakraborty and published by CRC Press. This book was released on 2024-06-24 with total page 293 pages. Available in PDF, EPUB and Kindle. Book excerpt: The objective of the conference is to bring to focus the recent technological advancements across all the stages of data analysis including acquisition, processing, and communication. Advancements in acquisition sensors along with improved storage and computational capabilities, have stimulated the progress in theoretical studies and state-of-the-art real-time applications involving large volumes of data. This compels researchers to investigate the new challenges encountered, where traditional approaches are incapable of dealing with large, complicated new forms of data.
Author : Agostino Di Ciaccio
Publisher : Springer Science & Business Media
ISBN 13 : 3642210376
Total Pages : 464 pages
Book Rating : 4.6/5 (422 download)
Download or read book Advanced Statistical Methods for the Analysis of Large Data-Sets written by Agostino Di Ciaccio and published by Springer Science & Business Media. This book was released on 2012-03-05 with total page 464 pages. Available in PDF, EPUB and Kindle. Book excerpt: The theme of the meeting was “Statistical Methods for the Analysis of Large Data-Sets”. In recent years there has been increasing interest in this subject; in fact a huge quantity of information is often available but standard statistical techniques are usually not well suited to managing this kind of data. The conference serves as an important meeting point for European researchers working on this topic and a number of European statistical societies participated in the organization of the event. The book includes 45 papers from a selection of the 156 papers accepted for presentation and discussed at the conference on “Advanced Statistical Methods for the Analysis of Large Data-sets.”
Author : Janet M. Box-Steffensmeier
Publisher : Cambridge University Press
ISBN 13 : 0521871166
Total Pages : 297 pages
Book Rating : 4.5/5 (218 download)
Download or read book Time Series Analysis for the Social Sciences written by Janet M. Box-Steffensmeier and published by Cambridge University Press. This book was released on 2014-12-22 with total page 297 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides instruction and examples of the core methods in time series econometrics, drawing from several main fields of the social sciences.
