The Spectral Maximum Likelihood Estimation Of Econometric Models With Stationary Errors

Download The Spectral Maximum Likelihood Estimation Of Econometric Models With Stationary Errors full books in PDF, epub, and Kindle. Read online The Spectral Maximum Likelihood Estimation Of Econometric Models With Stationary Errors ebook anywhere anytime directly on your device. Fast Download speed and no annoying ads. We cannot guarantee that every ebooks is available!

The Spectral Maximum Likelihood Estimation of Econometric Models with Stationary Errors

Author : Antoni Espasa
Publisher : Vandehoeck & Rupprecht
ISBN 13 :
Total Pages : 120 pages
Book Rating : 4.F/5 ( download)

DOWNLOAD NOW!

Book Synopsis The Spectral Maximum Likelihood Estimation of Econometric Models with Stationary Errors by : Antoni Espasa

Download or read book The Spectral Maximum Likelihood Estimation of Econometric Models with Stationary Errors written by Antoni Espasa and published by Vandehoeck & Rupprecht. This book was released on 1977 with total page 120 pages. Available in PDF, EPUB and Kindle. Book excerpt: Stationary disturbances and asymptotic theory; Specfiml (spectral full information maximum likelihood) estimation; The specfilm estimation with inadequate sample size; The estimation of the multiple regression model with stationary erros and lagged endogenous variables; The specfilm method as applied to models with lagged endogenous variables; The asymptotic variance matrix of the structural estimators when the erros follow an AR process.

The Structural Econometric Time Series Analysis Approach

Author : Arnold Zellner
Publisher : Cambridge University Press
ISBN 13 : 9781139453431
Total Pages : 736 pages
Book Rating : 4.4/5 (534 download)

DOWNLOAD NOW!

Book Synopsis The Structural Econometric Time Series Analysis Approach by : Arnold Zellner

Download or read book The Structural Econometric Time Series Analysis Approach written by Arnold Zellner and published by Cambridge University Press. This book was released on 2004-10-21 with total page 736 pages. Available in PDF, EPUB and Kindle. Book excerpt: Bringing together a collection of previously published work, this book provides a discussion of major considerations relating to the construction of econometric models that work well to explain economic phenomena, predict future outcomes and be useful for policy-making. Analytical relations between dynamic econometric structural models and empirical time series MVARMA, VAR, transfer function, and univariate ARIMA models are established with important application for model-checking and model construction. The theory and applications of these procedures to a variety of econometric modeling and forecasting problems as well as Bayesian and non-Bayesian testing, shrinkage estimation and forecasting procedures are also presented and applied. Finally, attention is focused on the effects of disaggregation on forecasting precision and the Marshallian Macroeconomic Model that features demand, supply and entry equations for major sectors of economies is analysed and described. This volume will prove invaluable to professionals, academics and students alike.

Econometrics: Alchemy or Science?

Author : David F. Hendry
Publisher : OUP Oxford
ISBN 13 : 0191522112
Total Pages : 560 pages
Book Rating : 4.1/5 (915 download)

DOWNLOAD NOW!

Book Synopsis Econometrics: Alchemy or Science? by : David F. Hendry

Download or read book Econometrics: Alchemy or Science? written by David F. Hendry and published by OUP Oxford. This book was released on 2000-10-26 with total page 560 pages. Available in PDF, EPUB and Kindle. Book excerpt: "Econometrics: Alchemy or Science?" analyses the effectiveness and validity of applying econometric methods to economic time series. The methodological dispute is long-standing, and no claim can be made for a single valid method, but recent results on the theory and practice of model selection bid fair to resolve many of the contentious issues. The book presents criticisms and evaluations of competing approaches, based on theoretical economic and econometric analyses, empirical applications, and Monte Carlo simulations, which interact to determine best practice. It explains the evolution of an approach to econometric modelling founded in careful statistical analyses of the available data, using economic theory to guide the general model specification. From a strong foundation in the theory of reduction, via a range of applied and simulation studies, it demonstrates that general-to-specific procedures have excellent properties. The book is divided into four Parts: Routes and Route Maps; Empirical Modelling Strategies; Formalization; and Retrospect and Prospect. A short preamble to each chapter sketches the salient themes, links to earlier and later developments, and the lessons learnt or missed at the time. A sequence of detailed empirical studies of consumers' expenditure and money demand illustrate most facets of the approach. Material new to this revised edition describes recent major advances in computer-automated model selection, embodied in the powerful new software program PcGets, which establish the operational success of the modelling strategy.

JOURNAL OF Econometrics COMPUTATION IN ECONMETRIC MODELS

Author : Warren T. Dent
Publisher :
ISBN 13 :
Total Pages : 444 pages
Book Rating : 4./5 ( download)

DOWNLOAD NOW!

Book Synopsis JOURNAL OF Econometrics COMPUTATION IN ECONMETRIC MODELS by : Warren T. Dent

Download or read book JOURNAL OF Econometrics COMPUTATION IN ECONMETRIC MODELS written by Warren T. Dent and published by . This book was released on 1980 with total page 444 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Identification in Dynamic Shock-Error Models

Author : A. Maravall
Publisher : Springer Science & Business Media
ISBN 13 : 3642953395
Total Pages : 169 pages
Book Rating : 4.6/5 (429 download)

DOWNLOAD NOW!

Book Synopsis Identification in Dynamic Shock-Error Models by : A. Maravall

Download or read book Identification in Dynamic Shock-Error Models written by A. Maravall and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 169 pages. Available in PDF, EPUB and Kindle. Book excerpt: Looking at a very simple example of an error-in-variables model, I was surprised at the effect that standard dynamic features (in the form of autocorre 11 lation. in the variables) could have on the state of identification of the model. It became apparent that identification of error-in-variables models was less of a problem when some dynamic features were present, and that the cathegory of "pre determined variables" was meaningless, since lagged endogenous and truly exogenous variables had very different identification properties. Also, for'the models I was considering, both necessary and sufficient conditions for identification could be expressed as simple counting rules, trivial to compute. These results seemed somewhat striking in the context of traditional econometrics literature, and p- vided the original motivation for this monograph. The monograph, therefore, atempts to analyze econometric identification of models when the variables are measured with error and when dynamic features are present. In trying to generalize the examples I was considering, although the final results had very simple expressions, the process of formally proving them became cumbersome and lengthy (in particular for the "sufficiency" part of the proofs). Possibly this was also due to a lack of more high-powered analytical tools and/or more elegant derivations, for which I feel an apology coul be appropiate. With some minor modifications, this monograph is a Ph. D. dissertation presented to the Department of Economics of the University of Wisconsin, Madison. Thanks are due to. Dennis J. Aigner and Arthur S.

Contributions to Econometrics

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

DOWNLOAD NOW!

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:

Challenges for Macroeconomic Modelling

Author : W. Driehuis
Publisher : Elsevier
ISBN 13 : 148329451X
Total Pages : 500 pages
Book Rating : 4.4/5 (832 download)

DOWNLOAD NOW!

Book Synopsis Challenges for Macroeconomic Modelling by : W. Driehuis

Download or read book Challenges for Macroeconomic Modelling written by W. Driehuis and published by Elsevier. This book was released on 2014-06-28 with total page 500 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book collects the revised and edited proceedings of the conference held in honour of the 50th anniversary of Professor Tinbergen's first macroeconomic policy model. Written by experts both in the field of model building and policy analysis, the contributions provide an invaluable overview of the state of the art and the use of macroeconomic models in our time.

Analysis of Economic Time Series

Author : Marc Nerlove
Publisher : Academic Press
ISBN 13 : 1483218880
Total Pages : 495 pages
Book Rating : 4.4/5 (832 download)

DOWNLOAD NOW!

Book Synopsis Analysis of Economic Time Series by : Marc Nerlove

Download or read book Analysis of Economic Time Series written by Marc Nerlove and published by Academic Press. This book was released on 2014-05-10 with total page 495 pages. Available in PDF, EPUB and Kindle. Book excerpt: Analysis of Economic Time Series: A Synthesis integrates several topics in economic time-series analysis, including the formulation and estimation of distributed-lag models of dynamic economic behavior; the application of spectral analysis in the study of the behavior of economic time series; and unobserved-components models for economic time series and the closely related problem of seasonal adjustment. Comprised of 14 chapters, this volume begins with a historical background on the use of unobserved components in the analysis of economic time series, followed by an Introduction to the theory of stationary time series. Subsequent chapters focus on the spectral representation and its estimation; formulation of distributed-lag models; elements of the theory of prediction and extraction; and formulation of unobserved-components models and canonical forms. Seasonal adjustment techniques and multivariate mixed moving-average autoregressive time-series models are also considered. Finally, a time-series model of the U.S. cattle industry is presented. This monograph will be of value to mathematicians, economists, and those interested in economic theory, econometrics, and mathematical economics.

Business Intelligence in Economic Forecasting: Technologies and Techniques

Author : Wang, Jue
Publisher : IGI Global
ISBN 13 : 1615206302
Total Pages : 405 pages
Book Rating : 4.6/5 (152 download)

DOWNLOAD NOW!

Book Synopsis Business Intelligence in Economic Forecasting: Technologies and Techniques by : Wang, Jue

Download or read book Business Intelligence in Economic Forecasting: Technologies and Techniques written by Wang, Jue and published by IGI Global. This book was released on 2010-06-30 with total page 405 pages. Available in PDF, EPUB and Kindle. Book excerpt: With the rapid development of economic globalization and information technology, the field of economic forecasting continues its expeditious advancement, providing business and government with applicable technologies. This book discusses various business intelligence techniques including neural networks, support vector machine, genetic programming, clustering analysis, TEI@I, fuzzy systems, text mining, and many more. It serves as a valuable reference for professionals and researchers interested in BI technologies and their practical applications in economic forecasting, as well as policy makers in business organizations and governments.

Nonparametric and Semiparametric Methods in Econometrics and Statistics

Author : William A. Barnett
Publisher : Cambridge University Press
ISBN 13 : 9780521424318
Total Pages : 512 pages
Book Rating : 4.4/5 (243 download)

DOWNLOAD NOW!

Book Synopsis Nonparametric and Semiparametric Methods in Econometrics and Statistics by : William A. Barnett

Download or read book Nonparametric and Semiparametric Methods in Econometrics and Statistics written by William A. Barnett and published by Cambridge University Press. This book was released on 1991-06-28 with total page 512 pages. Available in PDF, EPUB and Kindle. Book excerpt: Papers from a 1988 symposium on the estimation and testing of models that impose relatively weak restrictions on the stochastic behaviour of data.

Embedded Invariants

Author : S. Sankar Sengupta
Publisher : Vandehoeck & Rupprecht
ISBN 13 :
Total Pages : 138 pages
Book Rating : 4.3/5 (91 download)

DOWNLOAD NOW!

Book Synopsis Embedded Invariants by : S. Sankar Sengupta

Download or read book Embedded Invariants written by S. Sankar Sengupta and published by Vandehoeck & Rupprecht. This book was released on 1977 with total page 138 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Journal of Economic Literature

Author :
Publisher :
ISBN 13 :
Total Pages : 588 pages
Book Rating : 4.:/5 (318 download)

DOWNLOAD NOW!

Book Synopsis Journal of Economic Literature by :

Download or read book Journal of Economic Literature written by and published by . This book was released on 1999 with total page 588 pages. Available in PDF, EPUB and Kindle. Book excerpt:

The New Palgrave Dictionary of Economics

Author :
Publisher : Springer
ISBN 13 : 1349588024
Total Pages : 7493 pages
Book Rating : 4.3/5 (495 download)

DOWNLOAD NOW!

Book Synopsis The New Palgrave Dictionary of Economics by :

Download or read book The New Palgrave Dictionary of Economics written by and published by Springer. This book was released on 2016-05-18 with total page 7493 pages. Available in PDF, EPUB and Kindle. Book excerpt: The award-winning The New Palgrave Dictionary of Economics, 2nd edition is now available as a dynamic online resource. Consisting of over 1,900 articles written by leading figures in the field including Nobel prize winners, this is the definitive scholarly reference work for a new generation of economists. Regularly updated! This product is a subscription based product.

Readings in Econometric Theory and Practice

Author : W.E. Griffiths
Publisher : Elsevier
ISBN 13 : 148329708X
Total Pages : 391 pages
Book Rating : 4.4/5 (832 download)

DOWNLOAD NOW!

Book Synopsis Readings in Econometric Theory and Practice by : W.E. Griffiths

Download or read book Readings in Econometric Theory and Practice written by W.E. Griffiths and published by Elsevier. This book was released on 2014-06-28 with total page 391 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume honors George Judge and his many, varied and outstanding contributions to econometrics, statistics, mathematical programming and spatial equilibrium modeling. The papers are grouped into four parts, each part representing an area in which Professor Judge has made a significant contribution. The authors have all benefited in some way, directly or indirectly, through an association with George Judge and his work.The three papers in Part I are concerned with various aspects of pre-test and Stein-rule estimation. Part II contains applications of Bayesian methodology, new developments in Bayesian methodology, and an overview of Bayesian econometrics. The papers in Part III comprise new developments in time-series analysis, improved estimation and Markov chain analysis. The final part on spatial equilibrium modeling contains papers that had their origins from Professor Judge's pioneering work in the 60's.

Structural Changes and their Econometric Modeling

Author : Vladik Kreinovich
Publisher : Springer
ISBN 13 : 3030042634
Total Pages : 784 pages
Book Rating : 4.0/5 (3 download)

DOWNLOAD NOW!

Book Synopsis Structural Changes and their Econometric Modeling by : Vladik Kreinovich

Download or read book Structural Changes and their Econometric Modeling written by Vladik Kreinovich and published by Springer. This book was released on 2018-11-24 with total page 784 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book focuses on structural changes and economic modeling. It presents papers describing how to model structural changes, as well as those introducing improvements to the existing before-structural-changes models, making it easier to later on combine these models with techniques describing structural changes. The book also includes related theoretical developments and practical applications of the resulting techniques to economic problems. Most traditional mathematical models of economic processes describe how the corresponding quantities change with time. However, in addition to such relatively smooth numerical changes, economical phenomena often undergo more drastic structural change. Describing such structural changes is not easy, but it is vital if we want to have a more adequate description of economic phenomena – and thus, more accurate and more reliable predictions and a better understanding on how best to influence the economic situation.

Evaluation of Econometric Models

Author : Jan Kmenta
Publisher : Academic Press
ISBN 13 : 1483267342
Total Pages : 425 pages
Book Rating : 4.4/5 (832 download)

DOWNLOAD NOW!

Book Synopsis Evaluation of Econometric Models by : Jan Kmenta

Download or read book Evaluation of Econometric Models written by Jan Kmenta and published by Academic Press. This book was released on 2014-05-10 with total page 425 pages. Available in PDF, EPUB and Kindle. Book excerpt: Evaluation of Econometric Models presents approaches to assessing and enhancing the progress of applied economic research. This book discusses the problems and issues in evaluating econometric models, use of exploratory methods in economic analysis, and model construction and evaluation when theoretical knowledge is scarce. The data analysis by partial least squares, prediction analysis of economic models, and aggregation and disaggregation of nonlinear equations are also elaborated. This text likewise covers the comparison of econometric models by optimal control techniques, role of time series analysis in econometric model evaluation, and hypothesis testing in spectral regression. Other topics include the relevance of laboratory experiments to testing resource allocation theory and token economy and animal models for the experimental analysis of economic behavior. This publication is intended for students and researchers interested in evaluating econometric models.

Time Series and Panel Data Econometrics

Author : M. Hashem Pesaran
Publisher : Oxford University Press
ISBN 13 : 0198736916
Total Pages : 1095 pages
Book Rating : 4.1/5 (987 download)

DOWNLOAD NOW!

Book Synopsis Time Series and Panel Data Econometrics by : M. Hashem Pesaran

Download or read book Time Series and Panel Data Econometrics written by M. Hashem Pesaran and published by Oxford University Press. This book was released on 2015 with total page 1095 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is concerned with recent developments in time series and panel data techniques for the analysis of macroeconomic and financial data. It provides a rigorous, nevertheless user-friendly, account of the time series techniques dealing with univariate and multivariate time series models, as well as panel data models. It is distinct from other time series texts in the sense that it also covers panel data models and attempts at a more coherent integration of time series, multivariate analysis, and panel data models. It builds on the author's extensive research in the areas of time series and panel data analysis and covers a wide variety of topics in one volume. Different parts of the book can be used as teaching material for a variety of courses in econometrics. It can also be used as reference manual. It begins with an overview of basic econometric and statistical techniques, and provides an account of stochastic processes, univariate and multivariate time series, tests for unit roots, cointegration, impulse response analysis, autoregressive conditional heteroskedasticity models, simultaneous equation models, vector autoregressions, causality, forecasting, multivariate volatility models, panel data models, aggregation and global vector autoregressive models (GVAR). The techniques are illustrated using Microfit 5 (Pesaran and Pesaran, 2009, OUP) with applications to real output, inflation, interest rates, exchange rates, and stock prices.