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Author : Dong Jin Lee
Publisher :
ISBN 13 :
Total Pages : 0 pages
Book Rating : 4.:/5 (966 download)
Download or read book Essays on Optimal Tests for Parameter Instability written by Dong Jin Lee and published by . This book was released on 2008 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Liang Hu
Publisher :
ISBN 13 :
Total Pages : 358 pages
Book Rating : 4.:/5 (766 download)
Download or read book Essays on Optimal Tests written by Liang Hu and published by . This book was released on 2006 with total page 358 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Alexander Chudik
Publisher : Emerald Group Publishing
ISBN 13 : 1802620613
Total Pages : 360 pages
Book Rating : 4.8/5 (26 download)
Download or read book Essays in Honor of M. Hashem Pesaran written by Alexander Chudik and published by Emerald Group Publishing. This book was released on 2022-01-18 with total page 360 pages. Available in PDF, EPUB and Kindle. Book excerpt: The collection of chapters in Volume 43 Part A of Advances in Econometrics serves as a tribute to one of the most innovative, influential, and productive econometricians of his generation, Professor M. Hashem Pesaran.
Author : Dong Jin Lee
Publisher :
ISBN 13 :
Total Pages : 0 pages
Book Rating : 4.:/5 (137 download)
Download or read book Parametric and Semi-Parametric Efficient Tests for Parameter Instability written by Dong Jin Lee and published by . This book was released on 2016 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: This article examines asymptotically point optimal tests for parameter instability in realistic circumstances when little information about the unstable parameter process and error distribution is available. We first show that, under a correctly specified error distribution, if the unstable parameter processes converge weakly to a Wiener process, then any asymptotic optimal tests for structural breaks and time-varying parameters are asymptotically equivalent. Our finding is then extended to a semi-parametric set-up in which the error distribution is treated as an unknown infinite-dimensional nuisance parameter. We find that semi-parametric tests can be adaptive without further restrictive conditions on the error distribution.
Author :
Publisher : Rozenberg Publishers
ISBN 13 : 9051707029
Total Pages : 162 pages
Book Rating : 4.0/5 (517 download)
Download or read book Essays on economic integration written by and published by Rozenberg Publishers. This book was released on 2006 with total page 162 pages. Available in PDF, EPUB and Kindle. Book excerpt:
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ISBN 13 :
Total Pages : 668 pages
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Download or read book Dissertation Abstracts International written by and published by . This book was released on 2009 with total page 668 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Charles Audet
Publisher : Springer Science & Business Media
ISBN 13 : 9780387255699
Total Pages : 314 pages
Book Rating : 4.2/5 (556 download)
Download or read book Essays and Surveys in Global Optimization written by Charles Audet and published by Springer Science & Business Media. This book was released on 2005-04-20 with total page 314 pages. Available in PDF, EPUB and Kindle. Book excerpt: Global optimization aims at solving the most general problems of deterministic mathematical programming: to find the global optimum of a nonlinear, nonconvex, multivariate function of continuous and/or integer variables subject to constraints which may be themselves nonlinear and nonconvex. In addition, once the solutions are found, proof of its optimality is also expected from this methodology. Therefore, with these difficulties in mind, global optimization is becoming an increasingly powerful and important methodology. Essays and Surveys in Global Optimization is the most recent examination of its mathematical capability, power, and wide ranging solutions to many fields in the applied sciences.
Author : Dek Terrell
Publisher : Emerald Group Publishing
ISBN 13 : 1789739594
Total Pages : 418 pages
Book Rating : 4.7/5 (897 download)
Download or read book Essays in Honor of Cheng Hsiao written by Dek Terrell and published by Emerald Group Publishing. This book was released on 2020-04-15 with total page 418 pages. Available in PDF, EPUB and Kindle. Book excerpt: Including contributions spanning a variety of theoretical and applied topics in econometrics, this volume of Advances in Econometrics is published in honour of Cheng Hsiao.
Author : Zeynep Senyuz
Publisher :
ISBN 13 :
Total Pages : 250 pages
Book Rating : 4.3/5 (121 download)
Download or read book Essays on Nonlinear Modeling of Real and Financial Markets with Applications to U.S. and International Data written by Zeynep Senyuz and published by . This book was released on 2008 with total page 250 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Yoosoon Chang
Publisher : Emerald Group Publishing
ISBN 13 : 1837532125
Total Pages : 449 pages
Book Rating : 4.8/5 (375 download)
Download or read book Essays in Honor of Joon Y. Park written by Yoosoon Chang and published by Emerald Group Publishing. This book was released on 2023-04-24 with total page 449 pages. Available in PDF, EPUB and Kindle. Book excerpt: Volumes 45a and 45b of Advances in Econometrics honor Professor Joon Y. Park, who has made numerous and substantive contributions to the field of econometrics over a career spanning four decades since the 1980s and counting.
Author : Charles G. Renfro
Publisher : Springer Science & Business Media
ISBN 13 : 3540755713
Total Pages : 317 pages
Book Rating : 4.5/5 (47 download)
Download or read book The Practice of Econometric Theory written by Charles G. Renfro and published by Springer Science & Business Media. This book was released on 2009-06-29 with total page 317 pages. Available in PDF, EPUB and Kindle. Book excerpt: Econometric theory, as presented in textbooks and the econometric literature generally, is a somewhat disparate collection of findings. Its essential nature is to be a set of demonstrated results that increase over time, each logically based on a specific set of axioms or assumptions, yet at every moment, rather than a finished work, these inevitably form an incomplete body of knowledge. The practice of econometric theory consists of selecting from, applying, and evaluating this literature, so as to test its applicability and range. The creation, development, and use of computer software has led applied economic research into a new age. This book describes the history of econometric computation from 1950 to the present day, based upon an interactive survey involving the collaboration of the many econometricians who have designed and developed this software. It identifies each of the econometric software packages that are made available to and used by economists and econometricians worldwide.
Author : Michael J. Harrison
Publisher :
ISBN 13 :
Total Pages : 10 pages
Book Rating : 4.:/5 (398 download)
Download or read book Testing for Parameter Instability Using the R/S Statistic written by Michael J. Harrison and published by . This book was released on 1998 with total page 10 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : David E. Rapach
Publisher : Emerald Group Publishing
ISBN 13 : 044452942X
Total Pages : 691 pages
Book Rating : 4.4/5 (445 download)
Download or read book Forecasting in the Presence of Structural Breaks and Model Uncertainty written by David E. Rapach and published by Emerald Group Publishing. This book was released on 2008-02-29 with total page 691 pages. Available in PDF, EPUB and Kindle. Book excerpt: Forecasting in the presence of structural breaks and model uncertainty are active areas of research with implications for practical problems in forecasting. This book addresses forecasting variables from both Macroeconomics and Finance, and considers various methods of dealing with model instability and model uncertainty when forming forecasts.
Author : Donald A. Berry
Publisher : John Wiley & Sons
ISBN 13 : 9780471118565
Total Pages : 610 pages
Book Rating : 4.1/5 (185 download)
Download or read book Bayesian Analysis in Statistics and Econometrics written by Donald A. Berry and published by John Wiley & Sons. This book was released on 1996 with total page 610 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is a definitive work that captures the current state of knowledge of Bayesian Analysis in Statistics and Econometrics and attempts to move it forward. It covers such topics as foundations, forecasting inferential matters, regression, computation and applications.
Author : David E. A. Giles
Publisher : CRC Press
ISBN 13 : 0824755839
Total Pages : 500 pages
Book Rating : 4.8/5 (247 download)
Download or read book Computer-Aided Econometrics written by David E. A. Giles and published by CRC Press. This book was released on 2003-06-18 with total page 500 pages. Available in PDF, EPUB and Kindle. Book excerpt: Emphasizing the impact of computer software and computational technology on econometric theory and development, this text presents recent advances in the application of computerized tools to econometric techniques and practices—focusing on current innovations in Monte Carlo simulation, computer-aided testing, model selection, and Bayesian methodology for improved econometric analyses.
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ISBN 13 :
Total Pages : 486 pages
Book Rating : 4.:/5 (319 download)
Download or read book Scientific and Technical Aerospace Reports written by and published by . This book was released on 1991 with total page 486 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Donald W. K. Andrews
Publisher :
ISBN 13 :
Total Pages : 39 pages
Book Rating : 4.:/5 (543 download)
Download or read book Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative written by Donald W. K. Andrews and published by . This book was released on 1992 with total page 39 pages. Available in PDF, EPUB and Kindle. Book excerpt:
