Listing 1 - 10 of 57 << page
of 6
>>
Sort by

Book
New developments in time series econometrics
Authors: ---
ISBN: 3790807664 038791482X 3642487440 3642487424 9783790807660 9780387914824 Year: 1994 Publisher: Heidelberg : Physica-Verlag,

Loading...
Export citation

Choose an application

Bookmark

Abstract


Book
Vinsec, een model met zes produktiesectoren van de Nederlandse economie voor de middellange termijn
Authors: --- --- ---
Year: 1987 Publisher: Den Haag : CPB,

Loading...
Export citation

Choose an application

Bookmark

Abstract

Identification and inference for econometric models : essays in honor of Thomas Rothenberg
Authors: --- ---
ISBN: 052184441X 9780521844413 9780511614491 9780521154741 0511115695 9780511115691 0511614497 1280162287 9781280162282 1107151937 0511122128 0511198523 0511299427 0511115148 052115474X Year: 2005 Publisher: Cambridge ; New York : Cambridge University Press,

Loading...
Export citation

Choose an application

Bookmark

Abstract

This 2005 volume contains the papers presented in honor of the lifelong achievements of Thomas J. Rothenberg on the occasion of his retirement. The authors of the chapters include many of the leading econometricians of our day, and the chapters address topics of current research significance in econometric theory. The chapters cover four themes: identification and efficient estimation in econometrics, asymptotic approximations to the distributions of econometric estimators and tests, inference involving potentially nonstationary time series, such as processes that might have a unit autoregressive root, and nonparametric and semiparametric inference. Several of the chapters provide overviews and treatments of basic conceptual issues, while others advance our understanding of the properties of existing econometric procedures and/or propose others. Specific topics include identification in nonlinear models, inference with weak instruments, tests for nonstationary in time series and panel data, generalized empirical likelihood estimation, and the bootstrap.

Collected works of Leif Johansen
Authors: ---
ISBN: 0444878335 0444878599 0444878602 9780444878335 Year: 1987 Publisher: Amsterdam,New York : North-Holland ,


Multi
Commercial banks'sovereign loan lending behavior and loan portfolio analysis : thèse [...] : Louvain, 1989
Authors: ---
ISBN: 2872090703 9782872090709 Year: 1989 Volume: 9 Publisher: Louvain-La-Neuve Academia

Loading...
Export citation

Choose an application

Bookmark

Abstract


Book
Introductory econometrics for finance
Author:
ISBN: 9781107034662 9781107661455 1107661455 Year: 2014 Publisher: Cambridge ; New York : Cambridge University Press,

Econometrics and data analysis for developing countries
Authors: --- ---
ISBN: 0415094003 0415093996 Year: 1998 Publisher: London ; New York : Routledge,

Handbook of economic growth
Authors: ---
ISSN: 01697218 ISBN: 0444508376 0444520414 0444520430 9780444508379 9780444520418 9780444520432 9780444535467 9780444535382 9780444535405 9786610641659 9786610641642 1280641649 0080461131 008046114X 1280641657 0444535462 0444535403 0444535381 Year: 2005 Volume: 22 Publisher: London : Elsevier,

Loading...
Export citation

Choose an application

Bookmark

Abstract

The Handbooks in Economics series continues to provide the various branches of economics with handbooks which are definitive reference sources, suitable for use by professional researchers, advanced graduate students, or by those seeking a teaching supplement. The Handbook of Economic Growth, edited by Philippe Aghion and Steven Durlauf, is the latest publication in this major series. With an introduction by Robert Solow, this work features in-depth, authoritative survey articles by the leading economists working on growth theory. Volume 1a, the first in this two volume set, covers theories of economic growth, the empirics of economic growth, and growth policies and mechanisms. Volume 1b, the second in this two volume set, covers technology, trade and geography, and growth and socio-economic development.

Estimation, inference, and specification analysis
Author:
ISBN: 0521252806 0521574463 1139052233 9780521252805 Year: 1994 Volume: no. 22 Publisher: Cambridge : Cambridge University Press,

Loading...
Export citation

Choose an application

Bookmark

Abstract

This book examines the consequences of misspecifications ranging from the fundamental to the nonexistent for the interpretation of likelihood-based methods of statistical estimation and interference. Professor White first explores the underlying motivation for maximum-likelihood estimation, treats the interpretation of the maximum-likelihood estimator (MLE) for misspecified probability models, and gives the conditions under which parameters of interest can be consistently estimated despite misspecification, and the consequences of misspecification, for hypothesis testing in estimating the asymptotic covariance matrix of the parameters. Although the theory presented in the book is motivated by econometric problems, its applicability is by no means restricted to economics. Subject to defined limitations, the theory applies to any scientific context in which statistical analysis is conducted using approximate models.

ARCH : Selected readings
Author:
ISBN: 019877432X 0198774311 9780198774310 9780198774327 Year: 1995 Publisher: Oxford [etc.] : Oxford University Press,

Listing 1 - 10 of 57 << page
of 6
>>
Sort by