Listing 1 - 10 of 14 | << page >> |
Sort by
|
Choose an application
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.
330.115 --- Econometrie --- 330.115 Econometrie --- Econometric models --- Econometrics --- Mathematical models --- Econometric models. --- Modèles économétriques --- Business, Economy and Management --- Economics
Choose an application
In economic situations where action entails a fixed cost, inaction is the norm. Action is taken infrequently, and adjustments are large when they occur. Interest in economic models that exhibit ''lumpy'' behavior of this kind has exploded in recent years, spurred by growing evidence that it is typical in many important economic decisions, including price setting, investment, hiring, durable goods purchases, and portfolio management. In The Economics of Inaction, leading economist Nancy Stokey shows how the tools of stochastic control can be applied to dynamic problems of decision making under uncertainty when fixed costs are present. Stokey provides a self-contained, rigorous, and clear treatment of two types of models, impulse and instantaneous control. She presents the relevant results about Brownian motion and other diffusion processes, develops methods for analyzing each type of problem, and discusses applications to price setting, investment, and durable goods purchases. This authoritative book will be essential reading for graduate students and researchers in macroeconomics.
Modèles économétriques --- Mouvement brownien --- AA / International- internationaal --- 305.970 --- 305.971 --- Econometric models --- Brownian movements --- 330.01519233 --- Capillarity --- Liquids --- Matter --- Econometrics --- Mathematical models --- Algemeenheden: Autoregression and moving average representation. ARIMA. ARMAX. Lagrange multiplier. Wald. Function (mis) specification. Autocorrelation. Homoscedasticity. Heteroscedasticity. ARCH. GARCH. Integration and co-integration. Unit roots. --- Speciale gevallen in econometrische modelbouw. --- Properties --- Econometric models. --- Brownian movements. --- E-books --- Modèles économétriques. --- Mouvement brownien. --- Algemeenheden: Autoregression and moving average representation. ARIMA. ARMAX. Lagrange multiplier. Wald. Function (mis) specification. Autocorrelation. Homoscedasticity. Heteroscedasticity. ARCH. GARCH. Integration and co-integration. Unit roots --- Speciale gevallen in econometrische modelbouw
Choose an application
In this spirited and provocative book, Edward Leamer turns an examination of the Heckscher--Ohlin framework for global competition into an opportunity to consider the craft of economics: what economists do, what they should do, and what they shouldn't do. Claiming "a lifetime relationship with Heckscher--Ohlin," Leamer argues that Bertil Ohlin's original idea offered something useful though vague and not necessarily valid; the economists who later translated his ideas into mathematical theorems offered something precise and valid but not necessarily useful. He argues further that the best economists keep formal and informal thinking in balance. An Ohlinesque mostly prose style can let in faulty thinking and fuzzy communication; a mostly math style allows misplaced emphasis and opaque communication. Leamer writes that today's model- and math-driven economics needs more prose and less math. Leamer shows that the Heckscher--Ohlin framework is still useful, and that there is still much work to be done with it. But he issues a caveat about economists: "What we do is not science, it's fiction and journalism." Economic theory, he writes, is fiction (stories, loosely connected to the facts); data analysis is journalism (facts, loosely connected to the stories). Rather than titling the two sections of his book Theory and Evidence, he calls them Economic Fiction and Econometric Journalism, explaining, "If you find that startling, that's good. I am trying to keep you awake."
Trade theory --- Heckscher, Eli F. --- Ohlin, Bertil --- Heckscher-Ohlin, Théorème de --- Commerce international --- Économie politique --- Modèles économétriques --- Heckscher-Ohlin principle --- International trade --- -Economics --- AA / International- internationaal --- 330.00 --- 330.1 --- 330.3 --- 382.10 --- Economic theory --- Political economy --- Social sciences --- Economic man --- External trade --- Foreign commerce --- Foreign trade --- Global commerce --- Global trade --- Trade, International --- World trade --- Commerce --- International economic relations --- Non-traded goods --- Heckscher-Ohlin-Samuelson model --- Comparative advantage (International trade) --- Econometric models --- Economische en sociale theorieën: algemeenheden. --- Domein en natuur van de staathuishoudkunde. --- Methode in staathuishoudkunde. Statische, dynamische economie. Modellen. Experimental economics. --- Theorieën van internationale en interregionale handel: algemeenheden. Comparatieve voordelen. --- Heckscher-Ohlin principle. --- Economics. --- Econometric models. --- International trade -- Econometric models. --- Economics --- Business & Economics --- International Commerce --- E-books --- Economische en sociale theorieën: algemeenheden --- Domein en natuur van de staathuishoudkunde --- Methode in staathuishoudkunde. Statische, dynamische economie. Modellen. Experimental economics --- Theorieën van internationale en interregionale handel: algemeenheden. Comparatieve voordelen --- Heckscher-Ohlin, Théorème de. --- Économie politique. --- Modèles économétriques. --- ECONOMICS/General
Choose an application
This volume is dedicated to two recent intensive areas of research in the econometrics of panel data, namely nonstationary panels and dynamic panels. It includes a comprehensive survey of the nonstationary panel literature including panel unit root tests, spurious panel regressions and panel cointegration tests. In addition, it provides recent developments in the estimation of dynamic panel data models using generalized method of moments. The volume includes eleven chapters written by twenty authors. These chapters: investigate better methods of estimating dynamic panels; develop methods for estimating and testing hypotheses for cointegrating vectors in dynamic panels; extend the concept of serial correlation common features analysis to nonstationary panel data models; study the local power of panel unit root test statistics; derive the asymptotic distributions of various estimators for the panel cointegrated regression model; propose a unit root test in the presence of structural change; develop a new limit theory for panel data that may be cross-sectionally heterogeneous; propose stationarity tests for a heterogeneous panel data model; derive instrumental variable estimators for a semiparametric partially linear dynamic panel data model; and conduct Monte Carlo experiments to study the small sample properties of a growth convergence equation. This collection of papers should prove useful for practitioners and researchers working with panel data.
330.115 --- 519.2 --- 519.2 Probability. Mathematical statistics --- Probability. Mathematical statistics --- 330.115 Econometrie --- Econometrie --- Modeles econometriques. --- Panel (Psychologie sociale). --- 304.8 --- Panel analysis --- Panel studies --- Steekproeftheorie. --- Operational research. Game theory --- Quantitative methods (economics) --- Recherche. --- AA / International- internationaal --- 305.970 --- 303.6 --- Econometrics --- 330.015195 --- Social sciences --- Statistics --- Economics, Mathematical --- Algemeenheden: Autoregression and moving average representation. ARIMA. ARMAX. Lagrange multiplier. Wald. Function (mis) specification. Autocorrelation. Homoscedasticity. Heteroscedasticity. ARCH. GARCH. Integration and co-integration. Unit roots. --- Raming : theorie (wiskundige statistiek). Bayesian analysis and inference. --- Methodology --- Econometric models. --- Panel analysis. --- Mathematical models --- Research. --- Algemeenheden: Autoregression and moving average representation. ARIMA. ARMAX. Lagrange multiplier. Wald. Function (mis) specification. Autocorrelation. Homoscedasticity. Heteroscedasticity. ARCH. GARCH. Integration and co-integration. Unit roots --- Raming : theorie (wiskundige statistiek). Bayesian analysis and inference --- Steekproeftheorie --- Modèles économétriques --- Business & Economics --- Econometrics. --- Econometrie - Recherche.
Choose an application
Computable General Equilibrium (CGE) modelling is a relatively new field in economics, however, it is rapidly becoming one of the most useful tools for policy evaluation. This book applies CGE modelling to some of the most urgent international economic policy problems, including the Kyoto Protocol, pension reform, and income taxation, and also analyses the methodological issues that arise.
Equilibrium (Economics) --- Economic policy --- Equilibre (Economie politique) --- Politique économique --- Econometric models --- Congresses --- Congresses. --- Modèles économétriques --- Congrès --- 330.115 --- Economic nationalism --- Economic planning --- National planning --- State planning --- Economics --- Planning --- National security --- Social policy --- Disequilibrium (Economics) --- Economic equilibrium --- General equilibrium (Economics) --- Partial equilibrium (Economics) --- Stagnation (Economics) --- Statics and dynamics (Social sciences) --- Evaluation --- Econometrie --- 330.115 Econometrie --- Evaluation. --- Politique économique --- Modèles économétriques --- Congrès --- DGE (Economics) --- DSGE (Economics) --- Dynamic stochastic general equilibrium (Economics) --- SDGE (Economic theory)
Choose an application
This book presents an exposition of general equilibrium theory for advanced undergraduate and graduate-level students of economics. It contains discussions of economic efficiency, competitive equilibrium, the welfare theorems, the Kuhn-Tucker approach to general equilibrium, the Arrow-Debreu model, and rational expectations equilibrium and the permanent income hypothesis. It presents a unified approach to portions of macro- as well as microeconomic theory and contains problems sets for most chapters.
Equilibrium (Economics) --- Econometric models --- Economic development --- Mathematical models --- -Econometric models --- -Economic development --- -339.5 --- Development, Economic --- Economic growth --- Growth, Economic --- Economic policy --- Economics --- Statics and dynamics (Social sciences) --- Development economics --- Resource curse --- Econometrics --- Disequilibrium (Economics) --- Economic equilibrium --- General equilibrium (Economics) --- Partial equilibrium (Economics) --- Stagnation (Economics) --- -Equilibrium (Economics) --- Economic Theory --- Business & Economics --- DGE (Economics) --- DSGE (Economics) --- Dynamic stochastic general equilibrium (Economics) --- SDGE (Economic theory) --- Equilibrium (Economics) - Textbooks --- Econometric models - Textbooks --- Economic development - Mathematical models - Textbooks --- DEVELOPPEMENT ECONOMIQUE --- EQUILIBRE ECONOMIQUE --- MODELES ECONOMETRIQUES --- MODELE MATHEMATIQUE
Choose an application
International finance --- Finance --- Econometrics --- Econométrie --- Finances --- Periodicals --- Econometric models --- Périodiques --- Modèles économétriques --- Économétrie --- #BA02208 --- #ETEW:TSCAT --- -Finance --- -Econometrics --- -332.05 --- Economics, Mathematical --- Statistics --- Funding --- Funds --- Economics --- Currency question --- -Electronic information resources --- Electronic information resources --- E-journals --- -Econometric models --- Business, Economy and Management --- Accounting and Auditing --- Actuarial Science, Insurance and Risk Management --- Stocks and Shares --- Trade and Commerce --- Business, Economy and Management. --- Trade and Commerce. --- Econometrics. --- Finance. --- Econometric models. --- Econométrie --- Périodiques --- Modèles économétriques --- EJECONO ELSEVIER-E EPUB-ALPHA-J EPUB-PER-FT --- Periodicals.
Choose an application
Bringing together a collection of previously published work, this 2004 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.
Econometric models --- Modèles économétriques --- AA / International- internationaal --- 303.6 --- 305.971 --- 304.3 --- 304.0 --- Raming : theorie (wiskundige statistiek). Bayesian analysis and inference. --- Speciale gevallen in econometrische modelbouw. --- Statistische analyse van de seizoenschommelingen. --- Zuivere statistische analyse (algemene naslagwerken). Tijdreeksen. --- Econometric models. --- Modèles économétriques --- Econometrics --- Mathematical models --- Raming : theorie (wiskundige statistiek). Bayesian analysis and inference --- Zuivere statistische analyse (algemene naslagwerken). Tijdreeksen --- Statistische analyse van de seizoenschommelingen --- Speciale gevallen in econometrische modelbouw --- Business, Economy and Management --- Economics --- Analyses des series temporelles --- Economie structurale --- Time series analysis
Choose an application
Terence Mills' best-selling graduate textbook provides detailed coverage of research techniques and findings relating to the empirical analysis of financial markets. In its previous editions it has become required reading for many graduate courses on the econometrics of financial modelling. This third edition, co-authored with Raphael Markellos, contains a wealth of material reflecting the developments of the last decade. Particular attention is paid to the wide range of nonlinear models that are used to analyse financial data observed at high frequencies and to the long memory characteristics found in financial time series. The central material on unit root processes and the modelling of trends and structural breaks has been substantially expanded into a chapter of its own. There is also an extended discussion of the treatment of volatility, accompanied by a new chapter on nonlinearity and its testing.
Mathematical statistics --- Quantitative methods (economics) --- Finance --- Time-series analysis --- Stochastic processes --- Econometric models --- Processus stochastiques --- Marché financier --- Séries chronologiques --- Modèles économétriques --- AA / International- internationaal --- 305.970 --- 305.91 --- 330.3 --- 305.971 --- 304.0 --- Algemeenheden: Autoregression and moving average representation. ARIMA. ARMAX. Lagrange multiplier. Wald. Function (mis) specification. Autocorrelation. Homoscedasticity. Heteroscedasticity. ARCH. GARCH. Integration and co-integration. Unit roots. --- Econometrie van de financiële activa. Portfolio allocation en management. CAPM. Bubbles. --- Methode in staathuishoudkunde. Statische, dynamische economie. Modellen. Experimental economics. --- Speciale gevallen in econometrische modelbouw. --- Zuivere statistische analyse (algemene naslagwerken). Tijdreeksen. --- -Time-series analysis --- 332.015195 --- Random processes --- Probabilities --- Analysis of time series --- Autocorrelation (Statistics) --- Harmonic analysis --- Funding --- Funds --- Economics --- Currency question --- 519.2 --- 336.7 --- econometrie --- regressie-analyse --- financiewezen --- stochastische modellen --- tijdreeksanalyse --- Zuivere statistische analyse (algemene naslagwerken). Tijdreeksen --- Econometrie van de financiële activa. Portfolio allocation en management. CAPM. Bubbles --- Algemeenheden: Autoregression and moving average representation. ARIMA. ARMAX. Lagrange multiplier. Wald. Function (mis) specification. Autocorrelation. Homoscedasticity. Heteroscedasticity. ARCH. GARCH. Integration and co-integration. Unit roots --- Speciale gevallen in econometrische modelbouw --- Methode in staathuishoudkunde. Statische, dynamische economie. Modellen. Experimental economics --- Processus stochastiques. --- Séries chronologiques. --- Modèles économétriques. --- Time-series analysis. --- Stochastic processes. --- Econometric models. --- Business, Economy and Management --- Finance - Econometric models
Choose an application
John Sutton sets out a unified theory that encompasses two major approaches to studying market, while generating a series of novel predictions as to how markets evolve.
Industrial economics --- Marketing --- Economic structure --- Industrial organization (Economic theory) --- Research, Industrial --- Economie industrielle --- Recherche industrielle --- Management --- Econometric models. --- Management. --- Gestion --- Modèles économétriques --- Econometric models --- BUSINESS & ECONOMICS --- Marketing / General --- Industrial Management --- Business & Economics --- 658.11 --- 658.8 --- -Research, Industrial --- -338.45 --- 338.4 --- Contract research --- Industrial research --- Research --- Engineering experiment stations --- Inventions --- Technological innovations --- Consumer goods --- Domestic marketing --- Retail marketing --- Retail trade --- Industrial management --- Aftermarkets --- Selling --- Market structure --- Microeconomics --- Kinds and forms of enterprise --- Marketing. Sales. Selling. Distribution --- -Econometric models --- Industriële economie --- Economische structuur --- Industrial organization (Economic theory). --- 658.8 Marketing. Sales. Selling. Distribution --- 658.11 Kinds and forms of enterprise --- Modèles économétriques --- 338.45 --- Management&delete& --- E-books --- Marketing - Management - Econometric models --- Research, Industrial - Management
Listing 1 - 10 of 14 | << page >> |
Sort by
|