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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

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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

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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)

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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.

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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