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Capital market --- Marché financier --- Econometric models --- Modèles économétriques --- Marché financier --- Modèles économétriques --- Econometric models.
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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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Public domain --- Econometrics --- Public goods --- Domaine public --- Econométrie --- Biens collectifs --- Management --- Econometric models --- Gestion --- Modèles économétriques --- Econométrie --- Modèles économétriques
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Mathematical statistics --- 519.224 --- Distribution theory. Asymptotic theory. Characterization and structure theory --- 519.224 Distribution theory. Asymptotic theory. Characterization and structure theory --- Modèles économétriques --- Econometric models --- Systèmes d'aide à la décision --- Decision support systems --- Systèmes d'aide à la décision. --- Modèles économétriques. --- Systèmes d'aide à la décision. --- Modèles économétriques
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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.
Quantitative methods (economics) --- Econometric models. --- Modèles économétriques --- Econometric models --- 330.115.001.57 --- 330.015195 --- Econometrics --- Mathematical models --- Econometrische modellen. Simulatiemodellen --- 330.115.001.57 Econometrische modellen. Simulatiemodellen --- Modèles économétriques --- Business, Economy and Management --- Economics
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Water resources development --- Ressources en eau --- Congresses --- Mathematical models --- Exploitation --- Congrès --- Modèles mathématiques --- 519.86 --- 330.115 --- -Water resources development --- -Energy development --- Natural resources --- Water-supply --- Theory of economic-mathematical models --- Econometrie --- -Theory of economic-mathematical models --- 330.115 Econometrie --- 519.86 Theory of economic-mathematical models --- -330.115 Econometrie --- Congrès --- Modèles mathématiques --- Energy development --- Mathematical models&delete& --- Modèles économétriques --- Econometric models --- Modèles économétriques. --- Water resources development - Congresses --- Water resources development - Mathematical models - Congresses --- Modèles économétriques.
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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
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Stochastic processes --- Quantitative methods (economics) --- Econometrics --- Econometric models --- Logits --- Regression analysis --- Econométrie --- Modèles économétriques --- Analyse de régression --- Econometric models. --- Logits. --- 330.115 --- Logit transformation --- Biomathematics --- Logarithms --- Transformations (Mathematics) --- Mathematical models --- Econometrie --- 330.115 Econometrie --- Econométrie --- Modèles économétriques --- Analyse de régression --- ECONOMETRIE --- ANALYSE MULTIVARIEE --- MODELE LOGIT --- VARIABLES CATEGORIELLES
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Economic development --- Business cycles --- Macroeconomics --- Equilibrium (Economics) --- Développement économique --- Cycles économiques --- Macroéconomie --- Equilibre (Economie politique) --- Econometric models --- Problems, exercises, etc --- Mathematical models --- Modèles économétriques --- Problèmes et exercices --- Modèles mathématiques --- Développement économique --- Cycles économiques --- Macroéconomie --- Modèles économétriques --- Problèmes et exercices --- Modèles mathématiques --- Problems, exercises, etc. --- Economics
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Rome --- Economic conditions. --- Economic conditions --- Research. --- Econometric models. --- Conditions économiques --- Recherche --- Modèles économétriques --- Research --- Econometric models --- Conditions économiques --- Modèles économétriques --- Rim --- Roman Empire --- Roman Republic (510-30 B.C.) --- Romi (Empire) --- Byzantine Empire --- Rome (Italy) --- Rome - Economic conditions --- Rome - Economic conditions - Research --- Rome - Economic conditions - Econometric models
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