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330.115 --- 330.115 Econometrie --- Econometrie --- Économetrie --- Econometrics --- Econométrie --- Econometrics. --- Consumption (Economics) --- Mathematical models.

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Mathematical statistics --- Quantitative methods (economics) --- Econometrics --- 330.115 --- 519.2 --- Economics, Mathematical --- Statistics --- Econometrie --- Wiskundige statistiek --- Kwantitatieve methoden (economie) --- 330.115 Econometrie

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This manual provides solutions to selected exercises from each chapter of Econometrics by Badi H. Baltagi starting with Chapter 2. For the empirical exercises some SAS® programs are provided to replicate the results. Most graphs are plotted using EViews. Some of the problems and solutions are obtained from Econometric Theory (ET) and these are reprinted with the pennission of Cambridge University Press. I would like to thank Peter C. B. Phillips. and the editors of the Problems and Solutions section, Alberto Holly and Juan Dolado for this useful service to the econometrics profession. I would also like to thank my colleague James M Griffin for providing many empirical problems and data sets. I have also used three empirical data sets from Lott and Ray (1992). The reader is encouraged to apply these econometric techniques to their own data sets and to replicate the results of published articles. Some journals/authors provide data sets upon request or are readily available on the web. Other empirical examples are given in Lott and Ray (1992) and Berndt (1991). Finally I would like to thank my students Wei-Wen Xiong, Ming-Jang Weng and Kiseok Nam who solved several of these exercises. Please report any errors, typos or suggestions to: Badi H. Baltagi, Department of Economics, Texas A&M University, College Station, Texas 77843-4228. Telephone (409) 845-7380, Fax (409) 847-8757, or send EMAIL toBadi@econ. tamu. edu. Table of Contents Preface . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . V Chapter 2 A Review of Some Basic Statistical Concepts Chapter 3 Simple Linear Regression . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Business & Economics --- Economic Theory --- 330.115 --- Econometrics --- 330.015195 --- Economics, Mathematical --- Statistics --- Econometrie --- 330.115 Econometrie --- Econometrics. --- Economic theory. --- Economic Theory/Quantitative Economics/Mathematical Methods. --- Economic theory --- Political economy --- Social sciences --- Economic man

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Cet ouvrage propose une analyse de l’instabilité régionale en Europe centrale et orientale à travers deux épisodes de désintégration : les Traités de paix de 1920 et la dissolution du CAEM de 1991. Soixante-dix ans séparent les deux événements, relatifs, dans un cas, à la transition de la guerre à la paix, et dans l’autre, à la transition de l’économie planifiée à l’économie de marché. Dans l’entre-deux-guerres, régionalisme et libre échange reculèrent simultanément, et la Clause de la Nation la plus favorisée fut souvent utilisée de manière négative pour faire échouer les tentatives de rapprochement régional. De l’avis même des experts de la Société des Nations, cette stratégie contre productive accentua encore la crise du commerce international. L’estimation quantitative du coût de la désintégration dans l’ancien empire des Habsbourg, replacée dans le contexte de l’entre-deuxguerres, éclaire d’un jour particulièrement favorable la stratégie de démantèlement suivie par la même région d’Europe, sept décennies plus tard. La conjoncture est cette fois-ci différente : régionalisme et libéralisation du commerce européen vont de pair. La même estimation souligne l’aspect positif qui ressort de cette nouvelle direction ; en effet, les gains issus de la réorientation du commerce compensent l’effondrement des échanges régionaux. Le modèle de gravité, sous-estimé dans la littérature théorique, renverse l’analyse traditionnelle du commerce en considérant que la géographie, les coûts de transport, la distance physique sont au coeur des échanges. Il est réhabilité dans cet ouvrage qui lui consacre une annexe substantielle. À l’heure de l’élargissement, Mathilde Maurel apporte une mise en perspective indispensable à la compréhension des enjeux économiques du régionalisme européen.

Regionalism --- Econometric models. --- Human geography --- Nationalism --- Interregionalism --- Europe, Eastern --- Europe, Central --- Central Europe --- East Europe --- Eastern Europe --- Commerce --- commerce international --- régionalisme --- économétrie

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Time series analysis has undergone many changes in recent years with the advent of unit roots and cointegration. Maddala and Kim present a comprehensive review of these important developments and examine structural change. The volume provides an analysis of unit root tests, problems with unit root testing, estimation of cointegration systems, cointegration tests, and econometric estimation with integrated regressors. The authors also present the Bayesian approach to these problems and bootstrap methods for small-sample inference. The chapters on structural change discuss the problems of unit root tests and cointegration under structural change, outliers and robust methods, the Markov-switching model and Harvey's structural time series model. Unit Roots, Cointegration and Structural Change is a major contribution to Themes in Modern Econometrics, of interest both to specialists and graduate and upper-undergraduate students.

Cointegration --- 519.217 --- Analysis of time series --- Autocorrelation (Statistics) --- Harmonic analysis --- Time-series analysis. --- Cointegration. --- 519.217 Markov processes --- Série chronologique --- Cointégration --- Econometrics --- Time-series analysis --- 330.015195 --- 305.970 --- AA / International- internationaal --- 330.115 --- Mathematical statistics --- Probabilities --- Economics, Mathematical --- Statistics --- Markov processes --- 330.115 Econometrie --- Econometrie --- 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 --- Quantitative methods (economics) --- Econometrics. --- Econométrie --- Cointégration. --- Économétrie. --- Séries chronologiques. --- Business, Economy and Management --- Economics --- Cointégration. --- Économétrie. --- Séries chronologiques.