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Economic development --- Développement économique --- Econometric models --- Modèles économétriques --- Developing countries --- Pays en développement --- Economic conditions --- Conditions économiques --- Développement économique --- Modèles économétriques --- Pays en développement --- Conditions économiques
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Stock price forecasting - Mathematical models --- Finance - Econometric models --- Autoregression (statistics) --- Stock price forecasting --- Finance --- Modèles économétriques. --- Autoregression (Statistics) --- Autorégression (statistique) --- Mathematical models. --- Econometric models. --- Modèles économétriques. --- Autorégression (statistique)
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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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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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International economic relations --- International finance --- Economics --- Macroeconomics --- Relations économiques internationales --- Finances internationales --- Economie politique --- Macroéconomie --- Econometric models. --- Modèles économétriques --- Economic indicators --- Gross domestic product --- Social indicators --- Quality of Life --- Econometric models --- AA / International- internationaal --- 313 --- 307.8 --- 307.362 --- 339.0 --- Levenswijze en levensstandaard. Levensminimum. sociale indicatoren (Studiën). --- Statistiek in verband met de levenskwaliteit. --- Statistieken van het nationaal inkomen. --- Algemeenheden. Nationale rekeningen. --- Relations économiques internationales --- Macroéconomie --- Modèles économétriques --- Levenswijze en levensstandaard. Levensminimum. sociale indicatoren (Studiën) --- Statistiek in verband met de levenskwaliteit --- Statistieken van het nationaal inkomen --- Algemeenheden. Nationale rekeningen --- International economic relations - Econometric models --- International finance - Econometric models --- Economics - Econometric models
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Economic Modeling and Inference takes econometrics to a new level by demonstrating how to combine modern economic theory with the latest statistical inference methods to get the most out of economic data. This graduate-level textbook draws applications from both microeconomics and macroeconomics, paying special attention to financial and labor economics, with an emphasis throughout on what observations can tell us about stochastic dynamic models of rational optimizing behavior and equilibrium. Bent Jesper Christensen and Nicholas Kiefer show how parameters often thought estimable in applications are not identified even in simple dynamic programming models, and they investigate the roles of extensions, including measurement error, imperfect control, and random utility shocks for inference. When all implications of optimization and equilibrium are imposed in the empirical procedures, the resulting estimation problems are often nonstandard, with the estimators exhibiting nonregular asymptotic behavior such as short-ranked covariance, superconsistency, and non-Gaussianity. Christensen and Kiefer explore these properties in detail, covering areas including job search models of the labor market, asset pricing, option pricing, marketing, and retirement planning. Ideal for researchers and practitioners as well as students, Economic Modeling and Inference uses real-world data to illustrate how to derive the best results using a combination of theory and cutting-edge econometric techniques.Covers identification and estimation of dynamic programming models Treats sources of error--measurement error, random utility, and imperfect control Features financial applications including asset pricing, option pricing, and optimal hedging Describes labor applications including job search, equilibrium search, and retirement Illustrates the wide applicability of the approach using micro, macro, and marketing examples
Quantitative methods (economics) --- Econometric models --- Economics --- Statistical methods --- Mathematical models --- AA / International- internationaal --- 330.3 --- 303.6 --- 305.971 --- -Economics --- -330.015195 --- Economic theory --- Political economy --- Social sciences --- Economic man --- Econometrics --- Methode in staathuishoudkunde. Statische, dynamische economie. Modellen. Experimental economics. --- Raming : theorie (wiskundige statistiek). Bayesian analysis and inference. --- Speciale gevallen in econometrische modelbouw. --- Econometric models. --- Modèles économétriques. --- Économie politique --- Statistical methods. --- Mathematical models. --- Méthodes statistiques. --- Modèles mathématiques. --- Modèles mathématiques --- 330.015195 --- Economic statistics --- Economics, Mathematical --- Raming : theorie (wiskundige statistiek). Bayesian analysis and inference --- Speciale gevallen in econometrische modelbouw --- Methode in staathuishoudkunde. Statische, dynamische economie. Modellen. Experimental economics --- BUSINESS & ECONOMICS / Econometrics. --- Bayes estimate. --- Bellman equation. --- Brownian motion. --- CAPM. --- Euler equations. --- Feller Property. --- Fourier frequency. --- actions. --- ancillarity. --- annealing. --- arbitrage. --- asset allocation. --- asymmetric information. --- asymptotics. --- autocorrelation. --- auxiliary model. --- average reward. --- backwardation. --- baseline hazard. --- bimodality. --- bipower variation. --- bond. --- budget constraint. --- business cycle. --- cash flow. --- censoring. --- complexity. --- compounding. --- concavity. --- consistent drift condition. --- consumption. --- continuation region. --- contraction mapping theorem. --- convenience yield. --- debt-equity ratio. --- degeneracy. --- delivery. --- discount function. --- dynamic programming. --- efficiency. --- electricity. --- employment. --- encompassing. --- expected utility. --- factor loading. --- fiscal policy. --- growth model. --- hazard function. --- heavy-tailed distribution. --- hedging. --- instrumental variable. --- intertemporal substitution. --- Econometrische analyse. --- Economische modellen. --- Economics - Statistical methods --- Economics - Mathematical models --- Modèles économétriques. --- Économie politique --- Méthodes statistiques. --- Modèles mathématiques --- Modèles mathématiques.
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Econometric models --- Econometrische modellen --- Economic theory --- Economics --- Economie (Science) --- Economie (Wetenschap) --- Economische wetenschap --- Modèles économiques --- Modèles économétriques --- Political economy --- Politieke economie --- Sciences économiques --- Économétrie--Modèles mathématiques --- BPB0906 --- Économie --- Union européenne --- Economie --- Europese unie --- Depressions --- 2007 --- -Econometric models --- Global Financial Crisis, 2008-2009 --- Global Economic Crisis, 2008-2009 --- Subprime Mortgage Crisis, 2008-2009 --- Financial crises --- Europese Unie --- Europska unija --- União Europeia --- Ευρωπαϊκή Ένωση --- Európska únia --- Európai Unió --- Europäische Union --- Europos Sąjunga --- Evropská unie --- Европска унија --- Unjoni Ewropea --- Европейски съюз --- Europeiska unionen --- European Union --- Euroopan unioni --- Eiropas Savienība --- Unión Europea --- Evropska unija --- Unia Europejska --- Unione europea --- Uniunea Europeană --- Den Europæiske Union --- Европска Унија --- Euroopa Liit --- an tAontas Eorpach --- Bashkimi Europian --- Sąjungos institucija --- Sąjungos teisė --- právo Únie --- νόμος της Ένωσης --- Savienības tiesības --- wet van de Unie --- legge dell'Unione --- Europæisk Union --- unionslagstiftning --- atto dell'Unione --- AE --- loi de l'Union --- EU --- e drejta e Bashkimit --- ЕУ --- lege a Uniunii Europene --- Union law --- hospodářství --- икономика --- talous --- gospodarka --- economia --- majandus --- hospodárstvo --- ekonomika --- economy --- economie --- Wirtschaft --- gazdaság --- økonomi --- οικονομία --- привреда --- gospodarstvo --- економија --- ekonomija --- ekonomi --- economía --- ekonomikos mokslas --- gazdálkodás --- стопанство --- Rhine River Valley --- Rhine Valley --- Economic conditions --- Economic policy --- Social conditions --- geilleagar --- ūkis --- Union européenne --- Économie
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