Topics in Structural VAR Econometrics, Gianni Amisano; Carlo Giannini
Автор: Walter Kr?mer Название: Econometrics of Structural Change ISBN: 364248414X ISBN-13(EAN): 9783642484148 Издательство: Springer Рейтинг: Цена: 93160.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: The point of departure of most studies in this volume is the standard linear regression model Yt = x;fJt + U (t = I, ... The null hypothesis of most tests for structural change is that fJt = fJo for all t, i.e. that fJt = fJo (t< t*), and fJt = fJo + t1fJ (t"?:.
Автор: Phoebus J. Dhrymes Название: Topics In Advanced Econometrics ISBN: 1461287316 ISBN-13(EAN): 9781461287315 Издательство: Springer Рейтинг: Цена: 69870.00 T Наличие на складе: Есть у поставщика Поставка под заказ.
Автор: Phoebus J. Dhrymes Название: Topics in Advanced Econometrics ISBN: 1461288738 ISBN-13(EAN): 9781461288732 Издательство: Springer Рейтинг: Цена: 88500.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Unfortunately, relatively few students enter a graduate economics de- partment ready to tackle probability theory in measure theoretic terms.
Автор: Ait-Sahalia Yacine Название: High-Frequency Financial Econometrics ISBN: 0691161437 ISBN-13(EAN): 9780691161433 Издательство: Wiley Рейтинг: Цена: 58080.00 T Наличие на складе: Поставка под заказ. Описание: High-frequency trading is an algorithm-based computerized trading practice that allows firms to trade stocks in milliseconds. This book introduces readers to these emerging methods and tools of analysis.
Автор: Richard Blundell, Whitney Newey , Torsten Persson Название: Advances in Economics and Econometrics: Volume 3: Theory and Applications ISBN: 0521692105 ISBN-13(EAN): 9780521692106 Издательство: Cambridge Academ Рейтинг: Цена: 39070.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: The third of three volumes containing edited papers and a commentary presented at the Ninth World Congress of the Econometric Society, held in London in August 2005. Written by leading specialists in their fields, these volumes provide a unique survey of progress in the discipline.
Автор: Daron Acemoglu Название: Advances in Economics and Econometrics, vol.3 ISBN: 1107627311 ISBN-13(EAN): 9781107627314 Издательство: Cambridge Academ Рейтинг: Цена: 46470.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: The third of three volumes containing edited versions of papers and commentaries presented at invited symposium sessions of the Tenth World Congress of the Econometric Society 2010. The papers interpret key developments in economics and econometrics, and discuss future directions for a variety of topics, covering both theory and application.
An examination of the role of theory in applied econometrics.
Econometrics is a study of good and bad ways to measure economic relations. In this book, Bernt Stigum considers the role that economic theory ought to play in such measurements and proposes a formal science of economics that provides the means to solve the measurement problems faced by econometric researchers. After describing the salient parts of a formal science of economics, Stigum compares its methods with the methods of contemporary applied econometrics. His goal is to develop a basis for meaningful discussion of the best way to incorporate economic theory in empirical analysis.
Stigum conceives two scenarios for research in applied econometrics: contemporary econometrics in the tradition of Trygve Haavelmo and the formal theory-data confrontation envisioned by Ragnar Frisch. Stigum presents case studies of economic phenomena, contrasting the empirical analysis prescribed by contemporary applied econometrics with the empirical analysis prescribed by a formal theory-data confrontation. He finds significant and provocative differences. Which are we to believe when the statistical analyses of these two methodologies yield very different descriptions of the behavior characteristics of data variables and inferences about social reality?
Stigum points to three aspects of contemporary econometric methodology that may benefit from serious discussions: the analysis of positively valued time series, a suspect characteristic of qualitative response models, and the search for linearly cointegrated time series. These three aspects are of as much concern to formal econometrics as they are to contemporary econometrics.
Автор: Greg N. Gregoriou; Razvan Pascalau Название: Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration ISBN: 1349328944 ISBN-13(EAN): 9781349328949 Издательство: Springer Рейтинг: Цена: 93160.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: This book proposes new methods to value equity and model the Markowitz efficient frontier using Markov switching models and provide new evidence and solutions to capture the persistence observed in stock returns across developed and emerging markets.
Автор: D.A. Belsley Название: Computational Techniques for Econometrics and Economic Analysis ISBN: 0792323564 ISBN-13(EAN): 9780792323563 Издательство: Springer Рейтинг: Цена: 158380.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Demonstrates the power that the computer brings to the economic analysts. This book is divided into four parts: the computer and econometric methods; the computer and economic analysis; computational techniques for econometrics; and, the computer and econometric studies.
Автор: Edited by Richard Blundell Название: Advances in Economics and Econometrics ISBN: 0521692113 ISBN-13(EAN): 9780521692113 Издательство: Cambridge Academ Рейтинг: Цена: 99270.00 T Наличие на складе: Поставка под заказ. Описание: First published in 1977, this is an authoritative work by one of the world`s leading ecologists. Aleksandrova`s account is a very full one with much detail. The methods of classification are as interesting as the results. A wide variety of floristic, vegetational, structural, faunistic and ecological data, both qualitative and quantitative, are used to diagnose and characterise vegetation units.
Автор: G. Gregoriou; R. Pascalau Название: Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models ISBN: 1349328960 ISBN-13(EAN): 9781349328963 Издательство: Springer Рейтинг: Цена: 93160.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: This book investigates several competing forecasting models for interest rates, financial returns, and realized volatility, addresses the usefulness of nonlinear models for hedging purposes, and proposes new computational techniques to estimate financial processes.
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