Time Series in High Dimensions: The General Dynamic Factor Model, Hallin M., Lippi M., Barigozzi M., Forni M., Zaffaroni P.
Автор: Hamilton, James Название: Time Series Analysis ISBN: 0691042896 ISBN-13(EAN): 9780691042893 Издательство: Wiley Рейтинг: Цена: 73920.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: A graduate-level text which describes the recent dramatic changes that have taken place in the way that researchers analyze economic and financial time series. It explores such important innovations as vector regression, nonlinear time series models and the generalized methods of moments.
Автор: Lutkepohl, Helmut Название: New Introduction to Multiple Time Series Analysis ISBN: 3540262393 ISBN-13(EAN): 9783540262398 Издательство: Springer Рейтинг: Цена: 110090.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: It provides a detailed introduction to the main steps of analyzing multiple time series, model specification, estimation, model checking, and for using the models for economic analysis and forecasting.
Автор: Terasvirta Clive W J Название: Modelling Nonlinear Economic Time Series ISBN: 0199587159 ISBN-13(EAN): 9780199587155 Издательство: Oxford Academ Рейтинг: Цена: 43810.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: This volume is a comprehensive assessment of many recent developments in the modelling of time series. The focus is on introducing various nonlinear models and discussing their practical use, and encouraging the reader to apply nonlinear models to their practical modelling problems.
Автор: Arnold Zellner (Editor) Название: The Structural Econometric Time Series Analysis Approach ISBN: 0521187435 ISBN-13(EAN): 9780521187435 Издательство: Cambridge Academ Рейтинг: Цена: 49620.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: This book assembles previously published texts in the theory and application of the Structural Econometric Time Series Analysis (SEMTSA) approach. It provides a discussion of major considerations relating to the construction of econometric models that work well to explain economic phenomena, predict future outcomes and be useful for policy-making.
This volume investigates the accuracy and dynamic performance of a high-frequency forecast model for the Japanese and United States economies based on the Current Quarter Model (CQM) or High Frequency Model (HFM) developed by the late Professor Emeritus Lawrence R. Klein. It also presents a survey of recent developments in high-frequency forecasts and gives an example application of the CQM model in forecasting Gross Regional Products (GRPs).
Автор: Ragnar Nymoen Название: Dynamic Econometrics for Empirical Macroeconomic Modelling ISBN: 9811207518 ISBN-13(EAN): 9789811207518 Издательство: World Scientific Publishing Рейтинг: Цена: 153120.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание:
For Masters and PhD students in Economics
A concise presentation on the mathematics of difference equations and how it is used in dynamic econometric modelling
Methods for non-stationary and co-integrated variables
Structured chapters on automatic methods for variable selection and forecasting with empirical macroeconometric models
Complete with end-of-chapter exercises and solutions
In this textbook, the duality between the equilibrium concept used in dynamic economic theory and the stationarity of economic variables is explained and used in the presentation of single equations models and system of equations such as VARs, recursive models and simultaneous equations models.
The book also contains chapters on: exogeneity, in the context of estimation, policy analysis and forecasting; automatic (computer based) variable selection, and how it can aid in the specification of an empirical macroeconomic model; and finally, on a common framework for model-based economic forecasting.
Supplementary materials and notes are available on the publisher's website.
Автор: Asch Beth J., Mattock Michael G., Hosek James Название: A New Tool for Assessing Workforce Management Policies Over Time: Extending the Dynamic Retention Model ISBN: 0833081373 ISBN-13(EAN): 9780833081377 Издательство: Неизвестно Рейтинг: Цена: 43450.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Vividly bringing to light the tradition of physical comedy in the French cabaret, cafe-concert, and early French film comedy, this book answers the perplexing question, "Why do the French love Jerry Lewis?" It shows how Lewis touches a nerve in the French cultural memory because, more than any other film comic, he incarnates a distinctively French tradition of performance style.
Автор: Werner Smolny Название: Dynamic Factor Demand in a Rationing Context ISBN: 3790807125 ISBN-13(EAN): 9783790807127 Издательство: Springer Рейтинг: Цена: 102480.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: This treatise develops a macroeconomic disequilibrium model of the Federal Republic of Germany. The estimation results show the significant underutilization of labour, and indicate the importance of supply constraints for imports and exports.
Автор: Mario Faliva; Maria Grazia Zoia Название: Dynamic Model Analysis ISBN: 3642099483 ISBN-13(EAN): 9783642099489 Издательство: Springer Рейтинг: Цена: 111790.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: This monograph provides an insightful analysis of dynamic modeling in econometrics by bridging the structural with the time series approaches, and by focusing on representation theorems of integrated processes.
Автор: Enders Walter Название: Applied Econometric Time Series ISBN: 1118808568 ISBN-13(EAN): 9781118808566 Издательство: Wiley Рейтинг: Цена: 264820.00 T Наличие на складе: Поставка под заказ. Описание: Applied Econometric Time Series, 4th Edition demonstrates modern techniques for developing models capable of forecasting, interpreting, and testing hypotheses concerning economic data. In this text, Dr.
Автор: Shuntaro Shishido, Osamu Nakamura Название: Growth Alternatives of the Japanese Economy: Structure and Simulations of Dynamic Econometric Model with Input-Output System (Demios) ISBN: 9813278218 ISBN-13(EAN): 9789813278219 Издательство: World Scientific Publishing Рейтинг: Цена: 84480.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: The book describes the structure of the Keynes-Leontief Model (KLM) of Japan and discusses how the Japanese economy can overcome the long-term economic deflation that has taken place since the mid-1990s. The large-scale econometric model and its analysis have been important for planning several policy measures and examining the economic structure of a country. However, it seems that the development and maintenance of the KLM would be very costly. The book discusses how the KLM is developed and employed for the policy analyses.
Автор: Guidolin, Massimo Название: Essentials of Time Series for Financial Applications ISBN: 0128134097 ISBN-13(EAN): 9780128134092 Издательство: Elsevier Science Рейтинг: Цена: 88690.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Essentials of Time Series for Financial Applications serves as an agile reference for upper level students and practitioners who desire a formal, easy-to-follow introduction to the most important time series methods applied in financial applications (pricing, asset management, quant strategies, and risk management). Real-life data and examples developed with EViews illustrate the links between the formal apparatus and the applications. The examples either directly exploit the tools that EViews makes available or use programs that by employing EViews implement specific topics or techniques. The book balances a formal framework with as few proofs as possible against many examples that support its central ideas. Boxes are used throughout to remind readers of technical aspects and definitions and to present examples in a compact fashion, with full details (workout files) available in an on-line appendix. The more advancedchapters providediscussion sections that refer to more advanced textbooks or detailed proofs.
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