Essays in Honor of M. Hashem Pesaran: Panel Modeling, Micro Applications, and Econometric Methodology, Alexander Chudik, Allan Timmermann, Cheng Hsiao

Автор: Joshua Chan, Gary Koop, Dale J. Poirier, Justin L.
Название: Bayesian Econometric Methods
ISBN: 1108423388 ISBN-13(EAN): 9781108423380
Издательство: Cambridge Academ
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Цена: 115110.00 T
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Описание: The second edition of Bayesian Econometric Methods illustrates Bayesian theory and application through a series of exercises, complete with solutions to those exercises and computer code. The book is suitable for graduate students in statistics, economics, finance and other disciplines.

Автор: Martin
Название: Econometric Modelling with Time Series
ISBN: 0521139813 ISBN-13(EAN): 9780521139816
Издательство: Cambridge Academ
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Цена: 78150.00 T
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Описание: This book provides a general framework for specifying, estimating and testing time series econometric models. Special emphasis is given to estimation by maximum likelihood, but other methods are also discussed, including quasi-maximum likelihood estimation, generalised method of moments estimation, nonparametric estimation and estimation by simulation.

Автор: Dek Terrell, Tong Li, M. Hashem Pesaran
Название: Essays in Honor of Cheng Hsiao
ISBN: 1789739586 ISBN-13(EAN): 9781789739589
Издательство: Emerald
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Цена: 142280.00 T
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Описание: Including contributions spanning a variety of theoretical and applied topics in econometrics, this volume of Advances in Econometrics is published in honour of Cheng Hsiao.

Автор: Baltagi Badi H.
Название: Econometric Analysis of Panel Data
ISBN: 3030539520 ISBN-13(EAN): 9783030539528
Издательство: Springer
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Цена: 60550.00 T
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Описание: Introduction.- The One-Way Error Component Regression Model.- The Two-Way Error Component Regression Model.- Test of Hypotheses with Panel Data.- Heteroskedasticity and Serial Correlation in the Error Component Model.- Seemingly Unrelated Regressions with Error Components.- Simultaneous Equations with Error Components.- Dynamic Panel Data Models.- Unbalanced Panel Data Models.- Special Topics.- Limited Dependent Variables and Panel Data.- Nonstationary Panels.- Spatial Panel Data Models.

Автор: Victor Aguirre.
Название: Basic Econometric Theory and Applications with R.
ISBN: 1703449258 ISBN-13(EAN): 9781703449259
Издательство: Amazon Internet
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Цена: 104500.00 T
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Автор: Yoon-Jae Whang
Название: Econometric Analysis of Stochastic Dominance: Concepts, Methods, Tools, and Applications
ISBN: 1108472796 ISBN-13(EAN): 9781108472791
Издательство: Cambridge Academ
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Цена: 61240.00 T
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Описание: Stochastic dominance is a fundamental concept used heavily in various fields of science such as economics, finance, insurance, medicine, and statistics. This book examines stochastic dominance in a unified framework, focusing on inferential methods and foundations. It will appeal to graduate students, academic researchers, and professionals.

Автор: Jagat Prirayani
Название: Econometric Modeling and Forecasting
ISBN: 177361259X ISBN-13(EAN): 9781773612591
Издательство: Mare Nostrum (Eurospan)
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Цена: 155230.00 T
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Описание: This book serves as a reference guide to econometrics modelling and forecasting. The book is divided into two parts i.e. Modelling and Forecasting, to make it easy for the reader to understand the topic.The first part of the book i.e. Modelling, throws light on the various econometric models. The models are very well explained to make it easier for anyone reading the book to grasp the concept. Various mathematical and statistical tools used with reference to econometrics models are also discussed. Chapter 4 discusses hypothesis testing which is of paramount importance in any research and will also act as a base for the next part of the book i.e. Forecasting. Various basic tests, which are used for hypothesis testing are also included in the chapter.The second part of the book i.e. Forecasting includes several different concepts such as forecasting principles, forecasting classification, forecasting accuracy evaluation and its industrial applications in depth. The concepts are enriched with relevant case studies. The case studies have been specially selected for the better understanding of the concepts.The book is written with a vision to guide the reader on structuring a forecasting problem. The book provides the necessary information to the reader so that the reader can design various forecasting methods and evaluate them efficiently. It answers important questions such as:How to implement various forecasting methods in different situations and with different variables?When to accept or reject the forecasts?The book takes the readers through a variety of forecasting methods, with a strong discussion on their strengths and weaknesses, and an analysis on how to use them efficiently. The book has been written with the objective of helping the readers/researchers select the most appropriate method for a given forecasting problem and ultimately, evaluate the chosen forecasting model. This is useful especially when selection of the most appropriate method for a particular situation is the most important criterion. This book also suggests what research on forecasting methods will have the greatest, and the least, payoff.Research on forecasting has grown in importance to a great extent in recent times due to the fact that application of forecasting techniques has been growing rapidly in the areas of the social, behavioral and management sciences. So much is known about forecasting methods, but little is applied. Why? Because what is known in one field is unknown in another or because it frequently contradicts our common sense or challenges our beliefs and our behavior. Hence, the book will also tell the researcher how to effectively use, evaluate and interpret different forecasting methods under different situations. Underlying the evaluation procedure is the need to test methods against reasonable alternatives. Overall, this book should serve as a standard source of reference for researchers in the fields of business, government, academia, and consulting.

Автор: Brian W. Sloboda, Yaya Sissoko
Название: Applied Econometric Analysis: Emerging Research and Opportunities
ISBN: 1799810941 ISBN-13(EAN): 9781799810940
Издательство: Mare Nostrum (Eurospan)
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Цена: 146910.00 T
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Описание: Professionals are constantly searching for competitive solutions to help determine current and future economic tendencies. Econometrics uses statistical methods and real-world data to predict and establish specific trends within business and finance. This analytical method sustains limitless potential, but the necessary research for professionals to understand and implement this approach is lacking. Applied Econometric Analysis: Emerging Research and Opportunities explores the theoretical and practical aspects of detailed econometric theories and applications within economics, political science, public policy, business, and finance. Featuring coverage on a broad range of topics such as cointegration, machine learning, and time series analysis, this book is ideally designed for economists, policymakers, financial analysts, marketers, researchers, academicians, and graduate students seeking research on the various techniques of econometric concepts.

Автор: Alexander Chudik, Allan Timmermann, Cheng Hsiao
Название: Essays in Honor of M. Hashem Pesaran: Prediction and Macro Modeling
ISBN: 1802620621 ISBN-13(EAN): 9781802620627
Издательство: Emerald
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Цена: 135510.00 T
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Описание: The collection of chapters in Volume 43 Part A of Advances in Econometrics serves as a tribute to one of the most innovative, influential, and productive econometricians of his generation, Professor M. Hashem Pesaran.

Автор: Al Roth and Marilda Sotomayor
Название: Two-Sided Matching: A Study in Game-Theoretic Modeling and Analysis (Econometric Society Monographs)
ISBN: 0521437881 ISBN-13(EAN): 9780521437882
Издательство: Cambridge Academ
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Цена: 47520.00 T
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Описание: Two-sided matching provides a model of search processes such as those between firms and workers in labor markets or between buyers and sellers in auctions. This text provides a comprehensive account of recent results concerning the game-theoretic analysis of two-sided matching.

Автор: Hadri K., Mikhail W.
Название: Econometric Methods And Their Applications In Finance, Macro And Related Fields
ISBN: 9814513466 ISBN-13(EAN): 9789814513463
Издательство: World Scientific Publishing
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Цена: 205920.00 T
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Описание: The volume aims at providing an outlet for some of the best papers presented at the 15th Annual Conference of the African Econometric Society, which is one of the “chapters” of the International Econometric Society. Many of these papers represent the state of the art in financial econometrics and applied econometric modeling, and some also provide useful simulations that shed light on the models' ability to generate meaningful scenarios for forecasting and policy analysis.

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
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Цена: 84480.00 T
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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.