Structural Economrtric Modeling in Industrial Organization and Quantitative Marketing: Theory and Applications, Hortacsu A.

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: Shum Matthew
Название: Econometric Models For Industrial Organization
ISBN: 9813109653 ISBN-13(EAN): 9789813109650
Издательство: World Scientific Publishing
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Цена: 77090.00 T
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Economic Models for Industrial Organization focuses on the specification and estimation of econometric models for research in industrial organization. In recent decades, empirical work in industrial organization has moved towards dynamic and equilibrium models, involving econometric methods which have features distinct from those used in other areas of applied economics. These lecture notes, aimed for a first or second-year PhD course, motivate and explain these econometric methods, starting from simple models and building to models with the complexity observed in typical research papers. The covered topics include discrete-choice demand analysis, models of dynamic behavior and dynamic games, multiple equilibria in entry games and partial identification, and auction models.

Автор: Shum Matthew
Название: Econometric Models For Industrial Organization
ISBN: 9813209003 ISBN-13(EAN): 9789813209008
Издательство: World Scientific Publishing
Цена: 34850.00 T
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Описание:

Economic Models for Industrial Organization focuses on the specification and estimation of econometric models for research in industrial organization. In recent decades, empirical work in industrial organization has moved towards dynamic and equilibrium models, involving econometric methods which have features distinct from those used in other areas of applied economics. These lecture notes, aimed for a first or second-year PhD course, motivate and explain these econometric methods, starting from simple models and building to models with the complexity observed in typical research papers. The covered topics include discrete-choice demand analysis, models of dynamic behavior and dynamic games, multiple equilibria in entry games and partial identification, and auction models.

Автор: Alexander Chudik, Allan Timmermann, Cheng Hsiao
Название: Essays in Honor of M. Hashem Pesaran: Panel Modeling, Micro Applications, and Econometric Methodology
ISBN: 1802620664 ISBN-13(EAN): 9781802620665
Издательство: Emerald
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Цена: 128730.00 T
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Описание: The collection of chapters in Volume 43 Part B 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: Chambers
Название: Revealed Preference Theory
ISBN: 1107458110 ISBN-13(EAN): 9781107458116
Издательство: Cambridge Academ
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Цена: 29570.00 T
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Описание: The theory of revealed preference has a long, distinguished tradition in economics but lacked a systematic presentation of the theory until now. This book deals with basic questions in economic theory and studies situations in which empirical observations are consistent or inconsistent with some of the best known economic theories.

Автор: Dufrйnot Gilles, Matsuki Takashi
Название: Recent Econometric Techniques for Macroeconomic and Financial Data
ISBN: 3030542548 ISBN-13(EAN): 9783030542542
Издательство: Springer
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Цена: 139750.00 T
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Описание:
Introduction (Gilles Dufrйnot and Takashi Matsuki, eds)
Part I. Macroeconometrics and international financeChapter 1. Quantile and copula spectrum: a new approach to investigate cyclical dependence in economic time seriesGilles Dufrйnot, Takashi Matsuki and Kimiko Sugimoto1.-Introduction: why using quantile spectrum?2.- Quantile spectrum: non-parametric and parametric Methods2.1.- Non-parametric approach2.2.- Parametric approach: quantile spectrum and quantile regression models3.- Copula spectral density and rank-based Laplace periodogram4. Estimating quantile spectrum using software4.1.-Estimation of non-parametric quantile spectrum using RATS estima4.2.- Using R package to estimate quantile spectrum and cross spectrumReferencesChapter 2. On the seemingly incompleteness of the exchange rate pass-trough to import pricesAntonia Lopez-Villavicencio and Valйrie Mignon1.-Introduction2.- Methodology3.-data3.1.-Time sample3.2- Variables3.3- Indicators of globalization3.4.- Descriptive statistics4.- Results4.1.- Accounting for globalization4.2.- Using disaggregated data accounting for the good level4.3.- Accounting for globalization at the good level5. ConclusionReferencesChapter 3. A state-space model to estimate potential growth in the industrialized countriesThomas Brand, Gilles Dufrйnot, Antoine Mayerowitz1.- Introduction2.- is potential growth led by financial variables: a simple Bayesian estimation3.- A State-space model with theoretical relationships3.1.- The general model3.2.-Sub-models and comparison with other models used in the literature3.3.-Estimation methods3.4.- Data and methods3.5.- ConclusionReferences
Chapter 4.- A top-down method for rational bubbles: application of the threshold bounds testing approach to the Japanese, UK and US Financial marketsJun Nagayasu1.-Introduction2.-The threshold autoregressive distributed lag model (T-ADRL)3.-Application: testing bubbles4.- ConclusionReferencesChapter 5.- An analysis of the time-varying behavior of the equilibrium velocity of money in the euro areaMariam Camarero, Juan Sapena and Cecilio Tamarit1.- Introduction: the shockingly low money velocity in the Euro Area (EA) and its consequences2.- Money demand and velocity: income and transactions3.- A short review of the literature4.- Methodology and estimation.4.1.-A time-varying parameters State-Space framework for panel data.4.2.- An application to the money velocity in the EA.5.- ConclusionsReferencesChapter 6.- Revisiting wealth effects in France: a double-nonlinearity approachOlivier Damette and Fredj Jawadi1.- Introduction2.- Econometric methodology2.1. Linear cointegration specification for wealth effects2.2. Threshold ECM effects for wealth effects2.3. Time varying VECM specification for wealth effects3. Data and empirical analysis3.1. Data and preliminary analysis
3.2. The linear cointegration analysis3.3. Nonlinear cointegration with asymmetric adjustment3.4. NECMs with nonlinearity in the long-run5.- ConclusionsReferencesPart II. Financial econometricsChapter 7.- Econometrics of commoditiesJean-Franзois Carpantier1.-Introduction2.- Tests of the Prebisch-Singer hypothesis3.- Tests of the commodity currenc

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: Jean-Pierre Florens
Название: Econometric Modeling and Inference
ISBN: 052170006X ISBN-13(EAN): 9780521700061
Издательство: Cambridge Academ
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Цена: 43290.00 T
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Описание: For over 20 years, James Herriot has captivated millions of readers and viewers with his tales of the triumphs, disasters, pride and heartache that filled his life as a vet in the Yorkshire Dales. Once again the storytelling magic shines through in this long-awaited addition to the series. A major lead title backed by advertising in four major daily newspapers and colour ads in Radio Times and selected magazines. BA CATALOGUE.

Автор: Kinoshita Soshichi
Название: Econometric Modeling Of Japan And Asia-Pacific Economies
ISBN: 9814368628 ISBN-13(EAN): 9789814368629
Издательство: World Scientific Publishing
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Цена: 85530.00 T
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Описание: Surveys econometric models in Japan and offers several econometric models combining Japan, the US and other Asia-Pacific countries. This title constructs a world econometric model of industry and trade, and assesses the impacts of protective US trade policies and Japan`s technical progress on Asia-Pacific economies.

Автор: Bierens Herman J
Название: Econometric Model Specification: Consistent Model Specification Tests And Semi-Nonparametric Modeling And Inference
ISBN: 9814740500 ISBN-13(EAN): 9789814740500
Издательство: World Scientific Publishing
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Цена: 216480.00 T
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Описание: Econometric Model Specification reviews and extends the studies on consistent model specification testing and semi-nonparametric modeling and inference.

Автор: Van-Nam Huynh; Vladik Kreinovich; Songsak Sriboonc
Название: Modeling Dependence in Econometrics
ISBN: 3319033948 ISBN-13(EAN): 9783319033945
Издательство: Springer
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Цена: 243800.00 T
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Описание: Some economists even blamed such inadequate treatment of dependence for the 2008 financial crisis.To make economic models more adequate, we need more accurate techniques for describing dependence.

Автор: Luc Bauwens; Pierre Giot
Название: Econometric Modelling of Stock Market Intraday Activity
ISBN: 1441949062 ISBN-13(EAN): 9781441949066
Издательство: Springer
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Цена: 158380.00 T
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Описание: Over the past 25 years, applied econometrics has undergone tremen- dous changes, with active developments in fields of research such as time series, labor econometrics, financial econometrics and simulation based methods.