Distributed Lags
Distributed Lags

Author: Phoebus J. Dhrymes

Publisher: North Holland

Published: 1981

Total Pages: 492

ISBN-13:

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This volume presents an analysis of the estimation of distributed lag models. It covers the algebraic structure of lag operators and examines the estimation of problems connected with finite and infinite lag structures, under a variety of assumptions pertaining to the error process. This revised edition emphasizes the potential applications of distributed lags, discussing the polynomial lag hypothesis and its relation to restricted least squares. Also, the test for autocorrelation of the error structure, when the model specification contains a lagged endogenous variable, is examined. The material is suitable for second-year graduate students in economics, and for undergraduates in statistics, mathematics, operations research, econometrics and electrical engineering, providing they have a background in calculus, linear algebra and mathematical statistics.

Time Lags in Biological Models
Time Lags in Biological Models

Author: N. MacDonald

Publisher: Springer Science & Business Media

Published: 2013-03-08

Total Pages: 122

ISBN-13: 3642931073

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In many biological models it is necessary to allow the rates of change of the variables to depend on the past history, rather than only the current values, of the variables. The models may require discrete lags, with the use of delay-differential equations, or distributed lags, with the use of integro-differential equations. In these lecture notes I discuss the reasons for including lags, especially distributed lags, in biological models. These reasons may be inherent in the system studied, or may be the result of simplifying assumptions made in the model used. I examine some of the techniques available for studying the solution of the equations. A large proportion of the material presented relates to a special method that can be applied to a particular class of distributed lags. This method uses an extended set of ordinary differential equations. I examine the local stability of equilibrium points, and the existence and frequency of periodic solutions. I discuss the qualitative effects of lags, and how these differ according to the choice of discrete or distributed lag. The models studied are drawn from the population dynamiCS of single species (logistic growth, the chemostat) and of interacting pairs of species (predation, mutualism), from cell population dynamiCS (haemopoiesis) and from biochemical kinetics (the Goodwin oscillator). The last chapter is devoted to a population model employing difference equations. All these models include non-linear terms.

Dynamic Econometrics
Dynamic Econometrics

Author: David F. Hendry

Publisher:

Published: 1995

Total Pages: 918

ISBN-13: 9780198283164

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The main problem in econometric modelling of time series is discovering sustainable and interpretable relationships between observed economic variables. The primary aim of this book is to develop an operational econometric approach which allows constructive modelling. Professor Hendry deals with methodological issues (model discovery, data mining, and progressive research strategies); with major tools for modelling (recursive methods, encompassing, super exogeneity, invariance tests); and with practical problems (collinearity, heteroscedasticity, and measurement errors). He also includes an extensive study of US money demand. The book is self-contained, with the technical background covered in appendices. It is thus suitable for first year graduate students, and includes solved examples and exercises to facilitate its use in teaching. About the Series Advanced Texts in Econometrics is a distinguished and rapidly expanding series in which leading econometricians assess recent developments in such areas as stochastic probability, panel and time series data analysis, modeling, and cointegration. In both hardback and affordable paperback, each volume explains the nature and applicability of a topic in greater depth than possible in introductory textbooks or single journal articles. Each definitive work is formatted to be as accessible and convenient for those who are not familiar with the detailed primary literature.

Economic Dynamics
Economic Dynamics

Author: Giancarlo Gandolfo

Publisher: Springer Science & Business Media

Published: 1997

Total Pages: 712

ISBN-13: 9783540627609

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Treating the mathematical methods used in the economic dynamics, this book shows how they are utilised to build and analyse dynamical models. Accordingly, the focus is on the methods, and every new mathematical technique introduced is followed by its application to select economic models. The mathematical methods coveredc range from elementary linear difference and differential equations and simultaneous systems to the qualitative analysis of non-linear dynamical systems. Stability considerations are stressed throughout, including many advanced topics. Bifurcation and chaos theory are also dealt with. The reader is guided through a step-by-step analysis of each topic, be it a mathematical method or an economic model. The Study Edition also provides the reader with solutions to the numerous exercises.

Using R for Principles of Econometrics
Using R for Principles of Econometrics

Author: Constantin Colonescu

Publisher: Lulu.com

Published: 2017-12-28

Total Pages: 278

ISBN-13: 1387473611

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This is a beginner's guide to applied econometrics using the free statistics software R. It provides and explains R solutions to most of the examples in 'Principles of Econometrics' by Hill, Griffiths, and Lim, fourth edition. 'Using R for Principles of Econometrics' requires no previous knowledge in econometrics or R programming, but elementary notions of statistics are helpful.

Econometrics
Econometrics

Author: Badi H. Baltagi

Publisher: Springer Science & Business Media

Published: 2013-11-11

Total Pages: 405

ISBN-13: 3662046938

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This book is intended for a first year graduate course in econometrics. However, the first six chapters have no matrix algebra and can be used in an advanced undergraduate class. This can be supplemented by some of the material in later chapters that do not require matrix algebra, like the first part of Chapter 11 on simultaneous equations and Chapter 14 on time-series analysis. This book teaches some of the basic econometric methods and the underlying assumptions behind them. Estimation, hypotheses testing and prediction are three recurrent themes in this book. Some uses of econometric methods include (i) empirical testing of economic t- ory, whether it is the permanent income consumption theory or purchasing power parity, (ii) forecasting, whether it is GNP or unemployment in the U.S. economy or future sales in the c- puter industry. (iii) Estimation of price elasticities of demand, or returns to scale in production. More importantly, econometric methods can be used to simulate the effect of policy changes like a tax increase on gasoline consumption, or a ban on advertising on cigarette consumption.

Econometrics
Econometrics

Author: Badi Hani Baltagi

Publisher: Springer Science & Business Media

Published: 2002

Total Pages: 426

ISBN-13: 9783540435013

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As well as specification testing, Gauss-Newton regressions and regression diagnostics. In addition, the book features a set of empirical illustrations that demonstrate some of the basic results. The empirical exercises are solved using several econometric software packages.