Dynamic Specification, the Long Run and the Estimation of Transformed Regression Models
Author: Michael Wickens
Publisher:
Published: 1987
Total Pages: 58
ISBN-13:
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Time Series and Dynamic Models
Author: Christian Gourieroux
Publisher: Cambridge University Press
Published: 1997
Total Pages: 692
ISBN-13: 9780521411462
DOWNLOAD EBOOKIn this book Christian Gourieroux and Alain Monfort provide an up-to-date and comprehensive analysis of modern time series econometrics. They have succeeded in synthesising in an organised and integrated way a broad and diverse literature. While the book does not assume a deep knowledge of economics, one of its most attractive features is the close attention it pays to economic models and phenomena throughout. The coverage represents a major reference tool for graduate students, researchers and applied economists. The book is divided into four sections. Section one gives a detailed treatment of classical seasonal adjustment or smoothing methods. Section two provides a thorough coverage of various mathematical tools. Section three is the heart of the book, and is devoted to a range of important topics including causality, exogeneity shocks, multipliers, cointegration and fractionally integrated models. The final section describes the main contribution of filtering and smoothing theory to time series econometric problems.
Applied Time Series Econometrics
Author: Geda, Alemayehu
Publisher: University of Nairobi Press
Published: 2015-03-16
Total Pages: 205
ISBN-13: 9966792112
DOWNLOAD EBOOKThis book attempts to demystify time series econometrics so as to equip macroeconomic researchers focusing on Africa with solid but accessible foundation in applied time series techniques that can deal with challenges of developing economic models using African data.
IMF Staff papers
Author: International Monetary Fund. Research Dept.
Publisher: International Monetary Fund
Published: 1996-01-01
Total Pages: 208
ISBN-13: 1451947224
DOWNLOAD EBOOKThis paper examines the role of the labor market in the transmission process of adjustment policies in developing countries. It begins by reviewing the recent evidence regarding the functioning of these markets. It then studies the implications of wage inertia, nominal contracts, labor market segmentation, and impediments to labor mobility for stabilization policies. The effect of labor market reforms on the flexibility of the labor market and the evidence regarding the wage and employment effects of trade reform are discussed next. The last part of the paper identifies a variety of issues that may require further investigation.
Conference Papers
Author: Royal Economic Society (Great Britain). Conference
Publisher:
Published: 1989
Total Pages: 196
ISBN-13:
DOWNLOAD EBOOKTourism Management Dynamics
Author: Dimitrios Buhalis
Publisher: Routledge
Published: 2006-08-11
Total Pages: 306
ISBN-13: 1136353062
DOWNLOAD EBOOKAs the global tourism industry continues to expand and to become more complex, it is vital that those in the industry identify trends early and design proactive strategies to gain competitive advantage. Tourism Futures: dynamics, challenges and tools provides the readers with a comprehensive insight of the changes in the external business environment, and equips them with new managerial techniques and tools in order to adapt and profit from these changes and into the future. Written by a team of globally renowned thinkers and researchers, it provides the manager of tomorrow with the ability to look beyond normal planning horizons and identify potential opportunities from change. Tourism Futures: dynamics, challenges and tools is part of a two part set with its companion text, Tourism Futures: the emerging business which takes the reader on a logical progression to look at new products, new consumers and new industry. Both texts thereby provide the reader with a complete set of tools and knowledge to enable them to recognise the key areas of growth and change, and the ability to use the new tools and technologies available to develop them and maximise business potential.
A Guide to Econometrics
Author: Peter Kennedy
Publisher: John Wiley & Sons
Published: 2008-02-19
Total Pages: 608
ISBN-13: 1405182571
DOWNLOAD EBOOKDieses etwas andere Lehrbuch bietet keine vorgefertigten Rezepte und Problemlösungen, sondern eine kritische Diskussion ökonometrischer Modelle und Methoden: voller überraschender Fragen, skeptisch, humorvoll und anwendungsorientiert. Sein Erfolg gibt ihm Recht.
Modern Econometric Analysis
Author: Olaf Hübler
Publisher: Springer Science & Business Media
Published: 2007-04-29
Total Pages: 236
ISBN-13: 3540326936
DOWNLOAD EBOOKIn this book leading German econometricians in different fields present survey articles of the most important new methods in econometrics. The book gives an overview of the field and it shows progress made in recent years and remaining problems.
Cointegration
Author: Bhaskara B. Rao
Publisher: Springer
Published: 2016-07-27
Total Pages: 247
ISBN-13: 1349235296
DOWNLOAD EBOOK`This most commendable volume brings together a set of papers which permits ready access to the means of estimating quantitative relationships using cointegration and error correction procedures. Providing the data to show fully the basis for calculation, this approach is an excellent perception of the needs of senior undergraduates and graduate students.' - Professor W.P. Hogan, The University of Sydney Applied economists, with modest econometric background, are now desperately looking for expository literature on the unit roots and cointegration techniques. This volume of expository essays is written for them. It explains in a simple style various tests for the existence of unit roots and how to estimate cointegration relationships. Original data are given to enable easy replications. Limitations of some existing unit root tests are also discussed.
Studies in Applied Econometrics
Author: Hans Schneeweiß
Publisher: Springer Science & Business Media
Published: 2012-12-06
Total Pages: 240
ISBN-13: 3642515142
DOWNLOAD EBOOKThis book reports new developments in applied econometrics. All papers originated in two international workshops that were organized in the University of Munich on July 6-7, 1989, and on January 11 - 12, 1990. Financial support for these conferences by the University of Munich and the Thyssen Foundation is gratefully acknowledged. Since then all papers were substantially revised and updated. We wish to thank all authors for their patience with the revisions and Thomas Bauer, Lucie Merkle and Gisela Loos for editorial help. The ftrst section of the book collects contributions that address new "Methodological Developments". Two of them deal with problems in microeconometrics, the other two consider multi-equation systems. Martin Kukuk and Gerd Ronning treat "Ordinal Variables in Microeconometric Models". They especially deal with the case of limited-dependent variable models where some exogenous variables are either measured on an interval scale or a nominal scale. They discuss and compare two methods to deal with the problem. In his paper on "Goodness of Fit in Qualitative Choice Models: Review and Evaluation", Klaus F. Zimmermann investigates methods to summarize the predictive quality of models that deal with discrete alternatives. For these models, a widely accepted measure for evaluation like the R2, as in the case of ordinary least squares, does not exist. The paper summarizes the literature and suggests reasonable choices for evaluation on the basis of large-scale Monte Carlo investigations.
