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Author: Lutz Kilian
Publisher: Cambridge University Press
Published: 2017-11-23
Total Pages: 757
ISBN-13: 1107196574
DOWNLOAD EBOOKThis book discusses the econometric foundations of structural vector autoregressive modeling, as used in empirical macroeconomics, finance, and related fields.
Author: Tata Subba Rao
Publisher: Elsevier
Published: 2012-06-26
Total Pages: 778
ISBN-13: 0444538585
DOWNLOAD EBOOK'Handbook of Statistics' is a series of self-contained reference books. Each volume is devoted to a particular topic in statistics, with volume 30 dealing with time series.
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Publisher: Elsevier
Published: 2012-05-18
Total Pages: 777
ISBN-13: 0444538631
DOWNLOAD EBOOKThe field of statistics not only affects all areas of scientific activity, but also many other matters such as public policy. It is branching rapidly into so many different subjects that a series of handbooks is the only way of comprehensively presenting the various aspects of statistical methodology, applications, and recent developments.The Handbook of Statistics is a series of self-contained reference books. Each volume is devoted to a particular topic in statistics, with Volume 30 dealing with time series. The series is addressed to the entire community of statisticians and scientists in various disciplines who use statistical methodology in their work. At the same time, special emphasis is placed on applications-oriented techniques, with the applied statistician in mind as the primary audience. - Comprehensively presents the various aspects of statistical methodology - Discusses a wide variety of diverse applications and recent developments - Contributors are internationally renowened experts in their respective areas
Author: Eric Ghysels
Publisher: Oxford University Press
Published: 2018
Total Pages: 617
ISBN-13: 0190622016
DOWNLOAD EBOOKEconomic forecasting is a key ingredient of decision making in the public and private sectors. This book provides the necessary tools to solve real-world forecasting problems using time-series methods. It targets undergraduate and graduate students as well as researchers in public and private institutions interested in applied economic forecasting.
Author: British Library of Political and Economic Science Staff
Publisher: Routledge
Published: 2007-10-31
Total Pages: 664
ISBN-13: 9780415447171
DOWNLOAD EBOOKFirst published in 2007. Routledge is an imprint of Taylor & Francis, an informa company.
Author: Satoshi Tanaka
Publisher: Springer
Published: 2014-09-26
Total Pages: 397
ISBN-13: 3662452898
DOWNLOAD EBOOKThis book constitutes the refereed proceedings of the 14th International Conference on Systems Simulation, Asia Simulation 2014, held in Kitakyushu, Japan, in October 2014. The 32 revised full papers presented were carefully reviewed and selected from 69 submissions. The papers are organized in topical sections on modeling and simulation technology; network simulation; high performance computing and cloud simulation; numerical simulation and visualization; simulation of instrumentation and control application; simulation technology in diversified higher education; general purpose simulation.
Author: Chang-Jin Kim
Publisher: Mit Press
Published: 1999
Total Pages: 297
ISBN-13: 9780262112383
DOWNLOAD EBOOKBoth state-space models and Markov switching models have been highly productive paths for empirical research in macroeconomics and finance. This book presents recent advances in econometric methods that make feasible the estimation of models that have both features. One approach, in the classical framework, approximates the likelihood function; the other, in the Bayesian framework, uses Gibbs-sampling to simulate posterior distributions from data.The authors present numerous applications of these approaches in detail: decomposition of time series into trend and cycle, a new index of coincident economic indicators, approaches to modeling monetary policy uncertainty, Friedman's "plucking" model of recessions, the detection of turning points in the business cycle and the question of whether booms and recessions are duration-dependent, state-space models with heteroskedastic disturbances, fads and crashes in financial markets, long-run real exchange rates, and mean reversion in asset returns.
Author: Hans-Martin Krolzig
Publisher: Springer Science & Business Media
Published: 2013-06-29
Total Pages: 369
ISBN-13: 364251684X
DOWNLOAD EBOOKThis book contributes to re cent developments on the statistical analysis of multiple time series in the presence of regime shifts. Markov-switching models have become popular for modelling non-linearities and regime shifts, mainly, in univariate eco nomic time series. This study is intended to provide a systematic and operational ap proach to the econometric modelling of dynamic systems subject to shifts in regime, based on the Markov-switching vector autoregressive model. The study presents a comprehensive analysis of the theoretical properties of Markov-switching vector autoregressive processes and the related statistical methods. The statistical concepts are illustrated with applications to empirical business cyde research. This monograph is a revised version of my dissertation which has been accepted by the Economics Department of the Humboldt-University of Berlin in 1996. It con sists mainly of unpublished material which has been presented during the last years at conferences and in seminars. The major parts of this study were written while I was supported by the Deutsche Forschungsgemeinschajt (DFG), Berliner Graduier tenkolleg Angewandte Mikroökonomik and Sondeiforschungsbereich 373 at the Free University and Humboldt-University of Berlin. Work was finally completed in the project The Econometrics of Macroeconomic Forecasting founded by the Economic and Social Research Council (ESRC) at the Institute of Economies and Statistics, University of Oxford. It is a pleasure to record my thanks to these institutions for their support of my research embodied in this study.
Author: Vladimir Kuzin
Publisher:
Published: 2009
Total Pages: 0
ISBN-13: 9783865585097
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Publisher: John Wiley & Sons
Published: 2015-04-06
Total Pages: 912
ISBN-13: 1118136772
DOWNLOAD EBOOKThe essential reference for human development theory, updated and reconceptualized The Handbook of Child Psychology and Developmental Science, a four-volume reference, is the field-defining work to which all others are compared. First published in 1946, and now in its Seventh Edition, the Handbook has long been considered the definitive guide to the field of developmental science. Volume 1, Theory and Method, presents a rich mix of classic and contemporary theoretical perspectives, but the dominant views throughout are marked by an emphasis on the dynamic interplay of all facets of the developmental system across the life span, incorporating the range of biological, cognitive, emotional, social, cultural, and ecological levels of analysis. Examples of the theoretical approaches discussed in the volume include those pertinent to human evolution, self regulation, the development of dynamic skills, and positive youth development. The research, methodological, and applied implications of the theoretical models discussed in the volume are presented. Understand the contributions of biology, person, and context to development within the embodied ecological system Discover the relations among individual, the social world, culture, and history that constitute human development Examine the methods of dynamic, developmental research Learn person-oriented methodological approaches to assessing developmental change The scholarship within this volume and, as well, across the four volumes of this edition, illustrate that developmental science is in the midst of a very exciting period. There is a paradigm shift that involves increasingly greater understanding of how to describe, explain, and optimize the course of human life for diverse individuals living within diverse contexts. This Handbook is the definitive reference for educators, policy-makers, researchers, students, and practitioners in human development, psychology, sociology, anthropology, and neuroscience.
