Download or read book Advances in Econometric Tools to Complement Official Statistics in the Field of Principal European Economic Indicators written by and published by . This book was released on 2016 with total page 32 pages. Available in PDF, EPUB and Kindle. Book excerpt: The paper presents ongoing activity carried out at Eurostat in the field of Principal European Economic Indicators (PEEIs) on econometric tools for increasing their relevance of short term statistics. Three lines of methodologies are here presented: the first is aimed to increase data timeliness and concerns the framework for nowcasting and density forecast as well as that on coincident indicators. Nowcasting implies a general linear regression as reference model, whereas coincident indicators are based on bridge- and factor-models complemented by intensive application of the LARS algorithm. The second line of research concerns the construction of high frequency indicators of economic activity mainly based on state space models applied to data available at mixed frequency. We present Euro-MIND, the monthly coincident indicator for the euro area, and all its most recent extensions. The last part provides the recent efforts towards the system of coincident turning point indicators for the business cycle, growth cycle and acceleration cycle, through univariate and multivariate Markov-Switching models. We discuss methods and applications to data concerning the euro area. We conclude that all these instruments efficiently complement traditional official statistics in the desired direction, providing a powerful framework for data analysis and diagnosis.
Download or read book Advances in Panel Data Analysis in Applied Economic Research written by Nicholas Tsounis and published by Springer. This book was released on 2018-04-17 with total page 701 pages. Available in PDF, EPUB and Kindle. Book excerpt: This proceedings volume presents new methods and applications in applied economic research with an emphasis on advances in panel data analysis. Featuring papers presented at the 2017 International Conference on Applied Economics (ICOAE) held at Coventry University, this volume provides current research on econometric panel data methodologies as they are applied in microeconomics, macroeconomics, financial economics and agricultural economics. International Conference on Applied Economics (ICOAE) is an annual conference that started in 2008 designed to bring together economists from different fields of applied economic research in order to share methods and ideas. Applied economics is a rapidly growing field of economics that combines economic theory with econometrics to analyse economic problems of the real world usually with economic policy interest. In addition, there is growing interest in the field for panel data estimation methods, tests and techniques. This volume makes a contribution in the field of applied economic research in this area. Featuring country specific studies, this book will be of interest to academics, students, researchers, practitioners, and policy makers in applied economics and economic policy.
Download or read book Developing Econometrics written by Hengqing Tong and published by John Wiley & Sons. This book was released on 2011-11-28 with total page 489 pages. Available in PDF, EPUB and Kindle. Book excerpt: Statistical Theories and Methods with Applications to Economics and Business highlights recent advances in statistical theory and methods that benefit econometric practice. It deals with exploratory data analysis, a prerequisite to statistical modelling and part of data mining. It provides recently developed computational tools useful for data mining, analysing the reasons to do data mining and the best techniques to use in a given situation. Provides a detailed description of computer algorithms. Provides recently developed computational tools useful for data mining Highlights recent advances in statistical theory and methods that benefit econometric practice. Features examples with real life data. Accompanying software featuring DASC (Data Analysis and Statistical Computing). Essential reading for practitioners in any area of econometrics; business analysts involved in economics and management; and Graduate students and researchers in economics and statistics.
Download or read book In Search of Economic Indicators written by W.H. Strigel and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 199 pages. Available in PDF, EPUB and Kindle. Book excerpt: The object of this collection of essays is to acquaint the English speaking reader with the work of the IFO Institute for Economic Re search, tlunich, in the field of business cycle surveys. These written surveys of about 10,000 businessmen in the West German economy collect information which is not otherwise contained in the official statis tics. The information in question primarily involves entrepreneurial judgements and anticipations (plans and expectations). These variables have proved to be very useful for economic diagnosis and prognosis. In the meantime, the survey methods developed by the IFO Institute have been adopted by 16 different countries throughout the world. The monthly business cycle surveys carried out by the EEC Commission, Brussels, in the industries of the member countries are also based to a large extent on the IFO methods. This is the first publication in English to furnish a comprehensive review of the IFO survey technique and the possibilities of utilization of this survey method in business cycle research. Efforts to develop new economic indicators on the basis of judgement and anticipation data have not yet terminated; many theoretical and methodical questions have still to be answered, and perhaps many have yet to be posed. Accordingly, the following collection of ten essays is not a final stock-taking but an interim report on several paths taken by the IFO Institute in its search for economic indicators. Possibly, some of these will later prove to have been a roundabout way.
Download or read book The Econometrics of Panel Data written by Lászlo Mátyás and published by Springer Science & Business Media. This book was released on 2008-04-06 with total page 966 pages. Available in PDF, EPUB and Kindle. Book excerpt: This restructured, updated Third Edition provides a general overview of the econometrics of panel data, from both theoretical and applied viewpoints. Readers discover how econometric tools are used to study organizational and household behaviors as well as other macroeconomic phenomena such as economic growth. The book contains sixteen entirely new chapters; all other chapters have been revised to account for recent developments. With contributions from well known specialists in the field, this handbook is a standard reference for all those involved in the use of panel data in econometrics.
Download or read book Advances in Longitudinal Data Methods in Applied Economic Research written by Nicholas Tsounis and published by Springer Nature. This book was released on 2021-03-31 with total page 545 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume presents new methods and applications in longitudinal data estimation methodology in applied economic. Featuring selected papers from the 2020 the International Conference on Applied Economics (ICOAE 2020) held virtually due to the corona virus pandemic, this book examines interdisciplinary topics such as financial economics, international economics, agricultural economics, marketing and management. Country specific case studies are also featured.
Download or read book Advances in Economic Measurement written by Duangkamon Chotikapanich and published by Springer Nature. This book was released on 2022-10-03 with total page 675 pages. Available in PDF, EPUB and Kindle. Book excerpt: The purpose of this book is to honour D.S. Prasada Rao and his many outstanding contributions to economic measurement, including index number methods for international comparisons of prices, real incomes, output, and productivity; stochastic approaches to index numbers; purchasing power parities for the measurement of regional and global inequality and poverty; and measurement of income and economic insecurity. This book brings together contributions by well-known and influential researchers in the field of economic measurement with special focus on topics in productivity measurement (Part I); income and health inequality, inequality of opportunity, and measurement of insecurity (Part II); index number theory and applications to consumer price index numbers, international comparisons of prices and real expenditures, and housing price index numbers (Part III). The chapters are authored by eminent researchers including Conchita D’Ambrosio, Bert Balk, Erwin Diewert, Robert Hill, Robert Inklaar, Knox Lovell, Robin Sickles, Jacques Silber and Marcel Timmer. The contributed papers offer in-depth reviews of the state of the art in these areas with a focus on the existing methods and applications, making the volume an invaluable source for both experienced researchers and new researchers, including PhD and other postgraduate students.
Download or read book Modern Econometric Analysis written by Olaf Hübler and published by Springer Science & Business Media. This book was released on 2007-04-29 with total page 236 pages. Available in PDF, EPUB and Kindle. Book excerpt: In 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.
Download or read book Advances in Applied Econometrics written by Subal C Kumbhakar and published by Springer. This book was released on 2024-01-13 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: This edited volume celebrates the profound legacy of Peter Schmidt, an eminent figure in econometric research. Originally featured as a Special Issue in Empirical Economics in 2023, this book gathers esteemed econometricians to honor Schmidt's influential work. His distinguished career encompassed pioneering contributions to various realms of econometrics, including time series and panel data econometrics, as well as stochastic frontier analysis. This Festschrift beautifully captures his synergy of theoretical innovation and empirical significance. Written by distinguished econometricians, the volume presents the state-of-the-art in econometrics, traversing Schmidt's diverse interests. It spotlights his impact on applied econometrics and features 25 contributions on topics such as panel data econometrics, stochastic frontier analysis and efficiency/productivity measurement, time series methods, general applied econometrics, copulas, nonparametric methods, and limited dependent variable models. Readers will gain an overview of the state of econometrics through the lens of Schmidt's multifaceted expertise, exemplifying the enduring resonance of Schmidt's scholarly journey and his indelible impact on the field.
Download or read book Contributions to Modern Econometrics written by Ingo Klein and published by Springer Science & Business Media. This book was released on 2013-06-29 with total page 285 pages. Available in PDF, EPUB and Kindle. Book excerpt: The field of econometrics has gone through remarkable changes during the last thirty-five years. Widening its earlier focus on testing macroeconomic theories, it has become a rather comprehensive discipline concemed with the development of statistical methods and their application to the whole spectrum of economic data. This development becomes apparent when looking at the biography of an econometrician whose illustrious research and teaching career started about thirty-five years ago and who will retire very soon after his 65th birthday. This is Gerd Hansen, professor of econometrics at the Christian Albrechts University at Kiel and to whom this volume with contributions from colleagues and students has been dedicated. He has shaped the econometric landscape in and beyond Germany throughout these thirty-five years. At the end of the 1960s he developed one of the first econometric models for the German econ omy which adhered c10sely to the traditions put forth by the Cowles commission.
Download or read book Principal European Economic Indicators written by and published by . This book was released on 2010 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Recent Econometric Techniques for Macroeconomic and Financial Data written by Gilles Dufrénot and published by Springer Nature. This book was released on 2020-11-21 with total page 387 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book provides a comprehensive overview of the latest econometric methods for studying the dynamics of macroeconomic and financial time series. It examines alternative methodological approaches and concepts, including quantile spectra and co-spectra, and explores topics such as non-linear and non-stationary behavior, stochastic volatility models, and the econometrics of commodity markets and globalization. Furthermore, it demonstrates the application of recent techniques in various fields: in the frequency domain, in the analysis of persistent dynamics, in the estimation of state space models and new classes of volatility models. The book is divided into two parts: The first part applies econometrics to the field of macroeconomics, discussing trend/cycle decomposition, growth analysis, monetary policy and international trade. The second part applies econometrics to a wide range of topics in financial economics, including price dynamics in equity, commodity and foreign exchange markets and portfolio analysis. The book is essential reading for scholars, students, and practitioners in government and financial institutions interested in applying recent econometric time series methods to financial and economic data.
Download or read book Advances in Time Series Data Methods in Applied Economic Research written by Nicholas Tsounis and published by Springer. This book was released on 2018-12-12 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: This conference proceedings volume presents advanced methods in time series estimation models that are applicable various areas of applied economic research such as international economics, macroeconomics, microeconomics, finance economics and agricultural economics. Featuring contributions presented at the 2018 International Conference on Applied Economics (ICOAE) held in Warsaw, Poland, this book presents contemporary research using applied econometric method for analysis as well as country specific studies with potential implications on economic policy. Applied economics is a rapidly growing field of economics that combines economic theory with econometrics to analyse economic problems of the real world usually with economic policy interest. ICOAE is an annual conference started in 2008 with the aim to bring together economists from different fields of applied economic research in order to share methods and ideas. Approximately 150 papers are submitted each year from about 40 countries around the world. The goal of the conference and the enclosed papers is to allow for an exchange of experiences with different applied econometric methods and to promote joint initiatives among well-established economic fields such as finance, agricultural economics, health economics, education economics, international trade theory and management and marketing strategies. Featuring global contributions, this book will be of interest to researchers, academics, professionals and policy makers in the field of applied economics and econometrics.
Download or read book New Developments in Time Series Econometrics written by Jean-Marie Dufour and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 248 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book contains eleven articles which provide empirical applications as well as theoretical extensions of some of the most exciting recent developments in time-series econometrics. The papers are grouped around three broad themes: (I) the modeling of multivariate times series; (II) the analysis of structural change; (III) seasonality and fractional integration. Since these themes are closely inter-related, several other topics covered are also worth stressing: vector autoregressive (VAR) models, cointegration and error-correction models, nonparametric methods in time series, and fractionally integrated models. Researchers and students interested in macroeconomic and empirical finance will find in this collection a remarkably representative sample of recent work in this area.
Download or read book Essays in Honor of M Hashem Pesaran written by Alexander Chudik and published by Emerald Group Publishing. This book was released on 2022-01-18 with total page 360 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Download or read book Essays in Honor of M Hashem Pesaran written by Alexander Chudik and published by Emerald Group Publishing. This book was released on 2022-01-18 with total page 320 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Download or read book Advances in Economics and Econometrics written by Econometric Society. World Congress and published by Cambridge University Press. This book was released on 2013-05-27 with total page 633 pages. Available in PDF, EPUB and Kindle. Book excerpt: The third volume of edited papers from the Tenth World Congress of the Econometric Society 2010.
