Download or read book Bulletin Institute of Mathematical Statistics written by Institute of Mathematical Statistics and published by . This book was released on 1993 with total page 674 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Time Series and Panel Data Econometrics written by M. Hashem Pesaran and published by Oxford University Press. This book was released on 2015 with total page 1095 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is concerned with recent developments in time series and panel data techniques for the analysis of macroeconomic and financial data. It provides a rigorous, nevertheless user-friendly, account of the time series techniques dealing with univariate and multivariate time series models, as well as panel data models. It is distinct from other time series texts in the sense that it also covers panel data models and attempts at a more coherent integration of time series, multivariate analysis, and panel data models. It builds on the author's extensive research in the areas of time series and panel data analysis and covers a wide variety of topics in one volume. Different parts of the book can be used as teaching material for a variety of courses in econometrics. It can also be used as reference manual. It begins with an overview of basic econometric and statistical techniques, and provides an account of stochastic processes, univariate and multivariate time series, tests for unit roots, cointegration, impulse response analysis, autoregressive conditional heteroskedasticity models, simultaneous equation models, vector autoregressions, causality, forecasting, multivariate volatility models, panel data models, aggregation and global vector autoregressive models (GVAR). The techniques are illustrated using Microfit 5 (Pesaran and Pesaran, 2009, OUP) with applications to real output, inflation, interest rates, exchange rates, and stock prices.

Download or read book Mathematicae notae written by and published by . This book was released on 1996 with total page 310 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book On the Theory and Measurement of Comparative Advantage written by Olga Memedović and published by . This book was released on 1994 with total page 368 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is a thoroughly revised, in-depth analysis of the American presidency by a major scholar in the field. The main goal of the text is to explain how the president's ability to implement policy is circumscribed by several major factors: *the Madisonian separation of powers; *the decentralized power structure in Congress; *the number of cross-party coalitions needed to pass legislation; *a slow-moving federal bureaucracy; and *the powerful influence of special interest groups opposed to many presidential initiatives. Included in this second edition is coverage of the first two years of the Clinton presidency and a special chapter on the emergence of the presidential branch—the White House staff—and its displacement of the cabinet and the executive departments as the foremost decision-making agents in the federal government (a unique chapter not found in other texts). Since highly unstable relations between the president and congress have become the hallmark of our national government, especially in this era of divided government, a new chapter on the president and congress has been added to the text. The growing role of the vice president, an original chapter in the first edition, has been expanded and updated to include the Gore vice presidency. The chapter on proposed reforms of the presidency received wide approval in the first edition. In the second edition special attention is devoted to the proposal to abolish the Electoral College and replace it with direct election of the president. This edition focuses heavily on the activist presidential leadership of the modern presidency, but notes its perishable nature. High presidential approval ratings, as George Bush demonstrated, cannot be stockpiled or deposited in the bank, to be drawn upon later. Along the way the author makes several major points: 1. the excessive demands that the American public imposes on its presidents threaten to turn the nation's highest office into a series of one-term presidents; 2. the decline of political parties as vehicles for mobilizing presidential support has forced the nation's chief executive to go over the heads of congress and directly to the public to solicit support for his policies; and 3. the emerging dangers of electronic democracy and national referenda and the potential rise of a plebiscitary president all pose more imminent threats to our shared powers system than most presidential-watchers have been willing to concede.

Download or read book ARCH Models for Financial Applications written by Evdokia Xekalaki and published by John Wiley & Sons. This book was released on 2010-03-18 with total page 558 pages. Available in PDF, EPUB and Kindle. Book excerpt: Autoregressive Conditional Heteroskedastic (ARCH) processes are used in finance to model asset price volatility over time. This book introduces both the theory and applications of ARCH models and provides the basic theoretical and empirical background, before proceeding to more advanced issues and applications. The Authors provide coverage of the recent developments in ARCH modelling which can be implemented using econometric software, model construction, fitting and forecasting and model evaluation and selection. Key Features: Presents a comprehensive overview of both the theory and the practical applications of ARCH, an increasingly popular financial modelling technique. Assumes no prior knowledge of ARCH models; the basics such as model construction are introduced, before proceeding to more complex applications such as value-at-risk, option pricing and model evaluation. Uses empirical examples to demonstrate how the recent developments in ARCH can be implemented. Provides step-by-step instructive examples, using econometric software, such as Econometric Views and the G@RCH module for the Ox software package, used in Estimating and Forecasting ARCH Models. Accompanied by a CD-ROM containing links to the software as well as the datasets used in the examples. Aimed at readers wishing to gain an aptitude in the applications of financial econometric modelling with a focus on practical implementation, via applications to real data and via examples worked with econometrics packages.

Download or read book Index to Theses with Abstracts Accepted for Higher Degrees by the Universities of Great Britain and Ireland and the Council for National Academic Awards written by and published by . This book was released on 2000 with total page 444 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book A Symmetric Approach to the Labor Market written by Evelien Eggink and published by . This book was released on 1994 with total page 260 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book The Efficiency of Dynamic Trading Strategies in Imperfect Markets written by Harry M. Kat and published by . This book was released on 1993 with total page 316 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Worst case Performance of Scheduling Heuristics written by Bo Chen and published by I.B.D. Limited. This book was released on 1994 with total page 156 pages. Available in PDF, EPUB and Kindle. Book excerpt: "Attempts to cope with the challenge of optimal utilization of limited resources in accomplishing variegated tasks have resulted in an exciting field known as scheduling theory. The resources and tasks are commonly referred to as machines and jobs, respectively. In this thesis efficient heuristic algorithms are developed, which quickly provide near optimal solutions for various problems in scheduling theory that are practically intractable to solve to optimality. The worst-case performance of the heuristic algorithms is thoroughly analyzed. With respect to machine environments, the scheduling problems considered range from parallel machine shops, through open and flow shops, to common generalizations of the classical shop models. With respect to the job characteristics, these problems may involve preemptive or non-preemptive scheduling, with setup times included in or separated from processing times. With respect to the ways jobs are released and scheduled, both off-line and on-line problems are investigated."--BOOK JACKET.Title Summary field provided by Blackwell North America, Inc. All Rights Reserved

Download or read book Stock Return Dynamics Over Intra day Trading and Nontrading Periods in the London Stock Market written by Ronald W. Masulis and published by . This book was released on 1992 with total page 42 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Global Total Least Squares written by Berend Roorda and published by . This book was released on 1995 with total page 206 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Lower and Upper Bounds for On line Bin Packing and Scheduling Heuristics written by André van Vliet and published by . This book was released on 1995 with total page 170 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Exchange rate Variability and Trade written by Jan Kees Martijn and published by Purdue University Press. This book was released on 1993 with total page 292 pages. Available in PDF, EPUB and Kindle. Book excerpt: Contains essays on the impact of exchange-rate variability on trade policy and trade flows

Download or read book Complementary Triangular Forms for Pairs of Matrices and Operators written by Rob Zuidwijk and published by I.B.D. Limited. This book was released on 1994 with total page 164 pages. Available in PDF, EPUB and Kindle. Book excerpt: Mit niederländ. Zusammenfassung.

Download or read book The Desirability of Currency Unification written by Bertholt Leeftink and published by . This book was released on 1995 with total page 252 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Behaviour and Institutions Under Economic Reform written by Wim Swaan and published by . This book was released on 1993 with total page 394 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book explores the process of economic reform in Hungary that has produced a remarkable combination of continuity and change.

Download or read book Modelling International Financial Markets written by Philip A. Stork and published by . This book was released on 1994 with total page 206 pages. Available in PDF, EPUB and Kindle. Book excerpt: