Download or read book Distributed Lags written by Phoebus J. Dhrymes and published by North Holland. This book was released on 1981 with total page 490 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Download or read book Economic Theory and Distributed Lags written by Richard Brian Harriff and published by . This book was released on 1973 with total page 192 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Distributed Lags and Unobserved Components in Economic Time Series written by Marc Leon Nerlove and published by . This book was released on 1967 with total page 43 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Econometrics and Economic Theory in the 20th Century written by Steinar Strøm and published by Cambridge University Press. This book was released on 1998 with total page 514 pages. Available in PDF, EPUB and Kindle. Book excerpt: Table of Contents

Download or read book Dummy Functions in the Koyck Distributed lag Model written by An-loh Lin and published by . This book was released on 1999 with total page 62 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Distributed Lags and Unobserved Components in Economic Time Series written by Marc Nerlove and published by . This book was released on 1967 with total page 118 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book The Rational Distributed Lag Structural Form written by Kent D. Wall and published by . This book was released on 1974 with total page 16 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Distributed Lags and Investment Analysis written by Leendert Marinus Koyck and published by . This book was released on 1954 with total page 138 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book A Polynomial Distributed Lag Model with Stochastic Coefficients written by Ullah, A. (Aman) and published by London, Ont. : University of Western Ontario, Department of Economics. This book was released on 1978 with total page 22 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Distributed Lags Aggregation and Compounding written by P. K. Trivedi and published by . This book was released on 1984 with total page 30 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book The Nature of the Error Term in Distributed Lag Models written by P. J. Lund and published by . This book was released on 1973 with total page 20 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Statistical Estimation of Linear Economic Relationships written by Y. P. Gupta and published by Gower Publishing Company, Limited. This book was released on 1971 with total page 130 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Dynamic Linear Economic Models written by James L. Kenkel and published by Routledge. This book was released on 2018-04-09 with total page 338 pages. Available in PDF, EPUB and Kindle. Book excerpt: Originally published in 1974. This book provides a rigorous and detailed introductory treatment of the theory of difference equations and their applications in the construction and analysis of dynamic economic models. It explains the theory of linear difference equations and various types of dynamic economic models are then analysed. Including plenty of examples of application throughout the text, it will be of use to those working in macroeconomics and econometrics.

Download or read book Analysis of Economic Time Series written by Marc Nerlove and published by Academic Press. This book was released on 2014-05-10 with total page 495 pages. Available in PDF, EPUB and Kindle. Book excerpt: Analysis of Economic Time Series: A Synthesis integrates several topics in economic time-series analysis, including the formulation and estimation of distributed-lag models of dynamic economic behavior; the application of spectral analysis in the study of the behavior of economic time series; and unobserved-components models for economic time series and the closely related problem of seasonal adjustment. Comprised of 14 chapters, this volume begins with a historical background on the use of unobserved components in the analysis of economic time series, followed by an Introduction to the theory of stationary time series. Subsequent chapters focus on the spectral representation and its estimation; formulation of distributed-lag models; elements of the theory of prediction and extraction; and formulation of unobserved-components models and canonical forms. Seasonal adjustment techniques and multivariate mixed moving-average autoregressive time-series models are also considered. Finally, a time-series model of the U.S. cattle industry is presented. This monograph will be of value to mathematicians, economists, and those interested in economic theory, econometrics, and mathematical economics.

Download or read book Maximum Likelihood Estimation of a Distributed Lag Model written by Carleton University. Department of Economics and published by Ottawa, Carleton U., Department of Economics. This book was released on 1974 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Applied Econometric Analysis Emerging Research and Opportunities written by Sloboda, Brian W. and published by IGI Global. This book was released on 2020-06-01 with total page 264 pages. Available in PDF, EPUB and Kindle. Book excerpt: Professionals are constantly searching for competitive solutions to help determine current and future economic tendencies. Econometrics uses statistical methods and real-world data to predict and establish specific trends within business and finance. This analytical method sustains limitless potential, but the necessary research for professionals to understand and implement this approach is lacking. Applied Econometric Analysis: Emerging Research and Opportunities explores the theoretical and practical aspects of detailed econometric theories and applications within economics, political science, public policy, business, and finance. Featuring coverage on a broad range of topics such as cointegration, machine learning, and time series analysis, this book is ideally designed for economists, policymakers, financial analysts, marketers, researchers, academicians, and graduate students seeking research on the various techniques of econometric concepts.

Download or read book Autoregressive Distributed Lag Models and Cointegration written by Uwe Hassler and published by . This book was released on 2005 with total page 28 pages. Available in PDF, EPUB and Kindle. Book excerpt: