Download or read book Handbook of Research Methods and Applications in Empirical Macroeconomics written by Nigar Hashimzade and published by Edward Elgar Publishing. This book was released on 2013-01-01 with total page 627 pages. Available in PDF, EPUB and Kindle. Book excerpt: This comprehensive Handbook presents the current state of art in the theory and methodology of macroeconomic data analysis. It is intended as a reference for graduate students and researchers interested in exploring new methodologies, but can also be employed as a graduate text. The Handbook concentrates on the most important issues, models and techniques for research in macroeconomics, and highlights the core methodologies and their empirical application in an accessible manner. Each chapter is largely self-contained, whilst the comprehensive introduction provides an overview of the key statistical concepts and methods. All of the chapters include the essential references for each topic and provide a sound guide for further reading. Topics covered include unit roots, non-linearities and structural breaks, time aggregation, forecasting, the Kalman filter, generalised method of moments, maximum likelihood and Bayesian estimation, vector autoregressive, dynamic stochastic general equilibrium and dynamic panel models. Presenting the most important models and techniques for empirical research, this Handbook will appeal to students, researchers and academics working in empirical macro and econometrics.

Download or read book Dissertation Abstracts International written by and published by . This book was released on 2009-11 with total page 534 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Nonlinear Dynamics Chaos and Instability written by William A. Brock and published by MIT Press. This book was released on 1991 with total page 362 pages. Available in PDF, EPUB and Kindle. Book excerpt: Brock, Hsieh, and LeBaron show how the principles of chaos theory can be applied to such areas of economics and finance as the changing structure of stock returns and nonlinearity in foreign exchange.

Download or read book Nonlinear Regression Analysis and Its Applications written by Douglas M. Bates and published by Wiley-Interscience. This book was released on 2007-04-23 with total page 398 pages. Available in PDF, EPUB and Kindle. Book excerpt: Provides a presentation of the theoretical, practical, and computational aspects of nonlinear regression. There is background material on linear regression, including a geometrical development for linear and nonlinear least squares.

Download or read book Estimation and Analysis of Insect Populations written by Lyman L. McDonald and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 500 pages. Available in PDF, EPUB and Kindle. Book excerpt: The papers in this volume were presented at a symposium/workshop on "The Estimation and Analysis of Insect Populations" that was held at the University of Wyoming, Laramie, in January, 1988. The meeting was organized with financial support from the United States - New Zealand Cooperative Science Program and the University of Wyoming. The purpose was to bring together approximately equal numbers of quantitative biologists and biometricians in order to (1) provide a synthesis and evaluation of currently available methods for modeling and estimating parameters of insect population, and to (2) stimulate research into new methods where this is appropriate. The symposium/workshop attracted 46 participants. There were 35 papers presented in four subject areas: analysis of stage-frequency data, modeling of population dynamiCS, analysis of spatial data, and general sampling and estimation methods. New results were presented in all these areas. All except one of the papers is included in the present volume.

Download or read book Linear Probability Logit and Probit Models written by John H. Aldrich and published by SAGE. This book was released on 1984-11 with total page 100 pages. Available in PDF, EPUB and Kindle. Book excerpt: After showing why ordinary regression analysis is not appropriate for investigating dichotomous or otherwise 'limited' dependent variables, this volume examines three techniques which are well suited for such data. It reviews the linear probability model and discusses alternative specifications of non-linear models.

Download or read book Limit Theorems For Nonlinear Cointegrating Regression written by Qiying Wang and published by World Scientific. This book was released on 2015-07-03 with total page 272 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides the limit theorems that can be used in the development of nonlinear cointegrating regression. The topics include weak convergence to a local time process, weak convergence to a mixture of normal distributions and weak convergence to stochastic integrals. This book also investigates estimation and inference theory in nonlinear cointegrating regression.The core context of this book comes from the author and his collaborator's current researches in past years, which is wide enough to cover the knowledge bases in nonlinear cointegrating regression. It may be used as a main reference book for future researchers.

Download or read book The SAGE Handbook of Regression Analysis and Causal Inference written by Henning Best and published by SAGE. This book was released on 2013-12-20 with total page 425 pages. Available in PDF, EPUB and Kindle. Book excerpt: ′The editors of the new SAGE Handbook of Regression Analysis and Causal Inference have assembled a wide-ranging, high-quality, and timely collection of articles on topics of central importance to quantitative social research, many written by leaders in the field. Everyone engaged in statistical analysis of social-science data will find something of interest in this book.′ - John Fox, Professor, Department of Sociology, McMaster University ′The authors do a great job in explaining the various statistical methods in a clear and simple way - focussing on fundamental understanding, interpretation of results, and practical application - yet being precise in their exposition.′ - Ben Jann, Executive Director, Institute of Sociology, University of Bern ′Best and Wolf have put together a powerful collection, especially valuable in its separate discussions of uses for both cross-sectional and panel data analysis.′ -Tom Smith, Senior Fellow, NORC, University of Chicago Edited and written by a team of leading international social scientists, this Handbook provides a comprehensive introduction to multivariate methods. The Handbook focuses on regression analysis of cross-sectional and longitudinal data with an emphasis on causal analysis, thereby covering a large number of different techniques including selection models, complex samples, and regression discontinuities. Each Part starts with a non-mathematical introduction to the method covered in that section, giving readers a basic knowledge of the method’s logic, scope and unique features. Next, the mathematical and statistical basis of each method is presented along with advanced aspects. Using real-world data from the European Social Survey (ESS) and the Socio-Economic Panel (GSOEP), the book provides a comprehensive discussion of each method’s application, making this an ideal text for PhD students and researchers embarking on their own data analysis.

Download or read book Almost All About Unit Roots written by In Choi and published by Cambridge University Press. This book was released on 2015-05-12 with total page 301 pages. Available in PDF, EPUB and Kindle. Book excerpt: Many economic theories depend on the presence or absence of a unit root for their validity, making familiarity with unit roots extremely important to econometric and statistical theory. This book introduces the literature on unit roots in a comprehensive manner to empirical and theoretical researchers in economics and other areas.

Download or read book Time Series Analysis written by James D. Hamilton and published by Princeton University Press. This book was released on 2020-09-01 with total page 820 pages. Available in PDF, EPUB and Kindle. Book excerpt: An authoritative, self-contained overview of time series analysis for students and researchers The past decade has brought dramatic changes in the way that researchers analyze economic and financial time series. This textbook synthesizes these advances and makes them accessible to first-year graduate students. James Hamilton provides comprehensive treatments of important innovations such as vector autoregressions, generalized method of moments, the economic and statistical consequences of unit roots, time-varying variances, and nonlinear time series models. In addition, he presents basic tools for analyzing dynamic systems—including linear representations, autocovariance generating functions, spectral analysis, and the Kalman filter—in a way that integrates economic theory with the practical difficulties of analyzing and interpreting real-world data. Time Series Analysis fills an important need for a textbook that integrates economic theory, econometrics, and new results. This invaluable book starts from first principles and should be readily accessible to any beginning graduate student, while it is also intended to serve as a reference book for researchers.

Download or read book Econometrics and Structural Change written by Lyle D. Broemeling and published by CRC Press. This book was released on 1986-10-29 with total page 292 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Econometrics with Machine Learning written by Felix Chan and published by Springer Nature. This book was released on 2022-09-07 with total page 385 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book helps and promotes the use of machine learning tools and techniques in econometrics and explains how machine learning can enhance and expand the econometrics toolbox in theory and in practice. Throughout the volume, the authors raise and answer six questions: 1) What are the similarities between existing econometric and machine learning techniques? 2) To what extent can machine learning techniques assist econometric investigation? Specifically, how robust or stable is the prediction from machine learning algorithms given the ever-changing nature of human behavior? 3) Can machine learning techniques assist in testing statistical hypotheses and identifying causal relationships in ‘big data? 4) How can existing econometric techniques be extended by incorporating machine learning concepts? 5) How can new econometric tools and approaches be elaborated on based on machine learning techniques? 6) Is it possible to develop machine learning techniques further and make them even more readily applicable in econometrics? As the data structures in economic and financial data become more complex and models become more sophisticated, the book takes a multidisciplinary approach in developing both disciplines of machine learning and econometrics in conjunction, rather than in isolation. This volume is a must-read for scholars, researchers, students, policy-makers, and practitioners, who are using econometrics in theory or in practice.

Download or read book Journal of Econometrics written by and published by . This book was released on 2002 with total page 814 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Recent Advances in Estimating Nonlinear Models written by Jun Ma and published by Springer Science & Business Media. This book was released on 2013-09-24 with total page 308 pages. Available in PDF, EPUB and Kindle. Book excerpt: Nonlinear models have been used extensively in the areas of economics and finance. Recent literature on the topic has shown that a large number of series exhibit nonlinear dynamics as opposed to the alternative--linear dynamics. Incorporating these concepts involves deriving and estimating nonlinear time series models, and these have typically taken the form of Threshold Autoregression (TAR) models, Exponential Smooth Transition (ESTAR) models, and Markov Switching (MS) models, among several others. This edited volume provides a timely overview of nonlinear estimation techniques, offering new methods and insights into nonlinear time series analysis. It features cutting-edge research from leading academics in economics, finance, and business management, and will focus on such topics as Zero-Information-Limit-Conditions, using Markov Switching Models to analyze economics series, and how best to distinguish between competing nonlinear models. Principles and techniques in this book will appeal to econometricians, finance professors teaching quantitative finance, researchers, and graduate students interested in learning how to apply advances in nonlinear time series modeling to solve complex problems in economics and finance.

Download or read book Scientific and Technical Aerospace Reports written by and published by . This book was released on 1994 with total page 892 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book International Encyclopedia of Education written by and published by Elsevier. This book was released on 2009-04-17 with total page 6964 pages. Available in PDF, EPUB and Kindle. Book excerpt: The field of education has experienced extraordinary technological, societal, and institutional change in recent years, making it one of the most fascinating yet complex fields of study in social science. Unequalled in its combination of authoritative scholarship and comprehensive coverage, International Encyclopedia of Education, Third Edition succeeds two highly successful previous editions (1985, 1994) in aiming to encapsulate research in this vibrant field for the twenty-first century reader. Under development for five years, this work encompasses over 1,000 articles across 24 individual areas of coverage, and is expected to become the dominant resource in the field. Education is a multidisciplinary and international field drawing on a wide range of social sciences and humanities disciplines, and this new edition comprehensively matches this diversity. The diverse background and multidisciplinary subject coverage of the Editorial Board ensure a balanced and objective academic framework, with 1,500 contributors representing over 100 countries, capturing a complete portrait of this evolving field. A totally new work, revamped with a wholly new editorial board, structure and brand-new list of meta-sections and articles Developed by an international panel of editors and authors drawn from senior academia Web-enhanced with supplementary multimedia audio and video files, hotlinked to relevant references and sources for further study Incorporates ca. 1,350 articles, with timely coverage of such topics as technology and learning, demography and social change, globalization, and adult learning, to name a few Offers two content delivery options - print and online - the latter of which provides anytime, anywhere access for multiple users and superior search functionality via ScienceDirect, as well as multimedia content, including audio and video files

Download or read book Least Squares Data Fitting with Applications written by Per Christian Hansen and published by JHU Press. This book was released on 2013-01-15 with total page 325 pages. Available in PDF, EPUB and Kindle. Book excerpt: A lucid explanation of the intricacies of both simple and complex least squares methods. As one of the classical statistical regression techniques, and often the first to be taught to new students, least squares fitting can be a very effective tool in data analysis. Given measured data, we establish a relationship between independent and dependent variables so that we can use the data predictively. The main concern of Least Squares Data Fitting with Applications is how to do this on a computer with efficient and robust computational methods for linear and nonlinear relationships. The presentation also establishes a link between the statistical setting and the computational issues. In a number of applications, the accuracy and efficiency of the least squares fit is central, and Per Christian Hansen, Víctor Pereyra, and Godela Scherer survey modern computational methods and illustrate them in fields ranging from engineering and environmental sciences to geophysics. Anyone working with problems of linear and nonlinear least squares fitting will find this book invaluable as a hands-on guide, with accessible text and carefully explained problems. Included are • an overview of computational methods together with their properties and advantages • topics from statistical regression analysis that help readers to understand and evaluate the computed solutions • many examples that illustrate the techniques and algorithms Least Squares Data Fitting with Applications can be used as a textbook for advanced undergraduate or graduate courses and professionals in the sciences and in engineering.