Download or read book Estimation of Dynamic and ARCH Tobit Models written by Lung-fei Lee and published by . This book was released on 1996 with total page 38 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Estimation of Dynamic Limited dependent Rational Expectation Models written by Lung-fei Lee and published by . This book was released on 1996 with total page 44 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Analysis of Panels and Limited Dependent Variable Models written by Cheng Hsiao and published by Cambridge University Press. This book was released on 1999-07-29 with total page 352 pages. Available in PDF, EPUB and Kindle. Book excerpt: This important collection brings together leading econometricians to discuss advances in the areas of the econometrics of panel data. The papers in this collection can be grouped into two categories. The first, which includes chapters by Amemiya, Baltagi, Arellano, Bover and Labeaga, primarily deal with different aspects of limited dependent variables and sample selectivity. The second group of papers, including those by Nerlove, Schmidt and Ahn, Kiviet, Davies and Lahiri, consider issues that arise in the estimation of dyanamic (possibly) heterogeneous panel data models. Overall, the contributors focus on the issues of simplifying complex real-world phenomena into easily generalisable inferences from individual outcomes. As the contributions of G. S. Maddala in the fields of limited dependent variables and panel data were particularly influential, it is a fitting tribute that this volume is dedicated to him.

Download or read book Simulated Efficient Estimation of Dynamic Multi market Disequilibrium Models written by Lung-fei Lee and published by . This book was released on 1997 with total page 40 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Recent Progress in Computational Sciences and Engineering 2 vols written by Theodore Simos and published by CRC Press. This book was released on 2019-05-07 with total page 1600 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume brings together selected contributed papers presented at the International Conference of Computational Methods in Science and Engineering (ICCMSE 2006), held in Chania, Greece, October 2006. The conference aims to bring together computational scientists from several disciplines in order to share methods and ideas. The ICCMSE is unique in its kind. It regroups original contributions from all fields of the traditional Sciences, Mathematics, Physics, Chemistry, Biology, Medicine and all branches of Engineering. It would be perhaps more appropriate to define the ICCMSE as a conference on computational science and its applications to science and engineering. Topics of general interest are: Computational Mathematics, Theoretical Physics and Theoretical Chemistry. Computational Engineering and Mechanics, Computational Biology and Medicine, Computational Geosciences and Meteorology, Computational Economics and Finance, Scientific Computation. High Performance Computing, Parallel and Distributed Computing, Visualization, Problem Solving Environments, Numerical Algorithms, Modelling and Simulation of Complex System, Web-based Simulation and Computing, Grid-based Simulation and Computing, Fuzzy Logic, Hybrid Computational Methods, Data Mining, Information Retrieval and Virtual Reality, Reliable Computing, Image Processing, Computational Science and Education etc. More than 800 extended abstracts have been submitted for consideration for presentation in ICCMSE 2005. From these 500 have been selected after international peer review by at least two independent reviewers.

Download or read book Volatility and Time Series Econometrics written by Mark Watson and published by Oxford University Press. This book was released on 2010-02-11 with total page 432 pages. Available in PDF, EPUB and Kindle. Book excerpt: A volume that celebrates and develops the work of Nobel Laureate Robert Engle, it includes original contributions from some of the world's leading econometricians that further Engle's work in time series economics

Download or read book Statistical Theory and Method Abstracts written by and published by . This book was released on 2000 with total page 882 pages. Available in PDF, EPUB and Kindle. Book excerpt:

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 Econometrics as a Con Art written by Imad A. Moosa and published by Edward Elgar Publishing. This book was released on 2017-07-28 with total page 253 pages. Available in PDF, EPUB and Kindle. Book excerpt: Imad Moosa challenges convention with this comprehensive and compelling critique of econometrics, condemning the common practices of misapplied statistical methods in both economics and finance.

Download or read book Specification and Estimation of Count Data Regression and Sample Selection Models written by Lung-fei Lee and published by . This book was released on 1996 with total page 50 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Some Common Structures of Simulated Specification Tests in Multinormal Discrete and Limited Dependent Variables Models written by Lung-fei Lee and published by . This book was released on 1997 with total page 44 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Simulation Methods in Econometric Analysis written by Sheng-Kai Chang and published by . This book was released on 2002 with total page 108 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Working Paper Series written by and published by . This book was released on 2000 with total page 604 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Equilibria in Networks written by Ken Hendricks and published by . This book was released on 1997 with total page 76 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Asymptotic Bayesian Analysis Based on a Limited Information Estimator written by Yum-Keung Kwan and published by . This book was released on 1996 with total page 42 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Journal of Economics written by Rene Garcia and published by . This book was released on 2000 with total page 820 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book A Numerically Stable Quadrature Procedure for the One factor Random component Discrete Choice Model written by Lung-fei Lee and published by . This book was released on 1997 with total page 26 pages. Available in PDF, EPUB and Kindle. Book excerpt: