Download or read book Recent Advances in Cointegration Analysis written by Helmut Lütkepohl and published by . This book was released on 2004 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Recent Developments in Cointegration written by Katarina Juselius and published by MDPI. This book was released on 2018-07-05 with total page 219 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is a printed edition of the Special Issue "Recent Developments in Cointegration" that was published in Econometrics
Download or read book Recent Developments in Nonlinear Cointegration with Applications to Macroeconomics and Finance written by Gilles Dufrénot and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 319 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is an introductory exposition of different topics that emerged in the literature as unifying themes between two fields of econometrics of time series, namely nonlinearity and nonstationarity. Papers on these topics have exploded over the last two decades, but they are rarely ex amined together. There is, undoubtedly, a variety of arguments that justify such a separation. But there are also good reasons that motivate their combination. People who are reluctant to a combined analysis might argue that nonlinearity and nonstationarity enhance non-trivial problems, so their combination does not stimulate interest in regard to plausibly increased difficulties. This argument can, however, be balanced by other ones of an economic nature. A predominant idea, today, is that a nonstationary series exhibits persistent deviations from its long-run components (either deterministic or stochastic trends). These persistent deviations are modelized in various ways: unit root models, fractionally integrated processes, models with shifts in the time trend, etc. However, there are many other behaviors inherent to nonstationary processes, that are not reflected in linear models. For instance, economic variables with mixture distributions, or processes that are state-dependent, undergo episodes of changing dynamics. In models with multiple long-run equi libria, the moving from an equilibrium to another sometimes implies hys teresis. Also, it is known that certain shocks can change the economic fundamentals, thereby reducing the possibility that an initial position is re-established after a shock (irreversibility).
Download or read book Likelihood based Inference in Cointegrated Vector Autoregressive Models written by Søren Johansen and published by Oxford University Press, USA. This book was released on 1995 with total page 280 pages. Available in PDF, EPUB and Kindle. Book excerpt: This monograph is concerned with the statistical analysis of multivariate systems of non-stationary time series of type I. It applies the concepts of cointegration and common trends in the framework of the Gaussian vector autoregressive model.
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 Practical Issues in Cointegration Analysis written by Michael McAleer and published by Wiley-Blackwell. This book was released on 1999-08-03 with total page 284 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book comprises of seven up-to-date comprehensive surveys from leading scholars in Econometrics.
Download or read book Advances in Investment Analysis and Portfolio Management New Series Vol 10 written by Cheng F. Lee and published by Center for PBBEFR & Ainosco Press. This book was released on 2020-12-01 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: Advances in Investment Analysis and Portfolio Management (New Series) is an annual publication designed to disseminate developments in the area of investment analysis and portfolio management. The publication is a forum for statistical and quantitative analyses of issues in security analysis, portfolio management, options, futures, and other related issues. The objective is to promote interaction between academic research in finance, economics, and accounting and applied research in the financial community.
Download or read book Recent Advances in Economics and Administration Sciences Concepts Researches and Applications written by Ahmet Niyazi ÖZKER and published by Livre de Lyon. This book was released on 2023-03-25 with total page 301 pages. Available in PDF, EPUB and Kindle. Book excerpt: Recent Advances in Economics and Administration Sciences Concepts, Researches and Applications
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 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 Applications of Advanced Methods of Cointegration Analysis to Money Demand and Equilibrium Exchange Rates written by Oliver Hossfeld and published by . This book was released on 2010 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Applied Cointegration Analysis in the Mirror of Macroeconomic Theory written by Paul Söderlind and published by . This book was released on 1994 with total page 40 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Recent Advances in Structural Engineering Volume 1 written by A. Rama Mohan Rao and published by Springer. This book was released on 2018-08-01 with total page 1172 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is a collection of select papers presented at the Tenth Structural Engineering Convention 2016 (SEC-2016). It comprises plenary, invited, and contributory papers covering numerous applications from a wide spectrum of areas related to structural engineering. It presents contributions by academics, researchers, and practicing structural engineers addressing analysis and design of concrete and steel structures, computational structural mechanics, new building materials for sustainable construction, mitigation of structures against natural hazards, structural health monitoring, wind and earthquake engineering, vibration control and smart structures, condition assessment and performance evaluation, repair, rehabilitation and retrofit of structures. Also covering advances in construction techniques/ practices, behavior of structures under blast/impact loading, fatigue and fracture, composite materials and structures, and structures for non-conventional energy (wind and solar), it will serve as a valuable resource for researchers, students and practicing engineers alike.
Download or read book Econometrics Recent Advances and Applications written by and published by BoD – Books on Demand. This book was released on 2023-10-25 with total page 128 pages. Available in PDF, EPUB and Kindle. Book excerpt: Econometrics uses statistical methods and real-world data to predict and establish specific trends. This analytical method sustains limitless potential, but the necessary research for professionals to understand and implement this is often lacking. Econometrics - Recent Advances and Applications explores the theoretical and practical aspects of detailed econometric theories and applications within economics, policymaking, and finance. This book covers various topics such as dynamic stochastic general equilibrium (DSGE) models, machine learning, spatial econometrics, and time series analysis. This book is a useful resource for economists, policymakers, financial analysts, researchers, academicians, and graduate students seeking research on the various applications of econometrics.
Download or read book Workbook on Cointegration written by Peter Reinhard Hansen and published by Oxford University Press, USA. This book was released on 1998 with total page 178 pages. Available in PDF, EPUB and Kindle. Book excerpt: Aimed at graduates and researchers in economics and econometrics, this is a comprehesive exposition of Soren Johansen's remarkable contribution to the theory of cointegration analysis.
Download or read book Recent Advances in Environmental Science from the Euro Mediterranean and Surrounding Regions written by Amjad Kallel and published by Springer. This book was released on 2017-12-12 with total page 1761 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume includes the papers presented during the 1st Euro-Mediterranean Conference for Environmental Integration (EMCEI) which was held in Sousse, Tunisia in November 2017. This conference was jointly organized by the editorial office of the Euro-Mediterranean Journal for Environmental Integration in Sfax, Tunisia and Springer (MENA Publishing Program) in Germany. It aimed to give a more concrete expression to the Euro-Mediterranean integration process by supplementing existing North-South programs and agreements with a new multilateral scientific forum that emphasizes in particular the vulnerability and proactive remediation of the Euro-Mediterranean region from an environmental point of view. This volume gives a general and brief overview on current research focusing on emerging environmental issues and challenges and its applications to a variety of problems in the Euro-Mediterranean zone and surrounding regions. It contains over five hundred and eighty carefully refereed short contributions to the conference. Topics covered include (1) innovative approaches and methods for environmental sustainability, (2) environmental risk assessment, bioremediation, ecotoxicology, and environmental safety, (3) water resources assessment, planning, protection, and management, (4) environmental engineering and management, (5) natural resources: characterization, assessment, management, and valorization, (6) intelligent techniques in renewable energy (biomass, wind, waste, solar), (7) sustainable management of marine environment and coastal areas, (8) remote sensing and GIS for geo-environmental investigations, (9) environmental impacts of geo/natural hazards (earthquakes, landslides, volcanic, and marine hazards), and (10) the environmental health science (natural and social impacts on Human health). Presenting a wide range of topics and new results, this edited volume will appeal to anyone working in the subject area, including researchers and students interested to learn more about new advances in environmental research initiatives in view of the ever growing environmental degradation in the Euro-Mediterranean region, which has turned environmental and resource protection into an increasingly important issue hampering sustainable development and social welfare.
Download or read book Recent Developments in Nonlinear Cointegration with Applications to Macroeconomics and Finance written by Gilles Dufrenot and published by . This book was released on 2014-09-01 with total page 332 pages. Available in PDF, EPUB and Kindle. Book excerpt:
