Download or read book Using R for Principles of Econometrics written by Constantin Colonescu and published by Lulu.com. This book was released on 2017-12-28 with total page 278 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is a beginner's guide to applied econometrics using the free statistics software R. It provides and explains R solutions to most of the examples in 'Principles of Econometrics' by Hill, Griffiths, and Lim, fourth edition. 'Using R for Principles of Econometrics' requires no previous knowledge in econometrics or R programming, but elementary notions of statistics are helpful.
Download or read book Forecasting principles and practice written by Rob J Hyndman and published by OTexts. This book was released on 2018-05-08 with total page 380 pages. Available in PDF, EPUB and Kindle. Book excerpt: Forecasting is required in many situations. Stocking an inventory may require forecasts of demand months in advance. Telecommunication routing requires traffic forecasts a few minutes ahead. Whatever the circumstances or time horizons involved, forecasting is an important aid in effective and efficient planning. This textbook provides a comprehensive introduction to forecasting methods and presents enough information about each method for readers to use them sensibly.
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 Heavy Tailed Distributions and Robustness in Economics and Finance written by Marat Ibragimov and published by Springer. This book was released on 2015-05-23 with total page 131 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book focuses on general frameworks for modeling heavy-tailed distributions in economics, finance, econometrics, statistics, risk management and insurance. A central theme is that of (non-)robustness, i.e., the fact that the presence of heavy tails can either reinforce or reverse the implications of a number of models in these fields, depending on the degree of heavy-tailed ness. These results motivate the development and applications of robust inference approaches under heavy tails, heterogeneity and dependence in observations. Several recently developed robust inference approaches are discussed and illustrated, together with applications.
Download or read book Non linear and Non stationary Time Series Analysis written by Maurice Bertram Priestley and published by . This book was released on 1988 with total page 250 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Multivariate Modelling of Non Stationary Economic Time Series written by John Hunter and published by Springer. This book was released on 2017-05-08 with total page 508 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book examines conventional time series in the context of stationary data prior to a discussion of cointegration, with a focus on multivariate models. The authors provide a detailed and extensive study of impulse responses and forecasting in the stationary and non-stationary context, considering small sample correction, volatility and the impact of different orders of integration. Models with expectations are considered along with alternate methods such as Singular Spectrum Analysis (SSA), the Kalman Filter and Structural Time Series, all in relation to cointegration. Using single equations methods to develop topics, and as examples of the notion of cointegration, Burke, Hunter, and Canepa provide direction and guidance to the now vast literature facing students and graduate economists.
Download or read book Modelling Non Stationary Economic Time Series written by S. Burke and published by Springer. This book was released on 2005-06-14 with total page 253 pages. Available in PDF, EPUB and Kindle. Book excerpt: Co-integration, equilibrium and equilibrium correction are key concepts in modern applications of econometrics to real world problems. This book provides direction and guidance to the now vast literature facing students and graduate economists. Econometric theory is linked to practical issues such as how to identify equilibrium relationships, how to deal with structural breaks associated with regime changes and what to do when variables are of different orders of integration.
Download or read book Introductory Econometrics Asia Pacific Edition with Online Study Tools 12 Months written by Jeffrey M. Wooldridge and published by Cengage AU. This book was released on 2016-10-24 with total page 480 pages. Available in PDF, EPUB and Kindle. Book excerpt: Econometrics is the combined study of economics and statistics and is an 'applied' unit. It is increasingly becoming a core element in finance degrees at upper levels. This first local adaptation of Wooldridge's text offers a version of Introductory Econometrics with a structural redesign that will better suit the market along with Asia-Pacific examples and data. Two new chapters at the start of the book have been developed from material originally in Wooldridge's appendix section to serve as a clear introduction to the subject and as a revision tool that bridges students' transition from basic statistics into econometrics. This adaptation includes data sets from Australian and New Zealand, as well as from the Asia-Pacific region to suit the significant portion of finance students who are from Asia and the likelihood that many graduates will find employment overseas.
Download or read book Quarterly Publication of the American Statistical Association written by and published by . This book was released on 2005 with total page 376 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Non Stationary Stochastic Processes Estimation written by Maksym Luz and published by Walter de Gruyter GmbH & Co KG. This book was released on 2024-05-20 with total page 381 pages. Available in PDF, EPUB and Kindle. Book excerpt: The problem of forecasting future values of economic and physical processes, the problem of restoring lost information, cleaning signals or other data observations from noise, is magnified in an information-laden word. Methods of stochastic processes estimation depend on two main factors. The first factor is construction of a model of the process being investigated. The second factor is the available information about the structure of the process under consideration. In this book, we propose results of the investigation of the problem of mean square optimal estimation (extrapolation, interpolation, and filtering) of linear functionals depending on unobserved values of stochastic sequences and processes with periodically stationary and long memory multiplicative seasonal increments. Formulas for calculating the mean square errors and the spectral characteristics of the optimal estimates of the functionals are derived in the case of spectral certainty, where spectral structure of the considered sequences and processes are exactly known. In the case where spectral densities of the sequences and processes are not known exactly while some sets of admissible spectral densities are given, we apply the minimax-robust method of estimation.
Download or read book Scientific and Technical Aerospace Reports written by and published by . This book was released on 1985 with total page 1346 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Theory and Applications of Recent Robust Methods written by Mia Hubert and published by Birkhäuser. This book was released on 2012-12-06 with total page 399 pages. Available in PDF, EPUB and Kindle. Book excerpt: Intended for both researchers and practitioners, this book will be a valuable resource for studying and applying recent robust statistical methods. It contains up-to-date research results in the theory of robust statistics Treats computational aspects and algorithms and shows interesting and new applications.
Download or read book Learning in Non Stationary Environments written by Moamar Sayed-Mouchaweh and published by Springer Science & Business Media. This book was released on 2012-04-13 with total page 439 pages. Available in PDF, EPUB and Kindle. Book excerpt: Recent decades have seen rapid advances in automatization processes, supported by modern machines and computers. The result is significant increases in system complexity and state changes, information sources, the need for faster data handling and the integration of environmental influences. Intelligent systems, equipped with a taxonomy of data-driven system identification and machine learning algorithms, can handle these problems partially. Conventional learning algorithms in a batch off-line setting fail whenever dynamic changes of the process appear due to non-stationary environments and external influences. Learning in Non-Stationary Environments: Methods and Applications offers a wide-ranging, comprehensive review of recent developments and important methodologies in the field. The coverage focuses on dynamic learning in unsupervised problems, dynamic learning in supervised classification and dynamic learning in supervised regression problems. A later section is dedicated to applications in which dynamic learning methods serve as keystones for achieving models with high accuracy. Rather than rely on a mathematical theorem/proof style, the editors highlight numerous figures, tables, examples and applications, together with their explanations. This approach offers a useful basis for further investigation and fresh ideas and motivates and inspires newcomers to explore this promising and still emerging field of research.
Download or read book Annotated Bibliography on Robustness Studies of Statistical Procedures written by Z. Govindarajulu and published by . This book was released on 1972 with total page 64 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Systems Medicine written by and published by Academic Press. This book was released on 2020-08-24 with total page 1571 pages. Available in PDF, EPUB and Kindle. Book excerpt: Technological advances in generated molecular and cell biological data are transforming biomedical research. Sequencing, multi-omics and imaging technologies are likely to have deep impact on the future of medical practice. In parallel to technological developments, methodologies to gather, integrate, visualize and analyze heterogeneous and large-scale data sets are needed to develop new approaches for diagnosis, prognosis and therapy. Systems Medicine: Integrative, Qualitative and Computational Approaches is an innovative, interdisciplinary and integrative approach that extends the concept of systems biology and the unprecedented insights that computational methods and mathematical modeling offer of the interactions and network behavior of complex biological systems, to novel clinically relevant applications for the design of more successful prognostic, diagnostic and therapeutic approaches. This 3 volume work features 132 entries from renowned experts in the fields and covers the tools, methods, algorithms and data analysis workflows used for integrating and analyzing multi-dimensional data routinely generated in clinical settings with the aim of providing medical practitioners with robust clinical decision support systems. Importantly the work delves into the applications of systems medicine in areas such as tumor systems biology, metabolic and cardiovascular diseases as well as immunology and infectious diseases amongst others. This is a fundamental resource for biomedical students and researchers as well as medical practitioners who need to need to adopt advances in computational tools and methods into the clinical practice. Encyclopedic coverage: ‘one-stop’ resource for access to information written by world-leading scholars in the field of Systems Biology and Systems Medicine, with easy cross-referencing of related articles to promote understanding and further research Authoritative: the whole work is authored and edited by recognized experts in the field, with a range of different expertise, ensuring a high quality standard Digitally innovative: Hyperlinked references and further readings, cross-references and diagrams/images will allow readers to easily navigate a wealth of information
Download or read book NBS Special Publication written by and published by . This book was released on 1970 with total page 574 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book An Author and Permuted Title Index to Selected Statistical Journals written by Brian L. Joiner and published by . This book was released on 1970 with total page 512 pages. Available in PDF, EPUB and Kindle. Book excerpt: All articles, notes, queries, corrigenda, and obituaries appearing in the following journals during the indicated years are indexed: Annals of mathematical statistics, 1961-1969; Biometrics, 1965-1969#3; Biometrics, 1951-1969; Journal of the American Statistical Association, 1956-1969; Journal of the Royal Statistical Society, Series B, 1954-1969,#2; South African statistical journal, 1967-1969,#2; Technometrics, 1959-1969.--p.iv.
