Download or read book The Refinement of Econometric Estimation and Test Procedures written by Garry D. A. Phillips and published by Cambridge University Press. This book was released on 2007-02-01 with total page 368 pages. Available in PDF, EPUB and Kindle. Book excerpt: The small sample properties of estimators and tests are frequently too complex to be useful or are unknown. Much econometric theory is therefore developed for very large or asymptotic samples where it is assumed that the behaviour of estimators and tests will adequately represent their properties in small samples. Refined asymptotic methods adopt an intermediate position by providing improved approximations to small sample behaviour using asymptotic expansions. Dedicated to the memory of Michael Magdalinos, whose work is a major contribution to this area, this book contains chapters directly concerned with refined asymptotic methods. In addition, there are chapters focusing on new asymptotic results; the exploration through simulation of the small sample behaviour of estimators and tests in panel data models; and improvements in methodology. With contributions from leading econometricians, this collection will be essential reading for researchers and graduate students concerned with the use of asymptotic methods in econometric analysis.
Download or read book Applied Econometric Analysis Using Cross Section and Panel Data written by Deep Mukherjee and published by Springer Nature. This book was released on 2024-01-03 with total page 625 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is a collection of 20 chapters on chosen topics from cross-section and panel data econometrics. It explores both theoretical and practical aspects of selected cutting-edge techniques which are gaining popularity among applied econometricians, while following the motto of “keeping things simple”. Each chapter gives a basic introduction to one such method, directs readers to supplementary references, and shows an application. The book takes into account that—A: The field of econometrics is evolving very fast and leading textbooks are trying to cover some of the recent developments in revised editions. This book offers basic introduction to state-of-the-art techniques and recent advances in econometric models with detailed applications from various developing and developed countries. B: An applied researcher or practitioner may prefer reference books with a simple introduction to an advanced econometric method or model with no theorems but with a longer discussion on empirical application. Thus, an applied econometrics textbook covering these cutting-edge methods is highly warranted; a void this book attempts to fills.The book does not aim at providing a comprehensive coverage of econometric methods. The 20 chapters in this book represent only a sample of the important topics in modern econometrics, with special focus on econometrics of cross-section and panel data, while also recognizing that it is not possible to accommodate all types of models and methods even in these two categories. The book is unique as authors have also provided the theoretical background (if any) and brief literature review behind the empirical applications. It is a must-have resource for students and practitioners of modern econometrics.
Download or read book Micro Econometrics written by Myoung-jae Lee and published by Springer Science & Business Media. This book was released on 2009-09-28 with total page 789 pages. Available in PDF, EPUB and Kindle. Book excerpt: Up-to-date coverage of most micro-econometric topics; first half parametric, second half semi- (non-) parametric Many empirical examples and tips in applying econometric theories to data Essential ideas and steps shown for most estimators and tests; well-suited for both applied and theoretical readers
Download or read book Time Series and Panel Data Econometrics written by M. Hashem Pesaran and published by Oxford University Press. This book was released on 2015-10-01 with total page 1443 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is concerned with recent developments in time series and panel data techniques for the analysis of macroeconomic and financial data. It provides a rigorous, nevertheless user-friendly, account of the time series techniques dealing with univariate and multivariate time series models, as well as panel data models. It is distinct from other time series texts in the sense that it also covers panel data models and attempts at a more coherent integration of time series, multivariate analysis, and panel data models. It builds on the author's extensive research in the areas of time series and panel data analysis and covers a wide variety of topics in one volume. Different parts of the book can be used as teaching material for a variety of courses in econometrics. It can also be used as reference manual. It begins with an overview of basic econometric and statistical techniques, and provides an account of stochastic processes, univariate and multivariate time series, tests for unit roots, cointegration, impulse response analysis, autoregressive conditional heteroskedasticity models, simultaneous equation models, vector autoregressions, causality, forecasting, multivariate volatility models, panel data models, aggregation and global vector autoregressive models (GVAR). The techniques are illustrated using Microfit 5 (Pesaran and Pesaran, 2009, OUP) with applications to real output, inflation, interest rates, exchange rates, and stock prices.
Download or read book The Oxford Handbook of Panel Data written by Badi Hani Baltagi and published by . This book was released on 2015 with total page 705 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Oxford Handbook of Panel Data examines new developments in the theory and applications of panel data. It includes basic topics like non-stationary panels, co-integration in panels, multifactor panel models, panel unit roots, measurement error in panels, incidental parameters and dynamic panels, spatial panels, nonparametric panel data, random coefficients, treatment effects, sample selection, count panel data, limited dependent variable panel models, unbalanced panel models with interactive effects and influential observations in panel data. Contributors to the Handbook explore applications of panel data to a wide range of topics in economics, including health, labor, marketing, trade, productivity, and macro applications in panels. This Handbook is an informative and comprehensive guide for both those who are relatively new to the field and for those wishing to extend their knowledge to the frontier. It is a trusted and definitive source on panel data, having been edited by Professor Badi Baltagi-widely recognized as one of the foremost econometricians in the area of panel data econometrics. Professor Baltagi has successfully recruited an all-star cast of experts for each of the well-chosen topics in the Handbook.
Download or read book Applied Econometrics written by Chia-Lin Chang and published by MDPI. This book was released on 2019-05-13 with total page 222 pages. Available in PDF, EPUB and Kindle. Book excerpt: Although the theme of the monograph is primarily related to “Applied Econometrics”, there are several theoretical contributions that are associated with empirical examples, or directions in which the novel theoretical ideas might be applied. The monograph is associated with significant and novel contributions in theoretical and applied econometrics; economics; theoretical and applied financial econometrics; quantitative finance; risk; financial modeling; portfolio management; optimal hedging strategies; theoretical and applied statistics; applied time series analysis; forecasting; applied mathematics; energy economics; energy finance; tourism research; tourism finance; agricultural economics; informatics; data mining; bibliometrics; and international rankings of journals and academics.
Download or read book Nonparametric and Semiparametric Methods in Econometrics and Statistics written by William A. Barnett and published by Cambridge University Press. This book was released on 1991-06-28 with total page 512 pages. Available in PDF, EPUB and Kindle. Book excerpt: Papers from a 1988 symposium on the estimation and testing of models that impose relatively weak restrictions on the stochastic behaviour of data.
Download or read book D scoring Method of Measurement written by Dimiter Dimitrov and published by Taylor & Francis. This book was released on 2023-07-18 with total page 149 pages. Available in PDF, EPUB and Kindle. Book excerpt: D-scoring Method of Measurement presents a unified framework of classical and latent measurement referred to as D-scoring method of measurement (DSM). Provided are detailed descriptions of DSM procedures and illustrative examples of how to apply the DSM in various scenarios of measurement. The DSM is designed to combine merits of the traditional CTT and IRT for the purpose of transparency, ease of interpretations, computational simplicity of test scoring and scaling, and practical efficiency, particularly in large-scale assessments. Through detailed descriptions of DSM procedures, this book shows how practical applications of such procedures are facilitated by the inclusion of operationalized guidance for their execution using the computer program DELTA for DSM-based scoring, equating, and item analysis of test data. In doing so, the book shows how DSM procedures can be readily translated into computer source codes for other popular software packages such as R. D-scoring Method of Measurement equips researchers and practitioners in the field of educational and psychological measurement with a comprehensive understanding of the DSM as a unified framework of classical and latent scoring, equating, and psychometric analysis.
Download or read book Essays in Honor of M Hashem Pesaran written by Alexander Chudik and published by Emerald Group Publishing. This book was released on 2022-01-18 with total page 320 pages. Available in PDF, EPUB and Kindle. Book excerpt: The collection of chapters in Volume 43 Part B of Advances in Econometrics serves as a tribute to one of the most innovative, influential, and productive econometricians of his generation, Professor M. Hashem Pesaran.
Download or read book Progress in Pattern Recognition Image Analysis Computer Vision and Applications written by Alvaro Pardo and published by Springer. This book was released on 2015-10-24 with total page 795 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book constitutes the refereed proceedings of the 20th Iberoamerican Congress on Pattern Recognition, CIARP 2015, held in Montevideo, Uruguay, in November 2015. The 95 papers presented were carefully reviewed and selected from 185 submissions. The papers are organized in topical sections on applications on pattern recognition; biometrics; computer vision; gesture recognition; image classification and retrieval; image coding, processing and analysis; segmentation, analysis of shape and texture; signals analysis and processing; theory of pattern recognition; video analysis, segmentation and tracking.
Download or read book Philosophy of Economics written by Uskali Mäki and published by Elsevier. This book was released on 2012-06-12 with total page 929 pages. Available in PDF, EPUB and Kindle. Book excerpt: Part of the Handbook of the Philosophy of Science Series edited by: Dov M. Gabbay King's College, London, UK; Paul Thagard University of Waterloo, Canada; and John Woods University of British Columbia, Canada. Philosophy of Economics investigates the foundational concepts and methods of economics, the social science that analyzes the production, distribution and consumption of goods and services. This groundbreaking collection, the most thorough treatment of the philosophy of economics ever published, brings together philosophers, scientists and historians to map out the central topics in the field. The articles are divided into two groups. Chapters in the first group deal with various philosophical issues characteristic of economics in general, including realism and Lakatos, explanation and testing, modeling and mathematics, political ideology and feminist epistemology. Chapters in the second group discuss particular methods, theories and branches of economics, including forecasting and measurement, econometrics and experimentation, rational choice and agency issues, game theory and social choice, behavioral economics and public choice, geographical economics and evolutionary economics, and finally the economics of scientific knowledge. This volume serves as a detailed introduction for those new to the field as well as a rich source of new insights and potential research agendas for those already engaged with the philosophy of economics. Provides a bridge between philosophy and current scientific findings Encourages multi-disciplinary dialogue Covers theory and applications
Download or read book Econometric Estimation written by J. C. R. Rowley and published by Weidenfeld & Nicolson. This book was released on 1973 with total page 252 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Statistics written by Karim M. Abadir and published by Cambridge University Press. This book was released on 2018-11-08 with total page 793 pages. Available in PDF, EPUB and Kindle. Book excerpt: Serves as a bridge between elementary and specialized statistics, with exercises that are fully solved and systematically built up.
Download or read book Handbook of Frontier Markets written by Panagiotis Andrikopoulos and published by Academic Press. This book was released on 2016-08-05 with total page 306 pages. Available in PDF, EPUB and Kindle. Book excerpt: Handbook of Frontier Markets: The European and African Evidence provides novel insights from academic perspectives about the behavior of investors and prices in several frontier markets. It explores finance issues usually reserved for developed and emerging markets in order to gauge whether these issues are relevant and how they manifest themselves in frontier markets. Frontier markets have now become a popular investment class among institutional investors internationally, with major financial services providers establishing index-benchmarks for this market-category. The anticipation for frontier markets is optimistic uncertainty, and many people believe that, given their growth rates, these markets will be economic success stories. Irrespective of their degrees of success, The Handbook of Frontier Markets can help ensure that the increasing international investment diverted to them will aid in their greater integration within the global financial system. - Presents topics in the context of frontier markets and uses tests based on established methodologies from finance research - Draws from authors who are established university academics - Pays particular attention to financial institutions and applications of financial risk models - Explores finance issues usually reserved for developed and emerging markets in order to gauge whether these issues are relevant and how they manifest themselves in frontier markets
Download or read book The Econometrics of Panel Data written by Lászlo Mátyás and published by Springer Science & Business Media. This book was released on 2008-04-06 with total page 966 pages. Available in PDF, EPUB and Kindle. Book excerpt: This restructured, updated Third Edition provides a general overview of the econometrics of panel data, from both theoretical and applied viewpoints. Readers discover how econometric tools are used to study organizational and household behaviors as well as other macroeconomic phenomena such as economic growth. The book contains sixteen entirely new chapters; all other chapters have been revised to account for recent developments. With contributions from well known specialists in the field, this handbook is a standard reference for all those involved in the use of panel data in econometrics.
Download or read book Australia s Economy in Its International Context Volume 2 1956 2012 written by Kym Anderson and published by University of Adelaide Press. This book was released on 2012 with total page 711 pages. Available in PDF, EPUB and Kindle. Book excerpt: This two-volume collection brings together the first 56 Joseph Fisher Lectures in economics and commerce, presented at the Adelaide University every other year since 1904. Funds for the Lectures, together with a medal for the top accounting student each year, were kindly provided by a £1,000 endowment to the University by the prominent Adelaide businessman Joseph Fisher in 1903. The Lectures address a wide range of Australian economic issues, in addition to some international economic issues of national significance. They have stood the test of time extremely well, while also providing a reminder of the events and concerns that were prominent at different times during the past century.
Download or read book The Oxford Handbook of Hedge Funds written by Douglas Cumming and published by Oxford University Press. This book was released on 2021-10-26 with total page 560 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Oxford Handbook of Hedge Funds provides a comprehensive overview of the hedge fund industry from a global perspective, bringing together insights from theoretical and applied research. The book seeks to both introduce the industry and what it does to scholars and practitioners new to the area, and to provide more advanced insights to those with extensive expertise in the area. The handbook explains the main context in which hedge funds operate, how the raise capital, and their structure and governance. It evaluates the main factors that have affected the operation of hedge funds, including competition from mutual funds, the market environment, and financial regulation, explains key concepts such as hedge fund flows, and core issues of practice, such as hedge fund manager fees. This volume provides insights into the principle head fund strategies and how these have changed over the years. The behavioural dimensions of hedge fund behaviour are evaluated, as are fintech's consequences. The volume evaluates the effects of hedge funds on the firms they invest in, in terms of internal governance, strategy and practice. Furthermore, it explores a range of ethical issues around the operation of hedge funds, how they fit within the wider political economy, and changes in hedge fund regulation and taxation strategies.
