Download or read book Journal of Econometrics written by and published by . This book was released on 1993 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: The Journal of Econometrics is designed to serve as an outlet for important new research in both theoretical and applied econometrics. The scope of the Journal includes papers dealing with estimation and other methodological aspects of the application of statistical inference to economic data, as well as papers dealing with the application of econometric techniques to substantive areas of economics. Econometric research in the traditional divisions of the discipline or in the newly developing areas of social experimentation are decidedly within the range of the Journal's interests.

Download or read book General Equilibrium written by W. D. A. Bryant and published by World Scientific. This book was released on 2010 with total page 492 pages. Available in PDF, EPUB and Kindle. Book excerpt: "This book focuses on the foundations of general equilibrium theory, more specifically on the existence, uniqueness, stability, optimality and comparative static properties of equilibrium states. It also explores the question of the empirical relevance of equilibrium states. It highlights a series of 'relationship conditions' which are essential for the existence of equilibrium, but appear in optimality results." -- PUBLISHER WEBSITE.

Download or read book Conference Papers written by Royal Economic Society (Great Britain). Conference and published by . This book was released on 1992 with total page 220 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Journal of Economic Literature written by and published by . This book was released on 1991 with total page 1162 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Assessing Dsge Models with Capital Accumulation and Indeterminacy written by Mr.Vadim Khramov and published by International Monetary Fund. This book was released on 2012-03-01 with total page 36 pages. Available in PDF, EPUB and Kindle. Book excerpt: The simulated results of this paper show that New Keynesian DSGE models with capital accumulation can generate substantial persistencies in the dynamics of the main economic variables, due to the stock nature of capital. Empirical estimates on U.S. data from 1960:I to 2008:I show the response of monetary policy to inflation was almost twice lower than traditionally considered, as capital accumulation creates an additional channel of influence through real interest rates in the production sector. Versions of the model with indeterminacy empirically outperform determinate versions. This paper allows for the reconsideration of previous findings and has significant monetary policy implications.

Download or read book List of Recent Periodical Articles written by Joint Bank-Fund Library and published by . This book was released on 1990-07 with total page 62 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Econometric Analysis of Cross Section and Panel Data second edition written by Jeffrey M. Wooldridge and published by MIT Press. This book was released on 2010-10-01 with total page 1095 pages. Available in PDF, EPUB and Kindle. Book excerpt: The second edition of a comprehensive state-of-the-art graduate level text on microeconometric methods, substantially revised and updated. The second edition of this acclaimed graduate text provides a unified treatment of two methods used in contemporary econometric research, cross section and data panel methods. By focusing on assumptions that can be given behavioral content, the book maintains an appropriate level of rigor while emphasizing intuitive thinking. The analysis covers both linear and nonlinear models, including models with dynamics and/or individual heterogeneity. In addition to general estimation frameworks (particular methods of moments and maximum likelihood), specific linear and nonlinear methods are covered in detail, including probit and logit models and their multivariate, Tobit models, models for count data, censored and missing data schemes, causal (or treatment) effects, and duration analysis. Econometric Analysis of Cross Section and Panel Data was the first graduate econometrics text to focus on microeconomic data structures, allowing assumptions to be separated into population and sampling assumptions. This second edition has been substantially updated and revised. Improvements include a broader class of models for missing data problems; more detailed treatment of cluster problems, an important topic for empirical researchers; expanded discussion of "generalized instrumental variables" (GIV) estimation; new coverage (based on the author's own recent research) of inverse probability weighting; a more complete framework for estimating treatment effects with panel data, and a firmly established link between econometric approaches to nonlinear panel data and the "generalized estimating equation" literature popular in statistics and other fields. New attention is given to explaining when particular econometric methods can be applied; the goal is not only to tell readers what does work, but why certain "obvious" procedures do not. The numerous included exercises, both theoretical and computer-based, allow the reader to extend methods covered in the text and discover new insights.

Download or read book Co movement of major commodity price returns A time series assessment written by de Nicola, Francesca and published by Intl Food Policy Res Inst. This book was released on 2014-06-13 with total page 44 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper provides a comprehensive analysis of the degree of co-movement among the nominal price returns of 11 major energy, agricultural, and food commodities using monthly data between 1970 and 2013. The authors study the extent and the time evolution of unconditional and conditional correlations using a uniform-spacings testing approach, a multivariate dynamic conditional correlation model and a rolling regression procedure.

Download or read book Contents of Recent Economics Journals written by and published by . This book was released on 1991-07-26 with total page 388 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Index of Economic Articles in Journals and Collective Volumes written by American Economic Association and published by . This book was released on 1995 with total page 1300 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book The Impact of Property Rights Structure on Productivity Capital Allocation and Labor Income in Chinese State and Collective Enterprises written by Geng Xiao and published by . This book was released on 1990 with total page 126 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Index of Economic Articles in Journals and Collective Volumes written by and published by . This book was released on 1995 with total page 1418 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Reduced Forms of Rational Expectations Models written by Laurence Broze and published by Psychology Press. This book was released on 2001 with total page 144 pages. Available in PDF, EPUB and Kindle. Book excerpt: A comprehensive exposition of rational expectations models is provided here, working up from simple univariate models to more sophisticated multivariate and non-linear models.

Download or read book Econometric Models For Industrial Organization written by Matthew Shum and published by World Scientific. This book was released on 2016-12-14 with total page 154 pages. Available in PDF, EPUB and Kindle. Book excerpt: Economic Models for Industrial Organization focuses on the specification and estimation of econometric models for research in industrial organization. In recent decades, empirical work in industrial organization has moved towards dynamic and equilibrium models, involving econometric methods which have features distinct from those used in other areas of applied economics. These lecture notes, aimed for a first or second-year PhD course, motivate and explain these econometric methods, starting from simple models and building to models with the complexity observed in typical research papers. The covered topics include discrete-choice demand analysis, models of dynamic behavior and dynamic games, multiple equilibria in entry games and partial identification, and auction models.

Download or read book Statistical Theory and Method Abstracts written by and published by . This book was released on 1999 with total page 786 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book The Transmission of Chinese Medicine written by Elisabeth Hsu and published by Cambridge University Press. This book was released on 1999-11-11 with total page 726 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is one of the first studies of traditional medical education in an Asian country. Conducting extensive fieldwork in Kunming, the capital of Yunnan Province in the People's Republic of China, Elisabeth Hsu became the disciple of, a Qigong master a scholarly private practitioner, who almost wordlessly conveys esoteric knowledge and techniques; attended seminars given by a senior Chinese doctor, an acupuncturist and masseur, who plunges his followers into the study of arcane medical classics, and studied with students at the Yunnan College of Traditional Chinese Medicine, where the standardised knowledge of official Chinese medicine is inculcated. Dr Hsu compares the theories and practices of these different Chinese medical traditions and shows how the same technical terms may take on different meanings in different contexts. This is a fascinating, insider's account of traditional medical practices, which brings out the way in which the context of instruction shapes knowledge.

Download or read book Rational Expectations and Econometric Practice written by Robert E. Lucas and published by U of Minnesota Press. This book was released on 1988 with total page 335 pages. Available in PDF, EPUB and Kindle. Book excerpt: Assumptions about how people form expectations for the future shape the properties of any dynamic economic model. To make economic decisions in an uncertain environment people must forecast such variables as future rates of inflation, tax rates, governme.