Advances in Econometrics and Modelling

Advances in Econometrics and Modelling PDF

Author: B. Raj

Publisher: Springer Science & Business Media

Published: 2013-03-09

Total Pages: 207

ISBN-13: 9401578192

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During 1985-86, the acquisition editor for the humanities and social sciences division of Kluwer Academic Publishers in the Netherlands visited the University of Horida (where I was also visiting while on sabbatical leave from Wilfrid Laurier University as the McKethan-Matherly Senior Research Fellow) to discuss publishing plans of the faculty. He expressed a keen interest in publishing the proceedings of the conference of the Canadian Econometric Study Group (CESG) that was to be held the following year at WLU. This volume is the end product of his interest, endurance, and persistence. But for his persistence I would have given up on th~ project Most of the papers (though not all) included in this volume are based on presentations at CESG conferences. In some cases scholars were invited to contribute to this volume where their research complimented those presented at these conferences even though they were not conference participants. Since papers selected for presentation at the CESG conferences are generally the finished product of scholarly research and often under submission to refereed journals, it was not possible to publish the conference proceedings in their entirety. Accordingly it was decided, in consultation with the publisher, to invite a select list of authors to submit significant extensions of the papers they presented at the CESG conferences for inclusion in this volume. The editor wishes to express gratitude to all those authors who submitted their papers for evaluation by anonymous referees and for making revisions to conform to our editorial process.

Structural Econometric Models

Structural Econometric Models PDF

Author: Eugene Choo

Publisher: Emerald Group Publishing

Published: 2013-12-18

Total Pages: 350

ISBN-13: 1783500530

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This volume focuses on recent developments in the use of structural econometric models in empirical economics. The first part looks at recent developments in the estimation of dynamic discrete choice models. The second part looks at recent advances in the area empirical matching models.

Modelling and Evaluating Treatment Effects in Econometrics

Modelling and Evaluating Treatment Effects in Econometrics PDF

Author: Dann Millimet

Publisher: Emerald Group Publishing

Published: 2008-02-21

Total Pages: 446

ISBN-13: 1849505233

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The estimation of the effects of treatments endogenous variables representing everything from individual participation in a training program to national participation in a World Bank loan program has occupied much of the theoretical and applied econometric research literatures. This volume presents a collection of papers on this topic.

Advanced Econometrics

Advanced Econometrics PDF

Author: Takeshi Amemiya

Publisher: Harvard University Press

Published: 1985

Total Pages: 540

ISBN-13: 9780674005600

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The main features of this text are a thorough treatment of cross-section models—including qualitative response models, censored and truncated regression models, and Markov and duration models—and a rigorous presentation of large sample theory, classical least-squares and generalized least-squares theory, and nonlinear simultaneous equation models.

DSGE Models in Macroeconomics

DSGE Models in Macroeconomics PDF

Author: Nathan Balke

Publisher: Emerald Group Publishing

Published: 2012-11-29

Total Pages: 467

ISBN-13: 1781903069

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This volume of Advances in Econometrics contains articles that examine key topics in the modeling and estimation of dynamic stochastic general equilibrium (DSGE) models. Because DSGE models combine micro- and macroeconomic theory with formal econometric modeling and inference, over the past decade they have become an established framework for analy

Advances in Spatial Econometrics

Advances in Spatial Econometrics PDF

Author: Luc Anselin

Publisher: Springer Science & Business Media

Published: 2013-03-09

Total Pages: 516

ISBN-13: 3662056178

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World-renowned experts in spatial statistics and spatial econometrics present the latest advances in specification and estimation of spatial econometric models. This includes information on the development of tools and software, and various applications. The text introduces new tests and estimators for spatial regression models, including discrete choice and simultaneous equation models. The performance of techniques is demonstrated through simulation results and a wide array of applications related to economic growth, international trade, knowledge externalities, population-employment dynamics, urban crime, land use, and environmental issues. An exciting new text for academics with a theoretical interest in spatial statistics and econometrics, and for practitioners looking for modern and up-to-date techniques.

Financial Econometrics

Financial Econometrics PDF

Author: Svetlozar T. Rachev

Publisher: John Wiley & Sons

Published: 2007-03-22

Total Pages: 560

ISBN-13: 0470121521

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A comprehensive guide to financial econometrics Financial econometrics is a quest for models that describe financial time series such as prices, returns, interest rates, and exchange rates. In Financial Econometrics, readers will be introduced to this growing discipline and the concepts and theories associated with it, including background material on probability theory and statistics. The experienced author team uses real-world data where possible and brings in the results of published research provided by investment banking firms and journals. Financial Econometrics clearly explains the techniques presented and provides illustrative examples for the topics discussed. Svetlozar T. Rachev, PhD (Karlsruhe, Germany) is currently Chair-Professor at the University of Karlsruhe. Stefan Mittnik, PhD (Munich, Germany) is Professor of Financial Econometrics at the University of Munich. Frank J. Fabozzi, PhD, CFA, CFP (New Hope, PA) is an adjunct professor of Finance at Yale University’s School of Management. Sergio M. Focardi (Paris, France) is a founding partner of the Paris-based consulting firm The Intertek Group. Teo Jasic, PhD, (Frankfurt, Germany) is a senior manager with a leading international management consultancy firm in Frankfurt.

Advances in Economics and Econometrics

Advances in Economics and Econometrics PDF

Author: Econometric Society. World Congress

Publisher: Cambridge University Press

Published: 2013-05-27

Total Pages: 511

ISBN-13: 1107016045

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The first volume of edited papers from the Tenth World Congress of the Econometric Society 2010.

Dynamic Factor Models

Dynamic Factor Models PDF

Author:

Publisher: Emerald Group Publishing

Published: 2016-01-08

Total Pages: 688

ISBN-13: 1785603523

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This volume explores dynamic factor model specification, asymptotic and finite-sample behavior of parameter estimators, identification, frequentist and Bayesian estimation of the corresponding state space models, and applications.

Advances in Contemporary Statistics and Econometrics

Advances in Contemporary Statistics and Econometrics PDF

Author: Abdelaati Daouia

Publisher: Springer Nature

Published: 2021-06-14

Total Pages: 713

ISBN-13: 3030732495

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This book presents a unique collection of contributions on modern topics in statistics and econometrics, written by leading experts in the respective disciplines and their intersections. It addresses nonparametric statistics and econometrics, quantiles and expectiles, and advanced methods for complex data, including spatial and compositional data, as well as tools for empirical studies in economics and the social sciences. The book was written in honor of Christine Thomas-Agnan on the occasion of her 65th birthday. Given its scope, it will appeal to researchers and PhD students in statistics and econometrics alike who are interested in the latest developments in their field.