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Author: Jennifer Castle
Publisher: Oxford University Press
Published: 2009-04-30
Total Pages: 464
ISBN-13: 0199237190
DOWNLOAD EBOOK →Building upon, and celebrating the work of David Hendry, this volume consists of a number of specially commissioned pieces from some of the leading econometricians in the world. It reflects on the recent advances in econometrics and considers the future progress for the methodology of econometrics.
Author: United States. Congress. Senate. Committee on the Judiciary
Publisher:
Published: 1981
Total Pages: 696
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DOWNLOAD EBOOK →Author: United States. Congress. Senate. Committee on the Judiciary
Publisher:
Published: 1979
Total Pages: 696
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DOWNLOAD EBOOK →Author: David F. Hendry
Publisher: MIT Press
Published: 2014-07-04
Total Pages: 387
ISBN-13: 0262324423
DOWNLOAD EBOOK →A synthesis of the authors' groundbreaking econometric research on automatic model selection, which uses powerful computational algorithms and theory evaluation. Economic models of empirical phenomena are developed for a variety of reasons, the most obvious of which is the numerical characterization of available evidence, in a suitably parsimonious form. Another is to test a theory, or evaluate it against the evidence; still another is to forecast future outcomes. Building such models involves a multitude of decisions, and the large number of features that need to be taken into account can overwhelm the researcher. Automatic model selection, which draws on recent advances in computation and search algorithms, can create, and then empirically investigate, a vastly wider range of possibilities than even the greatest expert. In this book, leading econometricians David Hendry and Jurgen Doornik report on their several decades of innovative research on automatic model selection. After introducing the principles of empirical model discovery and the role of model selection, Hendry and Doornik outline the stages of developing a viable model of a complicated evolving process. They discuss the discovery stages in detail, considering both the theory of model selection and the performance of several algorithms. They describe extensions to tackling outliers and multiple breaks, leading to the general case of more candidate variables than observations. Finally, they briefly consider selecting models specifically for forecasting.
Author: John B. Guerard Jr.
Publisher: Springer Nature
Published: 2022-08-01
Total Pages: 666
ISBN-13: 3030872696
DOWNLOAD EBOOK →This textbook presents a comprehensive treatment of the legal arrangement of the corporation, the instruments and institutions through which capital can be raised, the management of the flow of funds through the individual firm, and the methods of dividing the risks and returns among the various contributors of funds. Now in its third edition, the book covers a wide range of topics in corporate finance, from time series modeling and regression analysis to multi-factor risk models and the Capital Asset Pricing Model. Guerard, Gultekin and Saxena build significantly on the first edition of the text, but retain the core chapters on cornerstone topics such as mergers and acquisitions, regulatory environments, bankruptcy and various other foundational concepts of corporate finance. New to the third edition are examinations of APT portfolio selection and time series modeling and forecasting through SAS, SCA and OxMetrics programming, FactSet fundamental data templates. This is intended to be a graduate-level textbook, and could be used as a primary text in upper level MBA and Financial Engineering courses, as well as a supplementary text for graduate courses in financial data analysis and financial investments.
Author: Fakhri J. Hasanov
Publisher: Springer Nature
Published: 2023-01-01
Total Pages: 176
ISBN-13: 3031122755
DOWNLOAD EBOOK →This Open Access Brief presents the KAPSARC Global Energy Macroeconometric Model (KGEMM). KGEMM is a policy analysis tool for examining the impacts of domestic policy measures and global economic and energy shocks on the Kingdom of Saudi Arabia. The model has eight blocks (real sector, fiscal, monetary, external sector, price, labor and wages, energy, population, and age cohorts) that interact with each other to represent the Kingdom’s macroeconomy and energy linkages. It captures New Keynesian demand-side features anchored to medium-run equilibrium and long-run aggregate supply. It applies a cointegration and equilibrium correction modeling (ECM) methodology to time series data to estimate the model’s behavioral equations in the framework of Autometrics, a general-to-specific econometric modeling strategy. Hence, the model combines ‘theory-driven’ approach with ‘data-driven’ approach. The Brief begins with an introduction to the theoretical framework of the model and the KGEMM methodology and then walks the reader through the structure of the model and its behavioral equations. The book closes with simulations showing the application of the model. Providing a detailed introduction to a cutting-edge, robust predictive model, this Brief will be of great use to researchers and policymakers interested in macroeconomics, energy economics, econometrics, and more specifically, the economy of Saudi Arabia.
Author: T. Allen
Publisher: Elsevier
Published: 2003-12-09
Total Pages: 682
ISBN-13: 0080539327
DOWNLOAD EBOOK →Powder technology is a rapidly expanding technology and nowhere more than in particle characterization. There has been an explosion of new particle measuring techniques in the past ten year particularly in the field of on-line measurement. One of the main aims of this book is to bring the reader up-to-date with current practices. One important area of interest is the improvements in on-line light scattering instruments and the introduction of ultrasonic on-line devices. Another is the introduction of on-line microscopy, which permits shape analysis in conjunction with particle sizing. Schools of powder technology are common in Europe and Japan but the importance of this subject has only recently been recognised in America with the emergence of the Particle Research Centre (PERC) at the University of Florida in Gainsville. - Details all the latest developments in powder technology - Written by established authority on powder technology - A comprehensive text covering all aspects of powder technology and handling of particulate solids including characterization, handling and applications
Author: United States. Congress. Senate. Special Committee to Investigate Whitewater Development Corporation and Related Matters
Publisher:
Published: 1997
Total Pages: 1514
ISBN-13:
DOWNLOAD EBOOK →Author: Phoebus Dhrymes
Publisher: Springer
Published: 2017-11-21
Total Pages: 626
ISBN-13: 3319659162
DOWNLOAD EBOOK →This book provides a rigorous introduction to the principles of econometrics and gives students and practitioners the tools they need to effectively and accurately analyze real data. Thoroughly updated to address the developments in the field that have occurred since the original publication of this classic text, the second edition has been expanded to include two chapters on time series analysis and one on nonparametric methods. Discussions on covariance (including GMM), partial identification, and empirical likelihood have also been added. The selection of topics and the level of discourse give sufficient variety so that the book can serve as the basis for several types of courses. This book is intended for upper undergraduate and first year graduate courses in economics and statistics and also has applications in mathematics and some social sciences where a reasonable knowledge of matrix algebra and probability theory is common. It is also ideally suited for practicing professionals who want to deepen their understanding of the methods they employ. Also available for the new edition is a solutions manual, containing answers to the end-of-chapter exercises.
Author:
Publisher: International Transaction Journal of Engineering, Management, & Applied Sciences & Technologies
Published:
Total Pages:
ISBN-13:
DOWNLOAD EBOOK →International Transaction Journal of Engineering, Management, & Applied Sciences & Technologies publishes a wide spectrum of research and technical articles as well as reviews, experiments, experiences, modelings, simulations, designs, and innovations from engineering, sciences, life sciences, and related disciplines as well as interdisciplinary/cross-disciplinary/multidisciplinary subjects. Original work is required. Article submitted must not be under consideration of other publishers for publications.
