New Developments in Time Series Econometrics, Jean-Marie Dufour; Baldev Raj
Автор: Hamilton, James Название: Time Series Analysis ISBN: 0691042896 ISBN-13(EAN): 9780691042893 Издательство: Wiley Рейтинг: Цена: 11088.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: A graduate-level text which describes the recent dramatic changes that have taken place in the way that researchers analyze economic and financial time series. It explores such important innovations as vector regression, nonlinear time series models and the generalized methods of moments.
Автор: Thomas Url; Andreas W?rg?tter Название: Econometrics of Short and Unreliable Time Series ISBN: 3642997848 ISBN-13(EAN): 9783642997846 Издательство: Springer Рейтинг: Цена: 12196.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The disappearance of central planned economies left politicians, researchers, consultants, and academics with an interest in economies in transition in vagueness about the actual state of the economy and its short and medium term prospects.
Автор: Michael D. Intriligator Название: Handbook of Econometrics,3 ISBN: 0444861874 ISBN-13(EAN): 9780444861870 Издательство: Elsevier Science Рейтинг: Цена: 19201.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: R. M. Hare, one of the most widely discussed of today`s moral philosophers, here presents his most important essays on religion and education, in which he brings together the theoretical and the practical. The main themes of the book are the relations between religion and morality and the question how children can be educated to think for themselves, freely but rationally, about moral questions.
Автор: Z. Griliches Название: Handbook of Econometrics,2 ISBN: 0444861866 ISBN-13(EAN): 9780444861863 Издательство: Elsevier Science Рейтинг: Цена: 19201.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Examines models, estimation theory, data analysis and field applications in econometrics. This work is suitable for professional use by economists, econometricians, statisticians, and in advanced graduate econometrics courses.
Автор: M.D. Intriligator Название: Handbook of Econometrics,1 ISBN: 0444861858 ISBN-13(EAN): 9780444861856 Издательство: Elsevier Science Рейтинг: Цена: 19201.00 р. Наличие на складе: Нет в наличии.
Описание: Examines models, estimation theory, data analysis and field applications in econometrics. This work is suitable for professional use by economists, econometricians, statisticians, and in advanced graduate econometrics courses.
Автор: Anatolyev, Stanislav Gospodinov, Nikolay Название: Methods for estimation and inference in modern econometrics ISBN: 1439838240 ISBN-13(EAN): 9781439838242 Издательство: Taylor&Francis Рейтинг: Цена: 16078.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
Methods for Estimation and Inference in Modern Econometrics provides a comprehensive introduction to a wide range of emerging topics, such as generalized empirical likelihood estimation and alternative asymptotics under drifting parameterizations, which have not been discussed in detail outside of highly technical research papers. The book also addresses several problems often arising in the analysis of economic data, including weak identification, model misspecification, and possible nonstationarity. The book's appendix provides a review of some basic concepts and results from linear algebra, probability theory, and statistics that are used throughout the book.
Topics covered include:
Well-established nonparametric and parametric approaches to estimation and conventional (asymptotic and bootstrap) frameworks for statistical inference
Estimation of models based on moment restrictions implied by economic theory, including various method-of-moments estimators for unconditional and conditional moment restriction models, and asymptotic theory for correctly specified and misspecified models
Non-conventional asymptotic tools that lead to improved finite sample inference, such as higher-order asymptotic analysis that allows for more accurate approximations via various asymptotic expansions, and asymptotic approximations based on drifting parameter sequences
Offering a unified approach to studying econometric problems, Methods for Estimation and Inference in Modern Econometrics links most of the existing estimation and inference methods in a general framework to help readers synthesize all aspects of modern econometric theory. Various theoretical exercises and suggested solutions are included to facilitate understanding.
Автор: Ait-Sahalia Yacine Название: High-Frequency Financial Econometrics ISBN: 0691161437 ISBN-13(EAN): 9780691161433 Издательство: Wiley Рейтинг: Цена: 9187.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: High-frequency trading is an algorithm-based computerized trading practice that allows firms to trade stocks in milliseconds. This book introduces readers to these emerging methods and tools of analysis.
Автор: G. Gandolfo Название: Continuous-Time Econometrics ISBN: 0412450208 ISBN-13(EAN): 9780412450204 Издательство: Springer Рейтинг: Цена: 29272.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: A body of theory has been built up to show that continuous time estimation is not only possible but has serious practical applications. This collection of essays seeks to provide the latest developments as well as examples to show how it is possible to implement the theory in real situations.
Автор: G. Gandolfo Название: Continuous-Time Econometrics ISBN: 9401046735 ISBN-13(EAN): 9789401046732 Издательство: Springer Рейтинг: Цена: 24392.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Continuous-time econometrics is no longer an esoteric subject although most still regard it as such, so much so that it is hardly mentioned in standard textbooks on econometrics.
Автор: Ruey Tsay Название: Analysis of Financial Time Series ISBN: 0470414359 ISBN-13(EAN): 9780470414354 Издательство: Wiley Рейтинг: Цена: 19792.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Analysis of Financial Time Series, Third Edition provides a broad, mature, and systematic introduction to current financial econometric models and their applications to modeling and prediction of financial time series data. It utilizes real-world examples and real financial data throughout the book to apply the models and methods described.
An examination of the role of theory in applied econometrics.
Econometrics is a study of good and bad ways to measure economic relations. In this book, Bernt Stigum considers the role that economic theory ought to play in such measurements and proposes a formal science of economics that provides the means to solve the measurement problems faced by econometric researchers. After describing the salient parts of a formal science of economics, Stigum compares its methods with the methods of contemporary applied econometrics. His goal is to develop a basis for meaningful discussion of the best way to incorporate economic theory in empirical analysis.
Stigum conceives two scenarios for research in applied econometrics: contemporary econometrics in the tradition of Trygve Haavelmo and the formal theory-data confrontation envisioned by Ragnar Frisch. Stigum presents case studies of economic phenomena, contrasting the empirical analysis prescribed by contemporary applied econometrics with the empirical analysis prescribed by a formal theory-data confrontation. He finds significant and provocative differences. Which are we to believe when the statistical analyses of these two methodologies yield very different descriptions of the behavior characteristics of data variables and inferences about social reality?
Stigum points to three aspects of contemporary econometric methodology that may benefit from serious discussions: the analysis of positively valued time series, a suspect characteristic of qualitative response models, and the search for linearly cointegrated time series. These three aspects are of as much concern to formal econometrics as they are to contemporary econometrics.
Название: Introduction to Spatial Econometrics ISBN: 142006424X ISBN-13(EAN): 9781420064247 Издательство: Taylor&Francis Рейтинг: Цена: 19140.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Presents a variety of regression methods used to analyze spatial data samples that violate the traditional assumption of independence between observations. This title explores a range of alternative topics, including maximum likelihood and Bayesian estimation and applied modeling situations involving different circumstances.
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