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| Author | : Sabine Weidauer |
| Publisher | : |
| Total Pages | : 197 |
| Release | : 2011 |
| Genre | : |
| ISBN | : |
| Author | : Kao Chihwa |
| Publisher | : World Scientific |
| Total Pages | : 180 |
| Release | : 2019-04-10 |
| Genre | : Business & Economics |
| ISBN | : 9811200173 |
In many applications of econometrics and economics, a large proportion of the questions of interest are identification. An economist may be interested in uncovering the true signal when the data could be very noisy, such as time-series spurious regression and weak instruments problems, to name a few. In this book, High-Dimensional Econometrics and Identification, we illustrate the true signal and, hence, identification can be recovered even with noisy data in high-dimensional data, e.g., large panels. High-dimensional data in econometrics is the rule rather than the exception. One of the tools to analyze large, high-dimensional data is the panel data model.High-Dimensional Econometrics and Identification grew out of research work on the identification and high-dimensional econometrics that we have collaborated on over the years, and it aims to provide an up-todate presentation of the issues of identification and high-dimensional econometrics, as well as insights into the use of these results in empirical studies. This book is designed for high-level graduate courses in econometrics and statistics, as well as used as a reference for researchers.
| Author | : Donald W. K. Andrews |
| Publisher | : Cambridge University Press |
| Total Pages | : 589 |
| Release | : 2005-07-04 |
| Genre | : Business & Economics |
| ISBN | : 1139444603 |
This 2005 volume contains the papers presented in honor of the lifelong achievements of Thomas J. Rothenberg on the occasion of his retirement. The authors of the chapters include many of the leading econometricians of our day, and the chapters address topics of current research significance in econometric theory. The chapters cover four themes: identification and efficient estimation in econometrics, asymptotic approximations to the distributions of econometric estimators and tests, inference involving potentially nonstationary time series, such as processes that might have a unit autoregressive root, and nonparametric and semiparametric inference. Several of the chapters provide overviews and treatments of basic conceptual issues, while others advance our understanding of the properties of existing econometric procedures and/or propose others. Specific topics include identification in nonlinear models, inference with weak instruments, tests for nonstationary in time series and panel data, generalized empirical likelihood estimation, and the bootstrap.
| Author | : Stanford University. Applied Mathematics and Statistics Laboratory |
| Publisher | : |
| Total Pages | : 16 |
| Release | : 1961 |
| Genre | : |
| ISBN | : |
| Author | : Bo Jonsson |
| Publisher | : |
| Total Pages | : 7 |
| Release | : 1994 |
| Genre | : |
| ISBN | : |
| Author | : Haim Y. Bleikh |
| Publisher | : CRC Press |
| Total Pages | : 148 |
| Release | : 2016-02-24 |
| Genre | : Business & Economics |
| ISBN | : 1317010175 |
In Time Series Analysis and Adjustment the authors explain how the last four decades have brought dramatic changes in the way researchers analyze economic and financial data on behalf of economic and financial institutions and provide statistics to whomsoever requires them. Such analysis has long involved what is known as econometrics, but time series analysis is a different approach driven more by data than economic theory and focused on modelling. An understanding of time series and the application and understanding of related time series adjustment procedures is essential in areas such as risk management, business cycle analysis, and forecasting. Dealing with economic data involves grappling with things like varying numbers of working and trading days in different months and movable national holidays. Special attention has to be given to such things. However, the main problem in time series analysis is randomness. In real-life, data patterns are usually unclear, and the challenge is to uncover hidden patterns in the data and then to generate accurate forecasts. The case studies in this book demonstrate that time series adjustment methods can be efficaciously applied and utilized, for both analysis and forecasting, but they must be used in the context of reasoned statistical and economic judgment. The authors believe this is the first published study to really deal with this issue of context.
| Author | : Thomas B. Fomby |
| Publisher | : JAI Press(NY) |
| Total Pages | : 376 |
| Release | : 1990 |
| Genre | : Business & Economics |
| ISBN | : |
| Author | : Ambar Nath Ghosh |
| Publisher | : Springer |
| Total Pages | : 545 |
| Release | : 2014-07-08 |
| Genre | : Business & Economics |
| ISBN | : 8132216504 |
The book’s 30 chapters are divided into three sections – international trade, economic development, macroeconomics and finance – and focus on the frontier issues in each. Section I addresses analytical issues relating to trade-environment linkage, capital accumulation for pollution abatement, possibility of technology diffusion by multinational corporations, nature of innovation inducing tariff protection, effects of import restriction and child labour, the links between exchange rate, direction of trade and financial crisis—the implications for India and global economic crisis, financial institutions and global capital flows and balance of payments imbalances. Section II consists of discussions on the causes of widespread poverty persisting in South Asia, development dividend associated with peace in South Asia, issues of well-being and human development, implications for endogenous growth through human capital accumulation on environmental quality and taxation, the rationale for a labour supply schedule for the poor, switching as an investment strategy, the role of government and strategic interaction in the presence of information asymmetry, government’s role in controlling food inflation, inter-state variations in levels and growth of industry in India, structural breaks in India’s service sector development, and the phenomenon of wasted votes in India’s parliamentary elections. Section III deals with the effectiveness of monetary policy in tackling economic crisis, the effective demand model of corporate leverages and recession, the empirical link between stock market development and economic growth in cross-country experience in Asia, an empirical verification of the Mckinnon-Shaw hypothesis for financial development in India, the dynamics of the behaviour of the Indian stock market, efficiency of non-life insurance companies, econometric study of the causal linkage between FDI and current account balance in India and the implications of contagious crises for the Indian economy.
| Author | : |
| Publisher | : |
| Total Pages | : 528 |
| Release | : 1987 |
| Genre | : Agriculture |
| ISBN | : |
| Author | : Jaromír Antoch |
| Publisher | : Springer |
| Total Pages | : 214 |
| Release | : 2017-01-24 |
| Genre | : Mathematics |
| ISBN | : 3319513133 |
This volume collects authoritative contributions on analytical methods and mathematical statistics. The methods presented include resampling techniques; the minimization of divergence; estimation theory and regression, eventually under shape or other constraints or long memory; and iterative approximations when the optimal solution is difficult to achieve. It also investigates probability distributions with respect to their stability, heavy-tailness, Fisher information and other aspects, both asymptotically and non-asymptotically. The book not only presents the latest mathematical and statistical methods and their extensions, but also offers solutions to real-world problems including option pricing. The selected, peer-reviewed contributions were originally presented at the workshop on Analytical Methods in Statistics, AMISTAT 2015, held in Prague, Czech Republic, November 10-13, 2015.
