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| Author | : Tim Bollerslev |
| Publisher | : |
| Total Pages | : 50 |
| Release | : 1988 |
| Genre | : |
| ISBN | : |
| Author | : Tim BOLLERSLEV |
| Publisher | : |
| Total Pages | : |
| Release | : 1988 |
| Genre | : |
| ISBN | : |
| Author | : T. Fomby |
| Publisher | : Elsevier |
| Total Pages | : 266 |
| Release | : 2003-12-12 |
| Genre | : Business & Economics |
| ISBN | : 0762310758 |
Comparative study of pure and pretest estimators for a possibly misspecified two-way error component model / Badi H. Baltagi, Georges Bresson, Alain Pirotte -- Estimation, inference, and specification testing for possibly misspecified quantile regression / Tae-Hwan Kim, Halbert White -- Quasimaximum likelihood estimation with bounded symmetric errors / Douglas Miller, James Eales, Paul Preckel -- Consistent quasi-maximum likelihood estimation with limited information / Douglas Miller, Sang-Hak Lee -- An examination of the sign and volatility switching arch models under alternative distributional assumptions / Mohamed F. Omran, Florin Avram -- estimating a linear exponential density when the weighting matrix and mean parameter vector are functionally related / Chor-yiu Sin -- Testing in GMM models without truncation / Timothy J. Vogelsang -- Bayesian analysis of misspecified models with fixed effects / Tiemen Woutersen -- Tests of common deterministic trend slopes applied to quarterly global temperature data / Thomas B. Fomby, Timothy J. Vogelsang -- The sandwich estimate of variance / James W. Hardin -- Test statistics and critical values in selectivity models / R. Carter Hill, Lee C. Adkins, Keith A. Bender -- Introduction / Thomas B Fomby, R. Carter Hill.
| Author | : Theodore Wilbur Anderson |
| Publisher | : |
| Total Pages | : 52 |
| Release | : 1980 |
| Genre | : Econometrics |
| ISBN | : |
| Author | : Derek Bond |
| Publisher | : |
| Total Pages | : 0 |
| Release | : 1978* |
| Genre | : |
| ISBN | : |
| Author | : Chris Brooks |
| Publisher | : Cambridge University Press |
| Total Pages | : 743 |
| Release | : 2014-05-08 |
| Genre | : Business & Economics |
| ISBN | : 1107034663 |
The only econometrics textbook written specifically for finance students with no prior knowledge of econometrics, including extensive online student support.
| Author | : William A. Barnett |
| Publisher | : Emerald Group Publishing |
| Total Pages | : 223 |
| Release | : 2023-11-09 |
| Genre | : Business & Economics |
| ISBN | : 1837970440 |
Emerging markets offer a unique financial setting, contrasting with developed markets. ISETE-33 gives fresh insight into financial and economic issues in Indonesia and ASEAN countries, written by authors from diverse backgrounds.
| Author | : Terence C. Mills |
| Publisher | : Academic Press |
| Total Pages | : 354 |
| Release | : 2019-01-22 |
| Genre | : Business & Economics |
| ISBN | : 0128131187 |
Written for those who need an introduction, Applied Time Series Analysis reviews applications of the popular econometric analysis technique across disciplines. Carefully balancing accessibility with rigor, it spans economics, finance, economic history, climatology, meteorology, and public health. Terence Mills provides a practical, step-by-step approach that emphasizes core theories and results without becoming bogged down by excessive technical details. Including univariate and multivariate techniques, Applied Time Series Analysis provides data sets and program files that support a broad range of multidisciplinary applications, distinguishing this book from others. Focuses on practical application of time series analysis, using step-by-step techniques and without excessive technical detail Supported by copious disciplinary examples, helping readers quickly adapt time series analysis to their area of study Covers both univariate and multivariate techniques in one volume Provides expert tips on, and helps mitigate common pitfalls of, powerful statistical software including EVIEWS and R Written in jargon-free and clear English from a master educator with 30 years+ experience explaining time series to novices Accompanied by a microsite with disciplinary data sets and files explaining how to build the calculations used in examples
| Author | : Thomas B. Fomby |
| Publisher | : Emerald Group Publishing |
| Total Pages | : 407 |
| Release | : 2006-03-01 |
| Genre | : Business & Economics |
| ISBN | : 0762312742 |
Talks about the time varying betas of the capital asset pricing model, analysis of predictive densities of nonlinear models of stock returns, modelling multivariate dynamic correlations, flexible seasonal time series models, estimation of long-memory time series models, application of the technique of boosting in volatility forecasting, and more.
| Author | : Helmut Lütkepohl |
| Publisher | : Cambridge University Press |
| Total Pages | : 351 |
| Release | : 2004-08-02 |
| Genre | : Business & Economics |
| ISBN | : 1139454730 |
Time series econometrics is a rapidly evolving field. Particularly, the cointegration revolution has had a substantial impact on applied analysis. Hence, no textbook has managed to cover the full range of methods in current use and explain how to proceed in applied domains. This gap in the literature motivates the present volume. The methods are sketched out, reminding the reader of the ideas underlying them and giving sufficient background for empirical work. The treatment can also be used as a textbook for a course on applied time series econometrics. Topics include: unit root and cointegration analysis, structural vector autoregressions, conditional heteroskedasticity and nonlinear and nonparametric time series models. Crucial to empirical work is the software that is available for analysis. New methodology is typically only gradually incorporated into existing software packages. Therefore a flexible Java interface has been created, allowing readers to replicate the applications and conduct their own analyses.
