Least Squares Estimation Of Distributed Lag Models Relationships Between Actual And First Difference Equations PDF Download

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Staff Paper

Staff Paper
Author:
Publisher:
Total Pages:
Release: 1970
Genre: Agriculture
ISBN:

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Using R for Principles of Econometrics

Using R for Principles of Econometrics
Author: Constantin Colonescu
Publisher: Lulu.com
Total Pages: 278
Release: 2017-12-28
Genre: Business & Economics
ISBN: 1387473611

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This is a beginner's guide to applied econometrics using the free statistics software R. It provides and explains R solutions to most of the examples in 'Principles of Econometrics' by Hill, Griffiths, and Lim, fourth edition. 'Using R for Principles of Econometrics' requires no previous knowledge in econometrics or R programming, but elementary notions of statistics are helpful.


Applied Econometrics with R

Applied Econometrics with R
Author: Christian Kleiber
Publisher: Springer Science & Business Media
Total Pages: 229
Release: 2008-12-10
Genre: Business & Economics
ISBN: 0387773185

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R is a language and environment for data analysis and graphics. It may be considered an implementation of S, an award-winning language initially - veloped at Bell Laboratories since the late 1970s. The R project was initiated by Robert Gentleman and Ross Ihaka at the University of Auckland, New Zealand, in the early 1990s, and has been developed by an international team since mid-1997. Historically, econometricians have favored other computing environments, some of which have fallen by the wayside, and also a variety of packages with canned routines. We believe that R has great potential in econometrics, both for research and for teaching. There are at least three reasons for this: (1) R is mostly platform independent and runs on Microsoft Windows, the Mac family of operating systems, and various ?avors of Unix/Linux, and also on some more exotic platforms. (2) R is free software that can be downloaded and installed at no cost from a family of mirror sites around the globe, the Comprehensive R Archive Network (CRAN); hence students can easily install it on their own machines. (3) R is open-source software, so that the full source code is available and can be inspected to understand what it really does, learn from it, and modify and extend it. We also like to think that platform independence and the open-source philosophy make R an ideal environment for reproducible econometric research.


Linear Least-squares Estimation

Linear Least-squares Estimation
Author: Thomas Kailath
Publisher: Hutchinson Ross Publishing Company
Total Pages: 344
Release: 1977
Genre: Mathematics
ISBN:

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A survey of the field; Mathematical foundations of least-squares prediction theory; Wiener-hopf equations and optimum filters; State-space models and recursive filters.


Proceedings of the 23rd European Conference on Research Methodology for Business and Management Studies

Proceedings of the 23rd European Conference on Research Methodology for Business and Management Studies
Author: Dr Ana Isabel Azevedo
Publisher: Academic Conferences and publishing limited
Total Pages: 274
Release: 2024-07-04
Genre: Education
ISBN: 1917204051

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These proceedings represent the work of contributors to the 23rd European Conference on Research Methodology (ECRM 2024), hosted by ISCAP in Porto, Portugal on 4-5 July 2024. The Conference Co-Chairs are Dr Ana Isabel Azevedo and Dr José Manuel Azevedo, both from ISCAP Portugal. ECRM is a well-established event on the academic research calendar and now in its 23rd year and remains an opportunity for participants to share ideas and meet. The aims and scope of this conference is to bring together researchers from a range of disciplines and sectors to share expertise and novel approaches in business and management research methods. ECRM is interested in contributions on the subject of research methods used in business and management research. The papers tend to either focus directly on creating and implementing innovative methodologies or research papers which highlight an interesting use of methodologies in their study. The opening keynote presentation is given by Marta Agostinho, Executive Director of EU-LIFE with the title Excellent Scientific Research: What Does it Mean and Why Should we Care About it? On the second day, Professor Susanne Tietze from The University of Sheffield Hallam, UK will give a talk on the subject Cross-Language Research Methods: Translation and Linguistic Reflexivity. With an initial submission of 90 abstracts, after the double blind, peer review process there are 30 Academic research papers, 1 PhD research paper, 1 Masters Research paper and 1 work-in-progress paper published in these Conference Proceedings. These papers represent research from India, Australia, Brazil, Canada, China, Czech Republic, Estonia, Germany, India, Ireland, Italy, Latvia, Morocco, Norway, Oman, Poland, Portugal, Slovakia, South Africa, Sweden, UK and the USA.


Time Series Analysis and Macroeconometric Modelling

Time Series Analysis and Macroeconometric Modelling
Author: Kenneth Frank Wallis
Publisher: Edward Elgar Publishing
Total Pages: 462
Release: 1995-01-01
Genre: Business & Economics
ISBN: 9781782541622

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'An excellent reference volume of this author's work, bringing together articles published over a 25 year span on the statistical analysis of economic time series, large scale macroeconomic modelling and the interface between them.' - Aslib Book Guide This major volume of essays by Kenneth F. Wallis features 28 articles published over a quarter of a century on the statistical analysis of economic time series, large-scale macroeconometric modelling, and the interface between them. The first part deals with time-series econometrics and includes significant early contributions to the development of the LSE tradition in time-series econometrics, which is the dominant British tradition and has considerable influence worldwide. Later sections discuss theoretical and practical issues in modelling seasonality and forecasting with applications in both large-scale and small-scale models. The final section summarizes the research programme of the ESRC Macroeconomic Modelling Bureau, a unique comparison project among economy-wide macroeconometric models.


Longitudinal and Panel Data

Longitudinal and Panel Data
Author: Edward W. Frees
Publisher: Cambridge University Press
Total Pages: 492
Release: 2004-08-16
Genre: Business & Economics
ISBN: 9780521535380

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An introduction to foundations and applications for quantitatively oriented graduate social-science students and individual researchers.


Brookings Papers on Economic Activity: Spring 2018

Brookings Papers on Economic Activity: Spring 2018
Author: Janice Eberly
Publisher: Brookings Institution Press
Total Pages: 513
Release: 2018-10-02
Genre: Business & Economics
ISBN: 0815736886

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Brookings Papers on Economic Activity (BPEA) provides academic and business economists, government officials, and members of the financial and business communities with timely research on current economic issues. Contents: Is Automation Labor Share-Displacing? Productivity Growth, Employment, and the Labor Share David Autor and Anna Salomons Safety Net Investments in Children Hilary W. Hoynes and Diane Whitmore Schanzenbach Jobs for the Heartland: Place-Based Polices in 21st-Century America Benjamin Austin, Edward Glaeser, and Lawrence Summers Macroeconomic Effects of the 2017 Tax Reform Robert J. Barro and Jason Furman Liquidity Crises in the Mortgage Market You Suk Kim, Steven M. Laufer, Karen Pence, Richard Stanton, and Nancy Wallace Mortgage Market Design: Lessons from the Great Recession Tomasz Piskorski and Amit Seru