Structural Vector Autoregressive Analysis

Structural Vector Autoregressive Analysis
Author: Lutz Kilian
Publisher: Cambridge University Press
Total Pages: 757
Release: 2017-11-23
Genre: Business & Economics
ISBN: 1107196574

This book discusses the econometric foundations of structural vector autoregressive modeling, as used in empirical macroeconomics, finance, and related fields.

Festschrift in Honor of Peter Schmidt

Festschrift in Honor of Peter Schmidt
Author: Robin C. Sickles
Publisher: Springer Science & Business Media
Total Pages: 417
Release: 2014-03-15
Genre: Business & Economics
ISBN: 1489980083

From the Introduction: This volume is dedicated to the remarkable career of Professor Peter Schmidt and the role he has played in mentoring us, his PhD students. Peter’s accomplishments are legendary among his students and the profession. Each of the papers in this Festschrift is a research work executed by a former PhD student of Peter’s, from his days at the University of North Carolina at Chapel Hill to his time at Michigan State University. Most of the papers were presented at The Conference in Honor of Peter Schmidt, June 30 - July 2, 2011. The conference was largely attended by his former students and one current student, who traveled from as far as Europe and Asia to honor Peter. This was a conference to celebrate Peter’s contribution to our contributions. By “our contributions” we mean the research papers that make up this Festschrift and the countless other publications by his students represented and not represented in this volume. Peter’s students may have their families to thank for much that is positive in their lives. However, if we think about it, our professional lives would not be the same without the lessons and the approaches to decision making that we learned from Peter. We spent our days together at Peter’s conference and the months since reminded of these aspects of our personalities and life goals that were enhanced, fostered, and nurtured by the very singular experiences we have had as Peter’s students. We recognized in 2011 that it was unlikely we would all be together again to celebrate such a wonderful moment in ours and Peter’s lives and pledged then to take full advantage of it. We did then, and we are now in the form of this volume.

Modern Econometric Analysis

Modern Econometric Analysis
Author: Olaf Hübler
Publisher: Springer Science & Business Media
Total Pages: 236
Release: 2007-04-29
Genre: Business & Economics
ISBN: 3540326936

In this book leading German econometricians in different fields present survey articles of the most important new methods in econometrics. The book gives an overview of the field and it shows progress made in recent years and remaining problems.

The Economics and Econometrics of the Energy-Growth Nexus

The Economics and Econometrics of the Energy-Growth Nexus
Author: Angeliki Menegaki
Publisher: Academic Press
Total Pages: 416
Release: 2018-03-29
Genre: Business & Economics
ISBN: 0128127473

The Economics and Econometrics of the Energy-Growth Nexus recognizes that research in the energy-growth nexus field is heterogeneous and controversial. To make studies in the field as comparable as possible, chapters cover aggregate energy and disaggregate energy consumption and single country and multiple country analysis. As a foundational resource that helps researchers answer fundamental questions about their energy-growth projects, it combines theory and practice to classify and summarize the literature and explain the econometrics of the energy-growth nexus. The book provides order and guidance, enabling researchers to feel confident that they are adhering to widely accepted assumptions and procedures. Provides guidance about selecting and implementing econometric tools and interpreting empirical findings Equips researchers to get clearer pictures of the most robust relationships between variables Covers up-to-date empirical and econometric methods Combines theory and practice to classify and summarize the literature and explain the econometrics of the energy-growth nexus

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

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.

Unit Roots, Cointegration, and Structural Change

Unit Roots, Cointegration, and Structural Change
Author: G. S. Maddala
Publisher: Cambridge University Press
Total Pages: 528
Release: 1998
Genre: Business & Economics
ISBN: 9780521587822

A comprehensive review of unit roots, cointegration and structural change from a best-selling author.

Likelihood-based Inference in Cointegrated Vector Autoregressive Models

Likelihood-based Inference in Cointegrated Vector Autoregressive Models
Author: Søren Johansen
Publisher: Oxford University Press, USA
Total Pages: 280
Release: 1995
Genre: Business & Economics
ISBN: 0198774508

This monograph is concerned with the statistical analysis of multivariate systems of non-stationary time series of type I. It applies the concepts of cointegration and common trends in the framework of the Gaussian vector autoregressive model.