An Essay on the Theory of Economic Prediction
Author | : Lawrence Robert Klein |
Publisher | : Chicago : Markham Publishing Company |
Total Pages | : 150 |
Release | : 1970 |
Genre | : Business & Economics |
ISBN | : |
Download Essays On Econometric Forecasting full books in PDF, epub, and Kindle. Read online free Essays On Econometric Forecasting ebook anywhere anytime directly on your device. Fast Download speed and no annoying ads. We cannot guarantee that every ebooks is available!
Author | : Lawrence Robert Klein |
Publisher | : Chicago : Markham Publishing Company |
Total Pages | : 150 |
Release | : 1970 |
Genre | : Business & Economics |
ISBN | : |
Author | : Clive W. J. Granger |
Publisher | : Cambridge University Press |
Total Pages | : 548 |
Release | : 2001-07-23 |
Genre | : Business & Economics |
ISBN | : 9780521774963 |
These are econometrician Clive W. J. Granger's major essays in spectral analysis, seasonality, nonlinearity, methodology, and forecasting.
Author | : Niels Haldrup |
Publisher | : OUP Oxford |
Total Pages | : 393 |
Release | : 2014-06-26 |
Genre | : Business & Economics |
ISBN | : 0191669547 |
This edited collection concerns nonlinear economic relations that involve time. It is divided into four broad themes that all reflect the work and methodology of Professor Timo Teräsvirta, one of the leading scholars in the field of nonlinear time series econometrics. The themes are: Testing for linearity and functional form, specification testing and estimation of nonlinear time series models in the form of smooth transition models, model selection and econometric methodology, and finally applications within the area of financial econometrics. All these research fields include contributions that represent state of the art in econometrics such as testing for neglected nonlinearity in neural network models, time-varying GARCH and smooth transition models, STAR models and common factors in volatility modeling, semi-automatic general to specific model selection for nonlinear dynamic models, high-dimensional data analysis for parametric and semi-parametric regression models with dependent data, commodity price modeling, financial analysts earnings forecasts based on asymmetric loss function, local Gaussian correlation and dependence for asymmetric return dependence, and the use of bootstrap aggregation to improve forecast accuracy. Each chapter represents original scholarly work, and reflects the intellectual impact that Timo Teräsvirta has had and will continue to have, on the profession.
Author | : Detelina Ivanova |
Publisher | : |
Total Pages | : 244 |
Release | : 2000 |
Genre | : Consumption (Economics) |
ISBN | : |
Author | : Alec Cairncross |
Publisher | : Routledge |
Total Pages | : 234 |
Release | : 2013-11-05 |
Genre | : Business & Economics |
ISBN | : 1136521003 |
The papers in this volume cover the following areas: * Government and Industry * The Managed Economy * Monetary Policy * Fiscal Policy * Economic Forecasting and Economic Planning * Economists in Government
Author | : L.R. Klein |
Publisher | : Springer Science & Business Media |
Total Pages | : 274 |
Release | : 2012-12-06 |
Genre | : Business & Economics |
ISBN | : 9400904630 |
Lawrence Klein, University of Pennsylvania Jaime Marquez, Federal Reserve BoarrI* All examination of the economics literature over the last twenty years reveals a marked tendency towards polarisation. On the one hand, there has been a propensity to develop theoretical models which have little connection with either empirical verification or problems requiring immediate attention. On the other iland, empirical analyses are generally typified by testing for its own sake, with limited examination of the implications of the results. As a result, the number of papers confronting theory with facts towards the solution of economic problems has been on the decline for years. To fill this growing gap in the literature, we have invited a number of authors to write papers using both theoretical and empirical techniques to address current issues of interest to the profession at large: the US trade deficit and the global implications of policies that attempt to reduce it, the international ramifications of the debt crisis, the international oil market and its implications for the US oil industry, and the development of new econometric techniques. In addressing these issues, each author has approached the subject matter from an eclectic standpoint - that is, avoiding strict adherence to a given doctrine.
Author | : Qing Tian |
Publisher | : |
Total Pages | : 234 |
Release | : 2010 |
Genre | : |
ISBN | : |
This thesis contributes towards the improvement of model-based econometric forecast performance under realistic forecast environments, such as when information about in-sample structural breaks is unknown or when the forecast users' loss function is not based on squared-errors.
Author | : Mark Watson |
Publisher | : Oxford University Press |
Total Pages | : 432 |
Release | : 2010-02-11 |
Genre | : Business & Economics |
ISBN | : 0199549494 |
A volume that celebrates and develops the work of Nobel Laureate Robert Engle, it includes original contributions from some of the world's leading econometricians that further Engle's work in time series economics