How To Deal With Intercept And Trend In Practical Cointegration Analysis
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Practical Issues in Cointegration Analysis
Author | : Michael McAleer |
Publisher | : Wiley-Blackwell |
Total Pages | : 284 |
Release | : 1999-08-03 |
Genre | : Business & Economics |
ISBN | : 9780631211983 |
The book comprises of seven up-to-date comprehensive surveys from leading scholars in Econometrics.
Ethics in Econometrics
Author | : Philip Hans Franses |
Publisher | : Cambridge University Press |
Total Pages | : 309 |
Release | : 2024-06-30 |
Genre | : Business & Economics |
ISBN | : 1009428047 |
Econometricians make choices on data, models, and estimation routines. Using various examples, this book shows the consequences of choices.
The Dynamic Macroeconomic Effects of Public Capital
Author | : Christophe Kamps |
Publisher | : Springer Science & Business Media |
Total Pages | : 262 |
Release | : 2004-12-22 |
Genre | : Business & Economics |
ISBN | : 9783540238973 |
This book analyzes the dynamic macroeconomic effects of public capital in industrialized countries. The issue of whether public capital is productive has received a great deal of recent attention. Yet, existing empirical analyses have been limited to a small set of countries. This book presents a new database that provides internationally comparable capital stock estimates for 22 OECD countries for the 1960-2001 period. Building on this database, the book estimates the dynamic effects of public capital using a variety of econometric methods. The results suggest that public capital is productive in OECD countries on average. The theoretical analysis based on a dynamic general equilibrium model shows that the effects of public capital depend crucially on the way the government chooses to finance additional spending.
Contemporary Issues in Economics and Econometrics
Author | : Stan Hurn |
Publisher | : Edward Elgar Publishing |
Total Pages | : 264 |
Release | : 2004-01-01 |
Genre | : Business & Economics |
ISBN | : 9781782543756 |
'All of the papers share a high level of practical relevance and usefulness that is sometimes missing in economic research. Indeed, the reader will find that very issue taken up as the theme of Paul Klemperer's delightful essay, and all five papers under the heading of "econometric theory" will be extremely useful for most applied researchers. I hope that the reader will also share my feeling of gratitude toward Ralf Becker and Stan Hurn for putting together this outstanding permanent record of some of the conference's most important contributions.' - From the foreword by James D. Hamilton, University of California, San Diego, US This authoritative collection of papers covers a broad spectrum of topics in theoretical and applied economics and econometrics. The tone of the book is set by Paul Klemperer's contribution on using and abusing economic theory, in which academics are encouraged to widen the scope of their analyses beyond the confines of elegant models which sometimes lack 'real-world' detail. As a result, many of the chapters in this volume share a high degree of practical relevance.
How to Deal with Structural Breaks in Practical Cointegration Analysis
Author | : Roselyne Joyeux |
Publisher | : |
Total Pages | : 11 |
Release | : 2001 |
Genre | : Cointegration |
ISBN | : 9781864086492 |
Handbook of Marketing Analytics
Author | : Natalie Mizik |
Publisher | : Edward Elgar Publishing |
Total Pages | : 713 |
Release | : 2018 |
Genre | : Business & Economics |
ISBN | : 1784716758 |
Marketing Science contributes significantly to the development and validation of analytical tools with a wide range of applications in business, public policy and litigation support. The Handbook of Marketing Analytics showcases the analytical methods used in marketing and their high-impact real-life applications. Fourteen chapters provide an overview of specific marketing analytic methods in some technical detail and 22 case studies present thorough examples of the use of each method in marketing management, public policy, and litigation support. All contributing authors are recognized authorities in their area of specialty.
Assessing Marketing Strategy Performance
Author | : Christine Moorman |
Publisher | : |
Total Pages | : 304 |
Release | : 2004 |
Genre | : Business & Economics |
ISBN | : |
"Offering a diverse set of approaches, from stock market response modeling to historical analysis, Assessing Marketing Strategy Performance aims to foster new and more effective thinking about the value of marketing and the productivity of marketing investments. It will be a valuable resource to those seeking to better understand marketing's role in the firm"--
New Tools of Economic Dynamics
Author | : Jacek Leskow |
Publisher | : Springer Science & Business Media |
Total Pages | : 397 |
Release | : 2006-05-06 |
Genre | : Business & Economics |
ISBN | : 3540284443 |
New Tools of Economic Dynamics gives an introduction and overview of recently developed methods and tools, most of them developed outside economics, to deal with the qualitative analysis of economic dynamics. It reports the results of a three-year research project by a European and Latin American network on the intersection of economics with mathematical, statistical, and computational methods and techniques. Focusing upon the evolution and manifold structure of complex dynamic phenomena, the book reviews and shows applications of a variety of tools, such as symbolic and coded dynamics, interacting agents models, microsimulation in econometrics, large-scale system analysis, and dynamical systems theory. It shows the potential of a comprehensive analysis of growth, fluctuations, and structural change along the lines indicated by pioneers like Harrod, Haavelmo, Hicks, Goodwin, Morishima, and it highlights the explanatory power of the qualitative approach they initiated.