Specifying and Diagnostically Testing Econometric Models

Specifying and Diagnostically Testing Econometric Models
Author: Houston H. Stokes
Publisher: Greenwood
Total Pages: 382
Release: 1991
Genre: Business & Economics
ISBN:

This volume discusses and illustrates with output from actual problems a number of applied econometric techniques. Among the specific techniques covered are OLS specification tests, recursive residual analysis, limited dependent variable models, error component models, time series models, and optimal control analysis. For each, the author outlines the basic mathematical models involved, discusses and estimates a sample problem using the B34S Data Analysis System he developed to facilitate the calculations, displays and evaluates the output of the program, and explores follow-up models. The examples selected are taken from a variety of sources and reflect actual applied research. All results are completely documented in the text so that the reader does not need access to the B34S program in order to use the book effectively.

Handbook of Computational Econometrics

Handbook of Computational Econometrics
Author: David A. Belsley
Publisher: John Wiley & Sons
Total Pages: 514
Release: 2009-08-18
Genre: Mathematics
ISBN: 0470748907

Handbook of Computational Econometrics examines the state of the art of computational econometrics and provides exemplary studies dealing with computational issues arising from a wide spectrum of econometric fields including such topics as bootstrapping, the evaluation of econometric software, and algorithms for control, optimization, and estimation. Each topic is fully introduced before proceeding to a more in-depth examination of the relevant methodologies and valuable illustrations. This book: Provides self-contained treatments of issues in computational econometrics with illustrations and invaluable bibliographies. Brings together contributions from leading researchers. Develops the techniques needed to carry out computational econometrics. Features network studies, non-parametric estimation, optimization techniques, Bayesian estimation and inference, testing methods, time-series analysis, linear and nonlinear methods, VAR analysis, bootstrapping developments, signal extraction, software history and evaluation. This book will appeal to econometricians, financial statisticians, econometric researchers and students of econometrics at both graduate and advanced undergraduate levels.

Computational Econometrics

Computational Econometrics
Author: Charles G. Renfro
Publisher: IOS Press
Total Pages: 420
Release: 2004
Genre: Business & Economics
ISBN: 9781586034269

This publication contains a substantial amount of detail about the broad history of the development of econometric software based on the personal recollections of many people. For economists, the computer has increasingly become the primary applied research tool, and it is software that makes the computer work.

Nonlinear Econometric Modeling in Time Series

Nonlinear Econometric Modeling in Time Series
Author: William A. Barnett
Publisher: Cambridge University Press
Total Pages: 248
Release: 2000-05-22
Genre: Business & Economics
ISBN: 9780521594240

This book presents some of the more recent developments in nonlinear time series, including Bayesian analysis and cointegration tests.

Financial Aggregation and Index Number Theory

Financial Aggregation and Index Number Theory
Author: William A. Barnett
Publisher: World Scientific
Total Pages: 278
Release: 2011
Genre: Business & Economics
ISBN: 9814293091

The book surveys modern literature on financial aggregation and index number theory, with special emphasis on the contributions of the book's two coauthors. In addition to an introduction and a systematic survey chapter unifying the rest of the book, this publication contains reprints of six published articles central to the survey chapter. Financial Aggregation and Index Number Theory provides a reference work for financial data researchers and users of central bank data, placing emphasis on possible improvements in such data from use of the microeconomic index number and aggregation theory.

Economic Evolution, Learning, and Complexity

Economic Evolution, Learning, and Complexity
Author: Uwe Cantner
Publisher: Springer Science & Business Media
Total Pages: 313
Release: 2012-12-06
Genre: Business & Economics
ISBN: 364257646X

The twelve papers in this collection grew out of the workshop on "Eco nomic Evolution, Learning, and Complexity" held at the University of Augsburg, Augsburg, Germany on May 23-25, 1997. The Augsburg workshop was the second of two events in the Euroconference Series on Evolutionary Economics, the first of which was held in Athens, Greece in September 1993. A special issue of the Journal of Evolutionary Econo mics (1993(4)) edited by Yannis Katsoulacos on "Evolutionary and Neo classical Perspectives on Market Structure and Economic Growth" con tains selected papers from the Athens conference. The Athens conference explored neoclassical and evolutionary perspectives on technological competition and increasing returns. It helped to identify the dis tinguishing features of evolutionary scholarship. The Augsburg workshop was more oriented toward exploring methodological issues in evolutiona of the papers employed new me ry and related scholarship. A number thods, such as genetic programming and experimental analysis, some developed new econometric techniques or raised new empirical issues in evolutionary economics, and some relied on simulation techniques. Twelve papers covering a range of areas were selected for this collection. The papers address central issues in evolutionary and Schumpeterian accounts of industrial competition, learning, and innovation.

Cost-Effective Control of Urban Smog

Cost-Effective Control of Urban Smog
Author: Richard Kosobud
Publisher: Routledge
Total Pages: 209
Release: 2006-11-22
Genre: Business & Economics
ISBN: 113599031X

Written by a leading author in the field, this book, containing rigorous hard evidence, is of practical use to those studying or working in the pioneering cap-and trade market to reduce emissions in a more flexible and cost-effective manner.

Introductory Econometrics with Applications

Introductory Econometrics with Applications
Author: Ramu Ramanathan
Publisher:
Total Pages: 712
Release: 2002
Genre: Business & Economics
ISBN:

Offers an ideal combination of econometric theory and hands-on practical training for undergraduate and graduate courses. The authors ambition is to provide realistic applications without sacrificing theoretical underpinnings. He uses a logical step-by-step approach to walk readers through numerous real-world examples of model specification, estimation, and hypothesis testing. The book also succeeds at being self-contained. By including background information on mathematics, probability, statistics, and software applications, readers have all the information they need in one place.