Advances in Econometrics – serie
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43 produkter
Applying Maximum Entropy to Econometric Problems
Av R. Carter Hill, Thomas B. Fomby
Inbunden, 1997
1752 kr
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The entropy concept was developed and used by Shannon in 1940 as a measure of uncertainty in the context of information theory. In 1957 Jaynes made use of Shannon's entropy concept as a basis for estimation and inference in problems that are ill-suited for traditional statistical procedures. This …
Messy Data
Missing Observations, Outliers, and Mixed-Frequency Data
Av R. Carter Hill, Thomas B. Fomby
Inbunden, 1999
1340 kr
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Often applied econometricians are faced with working with data that is less than ideal. The data may be observed with gaps in it, a model may suggest variables that are observed at different frequencies, and sometimes econometric results are very fragile to the inclusion or omission of just a few …
Nonstationary Panels, Panel Cointegration, and Dynamic Panels
Inbunden, 2001
1586 kr
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This volume is dedicated to two recent intensive areas of research in the econometrics of panel data, namely nonstationary panels and dynamic panels. It includes a comprehensive survey of the nonstationary panel literature including panel unit root tests, spurious panel regressions and panel …
Econometric Models in Marketing
Av P.H. Franses, A.L. Montgomery
Inbunden, 2002
1960 kr
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In the 16th Edition of "Advances in Econometrics", we present twelve papers discussing the current interface between Marketing and Econometrics. The authors are leading scholars in the fields and introduce the latest models for analysing marketing data. The papers are representative of the types of …
Maximum Likelihood Estimation of Misspecified Models
Twenty Years Later
Inbunden, 2003
1865 kr
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This volume is the result of an "Advances in Econometrics" conference held in November of 2002 at Louisiana State University in recognition of Halbert White's pioneering work published in Econometrica in 1980 and 1982 on robust variance-covariance estimation and quasi-maximum likelihood estimation. …
Spatial and Spatiotemporal Econometrics
Av J.P. LeSage, R. Kelley Pace
Inbunden, 2004
1941 kr
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This volume focuses on econometric models that confront estimation and inference issues occurring when sample data exhibit spatial or spatiotemporal dependence. This can arise when decisions or transactions of economic agents are related to the behaviour of nearby agents. Dependence of one …
Applications of Artificial Intelligence in Finance and Economics
Av J.M. Binner, G. Kendall m. fl.
Inbunden, 2004
1485 kr
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Artificial intelligence is a consortium of data-driven methodologies which includes artificial neural networks, genetic algorithms, fuzzy logic, probabilistic belief networks and machine learning as its components. We have witnessed a phenomenal impact of this data-driven consortium of …
Econometric Analysis of Financial and Economic Time Series
Av Thomas B. Fomby, Dek Terrell m. fl.
Inbunden, 2006
1941 kr
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The editors are pleased to offer the following papers to the reader in recognition and appreciation of the contributions to our literature made by Robert Engle and Sir Clive Granger, winners of the 2003 Nobel Prize in Economics. The basic themes of this part of Volume 20 of "Advances in …
Econometric Analysis of Financial and Economic Time Series
Av Thomas B. Fomby, Dek Terrell m. fl.
Inbunden, 2006
1941 kr
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The editors are pleased to offer the following papers to the reader in recognition and appreciation of the contributions to our literature made by Robert Engle and Sir Clive Granger, winners of the 2003 Nobel Prize in Economics. The basic themes of this part of "Volume 20 of Advances in …
Modelling and Evaluating Treatment Effects in Econometrics
Av Dann Millimet, Jeffrey Smith m. fl.
Inbunden, 2008
1582 kr
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The estimation of the effects of treatments endogenous variables representing everything from individual participation in a training program to national participation in a World Bank loan program has occupied much of the theoretical and applied econometric research literatures in recent years. This …
Maximum Simulated Likelihood Methods and Applications
Av William Greene, R. Carter Hill
Inbunden, 2010
1529 kr
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This volume is a collection of methodological developments and applications of simulation-based methods that were presented at a workshop at Louisiana State University in November, 2009. The first two papers are extensions of the GHK simulator: one reconsiders the computation of the probabilities …
Missing-Data Methods
2011
3017 kr
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This Book Set consists of:*9781780525242 - Missing Data Methods: Cross-sectional Methods and Applications (Part A)*9781780525266 - Missing Data Methods: Time-series Methods and Applications (Part B)The papers in this volume cover topics in the econometric approach to missing data problems. Data can …
Missing Data Methods
Cross-Sectional Methods and Applications
Inbunden, 2011
1514 kr
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Volume 27 of "Advances in Econometrics", entitled "Missing Data Methods", contains 16 chapters authored by specialists in the field, covering topics such as: Missing-Data Imputation in Nonstationary Panel Data Models; Markov Switching Models in Empirical Finance; Bayesian Analysis of Multivariate …
Missing Data Methods
Time-Series Methods and Applications
Inbunden, 2011
1514 kr
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Volume 27 of "Advances in Econometrics", entitled "Missing Data Methods", contains 16 chapters authored by specialists in the field, covering topics such as: Missing-Data Imputation in Nonstationary Panel Data Models; Markov Switching Models in Empirical Finance; Bayesian Analysis of Multivariate …
DSGE Models in Macroeconomics
Estimation, Evaluation and New Developments
Av Nathan Balke, Fabio Canova m. fl.
Inbunden, 2012
1862 kr
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This volume of Advances in Econometrics contains articles that examine key topics in the modeling and estimation of dynamic stochastic general equilibrium (DSGE) models. Because DSGE models combine micro- and macroeconomic theory with formal econometric modeling and inference, over the past decade …
Essays in Honor of Jerry Hausman
Av Badi H. Baltagi, Whitney Newey m. fl.
Inbunden, 2012
1963 kr
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The 'Advances in Econometrics' series aims to publish annual original scholarly econometrics papers on designated topics with the intention of expanding the use of developed and emerging econometric techniques by disseminating ideas on the theory and practice of econometrics throughout the …
30th Anniversary Edition
Av Dek Terrell, Daniel Millimet
Inbunden, 2012
1862 kr
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The 30th Volume of Advances in Econometrics is in honor of the two individuals whose hard work has helped ensure thirty successful years of the series, Thomas Fomby and R. Carter Hill. This volume began with a history of the Advances series by Asli Ogunc and Randall Campbell summarizing the prior …
Var Models in Macroeconomics - New Developments and Applications
Essays in Honor of Christopher A. Sims
Av Thomas B. Fomby, Anthony Murphy m. fl.
Inbunden, 2013
1760 kr
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Vector autoregressive (VAR) models are among the most widely used econometric tools in the fields of macroeconomics and financial economics. Much of what we know about the response of the economy to macroeconomic shocks and about how various shocks have contributed to the evolution of macroeconomic …
Structural Econometric Models
Inbunden, 2013
1862 kr
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This volume of Advances in Econometrics focuses on recent developments in the use of structural econometric models in empirical economics. The papers in this volume are divided in to three broad groups. The first part looks at recent developments in the estimation of dynamic discrete choice models. …
Essays in Honor of Peter C. B. Phillips
Av Thomas B. Fomby, Yoosoon Chang m. fl.
Inbunden, 2014
1963 kr
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These essays honor Professor Peter C.B. Phillips of Yale University and his many contributions to the field of econometrics. Professor Phillips's research spans many topics in econometrics including: non-stationary time series and panel models partial identification and weak instruments Bayesian …
Bayesian Model Comparison
Av Ivan Jeliazkov, Dale J. Poirier
Inbunden, 2014
1709 kr
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The volume contains articles that should appeal to readers with computational, modeling, theoretical, and applied interests. Methodological issues include parallel computation, Hamiltonian Monte Carlo, dynamic model selection, small sample comparison of structural models, Bayesian thresholding …
Dynamic Factor Models
Av Siem Jan Koopman, Eric Hillebrand
Inbunden, 2016
1673 kr
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Dynamic factor models (DFM) constitute an active and growing area of research, both in econometrics, in macroeconomics, and in finance. Many applications lie at the center of policy questions raised by the recent financial crises, such as the connections between yields on government debt, credit …
Essays in Honor of Aman Ullah
Av R. Carter Hill, Gloria Gonzalez-Rivera m. fl.
Inbunden, 2016
1760 kr
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Volume 36 of Advances in Econometrics recognizes Aman Ullah's significant contributions in many areas of econometrics and celebrates his long productive career. The volume features original papers on the theory and practice of econometrics that is related to the work of Aman Ullah. Topics include …
Spatial Econometrics
Qualitative and Limited Dependent Variables
Av Badi H. Baltagi, James P. LeSage m. fl.
Inbunden, 2016
1760 kr
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Advances in Econometrics is a research annual whose editorial policy is to publish original research articles that contain enough details so that economists and econometricians who are not experts in the topics will find them accessible and useful in their research. Volume 37 exemplifies this focus …
Regression Discontinuity Designs
Theory and Applications
Av Matias D. Cattaneo, Juan Carlos Escanciano
Inbunden, 2017
1775 kr
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The Regression Discontinuity (RD) design is one of the most popular and credible research designs for program evaluation and causal inference. This volume 38 of Advances in Econometrics collects twelve innovative and thought-provoking contributions to the RD literature, covering a wide range of …
Econometrics of Complex Survey Data
Theory and Applications
Av Kim P. Huynh, David T. Jacho-Chavez m. fl.
Inbunden, 2019
1265 kr
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This volume of Advances in Econometrics contains a selection of papers presented at the "Econometrics of Complex Survey Data: Theory and Applications" conference organized by the Bank of Canada, Ottawa, Canada, from October 19-20, 2017. The papers included in this volume span a range of …
Topics in Identification, Limited Dependent Variables, Partial Observability, Experimentation, and Flexible Modeling
Av Ivan Jeliazkov, Justin Tobias
Inbunden, 2019
1265 kr
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Volume 40 in the Advances in Econometrics series features twenty-three chapters that are split thematically into two parts. Part A presents novel contributions to the analysis of time series and panel data with applications in macroeconomics, finance, cognitive science and psychology, neuroscience, …
Essays in Honor of Cheng Hsiao
Av Dek Terrell, Tong Li m. fl.
Inbunden, 2020
1528 kr
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Including contributions spanning a variety of theoretical and applied topics in econometrics, this volume of Advances in Econometrics is published in honour of Cheng Hsiao.In the first few chapters of this book, new theoretical panel and time series results are presented, exploring JIVE estimators, …
Essays in Honor of M. Hashem Pesaran
Prediction and Macro Modeling
Av Alexander Chudik, Cheng Hsiao m. fl.
Inbunden, 2022
1456 kr
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The collection in Volume 43 Part A of Advances in Econometrics serves as a tribute to Professor M. Hashem Pesaran. Hashem is one of the most innovative, influential, and productive econometricians of his generation, with over 200 papers published in leading scientific journals to his credit along …
Essays in Honor of M. Hashem Pesaran
Panel Modeling, Micro Applications, and Econometric Methodology
Av Alexander Chudik, Cheng Hsiao m. fl.
Inbunden, 2022
1381 kr
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The collection of chapters in Volume 43 Part B of Advances in Econometrics serves as a tribute to Professor M. Hashem Pesaran. Hashem is one of the most innovative, influential, and productive econometricians of his generation, with over 200 papers published in leading scientific journals to his …
