Palgrave Texts in Econometrics – serie

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25 produkter

Bootstrap Tests for Regression Models
AvL. Godfrey
Inbunden, Engelska, 2009
1 094 kr
Skickas inom 10-15 vardagar
An accessible discussion examining computationally-intensive techniques and bootstrap methods, providing ways to improve the finite-sample performance of well-known asymptotic tests for regression models. This book uses the linear regression model as a framework for introducing simulation-based tests to help perform econometric analyses.
Bootstrap Tests for Regression Models
AvL. Godfrey
Häftad, Engelska, 2009
1 094 kr
Skickas inom 10-15 vardagar
An accessible discussion examining computationally-intensive techniques and bootstrap methods, providing ways to improve the finite-sample performance of well-known asymptotic tests for regression models. This book uses the linear regression model as a framework for introducing simulation-based tests to help perform econometric analyses.
Multivariate Modelling of Non-Stationary Economic Time Series
AvJohn Hunter,Simon P. Burkem. fl.
Inbunden, Engelska, 2017
2 247 kr
Skickas inom 10-15 vardagar
This book examines conventional time series in the context of stationary data prior to a discussion of cointegration, with a focus on multivariate models. The authors provide a detailed and extensive study of impulse responses and forecasting in the stationary and non-stationary context, considering small sample correction, volatility and the impact of different orders of integration. Models with expectations are considered along with alternate methods such as Singular Spectrum Analysis (SSA), the Kalman Filter and Structural Time Series, all in relation to cointegration. Using single equations methods to develop topics, and as examples of the notion of cointegration, Burke, Hunter, and Canepa provide direction and guidance to the now vast literature facing students and graduate economists.
Multivariate Modelling of Non-Stationary Economic Time Series
AvJohn Hunter,Simon P. Burkem. fl.
Häftad, Engelska, 2017
679 kr
Skickas inom 10-15 vardagar
This book examines conventional time series in the context of stationary data prior to a discussion of cointegration, with a focus on multivariate models. The authors provide a detailed and extensive study of impulse responses and forecasting in the stationary and non-stationary context, considering small sample correction, volatility and the impact of different orders of integration. Models with expectations are considered along with alternate methods such as Singular Spectrum Analysis (SSA), the Kalman Filter and Structural Time Series, all in relation to cointegration. Using single equations methods to develop topics, and as examples of the notion of cointegration, Burke, Hunter, and Canepa provide direction and guidance to the now vast literature facing students and graduate economists.
Unit Root Tests in Time Series Volume 1
Key Concepts and Problems
AvK. Patterson
Inbunden, Engelska, 2011
1 089 kr
Skickas inom 5-8 vardagar
Testing for a unit root is now an essential part of time series analysis. This volume provides a critical overview and assessment of tests for a unit root in time series, developing the concepts necessary to understand the key theoretical and practical models in unit root testing.
Unit Root Tests in Time Series Volume 2
Extensions and Developments
AvK. Patterson
Inbunden, Engelska, 2012
1 094 kr
Skickas inom 10-15 vardagar
Testing for a Unit Root is now an essential part of time series analysis but the literature on the topic is so large that knowing where to start is difficult even for the specialist. This book provides a way into the techniques of unit root testing, explaining the pitfalls and nonstandard cases, using practical examples and simulation analysis.
Unit Root Tests in Time Series Volume 2
Extensions and Developments
AvK. Patterson
Häftad, Engelska, 2012
1 094 kr
Skickas inom 10-15 vardagar
Testing for a Unit Root is now an essential part of time series analysis but the literature on the topic is so large that knowing where to start is difficult even for the specialist. This book provides a way into the techniques of unit root testing, explaining the pitfalls and nonstandard cases, using practical examples and simulation analysis.
Primer for Spatial Econometrics
With Applications in R
AvG. Arbia
Inbunden, Engelska, 2014
1 575 kr
Skickas inom 10-15 vardagar
This book aims at meeting the growing demand in the field by introducing the basic spatial econometrics methodologies to a wide variety of researchers. It provides a practical guide that illustrates the potential of spatial econometric modelling, discusses problems and solutions and interprets empirical results.
Analysing Economic Data
A Concise Introduction
AvT. Mills
Inbunden, Engelska, 2013
1 094 kr
Skickas inom 10-15 vardagar
Covers the key issues required for students wishing to understand and analyse the core empirical issues in economics. It focuses on descriptive statistics, probability concepts and basic econometric techniques and has an accompanying website that contains all the data used in the examples and provides exercises for undertaking original research.
Primer for Spatial Econometrics
With Applications in R
AvG. Arbia
Häftad, Engelska, 2014
1 574 kr
Skickas inom 10-15 vardagar
This book aims at meeting the growing demand in the field by introducing the basic spatial econometrics methodologies to a wide variety of researchers. It provides a practical guide that illustrates the potential of spatial econometric modelling, discusses problems and solutions and interprets empirical results.
Time Series Econometrics
A Concise Introduction
AvTerence C. Mills
Inbunden, Engelska, 2015
567 kr
Skickas inom 10-15 vardagar
This book provides an introductory treatment of time series econometrics, a subject that is of key importance to both students and practitioners of economics. It contains material that any serious student of economics and finance should be acquainted with if they are seeking to gain an understanding of a real functioning economy.
Analysing Economic Data
A Concise Introduction
AvT. Mills
Häftad, Engelska, 2014
1 094 kr
Skickas inom 10-15 vardagar
Covers the key issues required for students wishing to understand and analyse the core empirical issues in economics. It focuses on descriptive statistics, probability concepts and basic econometric techniques and has an accompanying website that contains all the data used in the examples and provides exercises for undertaking original research.
Modelling Non-Stationary Economic Time Series
A Multivariate Approach
AvS. Burke,J. Hunter
Inbunden, Engelska, 2005
1 126 kr
Skickas inom 10-15 vardagar
Co-integration, equilibrium and equilibrium correction are key concepts in modern applications of econometrics to real world problems. This book provides direction and guidance to the now vast literature facing students and graduate economists. Econometric theory is linked to practical issues such as how to identify equilibrium relationships, how to deal with structural breaks associated with regime changes and what to do when variables are of different orders of integration.
Modelling Non-Stationary Economic Time Series
A Multivariate Approach
AvS. Burke,J. Hunter
Häftad, Engelska, 2005
567 kr
Skickas inom 10-15 vardagar
Co-integration, equilibrium and equilibrium correction are key concepts in modern applications of econometrics to real world problems. This book provides direction and guidance to the now vast literature facing students and graduate economists. Econometric theory is linked to practical issues such as how to identify equilibrium relationships, how to deal with structural breaks associated with regime changes and what to do when variables are of different orders of integration.
Primer for Unit Root Testing
AvK. Patterson
Inbunden, Engelska, 2010
1 126 kr
Skickas inom 10-15 vardagar
This book gives an authoritative overview of the literature on non-stationarity, integration and unit roots, providing direction and guidance. It also provides detailed examples to show how the techniques can be applied in practical situations and the pitfalls to avoid.
Primer for Unit Root Testing
AvK. Patterson
Häftad, Engelska, 2010
1 126 kr
Skickas inom 10-15 vardagar
This book gives an authoritative overview of the literature on non-stationarity, integration and unit roots, providing direction and guidance. It also provides detailed examples to show how the techniques can be applied in practical situations and the pitfalls to avoid.
Modelling Trends and Cycles in Economic Time Series
AvT. Mills
Häftad, Engelska, 2003
567 kr
Skickas inom 10-15 vardagar
Modelling trends and cycles in economic time series has a long history, with the use of linear trends and moving averages forming the basic tool kit of economists until the 1970s. Several developments in econometrics then led to an overhaul of the techniques used to extract trends and cycles from time series. Terence Mills introduces these various approaches to allow students and researchers to appreciate the variety of techniques and the considerations that underpin their choice for modelling trends and cycles.
Evaluating Econometric Forecasts of Economic and Financial Variables
AvM. Clements
Inbunden, Engelska, 2005
1 126 kr
Skickas inom 10-15 vardagar
Financial econometrics is one of the greatest on-going success stories of recent decades, as it has become one of the most active areas of research in econometrics. In this book, Michael Clements presents a clear and logical explanation of the key concepts and ideas of forecasts of economic and financial variables. He shows that forecasts of the single most likely outcome of an economic and financial variable are of limited value. Forecasts that provide more information on the expected likely ranges of outcomes are more relevant. This book provides a comprehensive treatment of the evaluation of different types of forecasts and draws out the parallels between the different approaches. It describes the methods of evaluating these more complex forecasts which provide a fuller description of the range of possible future outcomes.
Evaluating Econometric Forecasts of Economic and Financial Variables
AvM. Clements
Häftad, Engelska, 2005
1 126 kr
Skickas inom 10-15 vardagar
Financial econometrics is one of the greatest on-going success stories of recent decades, as it has become one of the most active areas of research in econometrics. In this book, Michael Clements presents a clear and logical explanation of the key concepts and ideas of forecasts of economic and financial variables. He shows that forecasts of the single most likely outcome of an economic and financial variable are of limited value. Forecasts that provide more information on the expected likely ranges of outcomes are more relevant. This book provides a comprehensive treatment of the evaluation of different types of forecasts and draws out the parallels between the different approaches. It describes the methods of evaluating these more complex forecasts which provide a fuller description of the range of possible future outcomes.
Modelling our Changing World
AvJennifer L. Castle,David F. Hendry
Inbunden, Engelska, 2019
321 kr
Skickas inom 10-15 vardagar
This open access book focuses on the concepts, tools and techniques needed to successfully model ever-changing time-series data. It emphasizes the need for general models to account for the complexities of the modern world and how these can be applied to a range of issues facing Earth, from modelling volcanic eruptions, carbon dioxide emissions and global temperatures, to modelling unemployment rates, wage inflation and population growth.Except where otherwise noted, this book is licensed under a Creative Commons Attribution 4.0 International License. To view a copy of this licence, visit http://creativecommons.org/licenses/by/4.0.
Modelling Trends and Cycles in Economic Time Series
AvTerence C. Mills
Inbunden, Engelska, 2021
1 203 kr
Skickas inom 10-15 vardagar
Modelling trends and cycles in economic time series has a long history, with the use of linear trends and moving averages forming the basic tool kit of economists until the 1970s. Several developments in econometrics then led to an overhaul of the techniques used to extract trends and cycles from time series. In this second edition, Terence Mills expands on the research in the area of trends and cycles over the last (almost) two decades, to highlight to students and researchers the variety of techniques and the considerations that underpin their choice for modelling trends and cycles.
Modelling Trends and Cycles in Economic Time Series
AvTerence C. Mills
Häftad, Engelska, 2022
1 203 kr
Skickas inom 10-15 vardagar
Modelling trends and cycles in economic time series has a long history, with the use of linear trends and moving averages forming the basic tool kit of economists until the 1970s. Several developments in econometrics then led to an overhaul of the techniques used to extract trends and cycles from time series. In this second edition, Terence Mills expands on the research in the area of trends and cycles over the last (almost) two decades, to highlight to students and researchers the variety of techniques and the considerations that underpin their choice for modelling trends and cycles.
Primer for Spatial Econometrics
With Applications in R, STATA and Python
AvGiuseppe Arbia
Häftad, Engelska, 2024
787 kr
Skickas inom 5-8 vardagar
This textbook offers a practical and engaging introduction to spatial econometric modelling, detailing the key models, methodologies and tools required to successfully apply a spatial approach.The second edition contains new methodological developments, new references and new software routines in R that have emerged since the first edition published in 2014. It also extends practical applications with the use of the software STATA and of the programming language Python. The first software is used increasingly by many economists, applied econometricians and social scientists while the software Python is becoming the elective choice in many scientific applications. With new statistical appendices in R, STATA and Python, as well as worked examples, learning questions, exercises and technical definitions, this is a significantly expanded second edition that will be a valuable resource for advanced students of econometrics.
Topics in Applied Econometrics
Theory and Practice in Memory of Efthymios (Mike) Tsionas
AvStelios Arvanitis,Ioannis Bournakism. fl.
Inbunden, Engelska, 2026
2 725 kr
Kommande
This edited collection commemorates and builds upon the work of prominent Greek scholar in econometrics, Professor Efthymios (Mike) Tsionas. Including previously published work by Professor Tsionas, as well as original research from scholars in his related fields, this book makes a significant contribution to applied econometrics.Within a single volume, readers will have the opportunity to explore the impactful contributions made by Mike Tsionas throughout his academic career. Chapters cover four key sections, including recent econometric method developments, Bayesian methods, stochastic frontier analysis and inefficiency, and macroeconomic applications. The book features contributions from globally recognized scholars in econometrics, with significant policy relevance. This will be a valuable resource for students and researchers of econometrics, specifically working on topics including Bayesian inference, productivity and inefficiency, macro-finance and banking.
Macroeconomic Survey Expectations
AvMichael P. Clements
Inbunden, Engelska, 2019
957 kr
Skickas inom 10-15 vardagar
Why should we be interested in macroeconomic survey expectations? This important book offers an in-depth treatment of this question from a point of view not covered in existing works on time-series econometrics and forecasting. Clements presents the nature of survey data, addresses some of the difficulties posed by the way in which survey expectations are elicited and considers the evaluation of point predictions and probability distributions. He outlines how, from a behavioural perspective, surveys offer insight into how economic agents form their expectations.

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Palgrave Texts in Econometrics – serie

Bootstrap Tests for Regression Models

Bootstrap Tests for Regression Models

Multivariate Modelling of Non-Stationary Economic Time Series

Multivariate Modelling of Non-Stationary Economic Time Series

Unit Root Tests in Time Series Volume 1

Unit Root Tests in Time Series Volume 2

Unit Root Tests in Time Series Volume 2

Primer for Spatial Econometrics

Analysing Economic Data

Primer for Spatial Econometrics

Time Series Econometrics

Analysing Economic Data

Modelling Non-Stationary Economic Time Series

Modelling Non-Stationary Economic Time Series

Primer for Unit Root Testing

Primer for Unit Root Testing

Modelling Trends and Cycles in Economic Time Series

Evaluating Econometric Forecasts of Economic and Financial Variables

Evaluating Econometric Forecasts of Economic and Financial Variables

Modelling our Changing World

Modelling Trends and Cycles in Economic Time Series

Modelling Trends and Cycles in Economic Time Series

Primer for Spatial Econometrics

Topics in Applied Econometrics

Macroeconomic Survey Expectations

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