Palgrave Texts in Econometrics – serie
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25 produkter
Bootstrap Tests for Regression Models
Av L. Godfrey
Inbunden, 2009
1093 kr
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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 …
Bootstrap Tests for Regression Models
Av L. Godfrey
Häftad, 2009
1093 kr
Lägg i varukorg
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 …
Multivariate Modelling of Non-Stationary Economic Time Series
Av John Hunter, Simon P. Burke m. fl.
Inbunden, 2017
2244 kr
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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, …
Multivariate Modelling of Non-Stationary Economic Time Series
Av John Hunter, Simon P. Burke m. fl.
Häftad, 2017
678 kr
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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, …
Unit Root Tests in Time Series Volume 1
Key Concepts and Problems
Av K. Patterson
Inbunden, 2011
1093 kr
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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
Av K. Patterson
Inbunden, 2012
1093 kr
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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, …
Unit Root Tests in Time Series Volume 2
Extensions and Developments
Av K. Patterson
Häftad, 2012
1093 kr
Lägg i varukorg
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, …
Primer for Spatial Econometrics
With Applications in R
Av G. Arbia
Inbunden, 2014
1573 kr
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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 …
Analysing Economic Data
A Concise Introduction
Av T. Mills
Inbunden, 2013
1093 kr
Lägg i varukorg
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 …
Primer for Spatial Econometrics
With Applications in R
Av G. Arbia
Häftad, 2014
1573 kr
Lägg i varukorg
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 …
Time Series Econometrics
A Concise Introduction
Inbunden, 2015
566 kr
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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 …
Analysing Economic Data
A Concise Introduction
Av T. Mills
Häftad, 2014
1093 kr
Lägg i varukorg
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 …
Modelling Non-Stationary Economic Time Series
A Multivariate Approach
Inbunden, 2005
1126 kr
Lägg i varukorg
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 …
Modelling Non-Stationary Economic Time Series
A Multivariate Approach
Häftad, 2005
566 kr
Lägg i varukorg
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 …
Primer for Unit Root Testing
Av K. Patterson
Inbunden, 2010
1126 kr
Lägg i varukorg
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
Av K. Patterson
Häftad, 2010
1126 kr
Lägg i varukorg
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
Av T. Mills
Häftad, 2003
566 kr
Lägg i varukorg
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 …
Evaluating Econometric Forecasts of Economic and Financial Variables
Av M. Clements
Inbunden, 2005
1126 kr
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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 …
Evaluating Econometric Forecasts of Economic and Financial Variables
Av M. Clements
Häftad, 2005
1126 kr
Lägg i varukorg
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 …
Modelling our Changing World
Av Jennifer L. Castle, David F. Hendry
Inbunden, 2019
320 kr
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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 Trends and Cycles in Economic Time Series
Inbunden, 2021
1202 kr
Lägg i varukorg
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 …
Modelling Trends and Cycles in Economic Time Series
Häftad, 2022
1202 kr
Lägg i varukorg
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 …
Primer for Spatial Econometrics
With Applications in R, STATA and Python
Häftad, 2024
790 kr
Lägg i varukorg
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 …
Topics in Applied Econometrics
Theory and Practice in Memory of Efthymios (Mike) Tsionas
Av Stelios Arvanitis, Ioannis Bournakis m. fl.
Inbunden, 2027
2730 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 …
Macroeconomic Survey Expectations
Inbunden, 2019
958 kr
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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 …
