The advent of low cost computation has made many previously intractable econometric models empirically feasible and computational methods are now realized as an integral part of the theory.
Applied financial econometrics subjects are featured in this second volume, with papers that survey important research even as they make unique empirical contributions to the literature.
This volume collects selected papers on the European Union from the 13th Congress of the International Economic Association held in Lisbon, September 2002.
Originally published in 1981, this book considers one particular area of econometrics- the linear model- where significant recent advances have been made.
This book explains and explores the growth curve model as a tool to gain insights into various research topics of interest to academics and practitioners alike.
With a focus on analyzing and modeling linear dynamic systems using statistical methods, Time Series Analysis formulates various linear models, discusses their theoretical characteristics, and explores the connections among stochastic dynamic models.
This book investigates the existence of stochastic and deterministic convergence of real output per worker and the sources of output (physical capital per worker, human capital per worker, total factor productivity -TFP- and average annual hours worked) in 21 OECD countries over the period 1970-2011.
Technology Commercialization: DEA and Related Analytical Methods for Evaluating The Use and Implementation of Technical Innovation examines both general Research & Development commercialization and targeted new product innovation.
Doing Statistical Analysis looks at three kinds of statistical research questions - descriptive, associational, and inferential - and shows students how to conduct statistical analyses and interpret the results.
This book surveys big data tools used in macroeconomic forecasting and addresses related econometric issues, including how to capture dynamic relationships among variables; how to select parsimonious models; how to deal with model uncertainty, instability, non-stationarity, and mixed frequency data; and how to evaluate forecasts, among others.
This book focuses on the interaction between equilibrium real exchange rates, optimal external debt, endogenous optimal growth and current account balances, in a world of uncertainty.
A Guide to Econometric Methods for the Energy-Growth Nexus presents, explains and compares all the available econometrics methods pertinent to the energy-growth nexus.
Air Transportation Industry considers the influence of political, legal, economic, social, and technological factors on the developments in the industry.
How cutting-edge economics can improve decision-making methods for doctorsAlthough uncertainty is a common element of patient care, it has largely been overlooked in research on evidence-based medicine.
This book describes a maximally simple market risk model that is still practical and main risk measures like the value-at-risk and the expected shortfall.
This textbook articulates the elements of good craftsmanship in applied microeconomic research and demonstrates its effectiveness with multiple examples from economic literature.
This book reminds students in junior, senior and graduate level courses in physics, chemistry and engineering of the math they may have forgotten (or learned imperfectly) which is needed to succeed in science courses.
In macro-econometrics more attention needs to be paid to the relationships among deterministic trends of different variables, or co-trending, especially when economic growth is of concern.
Energy Reviews: Unified Gas Supply System of the USSR (1985) explores some important aspects of the development and operation of the unified gas system of the Soviet Union.
