Time Series and Econometric Modelling, I.B. MacNeill; G. Umphrey

Автор: Patuelli
Название: Spatial Econometric Interaction Modelling
ISBN: 3319301942 ISBN-13(EAN): 9783319301945
Издательство: Springer
Рейтинг:
Цена: 20962.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: This contributed volume applies spatial and space-time econometric methods to spatial interaction modeling. The first part of the book addresses general cutting-edge methodological questions in spatial econometric interaction modeling, which concern aspects such as coefficient interpretation, constrained estimation, and scale effects. The second part deals with technical solutions to particular estimation issues, such as intraregional flows, Bayesian PPML and VAR estimation. The final part presents a number of empirical applications, ranging from interregional tourism competition and domestic trade to space-time migration modeling and residential relocation.

Автор: Bernhard Schipp; Walter Kr?mer
Название: Statistical Inference, Econometric Analysis and Matrix Algebra
ISBN: 3790825778 ISBN-13(EAN): 9783790825770
Издательство: Springer
Рейтинг:
Цена: 25853.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: A collection of essays that extends the frontiers of knowledge in econometrics as well as classical fields of statistical inference. It presents advances in stochastic processes, in the design of experiments and in the analysis of variance. It provides insights into advanced approaches in quantitative methods.

Автор: J. Gruber
Название: Econometric Decision Models
ISBN: 3540115544 ISBN-13(EAN): 9783540115540
Издательство: Springer
Рейтинг:
Цена: 18167.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Автор: Giovanni Cerulli
Название: Econometric Evaluation of Socio-Economic Programs
ISBN: 3662526018 ISBN-13(EAN): 9783662526019
Издательство: Springer
Рейтинг:
Цена: 15372.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: This book provides advanced theoretical and applied tools for the implementation of modern micro-econometric techniques in evidence-based program evaluation for the social sciences.

Автор: Charles G. Renfro
Название: The Practice of Econometric Theory
ISBN: 3642242510 ISBN-13(EAN): 9783642242519
Издательство: Springer
Рейтинг:
Цена: 26552.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: Offering a complete overview of all econometric software packages available worldwide, this book describes the history of econometric computation from 1950. It is based on an interactive survey of the econometricians who have developed the software.

Автор: Antonio Aznar Grasa
Название: Econometric Model Selection
ISBN: 904814051X ISBN-13(EAN): 9789048140510
Издательство: Springer
Рейтинг:
Цена: 23757.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: This book proposes a new methodology for the selection of one (model) from among a set of alternative econometric models.

Автор: Jean-Marie Dufour; Baldev Raj
Название: New Developments in Time Series Econometrics
ISBN: 3642487440 ISBN-13(EAN): 9783642487446
Издательство: Springer
Рейтинг:
Цена: 13974.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: Since these themes are closely inter-related, several other topics covered are also worth stressing: vector autoregressive (VAR) models, cointegration and error-correction models, nonparametric methods in time series, and fractionally integrated models.

Автор: Julien Chevallier
Название: Econometric Analysis of Carbon Markets
ISBN: 9400796668 ISBN-13(EAN): 9789400796669
Издательство: Springer
Рейтинг:
Цена: 8378.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: Aimed at those with a basic understanding of time series econometrics, this analysis of the EU`s emissions trading scheme and its `clean development mechanism` shows how to use econometric techniques to analyze the evolving and expanding carbon markets sphere.

Автор: Benedikt M. P?tscher; Ingmar R. Prucha
Название: Dynamic Nonlinear Econometric Models
ISBN: 3642083099 ISBN-13(EAN): 9783642083099
Издательство: Springer
Рейтинг:
Цена: 29209.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: In two articles in Econometric Reviews, i.e., Poetscher and Prucha {1991a,b), we provided -an expository discussion of the basic structure of the asymptotic theory of M-estimators in dynamic nonlinear models and a review of the literature up to the beginning of this decade.

Автор: Shinichi Ichimura; Mitsuo Ezaki
Название: Econometric Models of Asian Link
ISBN: 4431700072 ISBN-13(EAN): 9784431700074
Издательство: Springer
Рейтинг:
Цена: 11173.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: This is the first outcome of our effort in ASIAN LINK PROJECT to construct the econometric models of Asian developing countries and analyze their inter-dependence with major trading partners, the United States and Japan.

Автор: Neusser
Название: Time Series Econometrics
ISBN: 3319328611 ISBN-13(EAN): 9783319328614
Издательство: Springer
Рейтинг:
Цена: 13974.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: This text presents modern developments in time series analysis and focuses on their application to economic problems. The book first introduces the fundamental concept of a stationary time series and the basic properties of covariance, investigating the structure and estimation of autoregressive-moving average (ARMA) models and their relations to the covariance structure. The book then moves on to non-stationary time series, highlighting its consequences for modeling and forecasting and presenting standard statistical tests and regressions. Next, the text discusses volatility models and their applications in the analysis of financial market data, focusing on generalized autoregressive conditional heteroskedastic (GARCH) models. The second part of the text devoted to multivariate processes, such as vector autoregressive (VAR) models and structural vector autoregressive (SVAR) models, which have become the main tools in empirical macroeconomics. The text concludes with a discussion of co-integrated models and the Kalman Filter, which is being used with increasing frequency. Mathematically rigorous, yet application-oriented, this self-contained text will help students develop a deeper understanding of theory and better command of the models that are vital to the field. Assuming a basic knowledge of statistics and/or econometrics, this text is best suited for advanced undergraduate and beginning graduate students.