Описание: Two-sided matching provides a model of search processes such as those between firms and workers in labor markets or between buyers and sellers in auctions. This text provides a comprehensive account of recent results concerning the game-theoretic analysis of two-sided matching.
Автор: Shum Matthew Название: Econometric Models For Industrial Organization ISBN: 9813109653 ISBN-13(EAN): 9789813109650 Издательство: World Scientific Publishing Рейтинг: Цена: 11563.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
Economic Models for Industrial Organization focuses on the specification and estimation of econometric models for research in industrial organization. In recent decades, empirical work in industrial organization has moved towards dynamic and equilibrium models, involving econometric methods which have features distinct from those used in other areas of applied economics. These lecture notes, aimed for a first or second-year PhD course, motivate and explain these econometric methods, starting from simple models and building to models with the complexity observed in typical research papers. The covered topics include discrete-choice demand analysis, models of dynamic behavior and dynamic games, multiple equilibria in entry games and partial identification, and auction models.
Автор: Jean-Pierre Florens Название: Econometric Modeling and Inference ISBN: 052170006X ISBN-13(EAN): 9780521700061 Издательство: Cambridge Academ Рейтинг: Цена: 6493.00 р. Наличие на складе: Поставка под заказ.
Описание: For over 20 years, James Herriot has captivated millions of readers and viewers with his tales of the triumphs, disasters, pride and heartache that filled his life as a vet in the Yorkshire Dales. Once again the storytelling magic shines through in this long-awaited addition to the series. A major lead title backed by advertising in four major daily newspapers and colour ads in Radio Times and selected magazines. BA CATALOGUE.
Описание: Econometric Model Specification reviews and extends the studies on consistent model specification testing and semi-nonparametric modeling and inference.
This book presents Professor Lawrence R Klein and his group's last quarterly econometric model of the United States economy that they had produced at the University of Pennsylvania. This is the last econometric model that Lawrence Klein and his disciples have left after some 50 years of cumulated efforts of constructing the US economy model up to around 2000. It was widely known as the WEFA Econometric Model Mark 10, and is the culmination of Professor Klein's research which spans more than 70 years, and would please not only Professor Klein's old students and colleagues, but also younger students who have heard so much of Klein models but have yet to see the latest model in its complete and printed form.
Автор: Chambers Название: Revealed Preference Theory ISBN: 1107458110 ISBN-13(EAN): 9781107458116 Издательство: Cambridge Academ Рейтинг: Цена: 4435.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The theory of revealed preference has a long, distinguished tradition in economics but lacked a systematic presentation of the theory until now. This book deals with basic questions in economic theory and studies situations in which empirical observations are consistent or inconsistent with some of the best known economic theories.
Автор: Shum Matthew Название: Econometric Models For Industrial Organization ISBN: 9813209003 ISBN-13(EAN): 9789813209008 Издательство: World Scientific Publishing Цена: 5227.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
Economic Models for Industrial Organization focuses on the specification and estimation of econometric models for research in industrial organization. In recent decades, empirical work in industrial organization has moved towards dynamic and equilibrium models, involving econometric methods which have features distinct from those used in other areas of applied economics. These lecture notes, aimed for a first or second-year PhD course, motivate and explain these econometric methods, starting from simple models and building to models with the complexity observed in typical research papers. The covered topics include discrete-choice demand analysis, models of dynamic behavior and dynamic games, multiple equilibria in entry games and partial identification, and auction models.
Описание: Introduction (Gilles Dufrйnot and Takashi Matsuki, eds) Part I. Macroeconometrics and international financeChapter 1. Quantile and copula spectrum: a new approach to investigate cyclical dependence in economic time seriesGilles Dufrйnot, Takashi Matsuki and Kimiko Sugimoto1.-Introduction: why using quantile spectrum?2.- Quantile spectrum: non-parametric and parametric Methods2.1.- Non-parametric approach2.2.- Parametric approach: quantile spectrum and quantile regression models3.- Copula spectral density and rank-based Laplace periodogram4. Estimating quantile spectrum using software4.1.-Estimation of non-parametric quantile spectrum using RATS estima4.2.- Using R package to estimate quantile spectrum and cross spectrumReferencesChapter 2. On the seemingly incompleteness of the exchange rate pass-trough to import pricesAntonia Lopez-Villavicencio and Valйrie Mignon1.-Introduction2.- Methodology3.-data3.1.-Time sample3.2- Variables3.3- Indicators of globalization3.4.- Descriptive statistics4.- Results4.1.- Accounting for globalization4.2.- Using disaggregated data accounting for the good level4.3.- Accounting for globalization at the good level5. ConclusionReferencesChapter 3. A state-space model to estimate potential growth in the industrialized countriesThomas Brand, Gilles Dufrйnot, Antoine Mayerowitz1.- Introduction2.- is potential growth led by financial variables: a simple Bayesian estimation3.- A State-space model with theoretical relationships3.1.- The general model3.2.-Sub-models and comparison with other models used in the literature3.3.-Estimation methods3.4.- Data and methods3.5.- ConclusionReferences Chapter 4.- A top-down method for rational bubbles: application of the threshold bounds testing approach to the Japanese, UK and US Financial marketsJun Nagayasu1.-Introduction2.-The threshold autoregressive distributed lag model (T-ADRL)3.-Application: testing bubbles4.- ConclusionReferencesChapter 5.- An analysis of the time-varying behavior of the equilibrium velocity of money in the euro areaMariam Camarero, Juan Sapena and Cecilio Tamarit1.- Introduction: the shockingly low money velocity in the Euro Area (EA) and its consequences2.- Money demand and velocity: income and transactions3.- A short review of the literature4.- Methodology and estimation.4.1.-A time-varying parameters State-Space framework for panel data.4.2.- An application to the money velocity in the EA.5.- ConclusionsReferencesChapter 6.- Revisiting wealth effects in France: a double-nonlinearity approachOlivier Damette and Fredj Jawadi1.- Introduction2.- Econometric methodology2.1. Linear cointegration specification for wealth effects2.2. Threshold ECM effects for wealth effects2.3. Time varying VECM specification for wealth effects3. Data and empirical analysis3.1. Data and preliminary analysis 3.2. The linear cointegration analysis3.3. Nonlinear cointegration with asymmetric adjustment3.4. NECMs with nonlinearity in the long-run5.- ConclusionsReferencesPart II. Financial econometricsChapter 7.- Econometrics of commoditiesJean-Franзois Carpantier1.-Introduction2.- Tests of the Prebisch-Singer hypothesis3.- Tests of the commodity currenc
Описание: The collection of chapters in Volume 43 Part B of Advances in Econometrics serves as a tribute to one of the most innovative, influential, and productive econometricians of his generation, Professor M. Hashem Pesaran.
Автор: Kinoshita Soshichi Название: Econometric Modeling Of Japan And Asia-Pacific Economies ISBN: 9814368628 ISBN-13(EAN): 9789814368629 Издательство: World Scientific Publishing Рейтинг: Цена: 12830.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Surveys econometric models in Japan and offers several econometric models combining Japan, the US and other Asia-Pacific countries. This title constructs a world econometric model of industry and trade, and assesses the impacts of protective US trade policies and Japan`s technical progress on Asia-Pacific economies.
Автор: Van-Nam Huynh; Vladik Kreinovich; Songsak Sriboonc Название: Modeling Dependence in Econometrics ISBN: 3319033948 ISBN-13(EAN): 9783319033945 Издательство: Springer Рейтинг: Цена: 36570.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Some economists even blamed such inadequate treatment of dependence for the 2008 financial crisis.To make economic models more adequate, we need more accurate techniques for describing dependence.
Автор: Luc Bauwens; Pierre Giot Название: Econometric Modelling of Stock Market Intraday Activity ISBN: 1441949062 ISBN-13(EAN): 9781441949066 Издательство: Springer Рейтинг: Цена: 23757.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Over the past 25 years, applied econometrics has undergone tremen- dous changes, with active developments in fields of research such as time series, labor econometrics, financial econometrics and simulation based methods.
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