Macroeconometrics And Time Series Analysis

Macroeconometrics and Time Series Analysis PDF
Author: Steven Durlauf
Publisher: Springer
ISBN: 0230280838
Size: 57.92 MB
Format: PDF, ePub, Docs
Category : Business & Economics
Languages : en
Pages : 406
View: 659

Get Book

Macroeconometrics And Time Series Analysis

by Steven Durlauf, Macroeconometrics And Time Series Analysis Books available in PDF, EPUB, Mobi Format. Download Macroeconometrics And Time Series Analysis books, Specially selected from The New Palgrave Dictionary of Economics 2nd edition, each article within this compendium covers the fundamental themes within the discipline and is written by a leading practitioner in the field. A handy reference tool.


Time Series Analysis And Macroeconometric Modelling

Time Series Analysis and Macroeconometric Modelling PDF
Author: Kenneth Frank Wallis
Publisher: Edward Elgar Publishing
ISBN: 9781782541622
Size: 30.65 MB
Format: PDF, Mobi
Category : Business & Economics
Languages : en
Pages : 426
View: 5142

Get Book

Time Series Analysis And Macroeconometric Modelling

by Kenneth Frank Wallis, Time Series Analysis And Macroeconometric Modelling Books available in PDF, EPUB, Mobi Format. Download Time Series Analysis And Macroeconometric Modelling books, 'An excellent reference volume of this author's work, bringing together articles published over a 25 year span on the statistical analysis of economic time series, large scale macroeconomic modelling and the interface between them.' - Aslib Book Guide This major volume of essays by Kenneth F. Wallis features 28 articles published over a quarter of a century on the statistical analysis of economic time series, large-scale macroeconometric modelling, and the interface between them. The first part deals with time-series econometrics and includes significant early contributions to the development of the LSE tradition in time-series econometrics, which is the dominant British tradition and has considerable influence worldwide. Later sections discuss theoretical and practical issues in modelling seasonality and forecasting with applications in both large-scale and small-scale models. The final section summarizes the research programme of the ESRC Macroeconomic Modelling Bureau, a unique comparison project among economy-wide macroeconometric models.


Introduction To Time Series Analysis

Introduction to Time Series Analysis PDF
Author: Mark Pickup
Publisher: SAGE Publications
ISBN: 1483324540
Size: 67.65 MB
Format: PDF, Kindle
Category : Social Science
Languages : en
Pages : 232
View: 3837

Get Book

Introduction To Time Series Analysis

by Mark Pickup, Introduction To Time Series Analysis Books available in PDF, EPUB, Mobi Format. Download Introduction To Time Series Analysis books, Introducing time series methods and their application in social science research, this practical guide to time series models is the first in the field written for a non-econometrics audience. Giving readers the tools they need to apply models to their own research, Introduction to Time Series Analysis, by Mark Pickup, demonstrates the use of—and the assumptions underlying—common models of time series data including finite distributed lag; autoregressive distributed lag; moving average; differenced data; and GARCH, ARMA, ARIMA, and error correction models. “This volume does an excellent job of introducing modern time series analysis to social scientists who are already familiar with basic statistics and the general linear model.” —William G. Jacoby, Michigan State University


Applied Time Series Econometrics

Applied Time Series Econometrics PDF
Author: Helmut Lütkepohl
Publisher: Cambridge University Press
ISBN: 9780521547871
Size: 40.16 MB
Format: PDF, Docs
Category : Business & Economics
Languages : en
Pages : 323
View: 5951

Get Book

Applied Time Series Econometrics

by Helmut Lütkepohl, Applied Time Series Econometrics Books available in PDF, EPUB, Mobi Format. Download Applied Time Series Econometrics books, A demonstration of how time series econometrics can be used in economics and finance.


Time Series Analysis

Time Series Analysis PDF
Author: Tata Subba Rao
Publisher: Elsevier
ISBN: 0444538585
Size: 49.94 MB
Format: PDF
Category : Mathematics
Languages : en
Pages : 755
View: 5801

Get Book

Time Series Analysis

by Tata Subba Rao, Time Series Analysis Books available in PDF, EPUB, Mobi Format. Download Time Series Analysis books, The field of statistics not only affects all areas of scientific activity, but also many other matters such as public policy. It is branching rapidly into so many different subjects that a series of handbooks is the only way of comprehensively presenting the various aspects of statistical methodology, applications, and recent developments. The Handbook of Statistics is a series of self-contained reference books. Each volume is devoted to a particular topic in statistics, with Volume 30 dealing with time series. The series is addressed to the entire community of statisticians and scientists in various disciplines who use statistical methodology in their work. At the same time, special emphasis is placed on applications-oriented techniques, with the applied statistician in mind as the primary audience. Comprehensively presents the various aspects of statistical methodology Discusses a wide variety of diverse applications and recent developments Contributors are internationally renowened experts in their respective areas


Causality In Macroeconomics

Causality in Macroeconomics PDF
Author: Kevin D. Hoover
Publisher: Cambridge University Press
ISBN: 9780521002882
Size: 12.20 MB
Format: PDF
Category : Business & Economics
Languages : en
Pages : 311
View: 678

Get Book

Causality In Macroeconomics

by Kevin D. Hoover, Causality In Macroeconomics Books available in PDF, EPUB, Mobi Format. Download Causality In Macroeconomics books, These ideas help to clarify philosophical as well as economic issues. The structural approach to causality is then used to evaluate more familiar approaches to causality developed by Granger, by LeRoy, and by Glymour, Spirtes, Scheines, and Kelly, as well as vector autoregressions, the Lucas critique, and the exogeneity concepts of Engle, Hendry, and Richard. A constructive approach to causal inference based on patterns of stability and instability in the face of identified regime changes is developed and illustrated in two empirical case studies of the causal direction between money and prices and between taxes and spending."--Jacket.


Advances In Economics And Econometrics

Advances in Economics and Econometrics PDF
Author: Econometric Society. World Congress
Publisher: Cambridge University Press
ISBN: 9780521524131
Size: 60.24 MB
Format: PDF
Category : Business & Economics
Languages : en
Pages : 308
View: 2728

Get Book

Advances In Economics And Econometrics

by Econometric Society. World Congress, Advances In Economics And Econometrics Books available in PDF, EPUB, Mobi Format. Download Advances In Economics And Econometrics books, Sample Text


Time Series Analysis

Time Series Analysis PDF
Author: James Douglas Hamilton
Publisher: Taylor & Francis US
ISBN: 9780691042893
Size: 38.60 MB
Format: PDF, ePub, Mobi
Category : Business & Economics
Languages : en
Pages : 799
View: 4196

Get Book

Time Series Analysis

by James Douglas Hamilton, Time Series Analysis Books available in PDF, EPUB, Mobi Format. Download Time Series Analysis books, In addition, Hamilton presents traditional tools for analyzing dynamic systems, including linear representations, autocovariance, generating functions, spectral analysis, and the Kalman filter, illustrating their usefulness both for economic theory and for studying and interpreting real-world data.


Contributions To Financial Econometrics

Contributions to Financial Econometrics PDF
Author: Michael McAleer
Publisher: Blackwell Publishing
ISBN: 9781405107433
Size: 37.50 MB
Format: PDF, Kindle
Category : Business & Economics
Languages : en
Pages : 256
View: 1893

Get Book

Contributions To Financial Econometrics

by Michael McAleer, Contributions To Financial Econometrics Books available in PDF, EPUB, Mobi Format. Download Contributions To Financial Econometrics books, This prestigious volume presents five state-of-the-art survey papers on time series econometrics, and a modern financial econometrics software package. Starting with a survey of recent theoretical developments for time series models with GARCH errors, the contributions go on to examine the bootstrapping of financial time series, developments in futures hedging, measures of fit for rational expectations models, asset pricing with observable stochastic discount factors, and a financial econometrics software package for estimating and forecasting ARCH models. Each of the papers blends theoretical and empirical issues, enabling theoreticians and practitioners alike to keep up with the most recent developments in the field. The volume as a whole makes a significant new contribution to the literature.


Global And National Macroeconometric Modelling

Global and National Macroeconometric Modelling PDF
Author: Anthony Garratt
Publisher: Oxford University Press
ISBN: 0199650462
Size: 53.94 MB
Format: PDF, ePub
Category : Business & Economics
Languages : en
Pages : 400
View: 1468

Get Book

Global And National Macroeconometric Modelling

by Anthony Garratt, Global And National Macroeconometric Modelling Books available in PDF, EPUB, Mobi Format. Download Global And National Macroeconometric Modelling books, Includes new preface to the paperback edition.