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Applying maximum entropy to econometric problems

Hill, Rufus Carter (contributor); … - 1997

theory. In 1957 Jaynes made use of Shannon's entropy concept as a basis for estimation and inference in problems that are ill … problems / Linda Fernandez -- Dart boards and asset prices : Introducing the entropy pricing theory / Les Gulko -- Information …) : theory and applications / Arnold Zellner …

Persistent link: https://www.econbiz.de/10009628699

Essays in honor of M. Hashem Pesaran : prediction and macro modeling

Chudik, Alexander (ed.); Hsiao, Cheng (ed.); … - 2022 - First edition

The collection in Volume 43 Part A of Advances in Econometrics serves as a tribute to Professor M. Hashem Pesaran. Hashem is one of the most innovative, influential, and productive econometricians of his generation, with over 200 papers published in leading scientific journals to his credit...

Persistent link: https://www.econbiz.de/10013174560

Essays in honor of M. Hashem Pesaran : panel modeling, micro applications, and econometric methodology

Chudik, Alexander (ed.); Hsiao, Cheng (ed.); … - 2022 - First edition

The collection of chapters in Volume 43 Part B of Advances in Econometrics serves as a tribute to Professor M. Hashem Pesaran. Hashem is one of the most innovative, influential, and productive econometricians of his generation, with over 200 papers published in leading scientific journals to his...

Persistent link: https://www.econbiz.de/10013174561

Spatial and spatiotemporal econometrics

LeSage, James P. (contributor); Pace, R. Kelley (contributor) - 2004

This volume focuses on econometric models that confront estimation and inference issues occurring when sample data exhibit spatial or spatiotemporal dependence. This can arise when decisions or transactions of economic agents are related to the behaviour of nearby agents. Dependence of one...

Persistent link: https://www.econbiz.de/10011905385

Econometric models in marketing

Franses, Philip Hans (contributor); … - 2002

uncertainty about economic theory when estimating consumer demand / Alan L. Montgomery -- Discrete choice models incorporating …

Persistent link: https://www.econbiz.de/10012049576

Econometric analysis of financial and economic time series

Fomby, Thomas B. (ed.); Terrell, Dek (ed.) - 2006

Realized beta : persistence and predictability / Torben G. Andersen, Tim Bollerslev, Francis X. Diebold, Ginger Wu -- Boosting-based frameworks in financial modeling : application to symbolic volatility forecasting / Valeriy V. Gavrishchaka -- Overlaying time scales in financial volatility data...

Persistent link: https://www.econbiz.de/10012049638

Econometric analysis of financial and economic time series

Fomby, Thomas B. (contributor); Terrell, Dek (contributor) - 2006

multivariate GARCH when the conditional mean is an ECM : theory and empirical applications / Chor-yiu Sin -- Sampling frequency and …

Persistent link: https://www.econbiz.de/10012049649

Bayesian econometrics

Chib, Siddhartha (contributor); … - 2009

Bayesian econometrics : past, present, and future / Arnold Zellner -- Fitting and comparison of models for multivariate ordinal outcomes / Ivan Jeliazkov, Jennifer Graves, Mark Kutzbach -- Intra-household allocation and consumption of WIC-approved foods : A Bayesian approach / Ariun Ishdorj,...

Persistent link: https://www.econbiz.de/10012049686

Bayesian model comparison

Jeliazkov, Ivan, (contributor); Poirier, Dale J. (contributor) - 2014

This volume of Advances in econometrics is devoted to Bayesian model comparison. It reflects the recent progress in model building and evaluation that has been achieved in the Bayesian paradigm and provides new state-of-the-art techniques, methodology, and findings that should stimulate future...

Persistent link: https://www.econbiz.de/10012050183

Structural econometric models

Choo, Eugene (contributor); Shum, Matthew (contributor) - 2014

This volume of Advances in Econometrics focuses on recent developments in the use of structural econometric models in empirical economics. The papers in this volume are divided in to three broad groups. The first part looks at recent developments in the estimation of dynamic discrete choice...

Persistent link: https://www.econbiz.de/10012050473