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Consumer Demand in the United States : Prices, Income, and Consumption Behavior
Taylor, Lester D. - 2010
Preliminaries -- and Overview -- Demand Theory Under Review -- Quantile Regression: A Robust Alternative to Least … the emerging connection between neuroscience and consumer behavior, integrating the economic literature on demand theory … resource for any researcher, student or professional economist working on consumer behavior or demand theory, as well as …
Persistent link: https://www.econbiz.de/10013521285
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Projecting Potential Output : Methods and Problems
Wang, Qingwei - 2009
In spite of the widespread use of the concept of potential output in economic theory and empirical applications as well …
Persistent link: https://www.econbiz.de/10013522987
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Econometric Analysis of Count Data
Winkelmann, Rainer (contributor) - 2008 - Fifth edition
The book provides graduate students and researchers with an up-to-date survey of statistical and econometric techniques for the analysis of count data, with a focus on conditional distribution models. Proper count data probability models allow for rich inferences, both with respect to the...
Persistent link: https://www.econbiz.de/10013520920
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Time Series Econometrics : Learning Through Replication
Levendis, John D. - 2018 - Corrected publication 2021
In this book, the authors reject the theorem-proof approach as much as possible, and emphasize the practical application of econometrics. They show with examples how to calculate and interpret the numerical results. This book begins with students estimating simple univariate models, in a step by...
Persistent link: https://www.econbiz.de/10012397044
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Multivariate Modelling of Non-Stationary Economic Time Series
Hunter, John - 2017 - 2nd ed. 2017
This book examines conventional time series in the context of stationary data prior to a discussion of cointegration, with a focus on multivariate models. The authors provide a detailed and extensive study of impulse responses and forecasting in the stationary and non-stationary context,...
Persistent link: https://www.econbiz.de/10012398276
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A Time Series Approach to Option Pricing : Models, Methods and Empirical Performances
Chorro, Christophe - 2015
The current world financial scene indicates at an intertwined and interdependent relationship between financial market activity and economic health. This book explains how the economic messages delivered by the dynamic evolution of financial asset returns are strongly related to option prices....
Persistent link: https://www.econbiz.de/10012401993
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Recent Advances and Future Directions in Causality, Prediction, and Specification Analysis : Essays in Honor of Halbert L. White Jr
Chen, Xiaohong - 2013
econometrics. Recent advances in asymptotic approximation theory, including the use of higher order asymptotics for things like … of econometrics. One important feature of these advances in the theory of econometrics is that they are being seamlessly …
Persistent link: https://www.econbiz.de/10014016124
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Prognose von Zeitreihen : Eine Einführung für Wirtschaftswissenschaftler
Vogel, Jürgen - 2015
Zuverlässige Aussagen über die weitere Entwicklung unserer Volkswirtschaft, der Güter- und Finanzmärkte oder eines Betriebes sind nicht nur für Politiker und Unternehmer von großer Bedeutung, sondern betreffen auch jeden Einzelnen. In diesem Buch wird in kompakter Form die Fortsetzung...
Persistent link: https://www.econbiz.de/10014017635
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Die parametrische und semiparametrische Analyse von Finanzzeitreihen : Neue Methoden, Modelle und Anwendungsmöglichkeiten
Peitz, Christian - 2016 - 1. Aufl. 2016
Semiparametrische Volatilitätsmodelle -- Hochfrequente und Ultra-Hochfrequente Finanzdaten -- Berechnung des Value-at-Risk auf Grundlage parametrischer und semiparametrischer Modelle -- Analyse von Handelswartezeiten -- Glättung der Volatilität von hochfrequenten Finanzdaten in einem...
Persistent link: https://www.econbiz.de/10014018518
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Beschreibende Statistik : Praxisorientierte Einführung - Mit Aufgaben und Lösungen
Bourier, Günther - 2018 - 13. Aufl. 2018
-- Häufigkeitsverteilungen -- Verhältnis- und Indexzahlen -- Zeitreihenanalyse -- Regressionsanalyse -- Korrelationsanalyse. …
Persistent link: https://www.econbiz.de/10014019085