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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

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

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

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

Money, Capital Formation and Economic Growth : International Comparison with Time Series Analysis

Amano, Masanori - 2013

This book proposes new methods of detecting causality among several dynamic variables and of estimating divisions of nominal income changes into changes in output and prices. Amano builds on established traditions of macro-dynamics and the theories of Keynes and Freidman, while providing...

Persistent link: https://www.econbiz.de/10012106356

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

Nichtlineare Zeitreihenanalyse als neue Methode für Eventstudien : eine empirische Studie am Beispiel der Ergebnismeldungen von NASDAQ-Unternehmen

Wagner, Waldemar - 2019

resultierenden Erkenntnisse liefern einen bedeutsamen Beitrag zur Untersuchung der Theorie Effizienter Märkte und bieten die …

Persistent link: https://www.econbiz.de/10012401680

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

Modelling Non-Stationary Time Series : A Multivariate Approach

Burke, Simon P.; Hunter, John - 2005

. Econometric theory is linked to practical issues such as how to identify equilibrium relationships, how to deal with structural …

Persistent link: https://www.econbiz.de/10012053773

Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration

Gregoriou, Greg N. (ed.); Pascalau, Razvan (ed.) - 2011

This book proposes new methods to value equity and model the Markowitz efficient frontier using Markov switching models and provide new evidence and solutions to capture the persistence observed in stock returns across developed and emerging markets

Persistent link: https://www.econbiz.de/10012053890

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