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This book provides an overview of three generations of spatial econometric models: models based on cross-sectional data, static models based on spatial panels and dynamic spatial panel data models. The book not only presents different model specifications and their corresponding estimators, but...
Persistent link: https://www.econbiz.de/10013523008
Spatial Econometrics is a rapidly evolving field born from the joint efforts of economists, statisticians, econometricians and regional scientists. The book provides the reader with a broad view of the topic by including both methodological and application papers. Indeed the application papers...
Persistent link: https://www.econbiz.de/10013521072
This thesis presents a new strategy that unites qualitative and quantitative mass data in form of text news and tick-by-tick asset prices to forecast the risk of upcoming volatility shocks. Holger Kömm embeds the proposed strategy in a monitoring system, using first, a sequence of competing...
Persistent link: https://www.econbiz.de/10014018810
This book presents methodologies for the Bayesian estimation of GARCH models and their application to financial risk … paradigm for inference. The next three chapters describe the estimation of the GARCH model with Normal innovations and the … between individuals can be substantial in terms of regulatory capital. The last chapter proposes the estimation of a Markov …
Persistent link: https://www.econbiz.de/10013520959
a stylized regional economic model such as interregional migration, factor and final demand estimation. All empirical …
Persistent link: https://www.econbiz.de/10013522955
Einführung -- Die Genese der Metropolregion in Deutschland, Empirie -- Die theoretisch – konzeptionelle Fundierung der Metropolregion – aktueller Stand der Forschung -- Erweiterung der Funktionentheorie der Metropolregion: Das Indikatorenmodell (Phänomene der Metropolregion) --...
Persistent link: https://www.econbiz.de/10014424905
This is the second volume in a two-part series on frontiers in regional research. It identifies methodological advances as well as trends and future developments in regional systems modelling and open science. Building on recent methodological and modelling advances, as well as on extensive...
Persistent link: https://www.econbiz.de/10012397957
neueste Erklärungsmodelle wie die Neue Ökonomische Geographie und die Theorie der Kreativen Klasse präsentiert. Sie alle … Standorttheorien (Cluster- und Netzwerkkonzept) - Neueste Standorttheorien (Neue Ökonomische Geographie, Theorie der Kreativen Klasse …
Persistent link: https://www.econbiz.de/10014021177
Regional Science is now more than 50 years old, in the last two decades, significant advances in methodology have occurred, spurred in large part by access to computers. The range of analytical techniques now available is enormous, this books provides a sampling of the toolkit that is now at the...
Persistent link: https://www.econbiz.de/10013522761
This book brings together original research on the role of networks in regional economic development and innovation. It presents a comprehensive framework synthesizing extant theories, a palette of real-world cases in the aerospace, automotive, life science, biotechnology and health care...
Persistent link: https://www.econbiz.de/10013349692