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Persistent link: https://www.econbiz.de/10013520944
book uses non-stationary panel techniques to find pair-wise cointegration among GDP per capita and its main correlates such …
Persistent link: https://www.econbiz.de/10013520921
1 Introduction and Outline -- Part I: Internal Migration and the Labor Market -- 2 Panel VAR for Internal Migration …-Trade-FDI -- Part III: Growth, Factor and Final Demand -- 8 Dynamic Simultaneous Equations with Panel Data -- 9 Effects of Capital … the fields of spatial econometrics, panel time-series analysis and structural simultaneous equation modelling to analyse …
Persistent link: https://www.econbiz.de/10013522955
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
of big data analysis. The last two decades or so, the use of panel data has become a standard in many areas of economic … immensely our knowledge and understanding in both. The traditional panel data, by nature, are two-dimensional. Lately, however …, as part of the big data revolution, there has been a rapid emergence of three, four and even higher dimensional panel …
Persistent link: https://www.econbiz.de/10012397167
2005 Mannheim Innovation Panel in combination with patent information from the European Patent Office provides strong …
Persistent link: https://www.econbiz.de/10013522842
Contents -- 1 Introduction -- 2 Linear Spatial Dependence Models -- for Cross-Section Data -- 3 Spatial Panel Data …, static models based on spatial panels and dynamic spatial panel data models. The book not only presents different model …
Persistent link: https://www.econbiz.de/10013523008
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
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
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