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Financial Risk Management with Bayesian Estimation of GARCH Models : Theory and Applications
Ardia, David (contributor) - 2008
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
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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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Analysis of Microdata
Winkelmann, Rainer (contributor); Boes, Stefan (contributor) - 2006
variables, to sample selection models, and to event history models, all in the context of maximum likelihood estimation. It …
Persistent link: https://www.econbiz.de/10013520518
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Consumer Demand in the United States : Prices, Income, and Consumption Behavior
Taylor, Lester D. - 2010
from BLS Consumer Expenditure Surveys and ACCRA Price Data: Some Preliminary Results -- Estimation of Theoretically … -- Quantile Regression Analysis of Asymmetrically Distributed Residuals -- CES Panel Dynamics: A Discrete-Time Flow …
Persistent link: https://www.econbiz.de/10013521285
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Spatial econometrics : from cross-sectional data to spatial panels
Elhorst, J. Paul - 2014
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
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Inflation versus Price-Level Targeting : Bayesian Estimation of a Small Open DSGE Model for Switzerland
Heim, Lukas - 2015
Monetary Policy in Switzerland Comparison of Inflation and Price-Level Targeting Bayesian Estimation of a Small Open DSGE Model …
Persistent link: https://www.econbiz.de/10012819094
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Long-Run Growth Forecasting
Bergheim, Stefan (contributor) - 2008
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
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Advances in Panel Data Analysis in Applied Economic Research : 2017 International Conference on Applied Economics (ICOAE)
Tsounis, Nicholas (ed.); Vlachvei, Aspasia (ed.) - 2018
. In addition, there is growing interest in the field for panel data estimation methods, tests and techniques. This volume … in panel data analysis. Featuring papers presented at the 2017 International Conference on Applied Economics (ICOAE) held … at Coventry University, this volume provides current research on econometric panel data methodologies as they are applied …
Persistent link: https://www.econbiz.de/10013256186
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The Decision to Patent
Zaby, Alexandra - 2010
2005 Mannheim Innovation Panel in combination with patent information from the European Patent Office provides strong …
Persistent link: https://www.econbiz.de/10013522842
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Empirical Modelling in Regional Science : Towards a Global Time‒Space‒Structural Analysis
Mitze, Timo - 2012
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