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Information money fields of cyclic oscillations in nonlinear dynamic economic system
Ledenyov, Dimitri O.; Ledenyov, Viktor O. - Volkswirtschaftliche Fakultät, … - 2015
Article introduces the notion of information money fields of the cyclic oscillations of the economic variables in the nonlinear dynamic economic system for the first time, and presents an original research on the Ledenyov theory on the information money fields of the cyclic oscillations of the...
Persistent link: https://www.econbiz.de/10011251895
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Marketing Models and the Lucas Critique
van Heerde, van Heerde, H.J.; Dekimpe, Dekimpe, M.G.; … - Erasmus Research Institute of Management (ERIM), … - 2004
The Lucas critique has been largely ignored in the marketing literature. We present a number of conditions under which the critique is most likely to (also) apply in marketing settings. Next, we provide some perspectives on how to diagnose and accommodate the Lucas critique, and identify various...
Persistent link: https://www.econbiz.de/10010837594
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Economic Summary of 2005: Results of Econometric Analysis
Brodsky, Boris - In: Applied Econometrics 1 (2006) 1, pp. 69-74
Economic Summary of 2005: Results of Econometric Analysis
Persistent link: https://www.econbiz.de/10010841025
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Probability and Structure in Econometric Models
Hoover, Kevin D - Duke University, Department of Economics - 2010
economy from data. The standard solution, going back to Haavelmo's famous "The Probability Approach in Econometrics" (1944 … understanding of the possibilities for passive observation of causal structure in econometrics and related areas of Nancy Cartwright …
Persistent link: https://www.econbiz.de/10008549056
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Bayesian Time Series and DSGE Models, from <i>Methods for Applied Macroeconomic Research</i>
Canova, Fabio - Princeton University Press
macroeconomic theory, econometrics, and computational programming using RATS, MATLAB, or Gauss. Inevitably a modern treatment of … econometrics. Rather than list a series of estimators and their properties, Canova starts from a class of DSGE models, finds an …
Persistent link: https://www.econbiz.de/10005453780
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DSGE Models, Solutions, and Approximations, from <i>Methods for Applied Macroeconomic Research</i>
Canova, Fabio - Princeton University Press
macroeconomic theory, econometrics, and computational programming using RATS, MATLAB, or Gauss. Inevitably a modern treatment of … econometrics. Rather than list a series of estimators and their properties, Canova starts from a class of DSGE models, finds an …
Persistent link: https://www.econbiz.de/10005696690
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Experiments, Passive Observation and Scenario Analysis: Trygve Haavelmo and the Cointegrated Vector Autoregression
Hoover, Kevin; Juselius, Katarina - Økonomisk Institut, Københavns Universitet - 2012
Econometrics (1944). We show how, once the details of the analogy are systematically understood, the experimental analogy can be …
Persistent link: https://www.econbiz.de/10010592983
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On the tracking and replication of hedge fund optimal investment portfolio strategies in global capital markets in presence of nonlinearities, applying Bayesian filters: 1. Stratan...
Ledenyov, Dimitri O.; Ledenyov, Viktor O. - Volkswirtschaftliche Fakultät, … - 2013
The hedge fund represents a unique investment opportunity for the institutional and private investors in the diffusion-type financial systems. The main objective of this condensed article is to research the hedge fund’s optimal investment portfolio strategies selection in the global capital...
Persistent link: https://www.econbiz.de/10011260821
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Intermediate Statistics and Econometrics: A Comparative Approach
Poirier, Dale J. - The MIT Press
comparatively both the classical and the Bayesian approaches to econometrics. Poirier's text provides a thoroughly modern, self …-contained, comprehensive, and accessible treatment of the probability and statistical foundations of econometrics with special emphasis on the … in economics, Intermediate Statistics and Econometrics offers a broad perspective, bringing together a great deal of …
Persistent link: https://www.econbiz.de/10004973175
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Why inferential statistics are inappropriate for development studies and how the same data can be better used
Ballinger, Clint - Volkswirtschaftliche Fakultät, … - 2011
The purpose of this paper is twofold: 1) to highlight the widely ignored but fundamental problem of ‘superpopulations’ for the use of inferential statistics in development studies. We do not to dwell on this problem however as it has been sufficiently discussed in older papers by...
Persistent link: https://www.econbiz.de/10008923034