Business & Economics

Econometric Methods with Applications in Business and Economics

Author: C. Heij

Publisher: Oxford University Press

ISBN:

Category: Business & Economics

Page: 787

View: 311

Nowadays applied work in business and economics requires a solid understanding of econometric methods to support decision-making. Combining a solid exposition of econometric methods with an application-oriented approach, this rigorous textbook provides students with a working understanding and hands-on experience of current econometrics. Taking a 'learning by doing' approach, it covers basic econometric methods (statistics, simple and multiple regression, nonlinear regression, maximum likelihood, and generalized method of moments), and addresses the creative process of model building with due attention to diagnostic testing and model improvement. Its last part is devoted to two major application areas: the econometrics of choice data (logit and probit, multinomial and ordered choice, truncated and censored data, and duration data) and the econometrics of time series data (univariate time series, trends, volatility, vector autoregressions, and a brief discussion of SUR models, panel data, and simultaneous equations). • Real-world text examples and practical exercise questions stimulate active learning and show how econometrics can solve practical questions in modern business and economic management. • Focuses on the core of econometrics, regression, and covers two major advanced topics, choice data with applications in marketing and micro-economics, and time series data with applications in finance and macro-economics. • Learning-support features include concise, manageable sections of text, frequent cross-references to related and background material, summaries, computational schemes, keyword lists, suggested further reading, exercise sets, and online data sets and solutions. • Derivations and theory exercises are clearly marked for students in advanced courses. This textbook is perfect for advanced undergraduate students, new graduate students, and applied researchers in econometrics, business, and economics, and for researchers in other fields that draw on modern applied econometrics.
Business & Economics

Festschrift in Honor of Peter Schmidt

Author: Robin C. Sickles

Publisher: Springer Science & Business Media

ISBN:

Category: Business & Economics

Page: 409

View: 118

From Robin Sickles: As I indicated to you some months ago Professor William Horrace and I would like Springer to publish a Festschrift in Honor of Peter Schmidt, our professor. Peter’s accomplishments are legendary among his students and the profession. I have a bit of that student perspective in my introductory and closing remarks on the website for the conference we had in his honor this last July. I have attached the conference program from which selected papers will come (as well as from students who were unable to attend). You will also find the names of his students (40) on the website. A top twenty economics department could be started up from those 40 students. Papers from some festschrifts have a thematic link among the papers based on subject material. What I think is unique to this festschrift is that the theme running through the papers will be Peter’s remarkable legacy left to his students to frame a problem and then analyze and examine it in depth using rigorous techniques but rarely just for the purpose of showcasing technical refinements per se. I think this would be a book that graduate students would find invaluable in their early research careers and seasoned scholars would find invaluable in both their and their students’ research.
Business & Economics

Statistics and Econometrics

Author: Orley Ashenfelter

Publisher: John Wiley & Sons Incorporated

ISBN:

Category: Business & Economics

Page: 300

View: 886

Econometrics is the key research tool for the modern study of economic problems. Every subject in economics--from finance to the environment, from health to the law--is dominated by econometric methods. This book makes these tools accessible and easy to understand by bringing issues to life with persuasive, real life applications to real economic problems.
Business & Economics

Econometric Methods and Their Applications in Finance, Macro and Related Fields

Author: Kaddour Hadri

Publisher: World Scientific

ISBN:

Category: Business & Economics

Page: 616

View: 802

The volume aims at providing an outlet for some of the best papers presented at the 15th Annual Conference of the African Econometric Society, which is one of the “chapters” of the International Econometric Society. Many of these papers represent the state of the art in financial econometrics and applied econometric modeling, and some also provide useful simulations that shed light on the models' ability to generate meaningful scenarios for forecasting and policy analysis. Contents:Financial Econometrics and International Finance:Modeling Interest Rates Using Reducible Stochastic Differential Equations: A Copula-Based Multivariate Approach (Ruijun Bu, Ludovic Giet, Kaddour Hadri and Michel Lubrano)Financial Risk Management Using Asymmetric Heavy-Tailed Distributions and Nonlinear Dependence Structures of Asset Returns Under Discontinuous Dynamics (Alaa El-Shazly)Time-Varying Dependence in the Term Structure of Interest Rates: A Copula-Based Approach (Diaa Noureldin)Nonlinear Filtering and Market Implied Rating for a Jump-Diffusion Structural Model of Credit Risk (Alaa El-Shazly)Time-Varying Optimal Weights for International Asset Allocation in African and South Asian Markets (Dalia El-Edel)Econometric Theory and Methods:Econometric Methods for Ordered Responses: Some Recent Developments (Franco Peracchi)Which Quantile is the Most Informative? Maximum Likelihood, Maximum Entropy and Quantile Regression (Anil K Bera, Antonio F Galvao Jr, Gabriel V Montes-Rojas and Sung Y Park)The Experimetrics of Fairness (Anna Conte and Peter G Moffatt)Uniform in Bandwidth Tests of Specification for Conditional Moment Restrictions Models (Pascal Lavergne and Pierre E Nguimkeu)Joint LM Test for Homoscedasticity in a Two-Way Error Components Model (Eugene Kouassi, Joel Sango, J M Bosson Brou and Kern O Kymn)An Approximation to the Distribution of the Pooled Estimator When the Time Series Equation is One of a Complete System (William M Mikhail and Ghazal A Ghazal)Monetary, Labor and Environmental Applications:Monetary Policy and the Role of the Exchange Rate in Egypt (Tarek A Moursi and Mai El-Mossallamy)International Migration, Remittances and Household Poverty Status in Egypt (Rania Roushdy, Ragui Assaad and Ali Rashed)Determinants of Job Quality and Wages of the Working Poor: Evidence From 1998–2006 Egypt Labor Market Panel Survey (Mona Said)A Contract-Theoretic Model of Conservation Agreements (Heidi Gjertsen, Theodore Groves, David A Miller, Eduard Niesten, Dale Squires and Joel Watson)Household Environment and Child Health in Egypt (Mahmoud Hailat and Franco Peracchi)Modeling the Relationship between Natural Resource Abundance, Economic Growth, and the Environment: A Cross-Country Study (Hala Abou-Ali and Yasmine M Abdelfattah)Global Cement Industry: Competitive and Institutional Frameworks (Tarek H Selim and Ahmed S Salem)On the Occurrence of Ponzi Schemes in Presence of Credit Restrictions Penalizing Default (A Seghir)Is Targeted Advertising Always Beneficial? (Nada Ben Elhadj-Ben Brahim, Rim Lahmandi-Ayed and Didier Laussel) Readership: Graduate students and researchers in the fields of econometrics, economic theory, applied econometrics. Keywords:Financial Econometrics;Applied Econometrics;Econometric Theory and MethodsKey Features:Contains original contributions to economic theory, financial econometrics and applied econometrics
Econometrics

Econometric Methods

Author: J. Johnston

Publisher: New York ; Toronto : McGraw-Hill

ISBN:

Category: Econometrics

Page: 437

View: 914

In writing this new edition we have had two major objectives. The first is to provide a comprehensive and accessible account of available econometric methods. The second is to illustrate these methods with applications to some real data sets, which are given on the data diskette that accompanies the book; thus, the reader can replicate the applications in the text, experiment with some of the problems suggested at the chapter ends, and carry out further analyses of her own choosing.
Business & Economics

Econometric Methods with Applications in Business and Economics

Author: Christiaan Heij

Publisher: OUP Oxford

ISBN:

Category: Business & Economics

Page: 816

View: 693

Nowadays applied work in business and economics requires a solid understanding of econometric methods to support decision-making. Combining a solid exposition of econometric methods with an application-oriented approach, this rigorous textbook provides students with a working understanding and hands-on experience of current econometrics. Taking a 'learning by doing' approach, it covers basic econometric methods (statistics, simple and multiple regression, nonlinear regression, maximum likelihood, and generalized method of moments), and addresses the creative process of model building with due attention to diagnostic testing and model improvement. Its last part is devoted to two major application areas: the econometrics of choice data (logit and probit, multinomial and ordered choice, truncated and censored data, and duration data) and the econometrics of time series data (univariate time series, trends, volatility, vector autoregressions, and a brief discussion of SUR models, panel data, and simultaneous equations). · Real-world text examples and practical exercise questions stimulate active learning and show how econometrics can solve practical questions in modern business and economic management. · Focuses on the core of econometrics, regression, and covers two major advanced topics, choice data with applications in marketing and micro-economics, and time series data with applications in finance and macro-economics. · Learning-support features include concise, manageable sections of text, frequent cross-references to related and background material, summaries, computational schemes, keyword lists, suggested further reading, exercise sets, and online data sets and solutions. · Derivations and theory exercises are clearly marked for students in advanced courses. This textbook is perfect for advanced undergraduate students, new graduate students, and applied researchers in econometrics, business, and economics, and for researchers in other fields that draw on modern applied econometrics.
Business & Economics

Nonparametric Econometric Methods and Application

Author: Thanasis Stengos

Publisher: MDPI

ISBN:

Category: Business & Economics

Page: 224

View: 343

The present Special Issue collects a number of new contributions both at the theoretical level and in terms of applications in the areas of nonparametric and semiparametric econometric methods. In particular, this collection of papers that cover areas such as developments in local smoothing techniques, splines, series estimators, and wavelets will add to the existing rich literature on these subjects and enhance our ability to use data to test economic hypotheses in a variety of fields, such as financial economics, microeconomics, macroeconomics, labor economics, and economic growth, to name a few.
Business & Economics

Microeconometrics

Author: A. Colin Cameron

Publisher: Cambridge University Press

ISBN:

Category: Business & Economics

Page: 1034

View: 670

The book is oriented to the practitioner.
Business & Economics

Bayesian Econometric Methods

Author: Joshua Chan

Publisher: Cambridge University Press

ISBN:

Category: Business & Economics

Page: 480

View: 687

Illustrates Bayesian theory and application through a series of exercises in question and answer format.
Business & Economics

Handbook of Research on Emerging Theories, Models, and Applications of Financial Econometrics

Author: Burcu Adıgüzel Mercangöz

Publisher: Springer Nature

ISBN:

Category: Business & Economics

Page: 456

View: 198

This handbook presents emerging research exploring the theoretical and practical aspects of econometric techniques for the financial sector and their applications in economics. By doing so, it offers invaluable tools for predicting and weighing the risks of multiple investments by incorporating data analysis. Throughout the book the authors address a broad range of topics such as predictive analysis, monetary policy, economic growth, systemic risk and investment behavior. This book is a must-read for researchers, scholars and practitioners in the field of economics who are interested in a better understanding of current research on the application of econometric methods to financial sector data.
Econometrics

Econometric Methods

Author: J. Johnston

Publisher: McGraw-Hill Companies

ISBN:

Category: Econometrics

Page: 568

View: 538

In writing this new edition we have had two major objectives. The first is to provide a comprehensive and accessible account of available econometric methods. The second is to illustrate these methods with applications to some real data sets, which are given on the data diskette that accompanies the book; thus, the reader can replicate the applications in the text, experiment with some of the problems suggested at the chapter ends, and carry out further analyses of her own choosing.
Business & Economics

A Guide to Econometric Methods for the Energy-Growth Nexus

Author: Angeliki Menegaki

Publisher: Academic Press

ISBN:

Category: Business & Economics

Page: 336

View: 841

A Guide to Econometric Methods for the Energy-Growth Nexus presents, explains and compares all the available econometrics methods pertinent to the energy-growth nexus. Chapters cover methods and applications, starting with older econometric methods and moving toward new ones. Each chapter presents the method and facts about its applications, providing step-by-step explanations about the ways the method meets the demands of the field. In addition, applied case studies and practical research steps are included to enhance the learning process. By touching on all relevant econometric methods for the energy-growth nexus, this book gives energy-growth researchers and students all they need to tackle the subject matter. Presents econometric methods for short- and long-term forecasting Provides methods and step-by-step explanations on the ways the method meets the demands of the field Contains applied case studies and practical research steps
Business & Economics

Econometric Methods

Author: Professor of English and Comparative Literature John Johnston

Publisher: McGraw-Hill/Irwin

ISBN:

Category: Business & Economics

Page: 531

View: 429

The authors include a detailed appendix on basic statistical theory for those needing a refresher but the bulk of the book deals with the methods of econometrics and its practice. A disk is included that contains US economic data applications.