Télécharger le livre :  Modelling Trends and Cycles in Economic Time Series
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Modelling trends and cycles in economic time series has a long history, with the use of linear trends and moving averages forming the basic tool kit of economists until the 1970s. Several developments in econometrics then led to an overhaul of the techniques used to...

Editeur : Palgrave Macmillan
Parution : 2021-07-29
Collection : Palgrave Texts in Econometrics
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105,49
Télécharger le livre :  Macroeconomic Survey Expectations
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Why should we be interested in macroeconomic survey expectations? This important book offers an in-depth treatment of this question from a point of view not covered in existing works on time-series econometrics and forecasting. Clements presents the nature of survey...

Editeur : Palgrave Macmillan
Parution : 2018-12-31
Collection : Palgrave Texts in Econometrics
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89,66
Télécharger le livre :  Multivariate Modelling of Non-Stationary Economic Time Series
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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...

Editeur : Palgrave Macmillan
Parution : 2017-05-08
Collection : Palgrave Texts in Econometrics
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63,29
Télécharger le livre :  A Primer for Spatial Econometrics
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This book aims at meeting the growing demand in the field by introducing the basic spatial econometrics methodologies to a wide variety of researchers. It provides a practical guide that illustrates the potential of spatial econometric modelling, discusses problems and...

Editeur : Palgrave Macmillan
Parution : 2014-06-30
Collection : Palgrave Texts in Econometrics
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137,14
Télécharger le livre :  Analysing Economic Data
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Covers the key issues required for students wishing to understand and analyse the core empirical issues in economics. It focuses on descriptive statistics, probability concepts and basic econometric techniques and has an accompanying website that contains all the data...

Editeur : Palgrave Macmillan
Parution : 2013-12-10
Collection : Palgrave Texts in Econometrics
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94,94
Télécharger le livre :  Unit Root Tests in Time Series Volume 2
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Testing for a Unit Root is now an essential part of time series analysis but the literature on the topic is so large that knowing where to start is difficult even for the specialist. This book provides a way into the techniques of unit root testing, explaining the...

Editeur : Palgrave Macmillan
Parution : 2012-07-05
Collection : Palgrave Texts in Econometrics
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94,94
Télécharger le livre :  A Primer for Unit Root Testing
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This book gives an authoritative overview of the literature on non-stationarity, integration and unit roots, providing direction and guidance. It also provides detailed examples to show how the techniques can be applied in practical situations and the pitfalls to avoid.

Editeur : Palgrave Macmillan
Parution : 2010-03-31
Collection : Palgrave Texts in Econometrics
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94,94
Télécharger le livre :  Bootstrap Tests for Regression Models
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An accessible discussion examining computationally-intensive techniques and bootstrap methods, providing ways to improve the finite-sample performance of well-known asymptotic tests for regression models. This book uses the linear regression model as a framework for...

Editeur : Palgrave Macmillan
Parution : 2009-07-29
Collection : Palgrave Texts in Econometrics
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94,94
Télécharger le livre :  Modelling Non-Stationary Economic Time Series
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Co-integration, equilibrium and equilibrium correction are key concepts in modern applications of econometrics to real world problems. This book provides direction and guidance to the now vast literature facing students and graduate economists. Econometric theory is...

Editeur : Palgrave Macmillan
Parution : 2005-06-14
Collection : Palgrave Texts in Econometrics
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52,74
Télécharger le livre :  Evaluating Econometric Forecasts of Economic and Financial Variables
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Financial econometrics is one of the greatest on-going success stories of recent decades, as it has become one of the most active areas of research in econometrics. In this book, Michael Clements presents a clear and logical explanation of the key concepts and ideas of...

Editeur : Palgrave Macmillan
Parution : 2005-01-21
Collection : Palgrave Texts in Econometrics
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94,94