Contributions to Modern Econometrics

From Data Analysis to Economic Policy

Häftad, Engelska, 2011

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The field of econometrics has gone through remarkable changes during the last decades. The earlier focus on testing macroeconomic theories has been widened considerably. It has turned into a discipline concerned with the development and application of statistical methods for any kind of economic data. Contributions to Modern Econometrics represents a collection of recent economic applications of modern econometrics and methodological developments.

Produktinformation

Utgivningsdatum2011-10-08
Mått155 x 235 x 17 mm
Vikt452 g
FormatHäftad
SpråkEngelska
SerieDynamic Modeling and Econometrics in Economics and Finance
Antal sidor282
FörlagSpringer-Verlag New York Inc.
ISBN9781441953315

Tillhör följande kategorier

Matematisk statistik inom Naturvetenskap och teknik
Finansiering inom Ekonomi och ledarskap
Makroekonomi inom Ekonomi och ledarskap
Mikroekonomi inom Ekonomi och ledarskap

1 A Generalization of the Nested Logit Model.- 2 Measurement Problems and Uncertainty in Monetary Policy.- 3 On Median Unbiased Inference for First Order Autoregressive Models.- 4 Goodness of Fit Measures and Model Selection in Qualitative Response Models.- 5 Portfolio Selection in the Presence of Heavy-tailed Asset Returns.- 6 Employment and Technological Change.- 7 Outlier Robust Estimation of an Euler Equation Investment Model with German Firm Level Panel Data.- 8 Which Feeling is Stronger: Jealousy or Laziness?.- 9 gh-transformation of Symmetrical Distributions.- 10 Household Budget Data and Welfare Comparisons — A Reconciliation.- 11 Unit Root Tests in the Presence of Innovational Outliers.- 12 Comparison of M3 and Divisia M3 Aggregates for the Euro Area.- 13 Linear and Nonlinear Dirichlet Share Equations Models.- 14 On the Bias of Structural Estimation Methods in a Polynomial Regression with Measurement Error When the Distribution of the Latent Covariate is Misspecified.- 15 Exponential Smoothing as an Alternative to the Hodrick-Prescott Filter?.- 16 Long-Run Relationships in the Transition Economy of Poland: An Application of SVEqCM.- 17 Growth Determinants of Poland’s Economic Potential.- 18 Uncovered Interest Rate Parity and the Expectations Hypothesis of the Term Structure: Empirical Results for the US and Europe.