Advances in Econometrics: Volume 1: Sixth World Congress
Cambridge University Press, 21. 4. 1994 - Počet stran: 332
This is the first of a two volume set of articles reflecting the current state of research in theoretical and applied econometrics. The topics covered include time series methods, semiparametric methods, seasonality, financial economics, model solution techniques, economic development, and labour economics. All the contributions were commissioned to be presented at the plenary sessions of the Sixth World Congress of the Econometric Society in Barcelona.
Co říkají ostatní - Napsat recenzi
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Testing for the stationarity and the stability
Time series with strong dependence
Recursive linear models of dynamic economies
Další části 4 nejsou zobrazeny.
aggregate analysis assumptions asymptotic variance autocorrelation autocovariances autoregressive Barsky and Miron behavior bootstrap bound business cycle censoring coefficients cointegration component compute conditional consumption convergence correlation covariance matrix decomposition dependent deterministic seasonal discussed dynamic econometric Econometrica economic time series empirical equation equilibrium estimates example filter function Gaussian Ghysels Granger Hansen and Sargent Hylleberg identifying impulse response inference interest Journal limit distribution linear Manski mean minimum-distance non-linear non-parametric non-seasonal non-stationary null hypothesis observed ooo ooo optimal order statistic output parameters polynomial problem production quantile regression random rational expectations regression models restrictions Robinson root test sample seasonal adjustment seasonal cycles seasonal dummy seasonal fluctuations seasonal frequencies seasonal patterns seasonal unit roots semi-parametric series models Sims specification spectral density standard errors stationary stationary processes statistical stochastic process strongly autocorrelated stylized facts Theorem theory trend union wage effect univariate variables variance vector zero