Empirical Economic and Financial Research Theory, Methods and Practice /
The purpose of this book is to establish a connection between the traditional field of empirical economic research and the emerging area of empirical financial research, and to build a bridge between theoretical developments in these areas and their application in practice. Accordingly, it covers br...
| Συγγραφή απο Οργανισμό/Αρχή: | |
|---|---|
| Άλλοι συγγραφείς: | , , |
| Μορφή: | Ηλεκτρονική πηγή Ηλ. βιβλίο |
| Γλώσσα: | English |
| Έκδοση: |
Cham :
Springer International Publishing : Imprint: Springer,
2015.
|
| Σειρά: | Advanced Studies in Theoretical and Applied Econometrics,
48 |
| Θέματα: | |
| Διαθέσιμο Online: | Full Text via HEAL-Link |
Πίνακας περιεχομένων:
- Foreword
- Editorial
- Introduction
- Part I Empirical Economic Research
- Hebbel, Steuer: Decomposition of Time Series Using the Generalised Berlin Method (VBV)
- Badagián, Kaiser, Peña: Time Series Segmentation Procedures to Detect, Locate and Estimate Change-Points
- Schauberger, Tutz: Regularization Methods in Economic Forecasting
- Bruckner, Jeske: Investigating Bavarian Beer Consumption
- McElroy, Pang: The Algebraic Structure of Transformed Time Series
- Maravall, López Pavón, Pérez Cañete: Reliability of the Automatic Identification of ARIMA Models in Program TRAMO
- Schneeweiss, Ronning, Schmid: Panel Model with Multiplicative Measurement Errors
- Hartung, Elpelt-Hartung, Knapp: A Modified Gauss Test for Correlated Samples with Application to Combining Dependent Tests or P-Values
- Michels: Panel Research on the Demand of Organic Food in Germany: Challenges and Practical Solutions
- Ng, Smith: The Elasticity of Demand for Gasoline: A Semi-Parametric Analysis
- Dehon, Desbordes, Verardi: The Pitfalls of Ignoring Outliers in Instrumental Variables Estimations: An Application to the Deep Determinants of Development
- Schlittgen: Evaluation of Job Centre Schemes - Ideal Types Versus Statistical Twins
- Wilrich: The Precision of Binary Measurement Methods
- Part II Empirical Financial Research
- Beran, Feng, Ghosh: On EFARIMA and ESEMIFAR Models
- Allende, Ulloa, Allende-Cid: Prediction Intervals in Linear and non-Linear Time Series with Sieve Bootstrap Methodology
- Assenmacher, Czudaj: Do Industrial Metals Prices exhibit Bubble Behavior?
- Lütkepohl: Forecasting Unpredictable Variables
- Hamerle, Scherr: Dynamic Modeling of the Correlation Smile
- Abberger, Nierhaus: Findings of the Signal Approach - A Case Study for Kazakhstan
- Peitz, Feng: Double Conditional Smoothing of High-Frequency Volatility Surface under a Spatial model
- Pflaumer: Zillmer’s Population Model: Theory and Application
- Part III New Econometric Approaches
- Koenker: Adaptive Estimation of Regression Parameters for the Gaussian Scale Mixture Model
- Deistler, Scherrer, Anderson: The Structure of Generalized Linear Dynamic Factor Models
- Giraitis, Kapetanios, Mansur, Price: Forecasting under Structural Change
- Hassler, Hosseinkouchack: Distribution of the Durbin-Watson Statistic in Near Integrated Processes
- Grote, Sibbertsen: Testing for Cointegration in a Double-LSTR Framework
- McElroy, Findley: Fitting Constrained Vector Autoregression Models
- Krumbholz, Starke: Minimax Versions of the Two-Step Two-Sample-Gauß- and t-Test
- Samarov: Dimensionality Reduction Models in Density Estimation and Classification
- Baksalary, Trenkler: On a Craig–Sakamoto Theorem for Orthogonal Projectors
- A Note of Appreciation.
