Econometrics in theory and practice: Festschrift for Hans Schneeweiß
Gespeichert in:
| Format: | Buch |
|---|---|
| Sprache: | English |
| Veröffentlicht: |
Heidelberg [u.a.]
Physica-Verl.
1998
|
| Schlagworte: | |
| Online-Zugang: | Table of contents Inhaltsverzeichnis |
| Beschreibung: | Hier auch später erschienene, unveränderte Nachdrucke |
| Beschreibung: | IX, 336 S. Ill., graph. Darst. |
| ISBN: | 3790811165 9783642470295 |
Internformat
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| 245 | 1 | 0 | |a Econometrics in theory and practice |b Festschrift for Hans Schneeweiß |c Robert Galata ... (eds.) |
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Datensatz im Suchindex
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Table of Contents
Preface V
Part I: Errors in Variables 1
Errors in Variables in Econometrics
Chi Lun Cheng and John W. Van Ness 3
Estimation for the Nonlinear Errors in Variables Model
Wayne A. Puller 15
Nonparameteric Regression Splines for Generalized Linear
Measurement Error Models
Raymond J. Carroll, Jeffrey D. Maca, and Suojin Wang 23
Different Nonlinear Regression Models with Incorrectly
Observed Covariates
Markus Thamerus 31
ML Estimation from Binomial Data with Misclassifications
Gerhard Schuster 45
The Indeterminacy of Latent Variable Models
David J. Bartholomew 59
Part II: Theoretical Econometrics 65
An Introduction to the Economic Study of Knowledge
Martin J. Beckmann 67
Potentials and Limitations of Econometric Forecast and
Simulation Models
Gerd Ronning 77
VIII Table of Contents
Consistent Estimation of the Number of Cointegration
Relations in a Vector Autoregressive Model
Helmut Liitkepohl and Don S. Poskitt 87
Locally Weighted Autoregression
Yuanhua Feng and Siegfried Heiler 101
Locally Weighted Least Squares in Categorical
Varying Coefficient Models
Gerhard Tutz and Goran Kauermann 119
Using First Differences as a Device against Multicollinearity
Helge Toutenburg and Gotz Trenkler 131
Asymptotic Equivalence of Ordinary Least Squares and
Generalized Least Squares with Trending Regressors and
Stationary Autoregressive Disturbances
Walter Kramer 137
The Analysis of Growth and Learning Curves with Mean
and Covariance Structure Models
Gerhard Arminger 143
Part III: Applied Econometrics 159
How Important are Real Shocks for the Real Exchange
Rate?
Kai Carstensen and Gerd Hansen 161
Trading Strategies of a Financially Strong Investor in
Futures and Stocks
Giinter Bamberg, Gregor Dorfleitner, and Klaus Roder 175
Estimation of the Stochastic Volatility by Markov Chain
Monte Carlo
Hans Boscher, Eva Maria Fronk, and Iris Pigeot 189
Money and Prices in Germany
Imke Briiggemann and Jiirgen Wolters 205
Quasi Minimax Estimation, Prior Information and Money
Demand in Germany
Hans Joachim Mittag, Dietmar Stemann, and Bernhard Schipp 227
Table of Contents IX
Bayesian Forecasting of Turning Points in Economic Cycles
Walter Naggl 235
Regression Approaches to Rental Guides
Ludwig Fahrmeir, Christian Gieger, and Artur Klinger 241
An Econometric Model for the Transition Process of China's
Economy
Chen Pu and Joachim Frohn 255
Part IV: Decision Theory and Statistics 277
Information Value as a Metacriterion for Decision Rules
Under Strict Uncertainty
Franz Ferschl 279
Analysing Ellsberg's Paradox by Means of
Interval Probability
Kurt Weichselberger and Thomas Augustin 291
Some Robust and Adaptive Tests Versus F Test for Several
Samples
Herbert Biining 305
A Sequential Test for the Comparison of the Precision of
Two Measurement Methods
Peter Th. Wilrich 319
List of Publications of Hans Schneeweifi 329
List of Contributors 333 |
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| building | Verbundindex |
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| callnumber-first | H - Social Science |
| callnumber-label | HB139 |
| callnumber-raw | HB139.E313 1998 |
| callnumber-search | HB139.E313 1998 |
| callnumber-sort | HB 3139 E313 41998 |
| callnumber-subject | HB - Economic Theory and Demography |
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| dewey-ones | 330 - Economics |
| dewey-raw | 330/.01/5195 21 330.015195 |
| dewey-search | 330/.01/5195 21 330.015195 |
| dewey-sort | 3330 11 45195 221 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| format | Book |
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| indexdate | 2024-09-23T12:19:45Z |
| institution | BVB |
| isbn | 3790811165 9783642470295 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-008034550 |
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| physical | IX, 336 S. Ill., graph. Darst. |
| publishDate | 1998 |
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| publisher | Physica-Verl. |
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| spelling | Econometrics in theory and practice Festschrift for Hans Schneeweiß Robert Galata ... (eds.) Heidelberg [u.a.] Physica-Verl. 1998 IX, 336 S. Ill., graph. Darst. txt rdacontent n rdamedia nc rdacarrier Hier auch später erschienene, unveränderte Nachdrucke Schneeweiß, Hans 1933-2021 (DE-588)120049171 gnd rswk-swf Econometrics Bibliografie (DE-588)4006432-3 gnd rswk-swf Ökonometrie (DE-588)4132280-0 gnd rswk-swf (DE-588)4143413-4 Aufsatzsammlung gnd-content (DE-588)4016928-5 Festschrift gnd-content Ökonometrie (DE-588)4132280-0 s DE-604 Schneeweiß, Hans 1933-2021 (DE-588)120049171 p Bibliografie (DE-588)4006432-3 s b DE-604 Galata, Robert 1952- Sonstige (DE-588)12004935X oth Schneeweiß, Hans 1933-2021 (DE-588)120049171 hnr Erscheint auch als Online-Ausgabe 978-3-642-47027-1 http://www.loc.gov/catdir/toc/fy042/98018415.html Table of contents HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=008034550&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Econometrics in theory and practice Festschrift for Hans Schneeweiß Schneeweiß, Hans 1933-2021 (DE-588)120049171 gnd Econometrics Bibliografie (DE-588)4006432-3 gnd Ökonometrie (DE-588)4132280-0 gnd |
| subject_GND | (DE-588)120049171 (DE-588)4006432-3 (DE-588)4132280-0 (DE-588)4143413-4 (DE-588)4016928-5 |
| title | Econometrics in theory and practice Festschrift for Hans Schneeweiß |
| title_auth | Econometrics in theory and practice Festschrift for Hans Schneeweiß |
| title_exact_search | Econometrics in theory and practice Festschrift for Hans Schneeweiß |
| title_full | Econometrics in theory and practice Festschrift for Hans Schneeweiß Robert Galata ... (eds.) |
| title_fullStr | Econometrics in theory and practice Festschrift for Hans Schneeweiß Robert Galata ... (eds.) |
| title_full_unstemmed | Econometrics in theory and practice Festschrift for Hans Schneeweiß Robert Galata ... (eds.) |
| title_short | Econometrics in theory and practice |
| title_sort | econometrics in theory and practice festschrift for hans schneeweiß |
| title_sub | Festschrift for Hans Schneeweiß |
| topic | Schneeweiß, Hans 1933-2021 (DE-588)120049171 gnd Econometrics Bibliografie (DE-588)4006432-3 gnd Ökonometrie (DE-588)4132280-0 gnd |
| topic_facet | Schneeweiß, Hans 1933-2021 Econometrics Bibliografie Ökonometrie Aufsatzsammlung Festschrift |
| url | http://www.loc.gov/catdir/toc/fy042/98018415.html http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=008034550&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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