Verfügbarkeit: Empirical economic and financial research

Empirical economic and financial research: theory, methods and practice

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Bibliographische Detailangaben
Weitere Verfasser:	Beran, Jan 1959- (HerausgeberIn)
Format:	Buch
Sprache:	English
Veröffentlicht:	Cham [u.a.] Springer 2014
Schriftenreihe:	Advanced Studies in Theoretical and Applied Econometrics 48
Schlagworte:	Ökonometrie Statistik Aufsatzsammlung Festschrift
Online-Zugang:	Inhaltstext Inhaltsverzeichnis Abstract
Beschreibung:	XVIII, 503 S. graph. Darst. 235 mm x 155 mm
ISBN:	331903121X 9783319031217

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Datensatz im Suchindex

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adam_text	Contents Introduction . 1 Jan Beran, Yuanhua Feng and Hartmut Hebbel Part I Empirical Economic Research Decomposition of Time Series Using the Generalised Berlin Method (VBV) . 9 Hartmut Hebbel and Detlef Steuer Time Series Segmentation Procedures to Detect, Locate and Estimate Change-Points . 45 Ana Laura Badagián, Regina Kaiser, and Daniel Peña Regularization Methods in Economic Forecasting . 61 Günther Schauberger and Gerhard Tutz 'to Investigating Bavarian Beer Consumption . 81 Michael Bruckner and Roland Jeske The Algebraic Structure of Transformed Time Series . 89 Tucker McEIroy and Osbert Pang Reliability of the Automatic Identification of ARIM A Models in Program TRAMO . 105 Agustín Marával!, Roberto López-Pavón. and Domingo Pérez-Cañete Panel Model with Multiplicative Measurement Errors . 1 23 Hans Schneeweiss, Gerd Ronnins, and Matthias Schmid \1 xii Contents A Modified Gauss Test for Correlated Samples with Application to Combining Dependent Tests or P- Values . 145 Joachim Härtung, Bärbel Elpelt-Hartung, and Guido Knapp Panel Research on the Demand of Organic Food in Germany: Challenges and Practical Solutions . 159 Paul Michels The Elasticity of Demand for Gasoline: A Semi-parametric Analysis . 173 Pin T. Ng and James L. Smith The Pitfalls of Ignoring Outliers in Instrumental Variables Estimations: An Application to the Deep Determinants of Development . 195 Catherine Dehon, Rodolphe Desbordes, and Vincenzo Verardi Evaluation of Job Centre Schemes: Ideal Types Versus Statistical Twins . 215 Rainer Schlittgen The Precision of Binary Measurement Methods . 223 Peter-Th. Wilrich Part II Empirical Financial Research On EFARIMA and ESEMIFAR Models . 239 Jan Beran, Yuanhua Feng, and Sucharita Ghosh Prediction Intervals in Linear and Nonlinear Time Series with Sieve Bootstrap Methodology . 255 Hector Allende, Gustavo Ulloa, and Héctor Allende-Cid Do Industrial Metals Prices Exhibit Bubble Behavior? . 275 Walter Assenmacher and Robert Czudaj Forecasting Unpredictable Variables . 287 Helmut Liitkepohl Dynamic Modeling of the Correlation Smile . 305 Alfred Hamerle and Christian Scherr Findings of the Signal Approach: A Case Study for Kazakhstan . 327 Klaus Abberger and Wolfgang Nierhaus Double Conditional Smoothing of High-Frequency Volatility Surface Under a Spatial Model . 341 Christian Peitz and Yuanhua Feng Zilimer's Population Model: Theory and Application . 357 Peter Pflaumer Contents xiii Part III New Econometric Approaches Adaptive Estimation of Regression Parameters for the Gaussian Scale Mixture Model . 373 Roger Koenker The Structure of Generalized Linear Dynamic Factor Models . 379 Manfred Deistler, Wolfgang Scherrer, and Brian D.O. Anderson Forecasting Under Structural Change . 401 Liúdas Giraitis, George Kapetanios, Mohaimén Mansur, and Simon Price Distribution of the Durbin- Watson Statistic in Near Integrated Processes . 42 1 Uwe Hassler and Mehdi Hosseinkonchack Testing for Cointegration in a Double-LSTR Framework . 437 Claudia Grote and Philipp Sibbertsen Fitting Constrained Vector Autoregression Models . 45 1 Tucker McElroy and David Findley Minimax Versions of the Two-Step Two-Sample-Gauß- and ґ -Test . 471 Wolf Krumbholz and Ingo Starke Dimensionality Reduction Models in Density Estimation and Classification . 487 Alexander Samarov On a Craig-Sakamoto Theorem for Orthogonal Projectors . 497 Oskar Maria Baksalary and Götz Trenkler A Note of Appreciation: High Standards with Heart . 503 Beatrix Dart EMPIRICAL ECONOMIC AND FINANCIAL RESEARCH / : 2015 ABSTRACT / INHALTSTEXT 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 BROAD TOPICS IN THE THEORY AND APPLICATION OF BOTH EMPIRICAL ECONOMIC AND FINANCIAL RESEARCH, INCLUDING ANALYSIS OF TIME SERIES AND THE BUSINESS CYCLE; DIFFERENT FORECASTING METHODS; NEW MODELS FOR VOLATILITY, CORRELATION AND OF HIGH-FREQUENCY FINANCIAL DATA; AND NEW APPROACHES TO PANEL REGRESSION, AS WELL AS A NUMBER OF CASE STUDIES. MOST OF THE CONTRIBUTIONS REFLECT THE STATE-OF-ART ON THE RESPECTIVE SUBJECT. THE BOOK OFFERS A VALUABLE REFERENCE WORK FOR RESEARCHERS, UNIVERSITY INSTRUCTORS, PRACTITIONERS, GOVERNMENT OFFICIALS, AND GRADUATE AND POST-GRADUATE STUDENTS, AS WELL AS AN IMPORTANT RESOURCE FOR ADVANCED SEMINARS IN EMPIRICAL ECONOMIC AND FINANCIAL RESEARCH DIESES SCHRIFTSTUECK WURDE MASCHINELL ERZEUGT.
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title	Empirical economic and financial research theory, methods and practice
title_auth	Empirical economic and financial research theory, methods and practice
title_exact_search	Empirical economic and financial research theory, methods and practice
title_full	Empirical economic and financial research theory, methods and practice Jan Beran ... (eds.)
title_fullStr	Empirical economic and financial research theory, methods and practice Jan Beran ... (eds.)
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title_sub	theory, methods and practice
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