Hakutulokset: Hakutulos
yhteensä 28 hakutulosta
Bayesian Multivariate Time Series Methods for Empirical Macroeconomics
Bayesian Multivariate Time Series Methods for Empirical Macroeconomics provides a survey of the Bayesian methods used in modern empirical macroeconomics. These models have been …
Large Dimensional Factor Analysis
Large Dimensional Factor Analysis provides a survey of the main theoretical results for large dimensional factor models, emphasizing results that have implications for empirical …
Performance Analysis: Economic Foundations and Trends
Performance Analysis: Economic Foundations and Trends provides a relatively concise overview of Efficiency and Productivity Analysis—a very important field of research and …
Spatial Econometrics
Spatial Econometrics takes a broader view of spatial econometrics and introduces some of the basic concepts. After an introduction, Section 2 introduces methods for the spatial …
Experimetrics
Experimetrics comprises the body of econometric techniques that are customized to experimental applications. This monograph is aimed principally at two types of reader -- the …
Dealing with Endogeneity in Regression Models with Dynamic Coefficients
Dealing with Endogeneity in Regression Models with Dynamic Coefficients presents a unified econometric framework for dealing with the issues of endogeneity in Markov-switching …
Bayesian Approaches to Shrinkage and Sparse Estimation
Bayesian Approaches to Shrinkage and Sparse Estimation introduces the reader to the world of Bayesian model determination by surveying modern shrinkage and variable selection …
Efficiency Analysis
Efficiency Analysis details the important econometric area of efficiency estimation, both past approaches as well as new methodology. There are two main camps in efficiency …
Bifurcation of Macroeconometric Models and Robustness of Dynamical Inferences
Bifurcation of Macroeconometric Models and Robustness of Dynamical Inferences provides an overview of the classes of macroeconometric models for which bifurcation experiments have …
Copula Modeling
Explores the copula approach for econometrics modeling of joint parametric distributions and demonstrates that practical implementation and estimation is relatively straightforward …
Choosing the More Likely Hypothesis
Much of economists' statistical work centers on testing hypotheses in which parameter values are partitioned between a null hypothesis and an alternative hypothesis in order to …
Quantile Methods for Stochastic Frontier Analysis
Quantile Methods for Stochastic Frontier Analysis seeks to merge two seemingly disparate econometric fields, quantile estimation and stochastic frontier analysis (SFA). Why might …