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Econometric Modeling Perspectives


Econometric Modeling Perspectives
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Econometric Modeling Perspectives


Econometric Modeling Perspectives
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Author : Marco Bee
language : en
Publisher:
Release Date : 2008

Econometric Modeling Perspectives written by Marco Bee and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008 with Business & Economics categories.


In this book the authors present a reassessment of some recently proposed econometric methods for the analysis of continuous-time specifications of economic models. Given the vastness of this stream of the literature, that does not allow for a full exposition of the topic, the authors concentrate on the estimation and simulation analysis of a continuous-time econometric model based on a theoretical framework -- the SETI model -- developed in Padoan (1996). The application is almost completely instrumental to a more thorough analysis of methodological issues entailed with continuous-time econometrics. Nevertheless, it presents some interesting theoretical aspects such as the process of diffusion of ICT and the role of services in international diffusion of technology. The standard methods are not suitable for theoretical models in which disequilibrium analysis is necessary and, in general, presents a clear limitation when the structural multi-equation form of the model should be preserved. Thus the authors show how, by means of continuous-time econometric, it is possible to estimate the parameters of the model using the Full Information Maximum Likelihood techniques in a time series set-up. Then, the authors extend the econometric analysis in order to evaluate the out-of-equilibrium dynamic properties of a system via simulation techniques. The declared aim of the present work is to define the conditions to the equilibrium and to discuss its stability properties. Furthermore, the application provides the guidelines for the formulation and empirical validation of a model considering growth-driven-by-technology phenomena, interactions between countries through trade effects, and the diffusion of technology. Finally, spatial aspects of the problem are explicitly taken into account.



The Journal Of Economic Perspectives


The Journal Of Economic Perspectives
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Author :
language : en
Publisher:
Release Date : 2000

The Journal Of Economic Perspectives written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2000 with Economics categories.


This journal attempts to fill a gap between the general-interest press and other academic economics journals. Its articles relate to active lines of economics research, economic analysis of public policy issues, state-of-the-art economic thinking, and directions for future research. It also aims to provide material for classroom use, and to address issues relating to the economics profession.



The Formation Of Econometrics


The Formation Of Econometrics
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Author : Qin Duo
language : en
Publisher: Oxford University Press, USA
Release Date : 1993-11-11

The Formation Of Econometrics written by Qin Duo and has been published by Oxford University Press, USA this book supported file pdf, txt, epub, kindle and other format this book has been release on 1993-11-11 with Business & Economics categories.


This book traces the formation of econometric theory during the period 1930-60. It focuses on the formation of econometrics from mathematical and scientific processes, in order to analyse economic problems. The book deals with the advances in understanding that were achieved as well as the problems which arose in the course of the practice of econometrics as a discipline. Duo Qin examines the history of econometrics in terms of the basic issues in econometric modelling: the probability foundations, estimation, identification, testing, and model construction and specification. The book describes chronologically how these issues were formalized. Duo Qin argues that while the probability revolution in econometrics in the early 1940s laid the basis for the systematization of econometric theory, it was actually an incomplete revolution, and that its incompleteness underlay various problems and failures which occurred in applying the newly-established theory to modelling practice. The book thus links early econometric history with many issues of interest to contemporary developments in econometrics. - ;A scholarly study of a previously undocumented aspect of econometrics -



A Perspective On Macroeconomic And Economy Wide Quantitative Models Of The Philippines


A Perspective On Macroeconomic And Economy Wide Quantitative Models Of The Philippines
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Author : Josef T. Yap
language : en
Publisher:
Release Date : 2003

A Perspective On Macroeconomic And Economy Wide Quantitative Models Of The Philippines written by Josef T. Yap and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2003 with Econometrics categories.




The Politics Of Economic Modelling


The Politics Of Economic Modelling
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Author : Per Kongshøj Madsen
language : en
Publisher:
Release Date : 1991

The Politics Of Economic Modelling written by Per Kongshøj Madsen and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1991 with Denmark categories.




Representation And Structure In Economics


Representation And Structure In Economics
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Author : Hsiang-Ke Chao
language : en
Publisher: Routledge
Release Date : 2020-04-08

Representation And Structure In Economics written by Hsiang-Ke Chao and has been published by Routledge this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-04-08 with Business & Economics categories.


This book provides a methodological perspective on understanding the essential roles of econometric models in the theory and practice. Offering a comprehensive and comparative exposition of the accounts of models in both econometrics and philosophy of science, this work shows how econometrics and philosophy of science are interconnected while exploring the methodological insight of econometric modelling that can be added to modern philosophical thought. The notion of structure is thoroughly discussed throughout the book. The studies of the consumption function of Trygve Haavelmo, Richard Stone, Milton Friedman, David Hendry and Robert Lucas are taken as the case studies to investigate their methodological implications of model and structure. In addition to the semantic view of the scientific theories, various philosophical accounts concerning scientific models are used to shed light on the methodological nature of these consumption studies in economics. This book will be of great interest to scholars and students of methodology of economics and econometrics as well as anyone interested in the philosophy of science in an economic context.



Contemporary Economists In Perspective


Contemporary Economists In Perspective
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Author : Henry William Spiegel
language : en
Publisher: Greenwich, Conn. : JAI Press
Release Date : 1984

Contemporary Economists In Perspective written by Henry William Spiegel and has been published by Greenwich, Conn. : JAI Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 1984 with Biography & Autobiography categories.




Econometrics Course Materials


Econometrics Course Materials
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Author :
language : en
Publisher:
Release Date : 1981

Econometrics Course Materials written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1981 with Business & Economics categories.




Principles Of Macroeconometric Modeling


Principles Of Macroeconometric Modeling
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Author : L.R. Klein
language : en
Publisher: North Holland
Release Date : 1999-09-21

Principles Of Macroeconometric Modeling written by L.R. Klein and has been published by North Holland this book supported file pdf, txt, epub, kindle and other format this book has been release on 1999-09-21 with Business & Economics categories.


This text describes the principles of constructing dynamic macroeconometric models and their use in economic analyses and forecasting. The discription of the econometric methodology has been limited to specific applications of time series analysis.



The Step 1 Econometric Model Of Sweden


The Step 1 Econometric Model Of Sweden
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Author : Johan A. Lybeck
language : en
Publisher:
Release Date : 1984

The Step 1 Econometric Model Of Sweden written by Johan A. Lybeck and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1984 with Sweden categories.