Modelling Economic Series

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Modelling Economic Series

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Author : Clive William John Granger
language : en
Publisher: Oxford University Press
Release Date : 1990

Modelling Economic Series written by Clive William John Granger and has been published by Oxford University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 1990 with Business & Economics categories.

This is a volume of readings for graduate students, especially those taking courses in applied econometrics, who need to learn how to evaluate the validity of present theories and techniques. The aim of the text is to aid readers in the difficult task of actually constructing models. The essays vary in the degree of technical sophistication used, but each paper intends to provide students with a sound knowledge of the practical difficulties of model specification, evaluation and interpretation, as well as advice on tackling these difficulties.

Time Series Models For Business And Economic Forecasting

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Author : Philip Hans Franses
language : en
Publisher: Cambridge University Press
Release Date : 1998-10-15

Time Series Models For Business And Economic Forecasting written by Philip Hans Franses and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 1998-10-15 with Business & Economics categories.

The econometric analysis of economic and business time series is a major field of research and application. The last few decades have witnessed an increasing interest in both theoretical and empirical developments in constructing time series models and in their important application in forecasting. In Time Series Models for Business and Economic Forecasting, Philip Franses examines recent developments in time series analysis. The early parts of the book focus on the typical features of time series data in business and economics. Part III is concerned with the discussion of some important concepts in time series analysis, the discussion focuses on the techniques which can be readily applied in practice. Parts IV-VIII suggest different modeling methods and model structures. Part IX extends the concepts in chapter three to multivariate time series. Part X examines common aspects across time series.

Modelling Nonlinear Economic Time Series

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Author : Timo Teräsvirta
language : en
Publisher: OUP Oxford
Release Date : 2010-12-16

Modelling Nonlinear Economic Time Series written by Timo Teräsvirta and has been published by OUP Oxford this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010-12-16 with Business & Economics categories.

This book contains an extensive up-to-date overview of nonlinear time series models and their application to modelling economic relationships. It considers nonlinear models in stationary and nonstationary frameworks, and both parametric and nonparametric models are discussed. The book contains examples of nonlinear models in economic theory and presents the most common nonlinear time series models. Importantly, it shows the reader how to apply these models in practice. For thispurpose, the building of various nonlinear models with its three stages of model building: specification, estimation and evaluation, is discussed in detail and is illustrated by several examples involving both economic and non-economic data. Since estimation of nonlinear time series models is carried outusing numerical algorithms, the book contains a chapter on estimating parametric nonlinear models and another on estimating nonparametric ones.Forecasting is a major reason for building time series models, linear or nonlinear. The book contains a discussion on forecasting with nonlinear models, both parametric and nonparametric, and considers numerical techniques necessary for computing multi-period forecasts from them. The main focus of the book is on models of the conditional mean, but models of the conditional variance, mainly those of autoregressive conditional heteroskedasticity, receive attention as well. A separate chapter isdevoted to state space models. As a whole, the book is an indispensable tool for researchers interested in nonlinear time series and is also suitable for teaching courses in econometrics and time series analysis.

Modelling A Change Of Classification In Economic Time Series Data

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Author : Filippo Moauro
language : en
Publisher:
Release Date : 1997

Modelling A Change Of Classification In Economic Time Series Data written by Filippo Moauro and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1997 with Econometric models categories.

Analysis Of Economic Time Series

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Author : Marc Nerlove
language : en
Publisher: Academic Press
Release Date : 2014-05-10

Analysis Of Economic Time Series written by Marc Nerlove and has been published by Academic Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-05-10 with Business & Economics categories.

Analysis of Economic Time Series: A Synthesis integrates several topics in economic time-series analysis, including the formulation and estimation of distributed-lag models of dynamic economic behavior; the application of spectral analysis in the study of the behavior of economic time series; and unobserved-components models for economic time series and the closely related problem of seasonal adjustment. Comprised of 14 chapters, this volume begins with a historical background on the use of unobserved components in the analysis of economic time series, followed by an Introduction to the theory of stationary time series. Subsequent chapters focus on the spectral representation and its estimation; formulation of distributed-lag models; elements of the theory of prediction and extraction; and formulation of unobserved-components models and canonical forms. Seasonal adjustment techniques and multivariate mixed moving-average autoregressive time-series models are also considered. Finally, a time-series model of the U.S. cattle industry is presented. This monograph will be of value to mathematicians, economists, and those interested in economic theory, econometrics, and mathematical economics.

Modeling Dynamic Economic Systems

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Author : Matthias Ruth
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-02-09

Modeling Dynamic Economic Systems written by Matthias Ruth and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-02-09 with Business & Economics categories.

This book explores the dynamic processes in economic systems, concentrating on the extraction and use of the natural resources required to meet economic needs. Sections cover methods for dynamic modeling in economics, microeconomic models of firms, modeling optimal use of both nonrenewable and renewable resources, and chaos in economic models. This book does not require a substantial background in mathematics or computer science.

Modelling Economic High Frequency Time Series With Star Stgarch Models

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Author : Stefan Lundbergh
language : en
Publisher:
Release Date : 1998

Modelling Economic High Frequency Time Series With Star Stgarch Models written by Stefan Lundbergh and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1998 with categories.

Modelling Trends And Cycles In Economic Time Series

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Author : T. Mills
language : en
Publisher: Springer
Release Date : 2003-05-15

Modelling Trends And Cycles In Economic Time Series written by T. Mills and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2003-05-15 with Business & Economics categories.

Modelling trends and cycles in economic time series has a long history, with the use of linear trends and moving averages forming the basic tool kit of economists until the 1970s. Several developments in econometrics then led to an overhaul of the techniques used to extract trends and cycles from time series. Terence Mills introduces these various approaches to allow students and researchers to appreciate the variety of techniques and the considerations that underpin their choice for modelling trends and cycles.

Mathematical Models Of The Economy

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Author : Richard Stone
language : en
Publisher: London : Chapman & Hall
Release Date : 1970

Mathematical Models Of The Economy written by Richard Stone and has been published by London : Chapman & Hall this book supported file pdf, txt, epub, kindle and other format this book has been release on 1970 with Business & Economics categories.

Compilatton of essays on mathematical analysis of the economy - includes economic model-building, input output analysis, growth models, national accounting, statistical analysis of population systems, econometrics of consumer behaviour, etc. Bibliographys and statistical tables.

Economic Series

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Author :
language : en
Publisher:
Release Date : 1970

Economic Series written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1970 with Agriculture categories.