The Generalised Dynamic Factor Model

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The Generalized Dynamic Factor Model

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Author : Mario Forni
language : en
Publisher:
Release Date : 2000

The Generalized Dynamic Factor Model written by Mario Forni and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2000 with Econometric models categories.

The Generalized Dynamic Factor Model

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Author :
language : en
Publisher:
Release Date : 1999

The Generalized Dynamic Factor Model written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1999 with Econometric models categories.

Dynamic Factor Models

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Author : Siem Jan Koopman
language : en
Publisher: Emerald Group Publishing
Release Date : 2016-01-08

Dynamic Factor Models written by Siem Jan Koopman and has been published by Emerald Group Publishing this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-01-08 with Business & Economics categories.

This volume explores dynamic factor model specification, asymptotic and finite-sample behavior of parameter estimators, identification, frequentist and Bayesian estimation of the corresponding state space models, and applications.

Forecasting Austrian Gdp Using The Generalized Dynamic Factor Model

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Author : Martin Schneider
language : en
Publisher:
Release Date : 2004

Forecasting Austrian Gdp Using The Generalized Dynamic Factor Model written by Martin Schneider and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004 with Austria categories.

Bayesian Model Comparison

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Author : Ivan Jeliazkov
language : en
Publisher: Emerald Group Publishing
Release Date : 2014-11-21

Bayesian Model Comparison written by Ivan Jeliazkov and has been published by Emerald Group Publishing this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-11-21 with Political Science categories.

This volume of Advances in Econometrics 34 focusses on Bayesian model comparison. It reflects the recent progress in model building and evaluation that has been achieved in the Bayesian paradigm and provides new state-of-the-art techniques, methodology, and findings that should stimulate future research.

Global Business Cycles And Developing Countries

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Author : Eri Ikeda
language : en
Publisher: Routledge
Release Date : 2019-09-17

Global Business Cycles And Developing Countries written by Eri Ikeda and has been published by Routledge this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-09-17 with Business & Economics categories.

This book investigates how global business cycles impact the economies of developing countries. Global business cycles, the wave-like movements of economic expansion followed by contraction in aggregate economic activities, impact all economies comprising the global economy. The patterns being shown in developing countries correspond increasingly to those in the global north, and yet there is a relative dearth of studies exploring whether global business cycles exist and how they operate in developing economies. This book explores how cycles operate at the global and sub-global developing country levels, with a particular focus on the level of development and the structure of the economies. Drawing an important distinction between cycles and fluctuations, the book criticises mainstream conceptualisation and identification of cycle phenomena, and instead proposes an alternative conception and methodology for the identification of cycles. Along the way, the book also delves into the manufacturing and rise of China, and other potential competitors in the industrial arena, as increasingly important drivers of global cycles and global economic growth. This book will be an important read for researchers and upper-level students of development economics and international political economy.

Intelligent Data Mining And Analysis In Power And Energy Systems

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Author : Zita A. Vale
language : en
Publisher: John Wiley & Sons
Release Date : 2022-12-02

Intelligent Data Mining And Analysis In Power And Energy Systems written by Zita A. Vale and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022-12-02 with Technology & Engineering categories.

Intelligent Data Mining and Analysis in Power and Energy Systems A hands-on and current review of data mining and analysis and their applications to power and energy systems In Intelligent Data Mining and Analysis in Power and Energy Systems: Models and Applications for Smarter Efficient Power Systems, the editors assemble a team of distinguished engineers to deliver a practical and incisive review of cutting-edge information on data mining and intelligent data analysis models as they relate to power and energy systems. You’ll find accessible descriptions of state-of-the-art advances in intelligent data mining and analysis and see how they drive innovation and evolution in the development of new technologies. The book combines perspectives from authors distributed around the world with expertise gained in academia and industry. It facilitates review work and identification of critical points in the research and offers insightful commentary on likely future developments in the field. It also provides: A thorough introduction to data mining and analysis, including the foundations of data preparation and a review of various analysis models and methods In-depth explorations of clustering, classification, and forecasting Intensive discussions of machine learning applications in power and energy systems Perfect for power and energy systems designers, planners, operators, and consultants, Intelligent Data Mining and Analysis in Power and Energy Systems will also earn a place in the libraries of software developers, researchers, and students with an interest in data mining and analysis problems.

Partial Identification In Econometrics And Related Topics

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Author : Nguyen Ngoc Thach
language : en
Publisher: Springer Nature
Release Date : 2024-07-31

Partial Identification In Econometrics And Related Topics written by Nguyen Ngoc Thach and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2024-07-31 with Technology & Engineering categories.

This book covers data processing techniques, with economic and financial application being the unifying theme. To make proper investments in economy, the authors need to have a good understanding of the future trends: how will demand change, how will prices change, etc. In general, in science, the usual way to make predictions is: to identify a model that best fits the current dynamics, and to use this model to predict the future behavior. In many practical situations—especially in economics—our past experiences are limited. As a result, the authors can only achieve a partial identification. It is therefore important to be able to make predictions based on such partially identified models—which is the main focus of this book. This book emphasizes partial identification techniques, but it also describes and uses other econometric techniques, ranging from more traditional statistical techniques to more innovative ones such as game-theoretic approach, interval techniques, and machine learning. Applications range from general analysis of GDP growth, stock market, and consumer prices to analysis of specific sectors of economics (credit and banking, energy, health, labor, tourism, international trade) to specific issues affecting economy such as ecology, national culture, government regulations, and the existence of shadow economy. This book shows what has been achieved, but even more important are remaining open problems. The authors hope that this book will: inspire practitioners to learn how to apply state-of-the-art techniques, especially techniques of optimal transport statistics, to economic and financial problems, and inspire researchers to further improve the existing techniques and to come up with new techniques for studying economic and financial phenomena. The authors want to thank all the authors for their contributions and all anonymous referees for their thorough analysis and helpful comments. The publication of this book—and organization of the conference at which these papers were presented—was supported: by the Ho Chi Minh University of Banking (HUB), Vietnam, and by the Vingroup Innovation Foundation (VINIF). The authors thank the leadership and staff of HUB and VINIF for providing crucial support.

The Generalized Dynamic Factor Model

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Author :
language : en
Publisher:
Release Date : 2002

The Generalized Dynamic Factor Model written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2002 with categories.

Handbook Of Research Methods And Applications In Empirical Macroeconomics

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Author : Nigar Hashimzade
language : en
Publisher: Edward Elgar Publishing
Release Date : 2013-01-01

Handbook Of Research Methods And Applications In Empirical Macroeconomics written by Nigar Hashimzade and has been published by Edward Elgar Publishing this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-01-01 with Business & Economics categories.

This comprehensive Handbook presents the current state of art in the theory and methodology of macroeconomic data analysis. It is intended as a reference for graduate students and researchers interested in exploring new methodologies, but can also be employed as a graduate text. The Handbook concentrates on the most important issues, models and techniques for research in macroeconomics, and highlights the core methodologies and their empirical application in an accessible manner. Each chapter is largely self-contained, whilst the comprehensive introduction provides an overview of the key statistical concepts and methods. All of the chapters include the essential references for each topic and provide a sound guide for further reading. Topics covered include unit roots, non-linearities and structural breaks, time aggregation, forecasting, the Kalman filter, generalised method of moments, maximum likelihood and Bayesian estimation, vector autoregressive, dynamic stochastic general equilibrium and dynamic panel models. Presenting the most important models and techniques for empirical research, this Handbook will appeal to students, researchers and academics working in empirical macro and econometrics.