Modern Econometric Analysis
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Modern Econometric Analysis
Author: Olaf Hübler
language: en
Publisher: Springer Science & Business Media
Release Date: 2007-04-29
In this book leading German econometricians in different fields present survey articles of the most important new methods in econometrics. The book gives an overview of the field and it shows progress made in recent years and remaining problems.
The Econometric Analysis of Seasonal Time Series
Author: Eric Ghysels
language: en
Publisher: Cambridge University Press
Release Date: 2001-06-18
Eric Ghysels and Denise R. Osborn provide a thorough and timely review of the recent developments in the econometric analysis of seasonal economic time series, summarizing a decade of theoretical advances in the area. The authors discuss the asymptotic distribution theory for linear nonstationary seasonal stochastic processes. They also cover the latest contributions to the theory and practice of seasonal adjustment, together with its implications for estimation and hypothesis testing. Moreover, a comprehensive analysis of periodic models is provided, including stationary and nonstationary cases. The book concludes with a discussion of some nonlinear seasonal and periodic models. The treatment is designed for an audience of researchers and advanced graduate students.
Econometric Analysis of Stochastic Dominance
Author: Yoon-Jae Whang
language: en
Publisher: Cambridge University Press
Release Date: 2019-01-31
Provides a comprehensive analysis of stochastic dominance through coverage of concepts, methods of estimation, inferential tools, and applications.