標(biāo)題: Titlebook: Contributions to Modern Econometrics; From Data Analysis t Ingo Klein,Stefan Mittnik Book 2002 Springer Science+Business Media Dordrecht 20 [打印本頁(yè)] 作者: intensify 時(shí)間: 2025-3-21 17:18
書目名稱Contributions to Modern Econometrics影響因子(影響力)
書目名稱Contributions to Modern Econometrics影響因子(影響力)學(xué)科排名
書目名稱Contributions to Modern Econometrics網(wǎng)絡(luò)公開度
書目名稱Contributions to Modern Econometrics網(wǎng)絡(luò)公開度學(xué)科排名
書目名稱Contributions to Modern Econometrics被引頻次
書目名稱Contributions to Modern Econometrics被引頻次學(xué)科排名
書目名稱Contributions to Modern Econometrics年度引用
書目名稱Contributions to Modern Econometrics年度引用學(xué)科排名
書目名稱Contributions to Modern Econometrics讀者反饋
書目名稱Contributions to Modern Econometrics讀者反饋學(xué)科排名
作者: Frenetic 時(shí)間: 2025-3-21 23:24 作者: incontinence 時(shí)間: 2025-3-22 03:00 作者: capsule 時(shí)間: 2025-3-22 05:46 作者: 線 時(shí)間: 2025-3-22 10:13 作者: Gnrh670 時(shí)間: 2025-3-22 12:58
Verankerungsprinzip des Exeter-Schaftes,e compared in respect of money demand functions. First, the demand for the Divisia aggregates are evaluated using the cointegrated VEC model and single equation techniques where stable demand functions are estimated. Second, their controllability is investigated.作者: Gnrh670 時(shí)間: 2025-3-22 20:22 作者: 昆蟲 時(shí)間: 2025-3-22 22:54
https://doi.org/10.1007/978-1-4757-3602-1Analysis; Euro; Investment; Median; Statistical Methods; best fit; data analysis; econometrics; modeling作者: indecipherable 時(shí)間: 2025-3-23 02:40
978-1-4419-5331-5Springer Science+Business Media Dordrecht 2002作者: ARCH 時(shí)間: 2025-3-23 07:06
Wolfgang Deiters,Thorsten L?ffelerThe structure of employment and wages has changed considerably during the last decades in most of the OECD countries. While the United States and the United Kingdom are confronted with an increasing wage inequality, most of the European countries suffer from high unemployment rates.作者: Pudendal-Nerve 時(shí)間: 2025-3-23 09:45 作者: 感染 時(shí)間: 2025-3-23 14:52 作者: stroke 時(shí)間: 2025-3-23 19:34 作者: Pathogen 時(shí)間: 2025-3-24 00:57
https://doi.org/10.1007/978-3-642-57557-0 is rare among contributions in the enormous unit root literature because it makes use of the exact small-sample distributional properties of the estimator. The applicability of it, however, is somewhat limited, with natural and useful extensions incurring significant computational effort..To reliev作者: Macronutrients 時(shí)間: 2025-3-24 05:27
Wolfgang Deiters,Thorsten L?ffeler on the sum of squared residuals, tend to give rather pessimistic results even for good fits, and that these measures depend, in fact, on whether or not the sample is balanced. In a small simulation experiment it comes out that the AIC-criterion performs best as far as the selection of the correct m作者: 口訣法 時(shí)間: 2025-3-24 07:32 作者: CLAP 時(shí)間: 2025-3-24 12:12
Wolfgang Deiters,Thorsten L?ffelerof German non-financial stock companies, the estimation results from the usual GMM estimator would contradict the economic theory, whereas the empirical results from the outlier robust GMM estimator support it. Allowing for an unknown fraction of outliers in a given time period, we find that the Eul作者: 杠桿支點(diǎn) 時(shí)間: 2025-3-24 15:46
Thomas Goesmann,Thomas Herrmannisfaction? Are individuals satisfied when their income is near their potential income — otherwise, jealousy would cause dissatisfaction — or are individuals satisfied when their income is far away from potential income — in this case, laziness leads to satisfaction because of low pressure jobs. Thes作者: Abrupt 時(shí)間: 2025-3-24 23:03 作者: 不要不誠(chéng)實(shí) 時(shí)間: 2025-3-25 02:51 作者: 收到 時(shí)間: 2025-3-25 04:48
https://doi.org/10.1007/978-3-642-57635-5rm and additional deterministic mean and trend terms are allowed for. Prior to the tests the deterministic parts and other nuisance parameters of the data generation process are estimated in a first step. Then the series are adjusted for these terms and unit root tests of the Dickey-Fuller type are 作者: Flustered 時(shí)間: 2025-3-25 08:00 作者: defeatist 時(shí)間: 2025-3-25 15:26 作者: 秘方藥 時(shí)間: 2025-3-25 19:23 作者: 嚴(yán)厲批評(píng) 時(shí)間: 2025-3-25 21:50
Manfred Schertler,Sascha Uelpenichg parameter. Nevertheless, it has become a standard tool for estimating trends and detrending economic time series. This chapter discusses an extension of the two-sided exponential smoothing filter as a possible alternative to the Hodrick-Prescott filter for difference-stationary data.作者: 同義聯(lián)想法 時(shí)間: 2025-3-26 03:27
https://doi.org/10.1007/978-3-642-57673-7plying recent developments in the field of multivariate cointegration analysis. In particular it draws heavily on the results obtained by Hall and his co-authors and follows similar modelling strategy. The analysis leads to the fully economically identified system representing long-run relationships作者: invade 時(shí)間: 2025-3-26 05:06 作者: DOSE 時(shí)間: 2025-3-26 10:20
Vernetztes Lernen mit digitalen Mediennterest rates should be integrated with cointegrating vector (1,-1). On the other hand, if the expectations hypothesis of the term structure (EHT) is true another equilibrium condition can be derived, namely that domestic short- and long- term interest rates should cointegrate with the vector (1,-1)作者: 業(yè)余愛(ài)好者 時(shí)間: 2025-3-26 15:01 作者: crescendo 時(shí)間: 2025-3-26 18:41 作者: Visual-Acuity 時(shí)間: 2025-3-26 22:01
Portfolio Selection in the Presence of Heavy-Tailed Asset Returns, distributional assumption we consider the sub-Gaussian stable model and address the problems of estimation and portfolio optimization. The advantages for risk assessment when relaxing the normal assumption in favor of the heavy-tailed variant are illustrated empirically.作者: 反對(duì) 時(shí)間: 2025-3-27 01:27
,Household Budget Data and Welfare Comparisons — A Reconciliation,ions are made, which themselves cannot be tested. Drawing on such assumptions and German household budget data, an empirical analysis of Quadratic Expenditure Systems leads to reasonable results concerning the needs of households with and without children.作者: 項(xiàng)目 時(shí)間: 2025-3-27 08:30 作者: 轉(zhuǎn)折點(diǎn) 時(shí)間: 2025-3-27 11:57
Exponential Smoothing as an Alternative to the Hodrick-Prescott Filter?,g parameter. Nevertheless, it has become a standard tool for estimating trends and detrending economic time series. This chapter discusses an extension of the two-sided exponential smoothing filter as a possible alternative to the Hodrick-Prescott filter for difference-stationary data.作者: Heterodoxy 時(shí)間: 2025-3-27 15:54 作者: Acetaldehyde 時(shí)間: 2025-3-27 18:01
,Growth Determinants of Poland’s Economic Potential,for its growth, TFP growth rates for transition period explain 10–30 % of potential GDP increase only. Total impact of R&D amounts at nearly 3/4 of TFP increase, imported technology being decisive, whereas human capital impact stays below 1/4 TFP increase.作者: Dedication 時(shí)間: 2025-3-27 23:24
1566-0419 economic theories, it has become a rather comprehensive discipline concemed with the development of statistical methods and their application to the whole spectrum of economic data. This development becomes apparent when looking at the biography of an econometrician whose illustrious research and te作者: 內(nèi)閣 時(shí)間: 2025-3-28 03:50
https://doi.org/10.1007/978-3-642-57491-7 like monetary growth and potential output are subject to measurement problems. The aim of this article is to analyze these uncertainties and their qualitative and quantitative implications for monetary policy.作者: CRUMB 時(shí)間: 2025-3-28 06:48
Thomas Goesmann,Thomas Herrmanniduals satisfied when their income is far away from potential income — in this case, laziness leads to satisfaction because of low pressure jobs. These and some related questions are treated with panel data from the GSOEP and ordered probit models.作者: 正論 時(shí)間: 2025-3-28 14:16 作者: Cholagogue 時(shí)間: 2025-3-28 17:17
Measurement Problems and Uncertainty in Monetary Policy, like monetary growth and potential output are subject to measurement problems. The aim of this article is to analyze these uncertainties and their qualitative and quantitative implications for monetary policy.作者: Thyroid-Gland 時(shí)間: 2025-3-28 22:09 作者: ALB 時(shí)間: 2025-3-29 00:00 作者: Glower 時(shí)間: 2025-3-29 04:03 作者: 食物 時(shí)間: 2025-3-29 10:45 作者: Pedagogy 時(shí)間: 2025-3-29 14:00
Simulation of Bank Customers Using CLSimof the utilities associated with the four alternatives: . for 0 < ., . ≤ 1. Here . and . are called the association parameters, and the bounds on them are required to make . a proper distribution function.作者: 清真寺 時(shí)間: 2025-3-29 16:32 作者: Talkative 時(shí)間: 2025-3-29 22:30 作者: 解凍 時(shí)間: 2025-3-30 00:35
Unit Root Tests in the Presence of Innovational Outliers,account estimation errors in the nuisance parameters. An important result is that estimation under the null hypothesis is preferable to estimation under local alternatives. This contrasts with results obtained by other authors for time series without outliers. A comparison with additive outlier models is also performed.作者: musicologist 時(shí)間: 2025-3-30 04:23
https://doi.org/10.1007/978-3-642-57557-0thods of inference involving simulation or bootstrap iterations which would have otherwise been prohibitive become feasible..A simulation study reveals other satisfactory properties of the estimator, and an application to German GDP data draws into question existing results based on use of inferior statistical methods.作者: 過(guò)多 時(shí)間: 2025-3-30 11:23
Wolfgang Deiters,Thorsten L?ffelern, we make use of Hoaglin’s (1983) quantile-based estimation technique. Finally, it is demonstrated that the selected families of gh-transformed symmetrical distributions are suitable to model the returns of financial data.作者: 星星 時(shí)間: 2025-3-30 14:35
https://doi.org/10.1007/978-3-642-57635-5assumption in the covariate distribution. Deviations from normality are introduced by switching to a mixture of normal distributions. It turns out that the bias reacts only mildly to slight deviations from normality.作者: Euphonious 時(shí)間: 2025-3-30 19:35
https://doi.org/10.1007/978-3-642-57673-7rate. We also found that costs were one of the main forces driving inflation in Poland in this period. Moreover the data confirmed that long-run price elasticity of wages was very close to unity what is postulated by many theories. On the other hand the long-run dependence of wages on unemployment was not manifested by the data.作者: Medicaid 時(shí)間: 2025-3-31 00:39
Vernetztes Lernen mit digitalen Medien1(12). It is found that only one cointegrating relation exists between these four interest rates. It is a linear combination between the spread in Euroland and the spread in the US. A vector error correction model for the spreads gives further insights into the dynamic relations between the interest rates in the US and Euroland.作者: 隨意 時(shí)間: 2025-3-31 04:21
On Median Unbiased Inference for First Order Autoregressive Models,thods of inference involving simulation or bootstrap iterations which would have otherwise been prohibitive become feasible..A simulation study reveals other satisfactory properties of the estimator, and an application to German GDP data draws into question existing results based on use of inferior statistical methods.作者: Panther 時(shí)間: 2025-3-31 06:22
,-Transformation of Symmetrical Distributions,n, we make use of Hoaglin’s (1983) quantile-based estimation technique. Finally, it is demonstrated that the selected families of gh-transformed symmetrical distributions are suitable to model the returns of financial data.作者: 舉止粗野的人 時(shí)間: 2025-3-31 12:03
On the Bias of Structural Estimation Methods in a Polynomial Regression with Measurement Error Whenassumption in the covariate distribution. Deviations from normality are introduced by switching to a mixture of normal distributions. It turns out that the bias reacts only mildly to slight deviations from normality.作者: MIRTH 時(shí)間: 2025-3-31 15:22 作者: 奇怪 時(shí)間: 2025-3-31 21:19
Uncovered Interest Rate Parity and the Expectations Hypothesis of the Term Structure: Empirical Res1(12). It is found that only one cointegrating relation exists between these four interest rates. It is a linear combination between the spread in Euroland and the spread in the US. A vector error correction model for the spreads gives further insights into the dynamic relations between the interest rates in the US and Euroland.
