Literatura académica sobre el tema "Econometric models"
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Artículos de revistas sobre el tema "Econometric models"
Hozer, Józef y Mariusz Doszyń. "Econometric Models of Propensities". Folia Oeconomica Stetinensia 6, n.º 1 (1 de enero de 2007): 15–25. http://dx.doi.org/10.2478/v10031-007-0008-1.
Texto completoGruszczyński, Marek. "Accounting and Econometrics: From Paweł Ciompa to Contemporary Research". Journal of Risk and Financial Management 15, n.º 11 (4 de noviembre de 2022): 510. http://dx.doi.org/10.3390/jrfm15110510.
Texto completoDomínguez, Manuel A. y Ignacio N. Lobato. "A SIMPLE OMNIBUS OVERIDENTIFICATION SPECIFICATION TEST FOR TIME SERIES ECONOMETRIC MODELS". Econometric Theory 31, n.º 4 (27 de octubre de 2014): 891–910. http://dx.doi.org/10.1017/s0266466614000644.
Texto completode Paula, Áureo. "Econometric Models of Network Formation". Annual Review of Economics 12, n.º 1 (2 de agosto de 2020): 775–99. http://dx.doi.org/10.1146/annurev-economics-093019-113859.
Texto completoBolton, Roger. "REGIONAL ECONOMETRIC MODELS*". Journal of Regional Science 25, n.º 4 (noviembre de 1985): 495–520. http://dx.doi.org/10.1111/j.1467-9787.1985.tb00320.x.
Texto completoDitzen, Jan y Simon Reese. "xtnumfac: A battery of estimators for the number of common factors in time series and panel-data models". Stata Journal: Promoting communications on statistics and Stata 23, n.º 2 (junio de 2023): 438–54. http://dx.doi.org/10.1177/1536867x231175305.
Texto completoMaziarz, Mariusz. "‘Emerging contrary result’ phenomenon and scientific realism". Panoeconomicus, n.º 00 (2020): 24. http://dx.doi.org/10.2298/pan171218024m.
Texto completoGarcia d'Acuña, Eduardo. "Econometric models for planning". CEPAL Review 1990, n.º 41 (13 de septiembre de 1990): 193–98. http://dx.doi.org/10.18356/75fb3d71-en.
Texto completoPhillips, P. C. B. "Partially Identified Econometric Models". Econometric Theory 5, n.º 2 (agosto de 1989): 181–240. http://dx.doi.org/10.1017/s0266466600012408.
Texto completoCho, Jin Seo y Halbert White. "DIRECTIONALLY DIFFERENTIABLE ECONOMETRIC MODELS". Econometric Theory 34, n.º 5 (22 de agosto de 2017): 1101–31. http://dx.doi.org/10.1017/s0266466617000354.
Texto completoTesis sobre el tema "Econometric models"
Fahs, Faysal Habib. "Essays in the estimation of systems of limited dependent variables with application to demand systems". Online access for everyone, 2008. http://www.dissertations.wsu.edu/Dissertations/Summer2008/F_Fahs_072508.pdf.
Texto completoConradie, Tiaan. "The South African economy and internationally fuelled business cycles: an econometric analysis". Thesis, Nelson Mandela Metropolitan University, 2015. http://hdl.handle.net/10948/4354.
Texto completoVilela, Lucas Pimentel. "Hypothesis testing in econometric models". reponame:Repositório Institucional do FGV, 2015. http://hdl.handle.net/10438/18249.
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This thesis contains three chapters. The first chapter considers tests of the parameter of an endogenous variable in an instrumental variables regression model. The focus is on one-sided conditional t-tests. Theoretical and numerical work shows that the conditional 2SLS and Fuller t-tests perform well even when instruments are weakly correlated with the endogenous variable. When the population F-statistic is as small as two, the power is reasonably close to the power envelopes for similar and non-similar tests which are invariant to rotation transformations of the instruments. This finding is surprising considering the poor performance of two-sided conditional t-tests found in Andrews, Moreira, and Stock (2007). These tests have bad power because the conditional null distributions of t-statistics are asymmetric when instruments are weak. Taking this asymmetry into account, we propose two-sided tests based on t-statistics. These novel tests are approximately unbiased and can perform as well as the conditional likelihood ratio (CLR) test. The second and third chapters are interested in maxmin and minimax regret tests for broader hypothesis testing problems. In the second chapter, we present maxmin and minimax regret tests satisfying more general restrictions than the alpha-level and the power control over all alternative hypothesis constraints. More general restrictions enable us to eliminate trivial known tests and obtain tests with desirable properties, such as unbiasedness, local unbiasedness and similarity. In sequence, we prove that both tests always exist and under suficient assumptions, they are Bayes tests with priors that are solutions of an optimization problem, the dual problem. In the last part of the second chapter, we consider testing problems that are invariant to some group of transformations. Under the invariance of the hypothesis testing, the Hunt-Stein Theorem proves that the search for maxmin and minimax regret tests can be restricted to invariant tests. We prove that the Hunt-Stein Theorem still holds under the general constraints proposed. In the last chapter we develop a numerical method to implement maxmin and minimax regret tests proposed in the second chapter. The parametric space is discretized in order to obtain testing problems with a finite number of restrictions. We prove that, as the discretization turns finer, the maxmin and the minimax regret tests satisfying the finite number of restrictions have the same alternative power of the maxmin and minimax regret tests satisfying the general constraints. Hence, we can numerically implement tests for a finite number of restrictions as an approximation for the tests satisfying the general constraints. The results in the second and third chapters extend and complement the maxmin and minimax regret literature interested in characterizing and implementing both tests.
Esta tese contém três capítulos. O primeiro capítulo considera testes de hipóteses para o coeficiente de regressão da variável endógena em um modelo de variáveis instrumentais. O foco é em testes-t condicionais para hipóteses unilaterais. Trabalhos teóricos e numéricos mostram que os testes-t condicionais centrados nos estimadores de 2SLS e Fuller performam bem mesmo quando os instrumentos são fracamente correlacionados com a variável endógena. Quando a estatística F populacional é menor que dois, o poder é razoavelmente próximo do poder envoltório para testes que são invariantes a transformações que rotacionam os instrumentos (similares ou não similares). Este resultado é surpreendente considerando a baixa performance dos testes-t condicionais para hipóteses bilaterais apresentado em Andrews, Moreira, and Stock (2007). Estes testes possuem baixo poder porque as distribuições das estatísticas-t na hipótese nula são assimétricas quando os instrumentos são fracos. Explorando tal assimetria, nós propomos testes para hipóteses bilaterais baseados em estatísticas-t. Estes testes são aproximadamente não viesados e podem performar tão bem quanto o teste de razão de máxima verossimilhança condicional. No segundo e no terceiro capítulos, nosso interesse é em testes do tipo maxmin e minimax regret para testes de hipóteses mais gerais. No segundo capítulo, nós apresentamos testes maxmin e minimax regret que satisfazem restrições mais gerais que as restrições de tamanho e de controle sobre todo o poder na hipótese alternativa. Restrições mais gerais nos possibilitam eliminar testes triviais e obter testes com propriedades desejáveis, como por exemplo não viés, não viés local e similaridade. Na sequência, nós provamos que ambos os testes existem e, sob condições suficientes, eles são testes Bayesianos com priors que são solução de um problema de otimização, o problema dual. Na última parte do segundo capítulo, nós consideramos testes de hipóteses que são invariantes à algum grupo de transformações. Sob invariância, o Teorema de Hunt-Stein implica que a busca por testes maxmin e minimax regret pode ser restrita a testes invariantes. Nós provamos que o Teorema de Hunt-Stein continua válido sob as restrições gerais propostas. No último capítulo, nós desenvolvemos um procedimento numérico para implementar os testes maxmin e minimax regret propostos no segundo capítulo. O espaço paramétrico é discretizado com o objetivo de obter testes de hipóteses com um número finito de pontos. Nós provamos que, ao considerarmos partições mais finas, os testes maxmin e minimax regret que satisfazem um número finito de pontos possuem o mesmo poder na hipótese alternativa que os testes maxmin e minimax regret que satisfazem as restrições gerais. Portanto, nós podemos implementar numericamente os testes que satisfazem um número finito de pontos como aproximação aos testes que satisfazem as restrições gerais.
Castelli, Francesca <1982>. "Econometric models of financial risks". Doctoral thesis, Alma Mater Studiorum - Università di Bologna, 2012. http://amsdottorato.unibo.it/4274/1/Castelli_Francesca_tesi.pdf.
Texto completoCastelli, Francesca <1982>. "Econometric models of financial risks". Doctoral thesis, Alma Mater Studiorum - Università di Bologna, 2012. http://amsdottorato.unibo.it/4274/.
Texto completoBillah, Baki 1965. "Model selection for time series forecasting models". Monash University, Dept. of Econometrics and Business Statistics, 2001. http://arrow.monash.edu.au/hdl/1959.1/8840.
Texto completoSpurway, Kayleigh Fay Nanette. "A study of the Consumption Capital Asset Pricing Model's appilcability across four countries". Thesis, Rhodes University, 2014. http://hdl.handle.net/10962/d1013016.
Texto completoParaskevopoulos, Ioannis. "Econometric models applied to production theory". Thesis, Queen Mary, University of London, 2001. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.392498.
Texto completoMcGarry, Joanne S. "Seasonality in continuous time econometric models". Thesis, University of Essex, 2000. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.313064.
Texto completoGualdani, C. "Econometric analysis of network formation models". Thesis, University College London (University of London), 2017. http://discovery.ucl.ac.uk/1566643/.
Texto completoLibros sobre el tema "Econometric models"
Intriligator, Michael D. Econometric models, techniques, andapplications. 2a ed. Upper Saddle River, N.J: Prentice-Hall International, 1996.
Buscar texto completoNevezhin, Yuriy. Research of econometric models: collection of laboratory works. ru: INFRA-M Academic Publishing LLC., 2023. http://dx.doi.org/10.12737/1882574.
Texto completoStatistics and Econometric Models. Cambridge: Cambridge University Press, 1995.
Buscar texto completoGruber, Josef, ed. Econometric Decision Models. Berlin, Heidelberg: Springer Berlin Heidelberg, 1991. http://dx.doi.org/10.1007/978-3-642-51675-7.
Texto completo1948-, Fischer Joachim, ed. Macro-econometric models. 2a ed. Aldershot, Hants, England: Avebury, 1992.
Buscar texto completoK, Puttaswamaiah, ed. Econometric models: Techniques and applications. New Delhi: Indus, 1994.
Buscar texto completoCongress, Econometric Society World. Advances in econometrics. Cambridge [Cambridgeshire]: Cambridge University Press, 1987.
Buscar texto completoCongress, Econometric Society World. Advances in econometrics: Fifth World Congress. Cambridge: Cambridge University Press, 1994.
Buscar texto completoCongress, Econometric Society World. Advances in econometrics: Fifth World Congress. Cambridge: Cambridge University Press, 1987.
Buscar texto completoStatistics and econometric models. Cambridge: Cambridge University Press, 1995.
Buscar texto completoCapítulos de libros sobre el tema "Econometric models"
Dubé, Jean y Diègo Legros. "Spatial Econometric Models". En Spatial Econometrics Using Microdata, 93–143. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2014. http://dx.doi.org/10.1002/9781119008651.ch4.
Texto completoLeSage, James P. y R. Kelley Pace. "Spatial Econometric Models". En Handbook of Applied Spatial Analysis, 355–76. Berlin, Heidelberg: Springer Berlin Heidelberg, 2009. http://dx.doi.org/10.1007/978-3-642-03647-7_18.
Texto completoAsteriou, Dimitrios y Stephen G. Hall. "Dynamic Econometric Models". En Applied Econometrics, 231–42. London: Macmillan Education UK, 2016. http://dx.doi.org/10.1057/978-1-137-41547-9_10.
Texto completoJiao, Xiaoying y Jason Li Chen. "Spatiotemporal econometric models". En Econometric Modelling and Forecasting of Tourism Demand, 126–43. London: Routledge, 2022. http://dx.doi.org/10.4324/9781003269366-6.
Texto completoZong, Ping. "Dynamic Econometric Models". En The Art and Science of Econometrics, 157–89. London: Routledge, 2022. http://dx.doi.org/10.4324/9781003273905-7.
Texto completoMizen, Paul. "Econometric methods". En Buffer Stock Models and the Demand for Money, 60–77. London: Macmillan Education UK, 1994. http://dx.doi.org/10.1007/978-1-349-23660-2_4.
Texto completoItalianer, Alexander. "Econometric Specification". En Theory and Practice of International Trade Linkage Models, 217–39. Dordrecht: Springer Netherlands, 1986. http://dx.doi.org/10.1007/978-94-009-4472-5_6.
Texto completoLeSage, James P. y R. Kelley Pace. "Interpreting Spatial Econometric Models". En Handbook of Regional Science, 1–18. Berlin, Heidelberg: Springer Berlin Heidelberg, 2018. http://dx.doi.org/10.1007/978-3-642-36203-3_91-1.
Texto completoPace, R. Kelley y James P. LeSage. "Spatial Econometric Models, Prediction". En Encyclopedia of GIS, 1–7. Cham: Springer International Publishing, 2016. http://dx.doi.org/10.1007/978-3-319-23519-6_1266-2.
Texto completoPace, R. Kelley y James P. LeSage. "Spatial Econometric Models, Prediction". En Encyclopedia of GIS, 2011. Cham: Springer International Publishing, 2017. http://dx.doi.org/10.1007/978-3-319-17885-1_1266.
Texto completoActas de conferencias sobre el tema "Econometric models"
Demianchuk, Maryna, Natalia Maslii y Valerijs Skribans. "GRP Econometric Models for Regions of Ukraine". En the 2019 10th International Conference. New York, New York, USA: ACM Press, 2019. http://dx.doi.org/10.1145/3345035.3345056.
Texto completoLippi, Marco. "Aggregation and dynamics in one-equation econometric models". En 1986 25th IEEE Conference on Decision and Control. IEEE, 1986. http://dx.doi.org/10.1109/cdc.1986.267526.
Texto completoIslamov, Bakhtiyor, Munisa Turdibaeva y Asomiddin Yusupov. "METHODOLOGICAL ISSUES OF ECONOMETRIC ESTIMATING EXPORT GRAVITY MODELS". En ICFNDS '22: The 6th International Conference on Future Networks & Distributed Systems. New York, NY, USA: ACM, 2022. http://dx.doi.org/10.1145/3584202.3584244.
Texto completoIvanyuk, Vera. "Econometric Forecasting Models Based on Forecast Combination Methods". En 2018 Eleventh International Conference "Management of large-scale system development" (MLSD 2018). IEEE, 2018. http://dx.doi.org/10.1109/mlsd.2018.8551825.
Texto completoПугачева, Ольга. "Use of econometric models for solvency analysis and estimation of probability of bankruptcy of the enterprise". En International Scientific Conference “30 Years of Economic Reforms in the Republic of Moldova: Economic Progress via Innovation and Competitiveness”. Academy of Economic Studies of Moldova, 2022. http://dx.doi.org/10.53486/9789975155663.01.
Texto completoKovalchuk, Olha, Mykola Shynkaryk y Mariia Masonkova. "Econometric Models for Estimating the Financial Effect of Cybercrimes". En 2021 11th International Conference on Advanced Computer Information Technologies (ACIT). IEEE, 2021. http://dx.doi.org/10.1109/acit52158.2021.9548490.
Texto completoSedlak, Otilija, Jelena Birovljev, Zoran Ciric, Jelica Eremic y Ivana Ciric. "ANALYSIS OF COMPETITIVENESS OF HIGHER EDUCATION WITH ECONOMETRIC MODELS". En International Conference on Education and New Learning Technologies. IATED, 2016. http://dx.doi.org/10.21125/edulearn.2016.1121.
Texto completoDobrina, Maria V., Yana A. Yurova y Galina V. Shurshikova. "Econometric Models with Discrete Dependent Variable in Portfolio Analysis". En Proceedings of the 2nd International Conference on Economy, Management and Entrepreneurship (ICOEME 2019). Paris, France: Atlantis Press, 2019. http://dx.doi.org/10.2991/icoeme-19.2019.18.
Texto completoFolgieri, Raffaella, Tea Baldigara y Maja Mamula. "ARTIFICIAL NEURAL NETWORKS-BASED ECONOMETRIC MODELS FOR TOURISM DEMAND FORECASTING". En Tourism in Southern and Eastern Europe 2017: Tourism and Creative Industries: Trends and Challenges. University of Rijeka, Faculty of Tourism and Hospitality Management, 2017. http://dx.doi.org/10.20867/tosee.04.10.
Texto completoKhadisov, Magomed-Ramzan. "Econometric Models For Forecasting The Bankruptcy Of A Construction Company". En International Scientific Conference «Social and Cultural Transformations in the Context of Modern Globalism» dedicated to the 80th anniversary of Turkayev Hassan Vakhitovich. European Publisher, 2020. http://dx.doi.org/10.15405/epsbs.2020.10.05.66.
Texto completoInformes sobre el tema "Econometric models"
de Paula, Áureo. Econometric Models of Network Formation. The IFS, enero de 2020. http://dx.doi.org/10.1920/wp.cem.2020.420.
Texto completoHansen, Lars Peter, John Heaton y Erzo G. J. Luttmer. Econometric Evaluation of Asset Pricing Models. Cambridge, MA: National Bureau of Economic Research, octubre de 1993. http://dx.doi.org/10.3386/t0145.
Texto completoLo, Andrew, A. Craig MacKinlay y June Zhang. Econometric Models of Limit-Order Executions. Cambridge, MA: National Bureau of Economic Research, noviembre de 1997. http://dx.doi.org/10.3386/w6257.
Texto completoChetverikov, Denis. Testing regression monotonicity in econometric models. Institute for Fiscal Studies, noviembre de 2012. http://dx.doi.org/10.1920/wp.cem.2012.3512.
Texto completoChernozhukov, Victor, Christian Hansen y Alexandre Belloni. Inference for high-dimensional sparse econometric models. Institute for Fiscal Studies, diciembre de 2011. http://dx.doi.org/10.1920/wp.cem.2011.4111.
Texto completoKaczmarek, Tomasz. Input Data for the Model Determined Based on Econometric Models. Publishing House of the University of Agriculture in Krakow, 2024. http://dx.doi.org/10.15576/repourk/2024.1.05.
Texto completoMullahy, John. Multivariate Fractional Regression Estimation of Econometric Share Models. Cambridge, MA: National Bureau of Economic Research, septiembre de 2010. http://dx.doi.org/10.3386/w16354.
Texto completoHeckman, James y Christopher Taber. Econometric Mixture Models and More General Models for Unobservables in Duration Analysis. Cambridge, MA: National Bureau of Economic Research, junio de 1994. http://dx.doi.org/10.3386/t0157.
Texto completoDiebold, Francis y Til Schuermann. Exact Maximum Likelihood Estimation of Observation-Driven Econometric Models. Cambridge, MA: National Bureau of Economic Research, abril de 1996. http://dx.doi.org/10.3386/t0194.
Texto completoChesher, Andrew y Adam Rosen. Characterizations of identified sets delivered by structural econometric models. Institute for Fiscal Studies, octubre de 2015. http://dx.doi.org/10.1920/wp.cem.2015.6315.
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