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Статті в журналах з теми "Econometric models"
Hozer, Józef, and Mariusz Doszyń. "Econometric Models of Propensities." Folia Oeconomica Stetinensia 6, no. 1 (January 1, 2007): 15–25. http://dx.doi.org/10.2478/v10031-007-0008-1.
Повний текст джерелаGruszczyński, Marek. "Accounting and Econometrics: From Paweł Ciompa to Contemporary Research." Journal of Risk and Financial Management 15, no. 11 (November 4, 2022): 510. http://dx.doi.org/10.3390/jrfm15110510.
Повний текст джерелаDomínguez, Manuel A., and Ignacio N. Lobato. "A SIMPLE OMNIBUS OVERIDENTIFICATION SPECIFICATION TEST FOR TIME SERIES ECONOMETRIC MODELS." Econometric Theory 31, no. 4 (October 27, 2014): 891–910. http://dx.doi.org/10.1017/s0266466614000644.
Повний текст джерелаde Paula, Áureo. "Econometric Models of Network Formation." Annual Review of Economics 12, no. 1 (August 2, 2020): 775–99. http://dx.doi.org/10.1146/annurev-economics-093019-113859.
Повний текст джерелаBolton, Roger. "REGIONAL ECONOMETRIC MODELS*." Journal of Regional Science 25, no. 4 (November 1985): 495–520. http://dx.doi.org/10.1111/j.1467-9787.1985.tb00320.x.
Повний текст джерелаDitzen, Jan, and 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, no. 2 (June 2023): 438–54. http://dx.doi.org/10.1177/1536867x231175305.
Повний текст джерелаMaziarz, Mariusz. "‘Emerging contrary result’ phenomenon and scientific realism." Panoeconomicus, no. 00 (2020): 24. http://dx.doi.org/10.2298/pan171218024m.
Повний текст джерелаGarcia d'Acuña, Eduardo. "Econometric models for planning." CEPAL Review 1990, no. 41 (September 13, 1990): 193–98. http://dx.doi.org/10.18356/75fb3d71-en.
Повний текст джерелаPhillips, P. C. B. "Partially Identified Econometric Models." Econometric Theory 5, no. 2 (August 1989): 181–240. http://dx.doi.org/10.1017/s0266466600012408.
Повний текст джерелаCho, Jin Seo, and Halbert White. "DIRECTIONALLY DIFFERENTIABLE ECONOMETRIC MODELS." Econometric Theory 34, no. 5 (August 22, 2017): 1101–31. http://dx.doi.org/10.1017/s0266466617000354.
Повний текст джерелаДисертації з теми "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.
Повний текст джерелаConradie, 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.
Повний текст джерелаVilela, 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.
Повний текст джерелаCastelli, Francesca <1982>. "Econometric models of financial risks." Doctoral thesis, Alma Mater Studiorum - Università di Bologna, 2012. http://amsdottorato.unibo.it/4274/.
Повний текст джерелаBillah, 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.
Повний текст джерелаSpurway, 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.
Повний текст джерелаParaskevopoulos, 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.
Повний текст джерелаMcGarry, Joanne S. "Seasonality in continuous time econometric models." Thesis, University of Essex, 2000. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.313064.
Повний текст джерелаGualdani, C. "Econometric analysis of network formation models." Thesis, University College London (University of London), 2017. http://discovery.ucl.ac.uk/1566643/.
Повний текст джерелаКниги з теми "Econometric models"
Intriligator, Michael D. Econometric models, techniques, andapplications. 2nd ed. Upper Saddle River, N.J: Prentice-Hall International, 1996.
Знайти повний текст джерелаNevezhin, Yuriy. Research of econometric models: collection of laboratory works. ru: INFRA-M Academic Publishing LLC., 2023. http://dx.doi.org/10.12737/1882574.
Повний текст джерелаCongress, Econometric Society World. Advances in econometrics. Cambridge [Cambridgeshire]: Cambridge University Press, 1987.
Знайти повний текст джерелаCongress, Econometric Society World. Advances in econometrics: Fifth World Congress. Cambridge: Cambridge University Press, 1994.
Знайти повний текст джерелаCongress, Econometric Society World. Advances in econometrics: Fifth World Congress. Cambridge: Cambridge University Press, 1987.
Знайти повний текст джерелаGruber, Josef, ed. Econometric Decision Models. Berlin, Heidelberg: Springer Berlin Heidelberg, 1991. http://dx.doi.org/10.1007/978-3-642-51675-7.
Повний текст джерела1948-, Fischer Joachim, ed. Macro-econometric models. 2nd ed. Aldershot, Hants, England: Avebury, 1992.
Знайти повний текст джерелаK, Puttaswamaiah, ed. Econometric models: Techniques and applications. New Delhi: Indus, 1994.
Знайти повний текст джерелаPötscher, Benedikt M., and Ingmar R. Prucha. Dynamic Nonlinear Econometric Models. Berlin, Heidelberg: Springer Berlin Heidelberg, 1997. http://dx.doi.org/10.1007/978-3-662-03486-6.
Повний текст джерела1963-, Franses Philip Hans, and Montgomery A, eds. Econometric models in marketing. Amsterdam: JAI, 2002.
Знайти повний текст джерелаЧастини книг з теми "Econometric models"
Dubé, Jean, and Diègo Legros. "Spatial Econometric Models." In Spatial Econometrics Using Microdata, 93–143. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2014. http://dx.doi.org/10.1002/9781119008651.ch4.
Повний текст джерелаLeSage, James P., and R. Kelley Pace. "Spatial Econometric Models." In 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.
Повний текст джерелаAsteriou, Dimitrios, and Stephen G. Hall. "Dynamic Econometric Models." In Applied Econometrics, 231–42. London: Macmillan Education UK, 2016. http://dx.doi.org/10.1057/978-1-137-41547-9_10.
Повний текст джерелаJiao, Xiaoying, and Jason Li Chen. "Spatiotemporal econometric models." In Econometric Modelling and Forecasting of Tourism Demand, 126–43. London: Routledge, 2022. http://dx.doi.org/10.4324/9781003269366-6.
Повний текст джерелаZong, Ping. "Dynamic Econometric Models." In The Art and Science of Econometrics, 157–89. London: Routledge, 2022. http://dx.doi.org/10.4324/9781003273905-7.
Повний текст джерелаMizen, Paul. "Econometric methods." In 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.
Повний текст джерелаItalianer, Alexander. "Econometric Specification." In 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.
Повний текст джерелаLeSage, James P., and R. Kelley Pace. "Interpreting Spatial Econometric Models." In 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.
Повний текст джерелаPace, R. Kelley, and James P. LeSage. "Spatial Econometric Models, Prediction." In Encyclopedia of GIS, 1–7. Cham: Springer International Publishing, 2016. http://dx.doi.org/10.1007/978-3-319-23519-6_1266-2.
Повний текст джерелаPace, R. Kelley, and James P. LeSage. "Spatial Econometric Models, Prediction." In Encyclopedia of GIS, 2011. Cham: Springer International Publishing, 2017. http://dx.doi.org/10.1007/978-3-319-17885-1_1266.
Повний текст джерелаТези доповідей конференцій з теми "Econometric models"
Demianchuk, Maryna, Natalia Maslii, and Valerijs Skribans. "GRP Econometric Models for Regions of Ukraine." In the 2019 10th International Conference. New York, New York, USA: ACM Press, 2019. http://dx.doi.org/10.1145/3345035.3345056.
Повний текст джерелаLippi, Marco. "Aggregation and dynamics in one-equation econometric models." In 1986 25th IEEE Conference on Decision and Control. IEEE, 1986. http://dx.doi.org/10.1109/cdc.1986.267526.
Повний текст джерелаIslamov, Bakhtiyor, Munisa Turdibaeva, and Asomiddin Yusupov. "METHODOLOGICAL ISSUES OF ECONOMETRIC ESTIMATING EXPORT GRAVITY MODELS." In 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.
Повний текст джерелаIvanyuk, Vera. "Econometric Forecasting Models Based on Forecast Combination Methods." In 2018 Eleventh International Conference "Management of large-scale system development" (MLSD 2018). IEEE, 2018. http://dx.doi.org/10.1109/mlsd.2018.8551825.
Повний текст джерелаПугачева, Ольга. "Use of econometric models for solvency analysis and estimation of probability of bankruptcy of the enterprise." In 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.
Повний текст джерелаKovalchuk, Olha, Mykola Shynkaryk, and Mariia Masonkova. "Econometric Models for Estimating the Financial Effect of Cybercrimes." In 2021 11th International Conference on Advanced Computer Information Technologies (ACIT). IEEE, 2021. http://dx.doi.org/10.1109/acit52158.2021.9548490.
Повний текст джерелаSedlak, Otilija, Jelena Birovljev, Zoran Ciric, Jelica Eremic, and Ivana Ciric. "ANALYSIS OF COMPETITIVENESS OF HIGHER EDUCATION WITH ECONOMETRIC MODELS." In International Conference on Education and New Learning Technologies. IATED, 2016. http://dx.doi.org/10.21125/edulearn.2016.1121.
Повний текст джерелаDobrina, Maria V., Yana A. Yurova, and Galina V. Shurshikova. "Econometric Models with Discrete Dependent Variable in Portfolio Analysis." In 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.
Повний текст джерелаFolgieri, Raffaella, Tea Baldigara, and Maja Mamula. "ARTIFICIAL NEURAL NETWORKS-BASED ECONOMETRIC MODELS FOR TOURISM DEMAND FORECASTING." In 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.
Повний текст джерелаKhadisov, Magomed-Ramzan. "Econometric Models For Forecasting The Bankruptcy Of A Construction Company." In 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.
Повний текст джерелаЗвіти організацій з теми "Econometric models"
de Paula, Áureo. Econometric Models of Network Formation. The IFS, January 2020. http://dx.doi.org/10.1920/wp.cem.2020.420.
Повний текст джерелаHansen, Lars Peter, John Heaton, and Erzo G. J. Luttmer. Econometric Evaluation of Asset Pricing Models. Cambridge, MA: National Bureau of Economic Research, October 1993. http://dx.doi.org/10.3386/t0145.
Повний текст джерелаLo, Andrew, A. Craig MacKinlay, and June Zhang. Econometric Models of Limit-Order Executions. Cambridge, MA: National Bureau of Economic Research, November 1997. http://dx.doi.org/10.3386/w6257.
Повний текст джерелаChetverikov, Denis. Testing regression monotonicity in econometric models. Institute for Fiscal Studies, November 2012. http://dx.doi.org/10.1920/wp.cem.2012.3512.
Повний текст джерелаChernozhukov, Victor, Christian Hansen, and Alexandre Belloni. Inference for high-dimensional sparse econometric models. Institute for Fiscal Studies, December 2011. http://dx.doi.org/10.1920/wp.cem.2011.4111.
Повний текст джерелаKaczmarek, 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.
Повний текст джерелаMullahy, John. Multivariate Fractional Regression Estimation of Econometric Share Models. Cambridge, MA: National Bureau of Economic Research, September 2010. http://dx.doi.org/10.3386/w16354.
Повний текст джерелаHeckman, James, and Christopher Taber. Econometric Mixture Models and More General Models for Unobservables in Duration Analysis. Cambridge, MA: National Bureau of Economic Research, June 1994. http://dx.doi.org/10.3386/t0157.
Повний текст джерелаDiebold, Francis, and Til Schuermann. Exact Maximum Likelihood Estimation of Observation-Driven Econometric Models. Cambridge, MA: National Bureau of Economic Research, April 1996. http://dx.doi.org/10.3386/t0194.
Повний текст джерелаChesher, Andrew, and Adam Rosen. Characterizations of identified sets delivered by structural econometric models. Institute for Fiscal Studies, October 2015. http://dx.doi.org/10.1920/wp.cem.2015.6315.
Повний текст джерела