# krainaksiazek time series and panel data econometrics 20128279

- znaleziono 47 produktów w 5 sklepach

### Time Series And Panel Data Econometrics

**Książki Obcojęzyczne>Angielskie>Economics, finance, business & management>Economics>EconometricsKsiążki Obcojęzyczne>Angielskie>Econ...**

The Book Describes And Illustrates Many Advances That Have Taken Place In A Number Of Areas In Theoretical And Applied Econometrics Over The Past Four Decades.

Sklep: Gigant.pl

### Time Series And Panel Data Econometrics For Macroeconomics And Finance

**Książki Obcojęzyczne>Angielskie>Economics, finance, business & management>Economics>Econometrics**

0x0148a95300000000

Sklep: Gigant.pl

### Time Series And Panel Data Econometrics

**Książki Obcojęzyczne>Angielskie>Economics, finance, business & management>Economics>EconometricsKsiążki Obcojęzyczne>Angielskie>Econ...**

0x01792a8700000000

Sklep: Gigant.pl

### Time Series Econometrics

**Książki Obcojęzyczne>Angielskie>Economics, finance, business & management>Economics>EconometricsKsiążki Obcojęzyczne>Angielskie>Math...**

Presenting Modern Developments In Time Series Analysis, This Book Focuses On Their Application To Economic Problems. It Introduces The Concept Of A Stationary Time Series And The Basic Properties Of Covariance, Moves To Non-stationary Time Series, And Discusses Volatility Models. The Second Part Of The Text Is Devoted To Multivariate Processes.

Sklep: Gigant.pl

### Fundamental Principles of Time Series Econometrics Volume I LAP Lambert Academic Publishing

**Książki / Literatura obcojęzyczna**

The theme that forms the center of discussions in this piece of work is Time Series Econometrics. The subject of time series econometrics views the real world economy as a dynamic and interrelated phenomenon characterized with declining, steady or some times explosive time path. In some instances, the time path can be irregular and chaotic in nature. Taking such a view has the implication that the effect of any shock in some sector of the economy will not only simmer into other sectors, but that the shock will persist into the future, with its impact assuming any one of the time paths listed above. It is against the background of this dynamic nature of phenomena in the real economy that we can be able to understand the principal task of time series econometrics. The principal task of time series econometrics is to model economic phenomena, collect time series data corresponding to such models, estimate the model, establish the statistical, the econometric and the economic reliability of the estimated model and thereafter apply such an estimated model for one or more of the following: diverse simulations for policy making; economic forecasting;

Sklep: Libristo.pl

### Fundamental Principles of Time Series Econometrics Volume II LAP Lambert Academic Publishing

**Książki / Literatura obcojęzyczna**

The theme that forms the center of discussions in this piece of work is Time Series Econometrics. The subject of time series econometrics views the real world economy as a dynamic and interrelated phenomenon characterized with declining, steady or some times explosive time path. In some instances, the time path can be irregular and chaotic in nature. Taking such a view has the implication that the effect of any shock in some sector of the economy will not only simmer into other sectors, but that the shock will persist into the future, with its impact assuming any one of the time paths listed above. It is against the background of this dynamic nature of phenomena in the real economy that we can be able to understand the principal task of time series econometrics. The principal task of time series econometrics is to model economic phenomena, collect time series data corresponding to such models, estimate the model, establish the statistical, the econometric and the economic reliability of the estimated model and thereafter apply such an estimated model for one or more of the following: diverse simulations for policy making; economic forecasting

Sklep: Libristo.pl

### Time Series Econometrics

**Książki Obcojęzyczne>Angielskie>Economics, finance, business & management>Economics**

0x015314df00000000

Sklep: Gigant.pl

### Time Series Econometrics Analysis

**Książki Obcojęzyczne>Angielskie>Economics, finance, business & management>Economics**

0x01531e9700000000

Sklep: Gigant.pl

### Spurious Regression In Time - Series Econometrics

**Książki Obcojęzyczne>Angielskie>Economics, finance, business & management>Economics**

0x014d9d7400000000

Sklep: Gigant.pl

### Time Series Econometrics

**Książki Obcojęzyczne>Angielskie>Economics, finance, business & management>Economics>Econometrics**

0x0145916a00000000

Sklep: Gigant.pl

### Applied Time Series Econometrics

**Książki Obcojęzyczne>Angielskie>Economics, finance, business & management>Economics>Econometrics**

0x012c862900000000

Sklep: Gigant.pl

### Time Series Econometrics

**Książki Obcojęzyczne>Angielskie>Economics, finance, business & management>Economics>EconometricsKsiążki Obcojęzyczne>Angielskie>Math...**

0x01a6dbd300000000

Sklep: Gigant.pl

### Bayesian Econometrics Wiley

**Książki / Literatura obcojęzyczna**

Researchers in many fields are increasingly finding the Bayesian approach to statistics to be an attractive one. This book introduces the reader to the use of Bayesian methods in the field of econometrics at the advanced undergraduate or graduate level. The book is self--contained and does not require that readers have previous training in econometrics. The focus is on models used by applied economists and the computational techniques necessary to implement Bayesian methods when doing empirical work. Topics covered in the book include the regression model (and variants applicable for use with panel data), time series models, models for qualitative or censored data, nonparametric methods and Bayesian model averaging. The book includes numerous empirical examples and the website associated with it contains data sets and computer programs to help the student develop the computational skills of modern Bayesian econometrics.

Sklep: Libristo.pl

### Uncertainty Analysis in Econometrics with Applications Springer, Berlin

**Książki / Literatura obcojęzyczna**

Unlike uncertain dynamical systems in physical sciences where models for prediction are somewhat given to us by physical laws, uncertain dynamical systems in economics need statistical models. In this context, modeling and optimization surface as basic ingredients for fruitful applications. This volume concentrates on the current methodology of copulas and maximum entropy optimization.§This volume contains main research presentations at the Sixth International Conference of the Thailand Econometrics Society held at the Faculty of Economics, Chiang Mai University, Thailand, during January 10-11, 2013. It consists of keynote addresses, theoretical and applied contributions. These contributions to Econometrics are somewhat centered around the theme of Copulas and Maximum Entropy Econometrics. The method of copulas is applied to a variety of economic problems where multivariate model building and correlation analysis are needed. As for the art of choosing copulas in practical problems, the principle of maximum entropy surfaces as a potential way to do so. The state-of-the-art of Maximum Entropy Econometrics is presented in the first keynote address, while the second keynote address focusses on testing stationarity in economic time series data.

Sklep: Libristo.pl

### Estimation of Panel Data Models with Individual Effects LAP Lambert Academic Publishing

**Książki / Literatura obcojęzyczna**

This book focused on the panel data model estimators. Panel data is a continuously developing field. Panel data combine cross-sectional and time-series data and, therefore, provide a more appealing structure of data analysis than either cross sectional or time-series data, alone. Panel data analysis has many advantages over analysis using time-series and cross-sectional data alone. For example, the increased sample size due to the utilization of cross-sectional and time-series data improves the accuracy of model parameters' estimates due to a greater number of degrees of freedom and less multicollinearity compared to either cross-section or time-series data alone. Additionally, since panel data contain information on both the inter-temporal dynamics and the individuality of entities, it controls for the effect of missing variables on the estimation results. This book targeted at undergraduate, postgraduate students and other researchers who want to further their study on panel data models.

Sklep: Libristo.pl

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t1=1.065, t2=0, t3=0, t4=0.025, t=1.066