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Sunday, July 19, 2020 | History

3 edition of Advances in econometrics and modelling found in the catalog.

Advances in econometrics and modelling

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  • 27 Currently reading

Published by Kluwer Academic Publishers in Dordrecht, Boston .
Written in English

    Subjects:
  • Econometrics -- Congresses.,
  • Econometric models -- Congresses.

  • Edition Notes

    Statementedited by Baldev Raj.
    SeriesAdvanced studies in theoretical and applied econometrics ;, v. 15
    ContributionsRaj, Baldev, 1941-, Canadian Econometric Study Group.
    Classifications
    LC ClassificationsHB139 .A34 1989
    The Physical Object
    Paginationxiii, 194 p. :
    Number of Pages194
    ID Numbers
    Open LibraryOL2189846M
    ISBN 100792302990
    LC Control Number89008190

    "Estimation and inference in models of cointegration: A simulation study," with P.C.B. Phillips, Advances in Econometrics (), 8, Other Publications "Discussion of 'Feature matching in time series modeling' by Y. Xia and H. Tong", Statistical Science (), 26, You can use the statistical tools of econometrics along with economic theory to test hypotheses of economic theories, explain economic phenomena, and derive precise quantitative estimates of the relationship between economic variables. To accurately perform these tasks, you need econometric model-building skills, quality data, and appropriate estimation strategies. And both economic and.

    These models are all structural equation models (SEMs), a very general and important class of models, with the LISREL model as its best-known representation, encompassing almost all linear equation systems with latent variables. Estimation of SEMs can be viewed as an application of the generalized method of moments (GMM). Book February statistical and econometric methods for conducting research to find answers to puzzling issues in modern economies. How to test predications of models based on.

    Many optimization questions arise in economics and finance; an important example of this is the society's choice of the optimum state of the economy (the social choice problem). Optimization in Economics and Finance extends and improves the usual optimization techniques, in a form that may be adopted for modeling social choice problems. Evaluation of Econometric Models presents approaches to assessing and enhancing the progress of applied economic research. This book discusses the problems and issues in evaluating econometric models, use of exploratory methods in economic analysis, and model construction and evaluation when theoretical knowledge is scarce.


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Introduction. We consider linear, high-dimensional sparse (HDS) regression models in econometrics. The HDS regression model allows for a large number of regressors, p, which is possibly much larger than the sample size, n, but imposes that the model is is, we assume that only s ≪ n of these regressors are important for capturing the main features of the regression function.

ISBN: OCLC Number: Notes: Papers based on presentations at conferences held by the Canadian Econometric Study Group. This means that traditional ideas in the econometric literature on discrete choice models have to be modified somewhat to account for these strategic interactions.

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