Empirical Economic and Financial Research Theory, Methods and Practice

Empirical Economic and Financial Research Theory, Methods and Practice / edited by Jan Beran, Yuanhua Feng, Hartmut Hebbel.

The purpose of this book is to establish a connection between the traditional field of empirical economic research and the emerging area of empirical financial research, and to build a bridge between theoretical developments in these areas and their application in practice. Accordingly, it covers br...

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Bibliographic Details
Corporate Author: SpringerLink (Online service)
Other Authors: Beran, Jan (Editor), Feng, Yuanhua (Editor), Hebbel, Hartmut (Editor)
Format: eBook
Language:English
Published: Cham : Springer International Publishing : Imprint: Springer, 2015.
Edition:1st ed. 2015.
Series:Advanced Studies in Theoretical and Applied Econometrics, 48
Springer eBook Collection.
Subjects:
Econometrics.
Macroeconomics.
Environmental economics.
Electronic resources (E-books)
Online Access:Click to view e-book
Holy Cross Note:Loaded electronically.
Electronic access restricted to members of the Holy Cross Community.
Table of Contents:
  • Foreword
  • Editorial
  • Introduction
  • Part I Empirical Economic Research
  • Hebbel, Steuer: Decomposition of Time Series Using the Generalised Berlin Method (VBV)
  • Badagián, Kaiser, Peña: Time Series Segmentation Procedures to Detect, Locate and Estimate Change-Points
  • Schauberger, Tutz: Regularization Methods in Economic Forecasting
  • Bruckner, Jeske: Investigating Bavarian Beer Consumption
  • McElroy, Pang: The Algebraic Structure of Transformed Time Series
  • Maravall, López Pavón, Pérez Cañete: Reliability of the Automatic Identification of ARIMA Models in Program TRAMO
  • Schneeweiss, Ronning, Schmid: Panel Model with Multiplicative Measurement Errors
  • Hartung, Elpelt-Hartung, Knapp: A Modified Gauss Test for Correlated Samples with Application to Combining Dependent Tests or P-Values
  • Michels: Panel Research on the Demand of Organic Food in Germany: Challenges and Practical Solutions
  • Ng, Smith: The Elasticity of Demand for Gasoline: A Semi-Parametric Analysis
  • Dehon, Desbordes, Verardi: The Pitfalls of Ignoring Outliers in Instrumental Variables Estimations: An Application to the Deep Determinants of Development
  • Schlittgen: Evaluation of Job Centre Schemes - Ideal Types Versus Statistical Twins
  • Wilrich: The Precision of Binary Measurement Methods
  • Part II Empirical Financial Research
  • Beran, Feng, Ghosh: On EFARIMA and ESEMIFAR Models
  • Allende, Ulloa, Allende-Cid: Prediction Intervals in Linear and non-Linear Time Series with Sieve Bootstrap Methodology
  • Assenmacher, Czudaj: Do Industrial Metals Prices exhibit Bubble Behavior?
  • Lütkepohl: Forecasting Unpredictable Variables
  • Hamerle, Scherr: Dynamic Modeling of the Correlation Smile
  • Abberger, Nierhaus: Findings of the Signal Approach - A Case Study for Kazakhstan
  • Peitz, Feng: Double Conditional Smoothing of High-Frequency Volatility Surface under a Spatial model
  • Pflaumer: Zillmer’s Population Model: Theory and Application
  • Part III New Econometric Approaches
  • Koenker: Adaptive Estimation of Regression Parameters for the Gaussian Scale Mixture Model
  • Deistler, Scherrer, Anderson: The Structure of Generalized Linear Dynamic Factor Models
  • Giraitis, Kapetanios, Mansur, Price: Forecasting under Structural Change
  • Hassler, Hosseinkouchack: Distribution of the Durbin-Watson Statistic in Near Integrated Processes
  • Grote, Sibbertsen: Testing for Cointegration in a Double-LSTR Framework
  • McElroy, Findley: Fitting Constrained Vector Autoregression Models
  • Krumbholz, Starke: Minimax Versions of the Two-Step Two-Sample-Gauß- and t-Test
  • Samarov: Dimensionality Reduction Models in Density Estimation and Classification
  • Baksalary, Trenkler: On a Craig–Sakamoto Theorem for Orthogonal Projectors
  • A Note of Appreciation.

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