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Analogies and TheoriesFormal Models of Reasoning

Analogies and Theories: Formal Models of Reasoning

Itzhak Gilboa, Larry Samuelson, and David Schmeidler

Published in print:
2015
Published Online:
May 2015
ISBN:
9780198738022
eISBN:
9780191801419
Item type:
book
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780198738022.001.0001
Subject:
Economics and Finance, Econometrics

The book describes formal models of reasoning that are aimed at capturing the way that economic agents and decision makers in general think about their environment and make predictions based on their ... More

Analyzing WimbledonThe Power of Statistics

Analyzing Wimbledon: The Power of Statistics

Franc Klaassen and Jan R. Magnus

Published in print:
2014
Published Online:
April 2014
ISBN:
9780199355952
eISBN:
9780199395477
Item type:
book
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199355952.001.0001
Subject:
Economics and Finance, Econometrics

The game of tennis raises many questions that are of interest to a statistician. Is it true that beginning to serve in a set gives an advantage? Are new balls an advantage? Is the seventh game in a ... More

Bayesian Inference in Dynamic Econometric Models

Bayesian Inference in Dynamic Econometric Models

Luc Bauwens, Michel Lubrano, and Jean-François Richard

Published in print:
2000
Published Online:
September 2011
ISBN:
9780198773122
eISBN:
9780191695315
Item type:
book
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780198773122.001.0001
Subject:
Economics and Finance, Econometrics

This book contains an up-to-date coverage of the last twenty years of advances in Bayesian inference in econometrics, with an emphasis on dynamic models. It shows how to treat Bayesian inference in ... More

Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data

Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data

Anindya Banerjee, Juan J. Dolado, John W. Galbraith, and David Hendry

Published in print:
1993
Published Online:
November 2003
ISBN:
9780198288107
eISBN:
9780191595899
Item type:
book
Publisher:
Oxford University Press
DOI:
10.1093/0198288107.001.0001
Subject:
Economics and Finance, Econometrics

This book considers the econometric analysis of both stationary and non‐stationary processes, which may be linked by equilibrium relationships. It provides a wide‐ranging account of the main tools, ... More

Comparative Performance of U.S. Econometric Models

Comparative Performance of U.S. Econometric Models

Lawrence R. Klein (ed.)

Published in print:
1991
Published Online:
October 2011
ISBN:
9780195057720
eISBN:
9780199854967
Item type:
book
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780195057720.001.0001
Subject:
Economics and Finance, Econometrics

One of the most important, and visible, things economists do is to forecast what will happen in the economy in the future. Each year, a number of different groups in the United States use their own ... More

Dynamic Econometrics

Dynamic Econometrics

David F. Hendry

Published in print:
1995
Published Online:
November 2003
ISBN:
9780198283164
eISBN:
9780191596384
Item type:
book
Publisher:
Oxford University Press
DOI:
10.1093/0198283164.001.0001
Subject:
Economics and Finance, Econometrics

This systematic and integrated framework for econometric modelling is organized in terms of three levels of knowledge: probability, estimation, and modelling. All necessary concepts of econometrics ... More

Econometric Methods for Labour Economics

Econometric Methods for Labour Economics

Stephen Bazen

Published in print:
2011
Published Online:
January 2012
ISBN:
9780199576791
eISBN:
9780191731136
Item type:
book
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199576791.001.0001
Subject:
Economics and Finance, Econometrics

This book provides a presentation of the standard statistical techniques used by labour economists. It emphasizes both the input and the output of empirical analysis and covers five major topics ... More

Econometrics of Panel DataMethods and Applications

Econometrics of Panel Data: Methods and Applications

Erik Biørn

Published in print:
2016
Published Online:
December 2016
ISBN:
9780198753445
eISBN:
9780191815072
Item type:
book
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780198753445.001.0001
Subject:
Economics and Finance, Econometrics

Panel data is a data type increasingly used in research in economics, social sciences, and medicine. Its primary characteristic is that the data variation goes jointly over space (e.g. individuals, ... More

Econometrics: Alchemy or Science?Essays in Econometric Methodology

Econometrics: Alchemy or Science?: Essays in Econometric Methodology

David F. Hendry

Published in print:
2000
Published Online:
November 2003
ISBN:
9780198293545
eISBN:
9780191596391
Item type:
book
Publisher:
Oxford University Press
DOI:
10.1093/0198293542.001.0001
Subject:
Economics and Finance, Econometrics

This collection of published papers records the development of an approach to econometric modelling that has reached a highly successful stage. The methodology of modelling ‘observational data’, as ... More

Essays in Nonlinear Time Series Econometrics

Essays in Nonlinear Time Series Econometrics

Niels Haldrup, Mika Meitz, and Pentti Saikkonen (eds)

Published in print:
2014
Published Online:
August 2014
ISBN:
9780199679959
eISBN:
9780191760136
Item type:
book
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199679959.001.0001
Subject:
Economics and Finance, Econometrics

This book is a collection of 14 original research articles presented at the conference Nonlinear Time Series Econometrics that was held in Ebeltoft, Denmark, in June 2012. The conference gathered ... More

Financial Asset Pricing Theory

Financial Asset Pricing Theory

Claus Munk

Published in print:
2013
Published Online:
May 2013
ISBN:
9780199585496
eISBN:
9780191751790
Item type:
book
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199585496.001.0001
Subject:
Economics and Finance, Econometrics

“Financial Asset Pricing Theory” offers a comprehensive overview of the classic and the current research in theoretical asset pricing. Asset pricing is developed around the concept of a state-price ... More

Finite Sample Econometrics

Finite Sample Econometrics

Aman Ullah

Published in print:
2004
Published Online:
August 2004
ISBN:
9780198774471
eISBN:
9780191601347
Item type:
book
Publisher:
Oxford University Press
DOI:
10.1093/0198774478.001.0001
Subject:
Economics and Finance, Econometrics

This book presents a comprehensive and unified treatment of finite sample theory, and its application to estimators and test statistics used in various econometric models. Time series, cross section, ... More

Food Price Dynamics and Price Adjustment in the EU

Food Price Dynamics and Price Adjustment in the EU

Steve McCorriston (ed.)

Published in print:
2015
Published Online:
November 2015
ISBN:
9780198732396
eISBN:
9780191796685
Item type:
book
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780198732396.001.0001
Subject:
Economics and Finance, Macro- and Monetary Economics, Econometrics

This book addresses the important issue of food prices across EU Member States. Although recent attention has focused on events on world commodity markets following the spikes in world prices in ... More

The Formation of EconometricsA Historical Perspective

The Formation of Econometrics: A Historical Perspective

Duo Qin

Published in print:
1997
Published Online:
November 2003
ISBN:
9780198292876
eISBN:
9780191596803
Item type:
book
Publisher:
Oxford University Press
DOI:
10.1093/0198292872.001.0001
Subject:
Economics and Finance, History of Economic Thought, Econometrics

This book traces the formation of econometric theory during the period 1930–1960. It focuses upon the process of how econometrics was formed from mathematical and scientific processes in order to ... More

Foundations of Info-MetricsModeling, Inference, and Imperfect Information

Foundations of Info-Metrics: Modeling, Inference, and Imperfect Information

Amos Golan

Published in print:
2017
Published Online:
November 2017
ISBN:
9780199349524
eISBN:
9780199349555
Item type:
book
Publisher:
Oxford University Press
DOI:
10.1093/oso/9780199349524.001.0001
Subject:
Economics and Finance, Econometrics

This book provides a framework for info-metrics—the science of modeling, inference, and reasoning under conditions of noisy and insufficient information. Info-metrics is an inherently ... More

Global and National Macroeconometric ModellingA Long-Run Structural Approach

Global and National Macroeconometric Modelling: A Long-Run Structural Approach

Anthony Garratt, Kevin Lee, M. Hashem Pesaran, and Yongcheol Shin

Published in print:
2006
Published Online:
September 2006
ISBN:
9780199296859
eISBN:
9780191603853
Item type:
book
Publisher:
Oxford University Press
DOI:
10.1093/0199296855.001.0001
Subject:
Economics and Finance, Econometrics

This book provides a comprehensive description of the state-of-the-art in macroeconometric modelling and describes the ‘long-run structural modelling approach’ applied to the modelling of national ... More

A History of EconometricsThe Reformation from the 1970s

A History of Econometrics: The Reformation from the 1970s

Duo Qin

Published in print:
2013
Published Online:
September 2013
ISBN:
9780199679348
eISBN:
9780191758416
Item type:
book
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199679348.001.0001
Subject:
Economics and Finance, Econometrics, History of Economic Thought

This book is a sequel of Qin's previous OUP volume The Formation of Econometrics: A Historical Perspective. That book traces the history roughly during the period 1930-1960. The present book is ... More

The Index Number ProblemConstruction Theorems

The Index Number Problem: Construction Theorems

Sydney Afriat

Published in print:
2014
Published Online:
April 2014
ISBN:
9780199670581
eISBN:
9780191773785
Item type:
book
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199670581.001.0001
Subject:
Economics and Finance, Econometrics, Microeconomics

A theft amounting to £1 was a capital offence in 1260 and a judge in 1610 affirmed the law could not then be applied since £1 was no longer what it was. Such association of money with a date is well ... More

Likelihood-Based Inference in Cointegrated Vector Autoregressive Models

Likelihood-Based Inference in Cointegrated Vector Autoregressive Models

Søren Johansen

Published in print:
1995
Published Online:
November 2003
ISBN:
9780198774501
eISBN:
9780191596476
Item type:
book
Publisher:
Oxford University Press
DOI:
10.1093/0198774508.001.0001
Subject:
Economics and Finance, Econometrics

This monograph is concerned with the statistical analysis of multivariate systems of non‐stationary time series of type I(1). It applies the concepts of cointegration and common trends in the ... More

Matching, Regression Discontinuity, Difference in Differences, and Beyond

Matching, Regression Discontinuity, Difference in Differences, and Beyond

Myoung-jae Lee

Published in print:
2016
Published Online:
August 2016
ISBN:
9780190258733
eISBN:
9780190258771
Item type:
book
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780190258733.001.0001
Subject:
Economics and Finance, Econometrics

This monograph reviews the three most popular methods in applied economics and other social sciences: matching, regression discontinuity, and difference in differences. This book also examines ... More

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