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Økonometri og økonomisk statistik
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The Rational Expectation Hypothesis, Time-Varying Parameters and Adaptive Control: A Promising Combination? (Bog, Paperback / softback, Engelsk)The first strand is the research on time-varying parameters (TVP), the second strand is the work on adaptive control and the third one is the literature on linear stationary models with rational expectations (RE).
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Selected Works of C.C. Heyde (Bog, Paperback / softback, Engelsk)Levering: Skaffevare (forvent 14 - 30 hverdage) -
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Recent Advances in Estimating Nonlinear Models: With Applications in Economics and Finance (Bog, Paperback / softback, Engelsk)Incorporating these concepts involves deriving and estimating nonlinear time series models, and these have typically taken the form of Threshold Autoregression (TAR) models, Exponential Smooth Transition (ESTAR) models, and Markov Switching (MS) models, among several others.
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The Run to the Pennant: A Multiple Equilibria Approach to Professional Sports Leagues (Bog, Paperback / softback, Engelsk)A number of clubs in professional sports leagues exhibit winning streaks over a number of consecutive seasons that do not conform to the standard economic model of a professional sports league developed by El Hodiri and Quirk (1994) and Fort and Quirk (1995).
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The Econometrics of Major Transport Infrastructures (Bog, Paperback / softback, Engelsk)This collection of papers from a conference organised by the Applied Econometric Association represents a state of the art look at issues of... Læs mere
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International Parity Conditions: Theory, Econometric Testing and Empirical Evidence (Bog, Paperback / softback, Engelsk)This book presents an extensive survey of the theory and empirics of international parity conditions which are critical to our understanding of the linkages between world markets and the movement of interest and exchange rates across countries.
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Exchange Rate Policy in Europe (Bog, Paperback / softback, Engelsk)A collection of articles presented at the XLVI Applied Econometrics Association conference on exchange rates held in Heigerloch Castle, Germany), in 1995. in the third part an analysis of recent intervention practices in the European exchange rate markets is presented.
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Gender Pay Differentials: Cross-National Evidence from Micro-Data (Bog, Paperback / softback, Engelsk)This book provides new evidence on the magnitude and sources of pay inequalities between women and men in European countries and New... Læs mere
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Quantitative Approaches to Multidimensional Poverty Measurement (Bog, Paperback / softback, Engelsk)This book is written in light of the latest developments in the field of multidimensional poverty measurement. It includes clear... Læs mere
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The Foundations of Modern Time Series Analysis (Bog, Paperback / softback, Engelsk)This book develops the analysis of Time Series from its formal beginnings in the 1890s through to the publication of Box and Jenkins' watershed publication... Læs mere
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Contributions to Stock-Flow Modeling: Essays in Honor of Wynne Godley (Bog, Paperback / softback, Engelsk)A collection of papers from leading thinkers to celebrate the work of the late Wynne Godley, and his enormous contribution to the... Læs mere
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Positive and Normative Analysis in International Economics: Essays in Honour of Hiroshi Ohta (Bog, Paperback / softback, Engelsk)This volume addresses profound issues in international economics, with contributions from leading researchers... Læs mere
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