Time series Econometrics
Essays on Financial and Time Series Econometrics.
... given time grid, even in the form of equidistant ...is time endogeneity in the price sampling times, as the time between observations could be informative about the price ...of time ...
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Time Series Econometrics of Growth Models: A Guide for Applied Economists
... There are, however, some limitations in this study. First, we have used data from one country only. However, we have applied this methodology to a few other countries and the results are impressive; see Rao and Takuria ...
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Three Essays in Applied Spatial and Time Series Econometrics.
... During the short history of Bitcoin, it experienced various extreme events. Bitcoin was released in January 2009, and until April 2010 there was no exchange or market for it. In May 2010, Laszlo Hanyecz made the first ...
315
Time Series Econometrics of Growth Models: A Guide for Applied Economists
... In contrast it is easy to introduce such shift variables (with linear or non-linear effects) into the endogenous specification by simply treating Z as a vector of some potential shift variables. In fact such augmented ...
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Structural breaks and outliers detection in time-series econometrics: Methods and applications
... The results after outliers detection by dummy saturation are very interest- ing. The main evidence is that for the countries where the real exchange rate shows the most puzzling behaviour, modelling outliers seems to ...
212
Time-Series Econometrics of the Real and Financial Effects of Capital Flows: Selected Cases in Africa and Southern Asia
... This section very briefly reviews the literature on both foreign direct investment (FDI) and foreign portfolio investment (FPI). In particular, the following discussion addresses the growing perspective on ‘absorptive ...
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Essays in Applied Time Series Econometrics.
... Table 3.1 reports the forecasting results for the forecasts of the level of inflation. The benchmark model yields better forecasts than the Phillips curve specifications based on the real-time estimates of the ...
164
Do we need time series econometrics?
... because….[when] the things that …. are [in] equilibria [imply]….. (a) they are the targets agents are trying to achieve and (b) when they get there they will stay there and when they are not there they will try to move ...
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Do we need time series econometrics
... Engle-Granger time series methods can be seen as an intermediate method of extending the Box-Jenkins’s atheoretical pure time series methods by adding the theoretical information to further ...
9
Econometrics and truth
... STRUCTURAL MODELS AND TIME SERIES ECONOMETRICS BEFORE COINTEGRATION The principal difference between the application of statistics to economics and to other sciences arises from the non-[r] ...
78
A history of the histories of econometrics
... the econometrics community will be able to learn more about the human side of research discovery and come to understand the genesis of the subject’s main ideas from some of its finest ...
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Essays on Learning and Econometrics
... Our use of eye movements in this paper is predicated on an assumption that gaze is related to beliefs of expected rewards. This is motivated by some recent results in behavioral neuroscience. Shimojo, Simion, Shimojo, ...
108
Essays in applied econometrics
... the time spent to the next job in the private ...average time that workers spend to find a new job and the additional time they take if they are eligible to longer benefit ...in time to next job ...
190
The Econometrics of DSGE Models
... over time were the parameters of DSGE models when we let them vary over time, we took care in estimating a model that could be easily accepted by as many readers as possible as embodying the standard New ...
58
Bayesian applications in econometrics
... Although only a few such problems are dealt with in the thesis, the results obtained demonstrate some of the features of Bayesian inference as they relate to estimation, prediction, prio[r] ...
278
Copula methods in econometrics
... the time-series in question is of high frequency (daily exchange ...a time-varying dependence measure within a semi-parametric copula framework, which is the first time such a flexible ...
111
Essays in applied econometrics
... O ther th an price, I consider characteristics such as CPU capacity ("C P U _ C A P "), number of CPUs ( "C P U _C O U N T "), the number of extra racks available in the server ("UR", an im ...
175
Three essays in econometrics
... Based on observationally equivalent parameter points obtained from the grid search results, we perform several forecasting exercises: i forecasting with observationally equivalent parame[r] ...
181
Time Scale and Fractionality in Financial Time Series
... In contrast to futures markets, findings of inefficiencies in equities and options markets are not as mixed in recent years, especially along the lines of limits to arbitrage and financial institutions/infrastructure as ...
21
Introductory Statistics and Econometrics
... schedule time to come to my office hours. Office hours are the loneliest time of my life, and it would brighten my day to help you with statistics, but you have to make it ...
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