Econometric methodology

Ebook "The demand for money: Theoretical and empirical approaches" takes a microeconomic- and aggregation-theoretic approach to the topic and presents empirical evidence using state-of-the-art econometric methodology, while recognizing the existence of unsolved problems and the need for further developments. The new edition is fully revised and includes new chapters.

384p loivantrinh 29-10-2023 7 3   Download

This study investigates the relationship between foreign direct investment (FDI) and financial development for ten member countries of the Economic Community of West African States (ECOWAS) during the period from 1970 to 2017.

19p mmlemmlem_124 22-12-2020 14 1   Download

This paper investigates the dynamics of the factors of the Fama & French (1993) model using data from the UK financial market. Since financial markets are exposed to exogenous and endogenous structural changes due to the implementation of new regulative guidelines and/or the fluctuation of investors’ behavior or the unanticipated financial crises, my analysis is based on an econometric methodology that accounts for structural breaks and regimes shifts.

19p nguyenanhtuan_qb 09-07-2020 31 4   Download

Existing approaches to the analysis of countries economic integration processes in international practice are investigated in the paper. Evaluating methodology of the long-term integration processes in the electric power sector is offered for the EAEU countries in three scenarios: High, low and medium, based on the synergy of various economic and mathematical methods.

8p partimesinhvien 13-05-2020 24 1   Download

Agricultural prices variation analysis is essential for the formulation of public policies and business decisions. Considering the strategic importance of olive oil for producers and consumers alike, as well as its potential economic and social benefits, this study aims to quantify the volatility of olive oil prices. The models are estimated using monthly data of olive oil prices (from January 1980 to February 2017) that was collected from IMF statistics. ARCH and GARCH models were used to estimate price volatility.

6p partimesinhvien 13-05-2020 33 0   Download

The purpose of the paper is to econometrically exploit the characteristics of unemployment in Serbia upon the start of the 2008 economic crisis. The methodological framework is based on the cointegrated vector autoregressive model that consists of the following macroeconomic variables: unemployment rate, prices, nominal wages and nominal exchange rate.

14p vinguyentuongdanh 19-12-2018 22 0   Download

The CSFR, in accordance with its mandate and Association policy, supports publication of this report as a sc ientific contribution to human rights. The interpretations and conclusions are those of the author and do not purport to represent the views of the AAAS Board, the AAAS Council, the CSFR, or the members of the Association.

82p nhutretho 27-02-2013 47 3   Download

Trends of globalisation, the integration of markets and the rise of the Internet economy have made that violations of intellectual property rights (IPRs), such as counterfeiting or Internet piracy, have become more widespread. While there is no shortage of estimates of the scale and impacts of these infringements, there is little consensus on their accuracy or reliability. In absence of a robust evidence base, it is difficult to debate the effectiveness of government efforts to regulate IPRs or address the impacts of infringements....

0p xuancoem 04-02-2013 40 4   Download

Financial econometrics has become one of the most active areas of research in econometrics. The Journal of Financial Econometrics is dedicated to this fast-growing field. The Journal addresses substantive statistical issues raised by the tremendous growth of the financial industry over the last decades. The goal of the Journal is to reflect and advance the relationship between econometrics and finance, both at the methodological and at the empirical levels.

0p xuanan1912 31-10-2012 68 16   Download

The Role of Conditional Expectations in Econometrics As we suggested in Section 1.1, the conditional expectation plays a crucial role in modern econometric analysis. Although it is not always explicitly stated, the goal of most applied econometric studies is to estimate or test hypotheses about the expectation of one variable—called the explained variable, the dependent variable, the regressand, or the response variable, and usually denoted y—conditional on a set of explanatory variables, independent variables, regressors, control variables, or covariates, usually denoted x ¼ ðx1 ; x2 ; . .

22p thegun16 26-11-2010 110 13   Download

Abstract A brief account is given of the methodology and theory for the bootstrap. Methodology is developed in the context of the “equation” approach, which allows attention to be focussed on specific criteria for excellence, such as coverage error of a confidence interval or expected value of a bias-corrected estimator.

41p mama15 30-09-2010 54 5   Download