04140nam 2201141z- 450 991034668840332120240202150518.03-03897-927-9(CKB)4920000000094785(oapen)https://directory.doabooks.org/handle/20.500.12854/41089(EXLCZ)99492000000009478520202102d2019 |y 0engurmn|---annantxtrdacontentcrdamediacrrdacarrierApplied EconometricsMDPI - Multidisciplinary Digital Publishing Institute20191 electronic resource (222 p.)3-03897-926-0 Although the theme of the monograph is primarily related to “Applied Econometrics”, there are several theoretical contributions that are associated with empirical examples, or directions in which the novel theoretical ideas might be applied. The monograph is associated with significant and novel contributions in theoretical and applied econometrics; economics; theoretical and applied financial econometrics; quantitative finance; risk; financial modeling; portfolio management; optimal hedging strategies; theoretical and applied statistics; applied time series analysis; forecasting; applied mathematics; energy economics; energy finance; tourism research; tourism finance; agricultural economics; informatics; data mining; bibliometrics; and international rankings of journals and academics.FHA loanE42Misery Indexeconomic developmentmanaging of financial healthduration modelssystem GMMmaximum likelihood estimatorFMOLSmarket microstructureforeclosurecompany performancevector error correction model (VECM)earnings forecastsmultivariate regression modelscompeting riskssocial network modelprice recoverytrading behaviorefficiencyprediction methodspanel datanonlinearitycontrol environmentearnings announcementseconomic freedomE58risk of bankruptcyforeign direct investmentGranger causality testbudgetary system and strategiesdenomination rangeheavy-tailed dataunemploymentexploratory diagnosticsEGARCHhistorical time serieshome mortgageeconomic growthabnormal returnsuncorrelated multivariate Student distributionpost-communist countriesnonparametric time series modelinginflationunified time series algorithmunobserved heterogeneityJEL ClassificationFama-French factor modeloil pricerisk spilloverexchange rateNigeriafinancial marketsmiddle income countriestrade balanceindependent multivariate Student distributionpanel data factor modelMahalanobis distancesderivatives marketoperational controlOkun’s lawdefault and prepaymentDOLSincome inequalityfrequency domain causalityGranger-causality testscointegrationfinancial analystspostage stampscash paymentsProbit and Logit modelsChang Chia-Linauth1311291BOOK9910346688403321Applied Econometrics3034306UNINA