LEADER 06394nam 22006975 450 001 9910298499703321 005 20200919044427.0 010 $a3-319-03122-8 024 7 $a10.1007/978-3-319-03122-4 035 $a(CKB)3710000000277602 035 $a(EBL)1967976 035 $a(OCoLC)894893451 035 $a(SSID)ssj0001385906 035 $a(PQKBManifestationID)11746777 035 $a(PQKBTitleCode)TC0001385906 035 $a(PQKBWorkID)11358703 035 $a(PQKB)10092486 035 $a(DE-He213)978-3-319-03122-4 035 $a(MiAaPQ)EBC1967976 035 $a(PPN)183095138 035 $a(EXLCZ)993710000000277602 100 $a20141107d2015 u| 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 10$aEmpirical Economic and Financial Research $eTheory, Methods and Practice /$fedited by Jan Beran, Yuanhua Feng, Hartmut Hebbel 205 $a1st ed. 2015. 210 1$aCham :$cSpringer International Publishing :$cImprint: Springer,$d2015. 215 $a1 online resource (506 p.) 225 1 $aAdvanced Studies in Theoretical and Applied Econometrics,$x1570-5811 ;$v48 300 $aDescription based upon print version of record. 311 $a3-319-03121-X 320 $aIncludes bibliographical references at the end of each chapters. 327 $aForeword -- Editorial -- Introduction -- Part I Empirical Economic Research -- Hebbel, Steuer: Decomposition of Time Series Using the Generalised Berlin Method (VBV) -- Badagián, Kaiser, Peña: Time Series Segmentation Procedures to Detect, Locate and Estimate Change-Points -- Schauberger, Tutz: Regularization Methods in Economic Forecasting -- Bruckner, Jeske: Investigating Bavarian Beer Consumption -- McElroy, Pang: The Algebraic Structure of Transformed Time Series -- Maravall, López Pavón, Pérez Cañete: Reliability of the Automatic Identification of ARIMA Models in Program TRAMO -- Schneeweiss, Ronning, Schmid: Panel Model with Multiplicative Measurement Errors -- Hartung, Elpelt-Hartung, Knapp: A Modified Gauss Test for Correlated Samples with Application to Combining Dependent Tests or P-Values -- Michels: Panel Research on the Demand of Organic Food in Germany: Challenges and Practical Solutions -- Ng, Smith: The Elasticity of Demand for Gasoline: A Semi-Parametric Analysis -- Dehon, Desbordes, Verardi: The Pitfalls of Ignoring Outliers in Instrumental Variables Estimations: An Application to the Deep Determinants of Development -- Schlittgen: Evaluation of Job Centre Schemes - Ideal Types Versus Statistical Twins -- Wilrich: The Precision of Binary Measurement Methods -- Part II Empirical Financial Research -- Beran, Feng, Ghosh: On EFARIMA and ESEMIFAR Models -- Allende, Ulloa, Allende-Cid: Prediction Intervals in Linear and non-Linear Time Series with Sieve Bootstrap Methodology -- Assenmacher, Czudaj: Do Industrial Metals Prices exhibit Bubble Behavior? -- Lütkepohl: Forecasting Unpredictable Variables -- Hamerle, Scherr: Dynamic Modeling of the Correlation Smile -- Abberger, Nierhaus: Findings of the Signal Approach - A Case Study for Kazakhstan -- Peitz, Feng: Double Conditional Smoothing of High-Frequency Volatility Surface under a Spatial model -- Pflaumer: Zillmer?s Population Model: Theory and Application -- Part III New Econometric Approaches -- Koenker: Adaptive Estimation of Regression Parameters for the Gaussian Scale Mixture Model -- Deistler, Scherrer, Anderson: The Structure of Generalized Linear Dynamic Factor Models -- Giraitis, Kapetanios, Mansur, Price: Forecasting under Structural Change -- Hassler, Hosseinkouchack: Distribution of the Durbin-Watson Statistic in Near Integrated Processes -- Grote, Sibbertsen: Testing for Cointegration in a Double-LSTR Framework -- McElroy, Findley: Fitting Constrained Vector Autoregression Models -- Krumbholz, Starke: Minimax Versions of the Two-Step Two-Sample-Gauß- and t-Test -- Samarov: Dimensionality Reduction Models in Density Estimation and Classification -- Baksalary, Trenkler: On a Craig?Sakamoto Theorem for Orthogonal Projectors -- A Note of Appreciation. 330 $aThe purpose of this book is to establish a connection between the traditional field of empirical economic research and the emerging area of empirical financial research, and to build a bridge between theoretical developments in these areas and their application in practice. Accordingly, it covers broad topics in the theory and application of both empirical economic and financial research, including analysis of time series and the business cycle; different forecasting methods; new models for volatility, correlation and of high-frequency financial data; and new approaches to panel regression, as well as a number of case studies. Most of the contributions reflect the state-of-art on the respective subject. The book offers a valuable reference work for researchers, university instructors, practitioners, government officials, and graduate and post-graduate students, as well as an important resource for advanced seminars in empirical economic and financial research. 410 0$aAdvanced Studies in Theoretical and Applied Econometrics,$x1570-5811 ;$v48 606 $aEconometrics 606 $aMacroeconomics 606 $aEnvironmental economics 606 $aEconometrics$3https://scigraph.springernature.com/ontologies/product-market-codes/W29010 606 $aMacroeconomics/Monetary Economics//Financial Economics$3https://scigraph.springernature.com/ontologies/product-market-codes/W32000 606 $aEnvironmental Economics$3https://scigraph.springernature.com/ontologies/product-market-codes/W48000 615 0$aEconometrics. 615 0$aMacroeconomics. 615 0$aEnvironmental economics. 615 14$aEconometrics. 615 24$aMacroeconomics/Monetary Economics//Financial Economics. 615 24$aEnvironmental Economics. 676 $a330 676 $a330.015195 676 $a332 676 $a333.7 702 $aBeran$b Jan$4edt$4http://id.loc.gov/vocabulary/relators/edt 702 $aFeng$b Yuanhua$4edt$4http://id.loc.gov/vocabulary/relators/edt 702 $aHebbel$b Hartmut$4edt$4http://id.loc.gov/vocabulary/relators/edt 906 $aBOOK 912 $a9910298499703321 996 $aEmpirical Economic and Financial Research$92532954 997 $aUNINA