LEADER 04140nam 2201141z- 450 001 9910346688403321 005 20240202150518.0 010 $a3-03897-927-9 035 $a(CKB)4920000000094785 035 $a(oapen)https://directory.doabooks.org/handle/20.500.12854/41089 035 $a(EXLCZ)994920000000094785 100 $a20202102d2019 |y 0 101 0 $aeng 135 $aurmn|---annan 181 $ctxt$2rdacontent 182 $cc$2rdamedia 183 $acr$2rdacarrier 200 10$aApplied Econometrics 210 $cMDPI - Multidisciplinary Digital Publishing Institute$d2019 215 $a1 electronic resource (222 p.) 311 $a3-03897-926-0 330 $aAlthough 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. 610 $aFHA loan 610 $aE42 610 $aMisery Index 610 $aeconomic development 610 $amanaging of financial health 610 $aduration models 610 $asystem GMM 610 $amaximum likelihood estimator 610 $aFMOLS 610 $amarket microstructure 610 $aforeclosure 610 $acompany performance 610 $avector error correction model (VECM) 610 $aearnings forecasts 610 $amultivariate regression models 610 $acompeting risks 610 $asocial network model 610 $aprice recovery 610 $atrading behavior 610 $aefficiency 610 $aprediction methods 610 $apanel data 610 $anonlinearity 610 $acontrol environment 610 $aearnings announcements 610 $aeconomic freedom 610 $aE58 610 $arisk of bankruptcy 610 $aforeign direct investment 610 $aGranger causality test 610 $abudgetary system and strategies 610 $adenomination range 610 $aheavy-tailed data 610 $aunemployment 610 $aexploratory diagnostics 610 $aEGARCH 610 $ahistorical time series 610 $ahome mortgage 610 $aeconomic growth 610 $aabnormal returns 610 $auncorrelated multivariate Student distribution 610 $apost-communist countries 610 $anonparametric time series modeling 610 $ainflation 610 $aunified time series algorithm 610 $aunobserved heterogeneity 610 $aJEL Classification 610 $aFama-French factor model 610 $aoil price 610 $arisk spillover 610 $aexchange rate 610 $aNigeria 610 $afinancial markets 610 $amiddle income countries 610 $atrade balance 610 $aindependent multivariate Student distribution 610 $apanel data factor model 610 $aMahalanobis distances 610 $aderivatives market 610 $aoperational control 610 $aOkun?s law 610 $adefault and prepayment 610 $aDOLS 610 $aincome inequality 610 $afrequency domain causality 610 $aGranger-causality tests 610 $acointegration 610 $afinancial analysts 610 $apostage stamps 610 $acash payments 610 $aProbit and Logit models 700 $aChang$b Chia-Lin$4auth$01311291 906 $aBOOK 912 $a9910346688403321 996 $aApplied Econometrics$93034306 997 $aUNINA