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[null,"1.","Record Nr.",null,"UNINA9910151936503321"]
[null,null,"Autore",null,"Buyalo Sergei"]
[null,null,"Titolo",null,"Elements of Asymptotic Geometry [[electronic resource] /] / Sergei Buyalo, Viktor Schroeder"]
[null,null,"Pubbl/distr/stampa",null,"Zuerich, Switzerland, : European Mathematical Society Publishing House, 2007"]
[null,null,"ISBN",null,"3-03719-536-3"]
[null,null,"Descrizione fisica",null,"1 online resource (212 pages)"]
[null,null,"Collana",null,"EMS Monographs in Mathematics (EMM) ; , 2523-5192"]
[null,null,"Classificazione",null,"51-xx53-xx"]
[null,null,"Soggetti",null,"Differential & Riemannian geometry"]
[{"$nulls":4},"Geometry"]
[{"$nulls":4},"Differential geometry"]
[null,null,"Lingua di pubblicazione",null,"Inglese"]
[null,null,"Formato",null,"Materiale a stampa"]
[null,null,null,"Livello bibliografico","Monografia"]
[null,null,null,"Sommario/riassunto","Asymptotic geometry is the study of metric spaces from a large scale point of view, where the local geometry does not come into play. An important class of model spaces are the hyperbolic spaces (in the sense of Gromov), for which the asymptotic geometry is nicely encoded in the boundary at infinity.   In the first part of this book, in analogy with the  concepts of classical hyperbolic geometry, the authors provide a systematic    account of the basic theory  of Gromov hyperbolic spaces. These spaces have been studied extensively  in the last twenty years, and have found applications in group theory,  geometric topology, Kleinian groups, as well as dynamics and rigidity theory.  In the second part of the book, various  aspects of the asymptotic geometry of arbitrary metric spaces are considered.  It turns out that the boundary at infinity approach is not appropriate in the general case,  but dimension theory proves useful for finding interesting results and applications.   The text leads concisely to some central aspects of the theory. Each chapter concludes with a separate section containing supplementary results and bibliographical notes. Here the theory is also illustrated with numerous examples as well as relations to the neighboring fields of comparison geometry and geometric group theory.   The book is based on lectures the authors presented at the Steklov Institute in St. Petersburg and the University of Zurich. It addressed to graduate students and researchers working in geometry, "]
[{"$nulls":4},"topology, and geometric group theory."]
[null,"2.","Record Nr.",null,"UNINA9910959814203321"]
[null,null,"Autore",null,"Celasun Oya"]
[null,null,"Titolo",null,"On the Properties of Various Estimators for Fiscal Reaction Functions / / Oya Celasun, Joong Kang"]
[null,null,"Pubbl/distr/stampa",null,"Washington, D.C. : , : International Monetary Fund, , 2006"]
[null,null,"ISBN",null,"9786613820983"]
[{"$nulls":4},"9781462311460"]
[{"$nulls":4},"1462311466"]
[{"$nulls":4},"9781452723907"]
[{"$nulls":4},"1452723907"]
[{"$nulls":4},"9781282447783"]
[{"$nulls":4},"1282447785"]
[{"$nulls":4},"9781451989007"]
[{"$nulls":4},"1451989008"]
[null,null,"Edizione",null,"[1st ed.]"]
[null,null,"Descrizione fisica",null,"1 online resource (29 p.)"]
[null,null,"Collana",null,"IMF Working Papers"]
[null,null,"Soggetti",null,"Fiscal policy - Econometric models"]
[{"$nulls":4},"Finance, Public"]
[{"$nulls":4},"Bonds"]
[{"$nulls":4},"Debt Management"]
[{"$nulls":4},"Debt"]
[{"$nulls":4},"Debts, Public"]
[{"$nulls":4},"Econometric models"]
[{"$nulls":4},"Econometrics & economic statistics"]
[{"$nulls":4},"Econometrics"]
[{"$nulls":4},"Economic theory"]
[{"$nulls":4},"Estimation techniques"]
[{"$nulls":4},"Estimation"]
[{"$nulls":4},"Fiscal Policy"]
[{"$nulls":4},"Fiscal policy"]
[{"$nulls":4},"Fiscal stance"]
[{"$nulls":4},"General Financial Markets: General (includes Measurement and Data)"]
[{"$nulls":4},"Investment & securities"]
[{"$nulls":4},"Investments: Bonds"]
[{"$nulls":4},"Macroeconomics"]
[{"$nulls":4},"Macroeconomics: Production"]
[{"$nulls":4},"National Deficit Surplus"]
[{"$nulls":4},"Output gap"]
[{"$nulls":4},"Panel Data Models"]
[{"$nulls":4},"Production and Operations Management"]
[{"$nulls":4},"Production"]
[{"$nulls":4},"Public debt"]
[{"$nulls":4},"Public finance & taxation"]
[{"$nulls":4},"Public Finance"]
[{"$nulls":4},"Sovereign Debt"]
[{"$nulls":4},"Spatio-temporal Models"]
[null,null,"Lingua di pubblicazione",null,"Inglese"]
[null,null,"Formato",null,"Materiale a stampa"]
[null,null,null,"Livello bibliografico","Monografia"]
[null,null,null,"Note generali","\"July 2006.\""]
[null,null,null,"Nota di bibliografia","Includes bibliographical references."]
[null,null,"Nota di contenuto",null,"\"\"Contents\"\"; \"\"I. INTRODUCTION\"\"; \"\"II. BIASES OF ORDINARY-LEAST-SQUARES (OLS) AND LEAST-SQUARES-WITH-DUMMY VARIABLES ( LSDV) ESTIMATORS: ANALYTICAL SOLUTIONS\"\"; \"\"III. MONTE CARLO EXPERIMENTS\"\"; \"\"IV. CONCLUSION\"\"; \"\"References\"\""]
[null,null,null,"Sommario/riassunto","This paper evaluates the bias of the least-squares-with-dummy-variables (LSDV) method in fiscal reaction function estimations. A growing number of studies estimate fiscal policy reaction functions-that is, relationships between the primary fiscal balance and its determinants, including public debt and the output gap. A previously unexplored methodological issue in these estimations is that lagged debt is not a strictly exogenous variable, which biases the LSDV estimator in short panels. We derive the bias analytically to understand its determinants and run Monte Carlo simulations to assess its likely size in empirical work. We find the bias to be smaller than the bias of the LSDV estimator in a comparable autoregressive dynamic panel model and show the LSDV method to outperform a number of alternatives in estimating fiscal reaction functions."]