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Empirical Economic and Financial Research : Theory, Methods and Practice / / edited by Jan Beran, Yuanhua Feng, Hartmut Hebbel
| Empirical Economic and Financial Research : Theory, Methods and Practice / / edited by Jan Beran, Yuanhua Feng, Hartmut Hebbel |
| Edizione | [1st ed. 2015.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2015 |
| Descrizione fisica | 1 online resource (506 p.) |
| Disciplina |
330
330.015195 332 333.7 |
| Collana | Advanced Studies in Theoretical and Applied Econometrics |
| Soggetto topico |
Econometrics
Macroeconomics Environmental economics Macroeconomics/Monetary Economics//Financial Economics Environmental Economics |
| ISBN | 3-319-03122-8 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Foreword -- 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. |
| Record Nr. | UNINA-9910298499703321 |
| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Long-Memory Processes : Probabilistic Properties and Statistical Methods / / by Jan Beran, Yuanhua Feng, Sucharita Ghosh, Rafal Kulik
| Long-Memory Processes : Probabilistic Properties and Statistical Methods / / by Jan Beran, Yuanhua Feng, Sucharita Ghosh, Rafal Kulik |
| Edizione | [1st ed. 2013.] |
| Pubbl/distr/stampa | Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2013 |
| Descrizione fisica | 1 online resource (892 p.) |
| Disciplina | 519 |
| Altri autori (Persone) | BeranJan |
| Soggetto topico |
Statistics
Probabilities Biometry Statistical Theory and Methods Probability Theory Statistics in Business, Management, Economics, Finance, Insurance Statistics in Engineering, Physics, Computer Science, Chemistry and Earth Sciences Biostatistics |
| ISBN |
9783642355127
3642355129 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Definition of Long Memory -- Origins and Generation of Long Memory -- Mathematical Concepts -- Limit Theorems -- Statistical Inference for Stationary Processes -- Statistical Inference for Nonlinear Processes -- Statistical Inference for Nonstationary Processes -- Forecasting -- Spatial and Space-Time Processes -- Resampling -- Function Spaces -- Regularly Varying Functions -- Vague Convergence -- Some Useful Integrals -- Notation and Abbreviations. |
| Record Nr. | UNINA-9910739406403321 |
| Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||