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Financial Econometrics, Mathematics and Statistics : Theory, Method and Application / Cheng-Few Lee, Hong-Yi Chen, John Lee
| Financial Econometrics, Mathematics and Statistics : Theory, Method and Application / Cheng-Few Lee, Hong-Yi Chen, John Lee |
| Autore | Lee, Cheng-Few |
| Pubbl/distr/stampa | New York, : Springer, 2019 |
| Descrizione fisica | xx, 655 p. : ill. ; 24 cm |
| Altri autori (Persone) | Chen, Hong-Yi |
| Soggetto topico |
62-XX - Statistics [MSC 2020]
62P05 - Applications of statistics to actuarial sciences and financial mathematics [MSC 2020] |
| Soggetto non controllato |
ARCH method
Asset allocation Autoregressive forecasting model Capital asset pricing model Credit risk Dummy variables Error component model Financial Econometrics and Statistics Heteroscedasticity Holt-Winters forecasting model LISREAL method Maximum likelihood method Monte-Carlo Simulation Multiple regression Option pricing model Panel Data Analysis Simultaneous Equation Models Single Equation Regression Methods Statistical Distributions Time Series Analysis |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0127257 |
Lee, Cheng-Few
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| New York, : Springer, 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Growth, Poverty and Inequality Dynamics : Four Empirical Essays at the Macro and Micro Level
| Growth, Poverty and Inequality Dynamics : Four Empirical Essays at the Macro and Micro Level |
| Autore | Weisbrod Julian |
| Edizione | [First edition.] |
| Pubbl/distr/stampa | Frankfurt am Main : , : Peter Lang GmbH, Internationaler Verlag der Wissenschaften, , 2008 |
| Descrizione fisica | 1 online resource (156 pages) |
| Disciplina | 338.9 |
| Collana | Goettinger Studien zur Entwicklungsoekonomik / Goettingen Studies in Development Economics. |
| Soggetto topico |
Quantitative research
Political science Economic development Development economics |
| Soggetto non controllato |
Dynamics
Economic Development Economic Growth Einkommensverteilung Empirical Essays Four Geschichte 1970-2006 Growth Inequality Level Macro Micro Panel Data Analysis Poverty Pro-Poor Growth Weisbrod Wirtschaftswachstum |
| ISBN | 3-631-75361-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover -- List of Figures -- List of Tables -- Introduction and Overview -- 1 Twin Peaks or Three Components? -- 1.1 Introduction -- 1.2 Statistical Methodology and Data -- 1.2.1 Data -- 1.2.2 Testing for the Number of Components in a Finite Mixture - the Modified Likelihood Ratio Test -- 1.2.3 Discriminant Analysis via Posterior Probabilities -- 1.2.4 Nonparametric Kernel Density Estimation and Mode Testing -- 1.3 Results -- 1.3.1 Selecting the Number of Components -- 1.3.2 Evolution of the Cross-Country Distribution of Income -- 1.3.3 Intra-Distributional Dynamics Based on Posterior Probabilities -- 1.4 Conclusion -- 1.5 Extension: Mixtures with Distinct Variances -- 2 Global Income Distribution Dynamics and Pro-Poor Growth -- 2.1 Introduction -- 2.2 Methodology and Data -- 2.2.1 Data -- 2.2.2 Mixtures of Log-normal Distributions -- 2.3 The Global Income Distribution -- 2.3.1 Inequality and Poverty -- 2.3.2 Growth Incidence Curves and Pro-Poor Growth -- 2.4 Regional Distributions, Inequality, Poverty and Growth Incidence Curves -- 2.4.1 Regional Income and Log-Income Distributions -- 2.4.2 Regional Poverty and Inequality Measures -- 2.4.3 Regional Semi-Decade Specific Growth Rates, Rates of Pro-poor Growth and Growth Incidence Curves -- 2.5 Conclusion -- 3 Ethnic Fractionalisation, Migration and Growth -- 3.1 Introduction -- 3.2 Theoretical Framework -- 3.3 Existing Empirical Investigations -- 3.4 Data and Methodology -- 3.5 Results -- 3.5.1 Extending the Data Set -- 3.5.2 Migration and Ethnic Fractionalisation -- 3.6 Conclusion and Future Research Questions -- 4 Pathways out of Poverty in Indonesia -- 4.1 Introduction -- 4.2 Conceptualisation and Methodological Issues -- 4.2.1 Conceptualisation and the "Naive" Model -- 4.2.2 Data -- 4.2.3 Poverty Line -- 4.3 Descriptive Analysis, Income & -- Poverty Transition Matrices.
4.3.1 Descriptive Statistics -- 4.3.2 Income Growth -- 4.3.3 Poverty Transitions -- 4.4 Micro Determinants of Income and Poverty Transitions -- 4.4.1 The Determinants of Income and Poverty Levels -- 4.4.2 The Determinants of Income Change -- 4.4.3 Poverty Dynamics -- 4.5 Conclusion -- A Appendix A -- B Appendix B -- C Appendix C -- D Appendix D -- Bibliography. |
| Altri titoli varianti |
Goettinger Studien zur Entwicklungsoekonomik / Goettingen Studies in Development Economics vol. 25
Growth, Poverty and Inequality Dynamics |
| Record Nr. | UNINA-9910297043203321 |
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Weisbrod Julian
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| Frankfurt am Main : , : Peter Lang GmbH, Internationaler Verlag der Wissenschaften, , 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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