Don't have an account? All Rights Reserved. OSO version 0. University Press Scholarship Online. Sign in. Not registered? Sign up. Publications Pages Publications Pages. Recently viewed 0 Save Search. Dynamic Econometrics Models with SAS, Stata, and EViews covers a wide array of dynamic econometrics models, including models with distributed delays, models with stochastic regressors, models with structural change, and dynamic panel data models.
You'll discover core information and solutions around the theory of unit roots, co-integration, and error correction. Bayesian Inference in Dynamic Econometric Models. This book contains an up-to-date coverage of the last twenty years advances in Bayesian inference in econometrics, with an emphasis on dynamic models.
It shows how to treat Bayesian inference in non linear models, by integrating the useful developments of numerical integration techniques based on simulations such as Markov Chain. Not all goals have to be met with a single vehicle, other methods might serve the purpose equally well - or even better. For example, if one is interested in business cycle forecasts, one might prefer a business cycle indicator or vector autoregressive system.
A third conclusion is that it is difficult, if not impossible, to compare the outcomes of RBC models to outcomes of the other three methods, because RBC modellers are not interested in modelling business cycles on an observation-per-observation basis.
A more general conclusion in this respect is that methods should adopt the same concept of business cycles to make them comparable. Governments and companies such as airlines, tour operators, hotels, cruise ship lines, and recreation facility providers are interested in the demand for their products by tourists. The success of many businesses depends largely or totally on the state of tourism demand, and ultimate management failure is quite often due to the failure to meet market demand.
This book introduces students, researchers and practitioners to the modern developments in advanced econometric methodology within the context of tourism demand analysis, and illustrates these developments with actual tourism applications. The concepts and computations of modern advanced econometric modelling methodologies are introduced at a level that is accessible to specialists and non-specialists alike. The methodologies introduced include general-to-specific modelling, cointegration, vector autoregression, time varying parameter modelling, panel data analysis and the almost ideal demand system AIDS.
In order to help the reader understand the various methodologies, extensive tourism demand examples are provided throughout the volume. Hashem Pesaran. Author : Mr. Our analysis takes particular note of theoretical arguments and data considerations in modeling the debt-growth relationship as heterogeneous across countries. We investigate the issue of nonlinearities debt thresholds in both the cross-country and within-country dimensions, employing novel methods and diagnostics from the time-series literature adapted for use in the panel.
We find some support for a nonlinear relationship between debt and long-run growth across countries, but no evidence for common debt thresholds within countries over time. This book contains 16 original research contributions by some the leading academic researchers in the fields of time series econometrics, forecasting, volatility modelling, financial econometrics and urban economics, along with historical perspectives related to field of time series econometrics more generally.
Engle's Nobel Prize citation focuses on his path-breaking work on autoregressive conditional heteroskedasticity ARCH and the profound effect that this work has had on the field of financial econometrics. Several of the chapters focus on conditional heteroskedasticity, and develop the ideas of Engle's Nobel Prize winning work. Engle's work has had its most profound effect on the modelling of financial variables and several of the chapters use newly developed time series methods to study the behavior of financial variables.
Each of the 16 chapters may be read in isolation, but they all importantly build on and relate to the seminal work by Nobel Laureate Robert F. Author : Haiyan Song, Publisher: Routledge ISBN: Category: Social Science Page: View: Read Now » The phenomenal growth of both the world-wide tourism industry and academic interest in tourism over the last thirty years has generated great interest in tourism demand modelling and forecasting from both sectors.
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