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Books in Econometric modeling

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Handbook of Economic Forecasting

  • 1st Edition
  • Volume 2B
  • July 24, 2013
  • Graham Elliott + 1 more
  • English
  • Hardback
    9 7 8 - 0 - 4 4 4 - 6 2 7 3 1 - 5
  • eBook
    9 7 8 - 0 - 4 4 4 - 6 2 7 4 0 - 7
The highly prized ability to make financial plans with some certainty about the future comes from the core fields of economics. In recent years the availability of more data, analytical tools of greater precision, and ex post studies of business decisions have increased demand for information about economic forecasting. Volumes 2A and 2B, which follows Nobel laureate Clive Granger's Volume 1 (2006), concentrate on two major subjects. Volume 2A covers innovations in methodologies, specifically macroforecasting and forecasting financial variables. Volume 2B investigates commercial applications, with sections on forecasters' objectives and methodologies. Experts provide surveys of a large range of literature scattered across applied and theoretical statistics journals as well as econometrics and empirical economics journals. The Handbook of Economic Forecasting Volumes 2A and 2B provide a unique compilation of chapters giving a coherent overview of forecasting theory and applications in one place and with up-to-date accounts of all major conceptual issues.

Contingent Valuation

  • 1st Edition
  • Volume 220
  • November 13, 2012
  • J.A. Hausman
  • English
  • eBook
    9 7 8 - 0 - 4 4 4 - 5 9 7 7 0 - 0
The papers in this volume present a quite critical assessment of contingent valuation (CV). CV is a survey method that attempts to estimate individual values for economic goods by asking people hypothetical questions about their willingness to pay for such goods. In economics, CV has previously been studied almost solely by economists specializing in environmental economics. This book, however, reports research which is mainly from economists with specialities in economic theory, econometrics, and public finance, rather than from the more narrowly focused research of environmental economists. In addition, the research of specialists in psychology, market research, and litigation is included.

Supply Chain Management

  • 1st Edition
  • Volume 11
  • December 5, 2003
  • Dekok
  • English
  • Hardback
    9 7 8 - 0 - 4 4 4 - 5 1 3 2 8 - 1
  • eBook
    9 7 8 - 0 - 0 8 - 0 5 7 5 0 6 - 3
This handbook contains chapters covering a broad range of supply chain management issues written by leading experts in the field. It is aimed at researchers, students, engineers, economists and managers involved in supply chain management.

Handbook of Econometrics

  • 1st Edition
  • Volume 4
  • December 13, 1994
  • Robert Engle + 1 more
  • English
  • Hardback
    9 7 8 - 0 - 4 4 4 - 8 8 7 6 6 - 5

The Econometric Analysis of Non-Uniqueness in Rational Expectations Models

  • 1st Edition
  • Volume 201
  • August 12, 1987
  • L. Broze + 1 more
  • English
  • eBook
    9 7 8 - 1 - 4 8 3 2 - 9 6 2 8 - 9
This book is devoted to the econometric analysis of linear multivariate rational expectation models. It shows that the interpretation of multiplicity in terms of "new degrees of freedom" is consistent with a rigorous econometric reasoning. Non-uniqueness is the central theme of this book. Each chapter is concerned with a specific econometric aspect of rational expectations equilibria. The most constructive result lies in the possibility of an empirical determination of the equilibrium followed by the economy.

Handbook of Econometrics

  • 1st Edition
  • Volume 3
  • June 1, 1986
  • Michael D. Intriligator + 1 more
  • English
  • Hardback
    9 7 8 - 0 - 4 4 4 - 8 6 1 8 7 - 0
The Handbook is a definitive reference source and teaching aid for econometricians. It examines models, estimation theory, data analysis and field applications in econometrics. Comprehensive surveys, written by experts, discuss recent developments at a level suitable for professional use by economists, econometricians, statisticians, and in advanced graduate econometrics courses.

Changing Trade Patterns in Manufactured Goods: An Econometric Investigation

  • 1st Edition
  • Volume 176
  • May 13, 1983
  • B. Balassa + 1 more
  • English
  • eBook
    9 7 8 - 1 - 4 8 3 2 - 9 7 1 3 - 2
This volume examines the changing pattern of trade in manufactured goods by the use of econometric techniques. The method of investigation employed is cross-section analysis of data for thirty-eight developed and developing countries, for each of which manufactured goods accounted for at least 18 percent of total exports and surpassed $300 million in 1979. The results may further be interpreted in terms of the changes that occur in the pattern of specialization in the process of economic development.

Modelling Welfare State Reform

  • 1st Edition
  • Volume 225
  • February 12, 1983
  • G.M.M. Gelauff + 1 more
  • English
  • eBook
    9 7 8 - 1 - 4 8 3 2 - 9 5 5 5 - 8
In order to analyze the economic effects of various policy proposals for reforming the welfare state a model has been developed called MIMIC. The structure of this model is presented in the first part of this book. The model combines various modern labour market theories with a detailed description of relevant labour market institutions in an applied general equilibrium context. The second part of the volume contains an elaborate presentation of the simulation results of MIMIC, such as various tax policies, a reduction in benefits or the official minimum wage, individualization of the tax and social security system and the introduction of negative income tax. The model has proved to be a unique instrument for policy evaluation for the Netherlands.

Production, Multi-Sectoral Growth and Planning

  • 1st Edition
  • Volume 154
  • February 12, 1981
  • F.R. Førsund + 2 more
  • English
  • eBook
    9 7 8 - 1 - 4 8 3 2 - 9 7 4 8 - 4
Professor Leif Johansen's contributions to economic science are well documented in his articles and essays for economic journals, symposium volumes and Festschrifts, all of which are to be published by North-Holland. When initiating the idea of this collection, Professor Dale W. Jorgenson also suggested a memorial volume by associates and others that would include papers devoted to research topics directly inspired by Leif Johansen. In the present volume this idea is realised. Three topics are covered: production theory, multisectoral growth models and planning. The papers presented here were either under work at the time of Leif Johansen's death or prepared especially for this volume.