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- 要約等... of the latest econometric methods for studying t...... macroeconomic and financial time......cal approaches and concepts, incl......antile spectra and co-spectra, and explores topic...... as non-linear and non-stationary......tic volatility models, and the econometrics of commodity markets and globalization.......of state space models and new classes of volatility models. The book is d......t part applies econometrics to the field ......onetary policy and international ......d part applies econometrics to a wide ran......ity, commodity and foreign exchange markets and portfolio anal......ars, students, and practitioners in government a...
- 内容細目...2.2 Sub-models and Comparison with Other Models Used in the Li......cting Tranquil and Bubble Periods......kets: A Review and Application of Statistical Methods 2 The Theoreti......onal Bubbles 3 Econometric Methods 3.1 Classical ......flation Puzzle and Money Velocity......A: Theoretical and Empirical Issu.......1 State-Space Models and Time-Varying Parameter Models 3.2 A Panel Ti......ity Approach 2 Econometric Methodology 2.......Effects 3 Data and Empirical Analysis 3.1 Data and Preliminary Analysis 3.2 The ...
- 件名Econometrics Macroeconomic......apital market. Econometrics. Economics, Mathematical. Ma...
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- 内容細目...shiki Yamagata and Hajime Seya Ma...... / Hajime Seya and Yoshiki Yamagata Global and local indicato...... Geostatistics and Gaussian process models / Daisuke Mura......hiki Yamagata, and Toshihiro Hirano Spatial econometric models / Hajime Seya,......ahiro Yoshida, and Yashiki Yamagata Models in quantitativ......isuke Murakami and Yoshiki Yamaga......kahiro Yoshida and Daisuke Muraka......isuke Murakami and Yoshiki Yamaga......suke Murakami, and Takahiro Yoshi......d on downscale methods / Daisuke Murakami and Yoshiki Yamaga......kahiro Yoshida and Yoshiki Yamagata.
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- 要約等"This volume in Advances in Econometrics showcases fre......methodological and empirical research on the econometrics of networks. ......cal, empirical and policy papers,......ween academics and practitioners ...... better understanding this groundbreaking field and its role in po......ion of network models, network formation, networks and spatial econometrics and applications o...... about network models with different......nels, survival and networks, fina......credit markets and a financial risk meter."--
- 内容細目...ion of Network Models Chapter 1. Identification and Estimation of Network Models with Different Between and Within-type In......ora Patacchini and Edoardo Rainon......Identification Methods for Social Interactions Models with Unknown N......wball Sampling and Sample Selecti......Trade Networks and the Strength o......5. Application and Computation of......work Formation Models / Seth Richard......on 3: Networks and Spatial Econometrics Chapter 6. Im......rry J. Paarsch and John Rust Chap......da / Heng Chen and Matthew Strath......mple Selection Models / Sophia Ding and Peter Egger Ch......ork Structure, and Machine Learning / Diego Roja...
- 件名Econometrics System analys......ness networks. Econometrics. Social networks. System ana...
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- 要約等...le energy use, and climate change......ecarbonization and Energy Technol...... globalization and energy efficie......conomic growth and environmental ......w technologies and cleaner machin......pics including econometric modelling of t......e behaviour of and dynamics betwe......conomic growth and environmental ......rgy production and consumption, o......tory measures, and innovations in...... practitioners and students in th......gy development and economics.
- 内容細目... Net Importing and Net Exporting ......conomic Growth and Environmental ......tion 1.2.2 FDI and Environmental ......2.3 Energy Use and Environmental ......2.4 Oil Prices and CO2 Emissions ......Resource Rents and Environmental ......ematical Model and Data 1.4 Results and Analysis 1.5 C......elet Coherence and Phase Differen......elet Coherency and Partial Wavele......ns, Discussion and Some Policy Re......T on Energy Demand and the Environmen......tution Effects and Dematerializat......ncome Effects) and Rebound Effect......view 3.4 Model and Data 3.5 Metho......terlund (2008) and Pedroni (1999,......nal Dependence and Panel Unit Root Tests 3.7 Con...
- 件名Renewable natural resources--Handbooks, manuals, etc. Econometrics--Handbooks, manuals, etc. Econometrics. Renewable natural resources...
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- 要約等...climate change and global warming......n increased demand of energy alon......stem dynamics, and agent-based mo......s, techniques, and innovative sol......, researchers, and students unifi......ble production and consumption of......ners: managers and decision makers in the energy...
- 内容細目...Climate Change and Energy Dynamic......Climate Change and Energy Decisio......Socio-economic and environmental ......apter3: Energy and emissions mode......Climate Change and Energy Decisio......ntrol Strategy and Impact of Mesh......irates Impacts and Implications Part3: Understanding the Dynamic......Climate Change and Energy Using Optimization and Econometric Modelling Chap......newable Energy and Battery Storag......Climate Change and Energy Dynamic......ases Emissions and Alternative En......ative Analysis Methods Used in Modeli...... Power Systems and Climate-Change...... Part4: Understanding the Dynamics of Clean Ener...
- 関連情報Springer complexity Understanding complex systems
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- 要約等...g, estimating, and testing time series econometric models"-- "Maximum li...... parameters of econometric models from observed ......mators used in econometrics can be derive...... least squares and full-informati...... the observed random variables, y......, 9. Parts ONE and TWO of this book deal with models in which all t......E investigates models in which these...... not satisfied and considers four......h conditions 1 and 2 being violat...... nonparametric methods (Chapter 11). ......sed estimation methods are used (Chap......ed sample data and 4 The Maximum Likelihood Prin...
- 内容細目...cal estimation methods; 4. Hypothesis......II. Regression Models: 5. Linear regression models; 6. Nonlinear regression models; 7. Autocorrel......ted regression models; 8. Heterosked......tic regression models; Part III. Other Estimation Methods: 9. Quasi-maxi......ar time series models; 14. Structura...... Latent factor models; Part V. Non-S......te time series models; Appendix A. Change in variab...
- 件名Econometric models. Time-series analysis. BUSINE...
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- 内容細目Integration and the disunity o......ry : plurality and pluralisms for......es for ecology and economics / C....... DesRoches, S. Andrew Inkpen, Tom......d a philosophy and methodology fo......su Team agency and conditional games / Andre Hofmeyr, Don...... of behavioral econometrics / Glenn W. Ha......ision research and its empiricism......or using mixed methods in the evaluat......ry : why mixed methods are necessary ......sing marketing models to deliver imp......entary : unity and disunity in co......ing : on space and time in understanding collective ......y : versioning and structural cha...... structuralism and pluralism / Wendy Olsen Comme...
- 件名Philosophy and social sciences.
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- 要約等“The Handbook of Histori......uides students and researchers th......lly up-to-date econometric methods. The book's co......As new sources and applications o......nomists to ask and answer new fun......the topics at hand.”--Publisher’s description
- 内容細目...rt 2. Sources and methods. Historical da......s Ethnographic and field data in ......ics Historical econometrics: instrumental variables and regression dis......ging economics and economic histo......istence - myth and mystery LATE f......oney, banking, and old-school his......utional change and institutional ......w institutions and cultures chang......ve State power and conflict drive...... institutions, and policy Phase d......omics: culture and institutions P......ial revolution and the great dive......es, aptitudes, and the roots of t......s, technology, and globalization:......e labor market and inequality, 1620-2020 Debt an...
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- 内容細目pt. I. Statistical methods. Statistical models Sequential models and asymptotics Es......y maximization and by the method ...... Nonparametric methods Simulation methods pt. II. Regression models. Conditional e......oskedasticity, and multivariate r......rete variables and partially observed models pt. III. Dynamic models. Stationary dynamic models Nonstationary processes and cointegration Models for conditiona......linear dynamic models pt. IV. Struct......Identification and overidentifica......g Simultaneity Models with unobservable variables.
- 件名Econometric models. Econometrics. Economics -- Mathematical models. Modèles économétriques. Écon...
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- 要約等"Handbook of Computational Econometrics examines the ...... computational econometrics and provides exemp......de spectrum of econometric fields includi...... evaluation of econometric software, and algorithms for...... optimization, and estimation. Ea...... methodologies and valuable illus...... computational econometrics with illustrations and invaluable bib...... computational econometrics. Features net......ian estimation and inference, testing methods, time-series a......alysis, linear and nonlinear methods, VAR analysis,......ftware history and evaluation. Th......will appeal to econometricians, financial statisticians,...
- 件名Econometrics -- Computer p......-- Statistical methods. Econometrics -- Data processing. Wirtscha...
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- 要約等"Handbook of Exchang......ng researchers and experts on the......its background and economic found......es, obstacles, and policies in th...... the FX market and exchange rate ......g environment, and both macro and micro approach......e sstatistical methods for evaluating......ps, fair value models, and flow-based models. Part III trea......high frequency and algorithmic trading in FX, and FX strategy-ba......usses products and pricing in FX,......ptions market, and volatility der...... on FX markets and policy, prediction and management of ......es, FX regimes and policy; regula...... real data set and accompanied with illustrative...
- タイトル標目Wiley handbooks in financial engineering and econometrics.
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- 内容細目What is econometrics? Statistical background and matrix algebra......ummy variables and truncated vari......eous equations models Diagnostic che......del selection, and specification ......eries analysis Models of expectations and distributed la......s, unit roots, and cointegration ......e : resampling methods.
- 件名Econometrics.
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- 内容細目...ock Values: An Econometric Analysis for T...... Hasan Dinçer and Hüsne Karakus......tive Approach; Andrea Ciacci, Enrico Ivaldi, and Riccardo Solia......Serhat Yüksel and Gözde Gülsev......d Shah Danish, and Tomonobu Senjy......ualified Labor and Productivity; ......ntreras Torres and Elif Baykal Ch......ion Strategies and Technological ......s of Strategic and Innovative Var......s in Analyzing and Predicting Recession and Slowdowns: A S......mit Chatterjee and Ramesh Chandra Das Chapter ......irms; Ibrahim Nandom Yakubu, Ayhan Kapusuzoglu, and Nildag Basak C......rencies' Rates and Political Rest......d Shah Danish, and Tomonobu Senjyu Chapter 12. F...
紙図書
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- 内容細目...The Routledge handbook of agricul......ichard E. Just and Andrew Schmitz pt.......th Dharmasena, and Marco A. Palma......nomics in food and agriculture / Wen Li and David R. Just ......roduct quality and reputation in food and agriculture / ...... J. McCluskey, and Jason A. Winfr......ephen Martinez and Krishna P. Pau......er : fisheries and aquaculture / ......sche, James L. Anderson, and Taryn M. Garlo....../ Jutta Roosen and David A. Henne...... Environmental and resource econo......, Weiwei Wnag, and Yingqian Yang ...... agricultural landscapes / Chad Lawley and Charles Towe ;......mes S. Shortle and Aaron Cook ; Natural capital ...
- ジャンル・形式用語Handbooks and manuals.
- 件名...omic aspects--Handbooks, manuals,...... Agrobusiness Landwirtschaft
紙図書
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- 要約等...he field, the Handbook of Spatial......both classical and state-of-the-a......apters." "The handbook begins wit......luding lattice and areal unit data; and spatial point ......ography, this handbook will assis......alances theory and application, s......izes modeling, and introduces many real data ana...
- 内容細目...lmann Gneiting and Peter Guttorp ......geostatistical methods / Dale L. Zimmerman and Michael Stein ......kelihood-based methods / Dale L. Zimm......serrat Fuentes and Brian Reich As......James V. Zidek and Dale L. Zimmer......n Non-Gaussian and nonparametric models for continuous......ark F.J. Steel and Montserrat Fue......n / Håvard Rue and Leonard Held Conditional and intrinsic auto...... Leonhard Held and Håvard Rue Dis....../ Lance Waller and Brad Carlin Spatial econometrics / R. Kelley Pace and James LeSage S...... point process models / Valerie Isha...... Nonparametric methods / Peter J. Diggle Parametric methods / Jesper Møller Modeling stra...
- 著者標目Gelfand, Alan E., 1945-
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- 件名Finance -- Statistical methods Finance -- Mathematical models
- 件名（識別子）Finance -- Statistical methods Finance -- Mathematical models
- 一般注記Includes bibliographical references (p. 533-552) and index
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- 内容細目v. 1. Statistical models of asset retur...... asset-pricing models v. 3. Dynamic asset-pricing models v. 4. Continuous-time methods and market microst......5. Statistical methods and non-standard finance.
- 件名Finance -- Econometric models. Business ente......- Mathematical models. Corporations ......- Mathematical models. Stocks -- Pri......- Mathematical models. Capital assets pricing model...
- 並列タイトル等（連結）Statistical models of asset retur...... asset-pricing models Dynamic asset-pricing models Continuous-time methods and market microst......re Statistical methods and non-standard finance
紙図書
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- 内容細目...ergy economics and energy econometrics / Jean-Marie ......nergy quantity and price data : c......on, processing and methods of analysis / ......lie Desbrosses and Jacques Girod Dynamic demand analysis and the process of......is Bourbonnais and Sophie Méritet Causality and cointegration ......gy consumption and economic growt......ic development and energy intensi......Julien Fouquau and Christophe Hur......es, technology and energy intensi....../ Marie Bessec and Sophie Méritet......is Bourbonnais and Patrice Geoffr......p between spot and forward prices......al integration and horizontal div...... / Carlo Pozzi and Philippe Vassilopoulos.
- 件名Energy industries. Energy policy. Econometrics.
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- 内容細目Introduction Macroeconometric modelling : al......aches National and global structu...... the short run Econometric methods : a review Pro......ing : concepts and analysis The U......pulse response and trend/cycle pr......obal modelling and other applications Concluding...
- 件名Econometric models.
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- 内容細目...lity, theories and medicine / R. ......, black boxes, and contrasts / Al......ng, mechanism, and probability in......id 5. The IARC and mechanistic ev......liamson thesis and the question o......agnado 8. When and how do people ......Counterfactual and generative acc......uring machines and causal mechani......2. Real causes and ideal manipula......gical research methods / Keith A. Mar......decompositions and mechanisms / F......ounterfactuals and causal structu......The error term and its interpreta...... in structural models in econometrics / Damien Fenn......hanism schemas and the relationsh......tu 20. Chances and causes in evolutionary biolog...