Applied Econometrics

• Yazar: Chang, Chia-Lin (auth)
• Materyal Türü: Elektronik Kitap Bölümü
• Dil: İngilizce
• Baskı/Yayın Bilgisi: MDPI - Multidisciplinary Digital Publishing Institute 2019
• Konular: FHA loan; E42; Misery Index; economic development; managing of financial health; duration models; system GMM; maximum likelihood estimator; FMOLS; market microstructure; foreclosure; company performance; vector error correction model (VECM); earnings forecasts; multivariate regression models; competing risks; social network model; price recovery; trading behavior; efficiency; prediction methods; panel data; nonlinearity; control environment; earnings announcements; economic freedom; E58; risk of bankruptcy; foreign direct investment; Granger causality test; budgetary system and strategies; denomination range; heavy-tailed data; unemployment; exploratory diagnostics; EGARCH; historical time series; home mortgage; economic growth; abnormal returns; uncorrelated multivariate Student distribution; post-communist countries; nonparametric time series modeling; inflation; unified time series algorithm; unobserved heterogeneity; JEL Classification; Fama-French factor model; oil price; risk spillover; exchange rate; Nigeria; financial markets; middle income countries; trade balance; independent multivariate Student distribution; panel data factor model; Mahalanobis distances; derivatives market; operational control; Okun's law; default and prepayment; DOLS; income inequality; frequency domain causality; Granger-causality tests; cointegration; financial analysts; postage stamps; cash payments; Probit and Logit models
• Online Erişim: DOAB: download the publication; DOAB: description of the publication

Özet

Although the theme of the monograph is primarily related to "Applied Econometrics", there are several theoretical contributions that are associated with empirical examples, or directions in which the novel theoretical ideas might be applied. The monograph is associated with significant and novel contributions in theoretical and applied econometrics; economics; theoretical and applied financial econometrics; quantitative finance; risk; financial modeling; portfolio management; optimal hedging strategies; theoretical and applied statistics; applied time series analysis; forecasting; applied mathematics; energy economics; energy finance; tourism research; tourism finance; agricultural economics; informatics; data mining; bibliometrics; and international rankings of journals and academics.

Fiziksel Özellikler

1 electronic resource (222 p.)

ISBN

books978-3-03897-927-2
9783038979265
9783038979272

Erişim

Open Access