ADVANCED ECONOMETRICS. DYNAMIC MODELS. Exercises with SPSS, SAS, STATA and EVIEWS

0 avg rating
( 0 ratings by Goodreads )
 
9781493628193: ADVANCED ECONOMETRICS. DYNAMIC MODELS. Exercises with SPSS, SAS, STATA and EVIEWS

Usually variables that appear how explanatory in econometric models are supposed related at one time with the endogenous variable, so usually the temporary subscripts of all variables are equal. However, economic theory, econometrics, and other sciences lead us to relationship dynamic between the variables, since the impacts between variables can become manifest in later periods or extended to many periods. In this way appear dynamic models with variables out in time. Dynamic models usually seen three different situations according to the variables affected by delays. It may be that the delays involved only to exogenous variables, only the endogenous variable or simultaneously to endogenous and exogenous variables. This book covers a wide typology of dynamic models including models with distributed delays, models with stochastic regressors, models with structural change and dynamic panel data models. Widely is the theory of unit roots, the Cointegration and error correction models. And all this from a perspective multi-software, using the latest software on the market suitable for these non-trivial econometric tasks (SAS, EVIEWS, SPSS and STATA). The book develops the following themes: Dynamic models Dynamic models with delays in exogenous variables Dynamic models with delays in the endogenous variable Dynamic models with delays in the endogenous variable and the exogenous variables simultaneously Special types of dynamic models Models with finite distributed delays Models with distributed delays infinite EVIEWS and the specific dynamic models SPSS and the dynamic models SPSS and dynamic models with stochastic regressors. instrumental variables EVIEWS and dynamic models with stochastic regressors. instrumental variables SAS and the dynamic models Stable models. Structural change, unit roots and cointegration Structural stability in econometric models Parameters constant in time and prediction of Chow test Chow prediction test Structural Change and Chow test Recursive models: contrasts based on recursive estimation CUSUM and CUSUMQ tests Unstable models: spurious regressions Stationary time series. Detecting stationarity Seasonality detection Unit roots test Dickey-Fuller Unit Roots Tests Phillips-Perron Unit Roots Test Stable models in the long term: the cointegration analysis Phillips-Oularis for the Cointegration Test Error correction models mce Unit roots and cointegration in seasonal series Unit roots and cointegration in series with structural change Stationary and seasonality with EVIEWS Unit roots, cointegration and structural change with EVIEWS Panel data models. Unit roots and cointegration in panel. Dynamic panels Econometric models with panel data Panel data models with constant coefficients Panel data models with fixed effects Panel data models with random -effects Dynamic panel data models Logit and probit panel data models Unit roots and cointegration in panel data models EVIEWS and panel data models SPSS and panel data models Panel data models with SAS EVIEWS and dynamic models with panel data. methodology of ARELLANO and BOND EVIEWS and the contrasts of unit roots with panel data. Cointegration in panel

"synopsis" may belong to another edition of this title.

Top Search Results from the AbeBooks Marketplace

1.

Lopez, Cesar Perez
ISBN 10: 1493628194 ISBN 13: 9781493628193
New Quantity Available: > 20
Print on Demand
Seller:
Pbshop
(Wood Dale, IL, U.S.A.)
Rating
[?]

Book Description 2013. PAP. Book Condition: New. New Book.Shipped from US within 10 to 14 business days.THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000. Bookseller Inventory # IP-9781493628193

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 22.22
Convert Currency

Add to Basket

Shipping: US$ 3.99
Within U.S.A.
Destination, Rates & Speeds

2.

Cesar Perez Lopez
Published by Createspace, United States (2013)
ISBN 10: 1493628194 ISBN 13: 9781493628193
New Paperback Quantity Available: 10
Print on Demand
Seller:
The Book Depository US
(London, United Kingdom)
Rating
[?]

Book Description Createspace, United States, 2013. Paperback. Book Condition: New. Language: English . Brand New Book ***** Print on Demand *****. Usually variables that appear how explanatory in econometric models are supposed related at one time with the endogenous variable, so usually the temporary subscripts of all variables are equal. However, economic theory, econometrics, and other sciences lead us to relationship dynamic between the variables, since the impacts between variables can become manifest in later periods or extended to many periods. In this way appear dynamic models with variables out in time. Dynamic models usually seen three different situations according to the variables affected by delays. It may be that the delays involved only to exogenous variables, only the endogenous variable or simultaneously to endogenous and exogenous variables. This book covers a wide typology of dynamic models including models with distributed delays, models with stochastic regressors, models with structural change and dynamic panel data models. Widely is the theory of unit roots, the Cointegration and error correction models. And all this from a perspective multi-software, using the latest software on the market suitable for these non-trivial econometric tasks (SAS, EVIEWS, SPSS and STATA). The book develops the following themes: Dynamic models Dynamic models with delays in exogenous variables Dynamic models with delays in the endogenous variable Dynamic models with delays in the endogenous variable and the exogenous variables simultaneously Special types of dynamic models Models with finite distributed delays Models with distributed delays infinite EVIEWS and the specific dynamic models SPSS and the dynamic models SPSS and dynamic models with stochastic regressors. instrumental variables EVIEWS and dynamic models with stochastic regressors. instrumental variables SAS and the dynamic models Stable models. Structural change, unit roots and cointegration Structural stability in econometric models Parameters constant in time and prediction of Chow test Chow prediction test Structural Change and Chow test Recursive models: contrasts based on recursive estimation CUSUM and CUSUMQ tests Unstable models: spurious regressions Stationary time series. Detecting stationarity Seasonality detection Unit roots test Dickey-Fuller Unit Roots Tests Phillips-Perron Unit Roots Test Stable models in the long term: the cointegration analysis Phillips-Oularis for the Cointegration Test Error correction models mce Unit roots and cointegration in seasonal series Unit roots and cointegration in series with structural change Stationary and seasonality with EVIEWS Unit roots, cointegration and structural change with EVIEWS Panel data models. Unit roots and cointegration in panel. Dynamic panels Econometric models with panel data Panel data models with constant coefficients Panel data models with fixed effects Panel data models with random -effects Dynamic panel data models Logit and probit panel data models Unit roots and cointegration in panel data models EVIEWS and panel data models SPSS and panel data models Panel data models with SAS EVIEWS and dynamic models with panel data. methodology of ARELLANO and BOND EVIEWS and the contrasts of unit roots with panel data. Cointegration in panel. Bookseller Inventory # APC9781493628193

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 27.83
Convert Currency

Add to Basket

Shipping: FREE
From United Kingdom to U.S.A.
Destination, Rates & Speeds

3.

Cesar Perez Lopez
Published by Createspace, United States (2013)
ISBN 10: 1493628194 ISBN 13: 9781493628193
New Paperback Quantity Available: 10
Print on Demand
Seller:
The Book Depository
(London, United Kingdom)
Rating
[?]

Book Description Createspace, United States, 2013. Paperback. Book Condition: New. Language: English . Brand New Book ***** Print on Demand *****.Usually variables that appear how explanatory in econometric models are supposed related at one time with the endogenous variable, so usually the temporary subscripts of all variables are equal. However, economic theory, econometrics, and other sciences lead us to relationship dynamic between the variables, since the impacts between variables can become manifest in later periods or extended to many periods. In this way appear dynamic models with variables out in time. Dynamic models usually seen three different situations according to the variables affected by delays. It may be that the delays involved only to exogenous variables, only the endogenous variable or simultaneously to endogenous and exogenous variables. This book covers a wide typology of dynamic models including models with distributed delays, models with stochastic regressors, models with structural change and dynamic panel data models. Widely is the theory of unit roots, the Cointegration and error correction models. And all this from a perspective multi-software, using the latest software on the market suitable for these non-trivial econometric tasks (SAS, EVIEWS, SPSS and STATA). The book develops the following themes: Dynamic models Dynamic models with delays in exogenous variables Dynamic models with delays in the endogenous variable Dynamic models with delays in the endogenous variable and the exogenous variables simultaneously Special types of dynamic models Models with finite distributed delays Models with distributed delays infinite EVIEWS and the specific dynamic models SPSS and the dynamic models SPSS and dynamic models with stochastic regressors. instrumental variables EVIEWS and dynamic models with stochastic regressors. instrumental variables SAS and the dynamic models Stable models. Structural change, unit roots and cointegration Structural stability in econometric models Parameters constant in time and prediction of Chow test Chow prediction test Structural Change and Chow test Recursive models: contrasts based on recursive estimation CUSUM and CUSUMQ tests Unstable models: spurious regressions Stationary time series. Detecting stationarity Seasonality detection Unit roots test Dickey-Fuller Unit Roots Tests Phillips-Perron Unit Roots Test Stable models in the long term: the cointegration analysis Phillips-Oularis for the Cointegration Test Error correction models mce Unit roots and cointegration in seasonal series Unit roots and cointegration in series with structural change Stationary and seasonality with EVIEWS Unit roots, cointegration and structural change with EVIEWS Panel data models. Unit roots and cointegration in panel. Dynamic panels Econometric models with panel data Panel data models with constant coefficients Panel data models with fixed effects Panel data models with random -effects Dynamic panel data models Logit and probit panel data models Unit roots and cointegration in panel data models EVIEWS and panel data models SPSS and panel data models Panel data models with SAS EVIEWS and dynamic models with panel data. methodology of ARELLANO and BOND EVIEWS and the contrasts of unit roots with panel data. Cointegration in panel. Bookseller Inventory # APC9781493628193

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 28.70
Convert Currency

Add to Basket

Shipping: FREE
From United Kingdom to U.S.A.
Destination, Rates & Speeds

4.

Cesar Perez Lopez
Published by CreateSpace Independent Publishing Platform
ISBN 10: 1493628194 ISBN 13: 9781493628193
New Paperback Quantity Available: > 20
Print on Demand
Seller:
BuySomeBooks
(Las Vegas, NV, U.S.A.)
Rating
[?]

Book Description CreateSpace Independent Publishing Platform. Paperback. Book Condition: New. This item is printed on demand. Paperback. 222 pages. Dimensions: 10.0in. x 8.0in. x 0.5in.Usually variables that appear how explanatory in econometric models are supposed related at one time with the endogenous variable, so usually the temporary subscripts of all variables are equal. However, economic theory, econometrics, and other sciences lead us to relationship dynamic between the variables, since the impacts between variables can become manifest in later periods or extended to many periods. In this way appear dynamic models with variables out in time. Dynamic models usually seen three different situations according to the variables affected by delays. It may be that the delays involved only to exogenous variables, only the endogenous variable or simultaneously to endogenous and exogenous variables. This book covers a wide typology of dynamic models including models with distributed delays, models with stochastic regressors, models with structural change and dynamic panel data models. Widely is the theory of unit roots, the Cointegration and error correction models. And all this from a perspective multi-software, using the latest software on the market suitable for these non-trivial econometric tasks (SAS, EVIEWS, SPSS and STATA). The book develops the following themes: Dynamic models Dynamic models with delays in exogenous variables Dynamic models with delays in the endogenous variable Dynamic models with delays in the endogenous variable and the exogenous variables simultaneously Special types of dynamic models Models with finite distributed delays Models with distributed delays infinite EVIEWS and the specific dynamic models SPSS and the dynamic models SPSS and dynamic models with stochastic regressors. instrumental variables EVIEWS and dynamic models with stochastic regressors. instrumental variables SAS and the dynamic models Stable models. Structural change, unit roots and cointegration Structural stability in econometric models Parameters constant in time and prediction of Chow test Chow prediction test Structural Change and Chow test Recursive models: contrasts based on recursive estimation CUSUM and CUSUMQ tests Unstable models: spurious regressions Stationary time series. Detecting stationarity Seasonality detection Unit roots test Dickey-Fuller Unit Roots Tests Phillips-Perron Unit Roots Test Stable models in the long term: the cointegration analysis Phillips-Oularis for the Cointegration Test Error correction models mce Unit roots and cointegration in seasonal series Unit roots and cointegration in series with structural change Stationary and seasonality with EVIEWS Unit roots, cointegration and structural change with EVIEWS Panel data models. Unit roots and cointegration in panel. Dynamic panels Econometric models with panel data Panel data models with constant coefficients Panel data models with fixed effects Panel data models with random -effects Dynamic panel data models Logit and probit panel data models Unit roots and cointegration in panel data models EVIEWS and panel data models SPSS and panel data models Panel data models with SAS EVIEWS and dynamic models with panel data. methodology of ARELLANO and BOND EVIEWS and the contrasts of unit roots with panel data. Cointegration in panel This item ships from La Vergne,TN. Paperback. Bookseller Inventory # 9781493628193

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 32.96
Convert Currency

Add to Basket

Shipping: FREE
Within U.S.A.
Destination, Rates & Speeds

5.

Lopez, Cesar Perez
ISBN 10: 1493628194 ISBN 13: 9781493628193
New Quantity Available: > 20
Print on Demand
Seller:
Books2Anywhere
(Fairford, GLOS, United Kingdom)
Rating
[?]

Book Description 2013. PAP. Book Condition: New. New Book. Delivered from our US warehouse in 10 to 14 business days. THIS BOOK IS PRINTED ON DEMAND.Established seller since 2000. Bookseller Inventory # IP-9781493628193

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 21.65
Convert Currency

Add to Basket

Shipping: US$ 11.88
From United Kingdom to U.S.A.
Destination, Rates & Speeds

6.

Lopez, Cesar Perez
Published by CreateSpace Independent Publishing Platform
ISBN 10: 1493628194 ISBN 13: 9781493628193
New PAPERBACK Quantity Available: > 20
Seller:
Russell Books
(Victoria, BC, Canada)
Rating
[?]

Book Description CreateSpace Independent Publishing Platform. PAPERBACK. Book Condition: New. 1493628194 Special order direct from the distributor. Bookseller Inventory # ING9781493628193

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 28.07
Convert Currency

Add to Basket

Shipping: US$ 7.00
From Canada to U.S.A.
Destination, Rates & Speeds

7.

Lopez, Cesar Perez
Published by CreateSpace Independent Publis (2017)
ISBN 10: 1493628194 ISBN 13: 9781493628193
New Paperback Quantity Available: 2
Print on Demand
Seller:
Murray Media
(North Miami Beach, FL, U.S.A.)
Rating
[?]

Book Description CreateSpace Independent Publis, 2017. Paperback. Book Condition: New. Never used! This item is printed on demand. Bookseller Inventory # P111493628194

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 51.33
Convert Currency

Add to Basket

Shipping: US$ 1.99
Within U.S.A.
Destination, Rates & Speeds