Contemporary Issues in Economics and Econometrics: Theory and Application
Language: English
Published by Edward Elgar Publishing, 2004
- Hardcover
- New
Seller: Ria Christie Collections, Uxbridge, United KingdomRia Christie Collections
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In English.
Seller Inventory # ria9781843766179_new
- Title
- Contemporary Issues in Economics and Econometrics: Theory and Application
- Publisher
- Edward Elgar Publishing
- Publication year
- 2004
- Condition
- New
- Binding
- Hardcover
- Language
- English
- ISBN 10
- 1843766175
- ISBN 13
- 9781843766179
- Item weight
- 1,000 grams
- theoretical contributions in economics: the economics of auctions; industry sunk costs and entry dynamics
- econometric theory: automated-model selection; conditions for weak-exogeneity in vector correction models; Bayesian inference for trended economic time series; Gibbs sampling for truncated multivariate normal distributions
- methodology and applications: lag-length selection in non-linear dynamic models; the relationship between intercepts, threshold and autoregressive coefficients in the two-regime self-exciting autoregressive model; the problems caused by incomplete data for econometric modelling of the term structure of interest rates and also in models using unbalanced panel data; the informational content of the term structure of interest rates with respect to future inflation.
The wide variety of topics explored, along with the focus on practical application, will make this book particularly valuable reading for students and applied researchers as well as appealing to a wider academic audience.
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Ria Christie Collections
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AbeBooks seller since March 25, 2015
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