The Resource Empirical economic and financial research : theory, methods and practice, Jan Beran, Yuanhua Feng, Hartmut Hebbel, editors

Empirical economic and financial research : theory, methods and practice, Jan Beran, Yuanhua Feng, Hartmut Hebbel, editors

Label
Empirical economic and financial research : theory, methods and practice
Title
Empirical economic and financial research
Title remainder
theory, methods and practice
Statement of responsibility
Jan Beran, Yuanhua Feng, Hartmut Hebbel, editors
Contributor
Editor
Honouree
Subject
Genre
Language
eng
Summary
The purpose of this book is to establish a connection between the traditional field of empirical economic research and the emerging area of empirical financial research, and to build a bridge between theoretical developments in these areas and their application in practice. Accordingly, it covers broad topics in the theory and application of both empirical economic and financial research, including analysis of time series and the business cycle; different forecasting methods; new models for volatility, correlation and of high-frequency financial data; and new approaches to panel regression, as well as a number of case studies. Most of the contributions reflect the state-of-art on the respective subject. The book offers a valuable reference work for researchers, university instructors, practitioners, government officials, and graduate and post-graduate students, as well as an important resource for advanced seminars in empirical economic and financial research
Member of
Cataloging source
N$T
Dewey number
330.072
Index
no index present
LC call number
HB131
LC item number
.E47 2015
Literary form
non fiction
Nature of contents
dictionaries
http://library.link/vocab/relatedWorkOrContributorName
  • Beran, Jan
  • Feng, Yuanhua
  • Hebbel, Hartmut
  • Heiler, Siegfried
Series statement
Advanced Studies in Theoretical and Applied Econometrics,
Series volume
volume 48
http://library.link/vocab/subjectName
  • Economics
  • Finance
  • BUSINESS & ECONOMICS
  • BUSINESS & ECONOMICS
  • Economics
  • Macroeconomics
  • Environmental economics
  • Econometrics
Label
Empirical economic and financial research : theory, methods and practice, Jan Beran, Yuanhua Feng, Hartmut Hebbel, editors
Link
https://ezproxy.lib.ou.edu/login?url=http://link.springer.com/10.1007/978-3-319-03122-4
Instantiates
Publication
Copyright
Antecedent source
unknown
Carrier category
online resource
Carrier category code
cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
txt
Content type MARC source
rdacontent
Contents
Foreword -- Editorial -- Introduction -- Part I Empirical Economic Research -- Hebbel, Steuer: Decomposition of Time Series Using the Generalised Berlin Method (VBV) -- Badagián, Kaiser, Peña: Time Series Segmentation Procedures to Detect, Locate and Estimate Change-Points -- Schauberger, Tutz: Regularization Methods in Economic Forecasting -- Bruckner, Jeske: Investigating Bavarian Beer Consumption -- McElroy, Pang: The Algebraic Structure of Transformed Time Series -- Maravall, López Pavón, Pérez Cañete: Reliability of the Automatic Identification of ARIMA Models in Program TRAMO -- Schneeweiss, Ronning, Schmid: Panel Model with Multiplicative Measurement Errors -- Hartung, Elpelt-Hartung, Knapp: A Modified Gauss Test for Correlated Samples with Application to Combining Dependent Tests or P-Values -- Michels: Panel Research on the Demand of Organic Food in Germany: Challenges and Practical Solutions -- Ng, Smith: The Elasticity of Demand for Gasoline: A Semi-Parametric Analysis -- Dehon, Desbordes, Verardi: The Pitfalls of Ignoring Outliers in Instrumental Variables Estimations: An Application to the Deep Determinants of Development -- Schlittgen: Evaluation of Job Centre Schemes -- Ideal Types Versus Statistical Twins -- Wilrich: The Precision of Binary Measurement Methods -- Part II Empirical Financial Research -- Beran, Feng, Ghosh: On EFARIMA and ESEMIFAR Models -- Allende, Ulloa, Allende-Cid: Prediction Intervals in Linear and non-Linear Time Series with Sieve Bootstrap Methodology -- Assenmacher, Czudaj: Do Industrial Metals Prices exhibit Bubble Behavior? -- Lütkepohl: Forecasting Unpredictable Variables -- Hamerle, Scherr: Dynamic Modeling of the Correlation Smile -- Abberger, Nierhaus: Findings of the Signal Approach -- A Case Study for Kazakhstan -- Peitz, Feng: Double Conditional Smoothing of High-Frequency Volatility Surface under a Spatial model -- Pflaumer: Zillmer?s Population Model: Theory and Application -- Part III New Econometric Approaches -- Koenker: Adaptive Estimation of Regression Parameters for the Gaussian Scale Mixture Model -- Deistler, Scherrer, Anderson: The Structure of Generalized Linear Dynamic Factor Models -- Giraitis, Kapetanios, Mansur, Price: Forecasting under Structural Change -- Hassler, Hosseinkouchack: Distribution of the Durbin-Watson Statistic in Near Integrated Processes -- Grote, Sibbertsen: Testing for Cointegration in a Double-LSTR Framework -- McElroy, Findley: Fitting Constrained Vector Autoregression Models -- Krumbholz, Starke: Minimax Versions of the Two-Step Two-Sample-Gauß- and t-Test -- Samarov: Dimensionality Reduction Models in Density Estimation and Classification -- Baksalary, Trenkler: On a Craig?Sakamoto Theorem for Orthogonal Projectors -- A Note of Appreciation
Dimensions
unknown
Extent
1 online resource.
File format
unknown
Form of item
online
Isbn
9783319031217
Level of compression
unknown
Media category
computer
Media MARC source
rdamedia
Media type code
c
Note
SpringerLink
Other control number
10.1007/978-3-319-03122-4
Quality assurance targets
not applicable
Reformatting quality
unknown
Sound
unknown sound
Specific material designation
remote
System control number
  • (OCoLC)894893451
  • (OCoLC)ocn894893451
Label
Empirical economic and financial research : theory, methods and practice, Jan Beran, Yuanhua Feng, Hartmut Hebbel, editors
Link
https://ezproxy.lib.ou.edu/login?url=http://link.springer.com/10.1007/978-3-319-03122-4
Publication
Copyright
Antecedent source
unknown
Carrier category
online resource
Carrier category code
cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
txt
Content type MARC source
rdacontent
Contents
Foreword -- Editorial -- Introduction -- Part I Empirical Economic Research -- Hebbel, Steuer: Decomposition of Time Series Using the Generalised Berlin Method (VBV) -- Badagián, Kaiser, Peña: Time Series Segmentation Procedures to Detect, Locate and Estimate Change-Points -- Schauberger, Tutz: Regularization Methods in Economic Forecasting -- Bruckner, Jeske: Investigating Bavarian Beer Consumption -- McElroy, Pang: The Algebraic Structure of Transformed Time Series -- Maravall, López Pavón, Pérez Cañete: Reliability of the Automatic Identification of ARIMA Models in Program TRAMO -- Schneeweiss, Ronning, Schmid: Panel Model with Multiplicative Measurement Errors -- Hartung, Elpelt-Hartung, Knapp: A Modified Gauss Test for Correlated Samples with Application to Combining Dependent Tests or P-Values -- Michels: Panel Research on the Demand of Organic Food in Germany: Challenges and Practical Solutions -- Ng, Smith: The Elasticity of Demand for Gasoline: A Semi-Parametric Analysis -- Dehon, Desbordes, Verardi: The Pitfalls of Ignoring Outliers in Instrumental Variables Estimations: An Application to the Deep Determinants of Development -- Schlittgen: Evaluation of Job Centre Schemes -- Ideal Types Versus Statistical Twins -- Wilrich: The Precision of Binary Measurement Methods -- Part II Empirical Financial Research -- Beran, Feng, Ghosh: On EFARIMA and ESEMIFAR Models -- Allende, Ulloa, Allende-Cid: Prediction Intervals in Linear and non-Linear Time Series with Sieve Bootstrap Methodology -- Assenmacher, Czudaj: Do Industrial Metals Prices exhibit Bubble Behavior? -- Lütkepohl: Forecasting Unpredictable Variables -- Hamerle, Scherr: Dynamic Modeling of the Correlation Smile -- Abberger, Nierhaus: Findings of the Signal Approach -- A Case Study for Kazakhstan -- Peitz, Feng: Double Conditional Smoothing of High-Frequency Volatility Surface under a Spatial model -- Pflaumer: Zillmer?s Population Model: Theory and Application -- Part III New Econometric Approaches -- Koenker: Adaptive Estimation of Regression Parameters for the Gaussian Scale Mixture Model -- Deistler, Scherrer, Anderson: The Structure of Generalized Linear Dynamic Factor Models -- Giraitis, Kapetanios, Mansur, Price: Forecasting under Structural Change -- Hassler, Hosseinkouchack: Distribution of the Durbin-Watson Statistic in Near Integrated Processes -- Grote, Sibbertsen: Testing for Cointegration in a Double-LSTR Framework -- McElroy, Findley: Fitting Constrained Vector Autoregression Models -- Krumbholz, Starke: Minimax Versions of the Two-Step Two-Sample-Gauß- and t-Test -- Samarov: Dimensionality Reduction Models in Density Estimation and Classification -- Baksalary, Trenkler: On a Craig?Sakamoto Theorem for Orthogonal Projectors -- A Note of Appreciation
Dimensions
unknown
Extent
1 online resource.
File format
unknown
Form of item
online
Isbn
9783319031217
Level of compression
unknown
Media category
computer
Media MARC source
rdamedia
Media type code
c
Note
SpringerLink
Other control number
10.1007/978-3-319-03122-4
Quality assurance targets
not applicable
Reformatting quality
unknown
Sound
unknown sound
Specific material designation
remote
System control number
  • (OCoLC)894893451
  • (OCoLC)ocn894893451

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