Advances in Econometrics and Modelling -

Advances in Econometrics and Modelling

B. Raj (Herausgeber)

Buch | Softcover
195 Seiten
2010 | Softcover reprint of hardcover 1st ed. 1989
Springer (Verlag)
978-90-481-4048-0 (ISBN)
106,99 inkl. MwSt
During 1985-86, the acquisition editor for the humanities and social sciences division of Kluwer Academic Publishers in the Netherlands visited the University of Horida (where I was also visiting while on sabbatical leave from Wilfrid Laurier University as the McKethan-Matherly Senior Research Fellow) to discuss publishing plans of the faculty. He expressed a keen interest in publishing the proceedings of the conference of the Canadian Econometric Study Group (CESG) that was to be held the following year at WLU. This volume is the end product of his interest, endurance, and persistence. But for his persistence I would have given up on th~ project Most of the papers (though not all) included in this volume are based on presentations at CESG conferences. In some cases scholars were invited to contribute to this volume where their research complimented those presented at these conferences even though they were not conference participants. Since papers selected for presentation at the CESG conferences are generally the finished product of scholarly research and often under submission to refereed journals, it was not possible to publish the conference proceedings in their entirety. Accordingly it was decided, in consultation with the publisher, to invite a select list of authors to submit significant extensions of the papers they presented at the CESG conferences for inclusion in this volume. The editor wishes to express gratitude to all those authors who submitted their papers for evaluation by anonymous referees and for making revisions to conform to our editorial process.

One: Unit Root and Fractional Integration.- 1. Testing for a Unit Root in the Presence of a Maintained Trend.- 2. Random Walks Versus Fractional Integration: Power Comparisons of Scalar and Joint Tests of the Variance-Time Function.- 3. Testing for a Random Walk: A Simulation Experiment of Power When the Sampling Interval is Varied.- Two: Nonparametric Econometrics.- 4. Estimation of a Probability Density Function with Applications to Nonparametric Inference in Econometrics.- 5. Estimation of the Shape of the Demand Curve by Nonparametric Kernel Methods.- Three: Modelling Demand Systems.- 6. A Class of Dynamic Demand Systems.- 7. A Reinterpretation of the Almost Ideal Demand System.- 8. Stochastic Specification and Maximum-Likelihood Estimation of the Linear Expenditure System.- Four: Modelling Issues.- 9. Selection Bias: More than a Female Phenomenon.- 10. A Comparison of Two Significance Tests for Structural Stability in the Linear Regression Model.- 11. Rates of Return on Physical and R&D Capital and Structure of the Production Process: Cross Section and Time Series Evidence.

Erscheint lt. Verlag 8.12.2010
Reihe/Serie Advanced Studies in Theoretical and Applied Econometrics ; 15
Zusatzinfo XV, 195 p.
Verlagsort Dordrecht
Sprache englisch
Maße 155 x 235 mm
Themenwelt Mathematik / Informatik Mathematik Finanz- / Wirtschaftsmathematik
Wirtschaft Allgemeines / Lexika
Wirtschaft Volkswirtschaftslehre Finanzwissenschaft
Wirtschaft Volkswirtschaftslehre Makroökonomie
Wirtschaft Volkswirtschaftslehre Ökonometrie
ISBN-10 90-481-4048-X / 904814048X
ISBN-13 978-90-481-4048-0 / 9789048140480
Zustand Neuware
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