Econometrics in Theory and Practice

Prof. Dr. Robert Galata, HS München, Fakultät Betriebswirtschaft hält seit mehreren Jahren Vorlesungen zum Thema Statistik

I: Errors-in-Variables.- Errors in Variables in Econometrics.- Estimation for the Nonlinear Errors-in-Variables Model.- Nonparameteric Regression Splines for Generalized Linear Measurement Error Models.- Different Nonlinear Regression Models with Incorrectly Observed Covariates.- ML Estimation from Binomial Data with Misclassifications.- The Indeterminacy of Latent Variable Models.- II: Theoretical Econometrics.- An Introduction to the Economic Study of Knowledge.- Potentials and Limitations of Econometric Forecast and Simulation Models.- Consistent Estimation of the Number of Cointegration Relations in a Vector Autoregressive Model.- Locally Weighted Autoregression.- Locally Weighted Least Squares in Categorical Varying-Coefficient Models.- Using First Differences as a Device against Multicollinearity.- Asymptotic Equivalence of Ordinary Least Squares and Generalized Least Squares with Trending Regressors and Stationary Autoregressive Disturbances.- The Analysis of Growth and Learning Curves with Mean- and Covariance Structure Models.- III: Applied Econometrics.- How Important are Real Shocks for the Real Exchange Rate?.- Trading Strategies of a Financially Strong Investor in Futures and Stocks.- Estimation of the Stochastic Volatility by Markov Chain Monte Carlo.- Money and Prices in Germany.- Quasi-Minimax Estimation, Prior Information and Money Demand in Germany.- Bayesian Forecasting of Turning Points in Economic Cycles.- Regression Approaches to Rental Guides.- An Econometric Model for the Transition Process of China's Economy.- IV: Decision Theory and Statistics.- Information Value as a Metacriterion for Decision Rules Under Strict Uncertainty.- Analysing Ellsberg's Paradox by Means of Interval-Probability.- Some Robust and Adaptive Tests Versus F-Test forSeveral Samples.- A Sequential Test for the Comparison of the Precision of Two Measurement Methods.- List of Publications of Hans Schneeweiß.- List of Contributors.