Modern linear and nonlinear econometrics:
Gespeichert in:
| Beteilige Person: | |
|---|---|
| Format: | Buch |
| Sprache: | Englisch |
| Veröffentlicht: |
Dordrecht
Springer
2006
|
| Schriftenreihe: | Dynamic modeling and econometrics in economics and finance
9 |
| Schlagwörter: | |
| Links: | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=013213261&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| Umfang: | XXII, 382 S. |
| ISBN: | 0387257608 9780387257600 |
Internformat
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Datensatz im Suchindex
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| adam_text | Contents
I Linear and Nonlinear Econometric Inference: Esti¬
mation and Testing
1
1.1
1.1.1
1.1.2
1.2
1.2.1
1.2.2
1.2.3
1.2.4
1.2.5
1.2.6
2
2.1
2.2
2.2.1
2.2.2
2.3
2.3.1
2.3.2
2.3.3
2.4
3
3.1
3.1.1 Lagrange
3.1.2 Wald
3.1.3
3.1.4
3.1.5
3.1.6
3.2
IX
x CONTENTS
3.2.1
3.2.2
3.3
II Time Series Analysis
4
4.1
4.2
4.3
5
5.1
5.2
5.2.1
5.2.2
5.3
5.3.1
5.3.2
5.3.3
5.4
5.4.1
5.4.2
5.5
5.5.1
5.5.2
5.5.3
5.5.4
5.6
5.7
5.7.1
5.7.2
5.7.3
5.8
5.8.1
5.8.2
5.8.3
5.9
5.9.1
5.9.2
5.9.3
5.9.4
5.9.5
5.9.6
5.10
CONTENTS xi
5.10.1
5.10.2
5.10.3
5.10.4
6
6.1
6.1.1
6.1.2
6.2
6.3
6.3.1
6.3.2
6.3.3
7
7.1
7.1.1
7.1.2
7.1.3
7.2
7.2.1
7.2.2
7.2.3
7.2.4
7.3
7.3.1
7.3.2
7.3.3
7.3.4
8
8.1
8.1.1
based on
8.1.2
based on unobservables
8.1.3
8.2
8.2.1
8.2.2
8.2.3
8.2.4
8.2.5
xii CONTENTS
III Categorical and Limited Dependent Variables
9
9.1
9.1.1
9.1.2
9.1.3
9.1.4
9.1.5
9.1.6
9.2
9.2.1
9.2.2
9.3
9.3.1
9.3.2
10
10.1
10.1.1
10.1.2
10.2
10.2.1
10.3
10.3.1
10.3.2
10.3.3
10.4
IV Panel Data Analysis
11
11.1
11.2
11.2.1
11.2.2
11.2.3
11.2.4
11.3
11.3.1
11.3.2
11.3.3
11.3.4
11.4
11.4.1 ßki
CONTENTS xiii
11.4.2 ßki
11.5
11.5.1
11.5.2
11.6
11.7
11.7.1
11.7.2
11.8
11.9
11.9.1
11.9.2
11.9.3
12
12.1
12.1.1
12.1.2
12.2
12.2.1
12.3
12.3.1
12.3.2
12.4
12.4.1
12.4.2
12.4.3
A Nonlinear Optimization and Estimation
A.I General nonlinear optimization problem
A.2 Gradient methods of nonlinear estimation
A.2.1 Steepest descent
A.2.2 Newton (-Raphson)
A.2.3
A.
A.3.1 Reparameterization
A.3.2 Transformation of the objective function
A.3.3 Dual methods
A.3.4 Extended (augmented)
B Mathematical Formulation of GMM
B.I Redefining GMM
B.2 Assumptions and properties
B.3 Nonlinear two stage least squares
C Stability Criteria for AR(p) Models
xiv CONTENTS
D MLE of the RSM with Endogenous Prices
E
E.I Detection and reduction of additive outliers
E.2 Forecasting in GARCH(p, q) models
E.3 Generalized exponential distribution
E.4 Generalized Student i-distribution
E.5 Aggregation of
|
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| id | DE-604.BV019889219 |
| illustrated | Not Illustrated |
| indexdate | 2024-12-20T12:08:02Z |
| institution | BVB |
| isbn | 0387257608 9780387257600 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-013213261 |
| oclc_num | 65334656 |
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| physical | XXII, 382 S. |
| publishDate | 2006 |
| publishDateSearch | 2006 |
| publishDateSort | 2006 |
| publisher | Springer |
| record_format | marc |
| series | Dynamic modeling and econometrics in economics and finance |
| series2 | Dynamic modeling and econometrics in economics and finance |
| spellingShingle | Plasmans, Joseph E. J. 1944- Modern linear and nonlinear econometrics Dynamic modeling and econometrics in economics and finance Lineaire modellen gtt Niet-lineaire modellen gtt Économétrie - Problèmes et exercices Econometrics Problems, exercises, etc Ökonometrisches Modell (DE-588)4043212-9 gnd Theorie (DE-588)4059787-8 gnd Ökonometrie (DE-588)4132280-0 gnd |
| subject_GND | (DE-588)4043212-9 (DE-588)4059787-8 (DE-588)4132280-0 |
| title | Modern linear and nonlinear econometrics |
| title_auth | Modern linear and nonlinear econometrics |
| title_exact_search | Modern linear and nonlinear econometrics |
| title_full | Modern linear and nonlinear econometrics by Joseph Plasmans |
| title_fullStr | Modern linear and nonlinear econometrics by Joseph Plasmans |
| title_full_unstemmed | Modern linear and nonlinear econometrics by Joseph Plasmans |
| title_short | Modern linear and nonlinear econometrics |
| title_sort | modern linear and nonlinear econometrics |
| topic | Lineaire modellen gtt Niet-lineaire modellen gtt Économétrie - Problèmes et exercices Econometrics Problems, exercises, etc Ökonometrisches Modell (DE-588)4043212-9 gnd Theorie (DE-588)4059787-8 gnd Ökonometrie (DE-588)4132280-0 gnd |
| topic_facet | Lineaire modellen Niet-lineaire modellen Économétrie - Problèmes et exercices Econometrics Problems, exercises, etc Ökonometrisches Modell Theorie Ökonometrie |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=013213261&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| volume_link | (DE-604)BV012605915 |
| work_keys_str_mv | AT plasmansjosephej modernlinearandnonlineareconometrics |
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Teilbibliothek Mathematik & Informatik
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