Contributions to Modern Econometrics [electronic resource] : From Data Analysis to Economic Policy /

The field of econometrics has gone through remarkable changes during the last thirty-five years. Widening its earlier focus on testing macroeconomic theories, it has become a rather comprehensive discipline concemed with the development of statistical methods and their application to the whole spectrum of economic data. This development becomes apparent when looking at the biography of an econometrician whose illustrious research and teaching career started about thirty-five years ago and who will retire very soon after his 65th birthday. This is Gerd Hansen, professor of econometrics at the Christian Albrechts University at Kiel and to whom this volume with contributions from colleagues and students has been dedicated. He has shaped the econometric landscape in and beyond Germany throughout these thirty-five years. At the end of the 1960s he developed one of the first econometric models for the German econ­ omy which adhered c10sely to the traditions put forth by the Cowles commission.

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Main Authors: Klein, Ingo. editor., Mittnik, Stefan. editor., SpringerLink (Online service)
Format: Texto biblioteca
Language:eng
Published: Boston, MA : Springer US : Imprint: Springer, 2002
Subjects:Finance., Statistics., Econometrics., Macroeconomics., Labor economics., Economics., Macroeconomics/Monetary Economics//Financial Economics., Labor Economics., Finance, general., Statistics, general.,
Online Access:http://dx.doi.org/10.1007/978-1-4757-3602-1
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spelling KOHA-OAI-TEST:1873382018-07-30T23:10:33ZContributions to Modern Econometrics [electronic resource] : From Data Analysis to Economic Policy / Klein, Ingo. editor. Mittnik, Stefan. editor. SpringerLink (Online service) textBoston, MA : Springer US : Imprint: Springer,2002.engThe field of econometrics has gone through remarkable changes during the last thirty-five years. Widening its earlier focus on testing macroeconomic theories, it has become a rather comprehensive discipline concemed with the development of statistical methods and their application to the whole spectrum of economic data. This development becomes apparent when looking at the biography of an econometrician whose illustrious research and teaching career started about thirty-five years ago and who will retire very soon after his 65th birthday. This is Gerd Hansen, professor of econometrics at the Christian Albrechts University at Kiel and to whom this volume with contributions from colleagues and students has been dedicated. He has shaped the econometric landscape in and beyond Germany throughout these thirty-five years. At the end of the 1960s he developed one of the first econometric models for the German econ­ omy which adhered c10sely to the traditions put forth by the Cowles commission.1 A Generalization of the Nested Logit Model -- 2 Measurement Problems and Uncertainty in Monetary Policy -- 3 On Median Unbiased Inference for First Order Autoregressive Models -- 4 Goodness of Fit Measures and Model Selection in Qualitative Response Models -- 5 Portfolio Selection in the Presence of Heavy-tailed Asset Returns -- 6 Employment and Technological Change -- 7 Outlier Robust Estimation of an Euler Equation Investment Model with German Firm Level Panel Data -- 8 Which Feeling is Stronger: Jealousy or Laziness? -- 9 gh-transformation of Symmetrical Distributions -- 10 Household Budget Data and Welfare Comparisons — A Reconciliation -- 11 Unit Root Tests in the Presence of Innovational Outliers -- 12 Comparison of M3 and Divisia M3 Aggregates for the Euro Area -- 13 Linear and Nonlinear Dirichlet Share Equations Models -- 14 On the Bias of Structural Estimation Methods in a Polynomial Regression with Measurement Error When the Distribution of the Latent Covariate is Misspecified -- 15 Exponential Smoothing as an Alternative to the Hodrick-Prescott Filter? -- 16 Long-Run Relationships in the Transition Economy of Poland: An Application of SVEqCM -- 17 Growth Determinants of Poland’s Economic Potential -- 18 Uncovered Interest Rate Parity and the Expectations Hypothesis of the Term Structure: Empirical Results for the US and Europe.The field of econometrics has gone through remarkable changes during the last thirty-five years. Widening its earlier focus on testing macroeconomic theories, it has become a rather comprehensive discipline concemed with the development of statistical methods and their application to the whole spectrum of economic data. This development becomes apparent when looking at the biography of an econometrician whose illustrious research and teaching career started about thirty-five years ago and who will retire very soon after his 65th birthday. This is Gerd Hansen, professor of econometrics at the Christian Albrechts University at Kiel and to whom this volume with contributions from colleagues and students has been dedicated. He has shaped the econometric landscape in and beyond Germany throughout these thirty-five years. At the end of the 1960s he developed one of the first econometric models for the German econ­ omy which adhered c10sely to the traditions put forth by the Cowles commission.Finance.Statistics.Econometrics.Macroeconomics.Labor economics.Economics.Econometrics.Macroeconomics/Monetary Economics//Financial Economics.Labor Economics.Finance, general.Statistics, general.Springer eBookshttp://dx.doi.org/10.1007/978-1-4757-3602-1URN:ISBN:9781475736021
institution COLPOS
collection Koha
country México
countrycode MX
component Bibliográfico
access En linea
En linea
databasecode cat-colpos
tag biblioteca
region America del Norte
libraryname Departamento de documentación y biblioteca de COLPOS
language eng
topic Finance.
Statistics.
Econometrics.
Macroeconomics.
Labor economics.
Economics.
Econometrics.
Macroeconomics/Monetary Economics//Financial Economics.
Labor Economics.
Finance, general.
Statistics, general.
Finance.
Statistics.
Econometrics.
Macroeconomics.
Labor economics.
Economics.
Econometrics.
Macroeconomics/Monetary Economics//Financial Economics.
Labor Economics.
Finance, general.
Statistics, general.
spellingShingle Finance.
Statistics.
Econometrics.
Macroeconomics.
Labor economics.
Economics.
Econometrics.
Macroeconomics/Monetary Economics//Financial Economics.
Labor Economics.
Finance, general.
Statistics, general.
Finance.
Statistics.
Econometrics.
Macroeconomics.
Labor economics.
Economics.
Econometrics.
Macroeconomics/Monetary Economics//Financial Economics.
Labor Economics.
Finance, general.
Statistics, general.
Klein, Ingo. editor.
Mittnik, Stefan. editor.
SpringerLink (Online service)
Contributions to Modern Econometrics [electronic resource] : From Data Analysis to Economic Policy /
description The field of econometrics has gone through remarkable changes during the last thirty-five years. Widening its earlier focus on testing macroeconomic theories, it has become a rather comprehensive discipline concemed with the development of statistical methods and their application to the whole spectrum of economic data. This development becomes apparent when looking at the biography of an econometrician whose illustrious research and teaching career started about thirty-five years ago and who will retire very soon after his 65th birthday. This is Gerd Hansen, professor of econometrics at the Christian Albrechts University at Kiel and to whom this volume with contributions from colleagues and students has been dedicated. He has shaped the econometric landscape in and beyond Germany throughout these thirty-five years. At the end of the 1960s he developed one of the first econometric models for the German econ­ omy which adhered c10sely to the traditions put forth by the Cowles commission.
format Texto
topic_facet Finance.
Statistics.
Econometrics.
Macroeconomics.
Labor economics.
Economics.
Econometrics.
Macroeconomics/Monetary Economics//Financial Economics.
Labor Economics.
Finance, general.
Statistics, general.
author Klein, Ingo. editor.
Mittnik, Stefan. editor.
SpringerLink (Online service)
author_facet Klein, Ingo. editor.
Mittnik, Stefan. editor.
SpringerLink (Online service)
author_sort Klein, Ingo. editor.
title Contributions to Modern Econometrics [electronic resource] : From Data Analysis to Economic Policy /
title_short Contributions to Modern Econometrics [electronic resource] : From Data Analysis to Economic Policy /
title_full Contributions to Modern Econometrics [electronic resource] : From Data Analysis to Economic Policy /
title_fullStr Contributions to Modern Econometrics [electronic resource] : From Data Analysis to Economic Policy /
title_full_unstemmed Contributions to Modern Econometrics [electronic resource] : From Data Analysis to Economic Policy /
title_sort contributions to modern econometrics [electronic resource] : from data analysis to economic policy /
publisher Boston, MA : Springer US : Imprint: Springer,
publishDate 2002
url http://dx.doi.org/10.1007/978-1-4757-3602-1
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