Applied Econometrics
Although the theme of the monograph is primarily related to “Applied Econometrics”, there are several theoretical contributions that are associated with empirical examples, or directions in which the novel theoretical ideas might be applied. The monograph is associated with significant and novel con...
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| Médium: | Online |
| Jazyk: | angličtina |
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MDPI - Multidisciplinary Digital Publishing Institute
2021
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| Témata: | |
| On-line přístup: | 33638 |
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| _version_ | 1869513860750245888 |
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| author | Chang, Chia-Lin |
| author_browse | Chang, Chia-Lin |
| author_facet | Chang, Chia-Lin |
| author_sort | Chang, Chia-Lin |
| collection | Directory of Open Access Books |
| description | Although the theme of the monograph is primarily related to “Applied Econometrics”, there are several theoretical contributions that are associated with empirical examples, or directions in which the novel theoretical ideas might be applied. The monograph is associated with significant and novel contributions in theoretical and applied econometrics; economics; theoretical and applied financial econometrics; quantitative finance; risk; financial modeling; portfolio management; optimal hedging strategies; theoretical and applied statistics; applied time series analysis; forecasting; applied mathematics; energy economics; energy finance; tourism research; tourism finance; agricultural economics; informatics; data mining; bibliometrics; and international rankings of journals and academics. |
| format | Online |
| id | doab-20.500.12854ir-41089 |
| institution | Directory of Open Access Books |
| language | eng |
| publishDate | 2021 |
| publishDateRange | 2021 |
| publishDateSort | 2021 |
| publisher | MDPI - Multidisciplinary Digital Publishing Institute |
| publisherStr | MDPI - Multidisciplinary Digital Publishing Institute |
| record_format | ojs |
| spelling | doab-20.500.12854ir-410892023-12-20T18:40:38Z Applied Econometrics Chang, Chia-Lin QA1-939 Q1-390 FHA loan E42 Misery Index economic development managing of financial health duration models system GMM maximum likelihood estimator FMOLS market microstructure foreclosure company performance vector error correction model (VECM) earnings forecasts multivariate regression models competing risks social network model price recovery trading behavior efficiency prediction methods panel data nonlinearity control environment earnings announcements economic freedom E58 risk of bankruptcy foreign direct investment Granger causality test budgetary system and strategies denomination range heavy-tailed data unemployment exploratory diagnostics EGARCH historical time series home mortgage economic growth abnormal returns uncorrelated multivariate Student distribution post-communist countries nonparametric time series modeling inflation unified time series algorithm unobserved heterogeneity JEL Classification Fama-French factor model oil price risk spillover exchange rate Nigeria financial markets middle income countries trade balance independent multivariate Student distribution panel data factor model Mahalanobis distances derivatives market operational control Okun’s law default and prepayment DOLS income inequality frequency domain causality Granger-causality tests cointegration financial analysts postage stamps cash payments Probit and Logit models bic Book Industry Communication::P Mathematics & science Although the theme of the monograph is primarily related to “Applied Econometrics”, there are several theoretical contributions that are associated with empirical examples, or directions in which the novel theoretical ideas might be applied. The monograph is associated with significant and novel contributions in theoretical and applied econometrics; economics; theoretical and applied financial econometrics; quantitative finance; risk; financial modeling; portfolio management; optimal hedging strategies; theoretical and applied statistics; applied time series analysis; forecasting; applied mathematics; energy economics; energy finance; tourism research; tourism finance; agricultural economics; informatics; data mining; bibliometrics; and international rankings of journals and academics. 2021-02-11T08:21:07Z 2021-02-11T08:21:07Z 2019-06-26 08:44:06 2019 book 33638 9783038979265 9783038979272 https://directory.doabooks.org/handle/20.500.12854/41089 eng image/jpeg Attribution-NonCommercial-NoDerivatives 4.0 International https://mdpi.com/books/pdfview/book/1291 MDPI - Multidisciplinary Digital Publishing Institute 10.3390/books978-3-03897-927-2 10.3390/books978-3-03897-927-2 46cabcaa-dd94-4bfe-87b4-55023c1b36d0 9783038979265 9783038979272 222 open access |
| spellingShingle | QA1-939 Q1-390 FHA loan E42 Misery Index economic development managing of financial health duration models system GMM maximum likelihood estimator FMOLS market microstructure foreclosure company performance vector error correction model (VECM) earnings forecasts multivariate regression models competing risks social network model price recovery trading behavior efficiency prediction methods panel data nonlinearity control environment earnings announcements economic freedom E58 risk of bankruptcy foreign direct investment Granger causality test budgetary system and strategies denomination range heavy-tailed data unemployment exploratory diagnostics EGARCH historical time series home mortgage economic growth abnormal returns uncorrelated multivariate Student distribution post-communist countries nonparametric time series modeling inflation unified time series algorithm unobserved heterogeneity JEL Classification Fama-French factor model oil price risk spillover exchange rate Nigeria financial markets middle income countries trade balance independent multivariate Student distribution panel data factor model Mahalanobis distances derivatives market operational control Okun’s law default and prepayment DOLS income inequality frequency domain causality Granger-causality tests cointegration financial analysts postage stamps cash payments Probit and Logit models bic Book Industry Communication::P Mathematics & science Chang, Chia-Lin Applied Econometrics |
| title | Applied Econometrics |
| title_full | Applied Econometrics |
| title_fullStr | Applied Econometrics |
| title_full_unstemmed | Applied Econometrics |
| title_short | Applied Econometrics |
| title_sort | applied econometrics |
| topic | QA1-939 Q1-390 FHA loan E42 Misery Index economic development managing of financial health duration models system GMM maximum likelihood estimator FMOLS market microstructure foreclosure company performance vector error correction model (VECM) earnings forecasts multivariate regression models competing risks social network model price recovery trading behavior efficiency prediction methods panel data nonlinearity control environment earnings announcements economic freedom E58 risk of bankruptcy foreign direct investment Granger causality test budgetary system and strategies denomination range heavy-tailed data unemployment exploratory diagnostics EGARCH historical time series home mortgage economic growth abnormal returns uncorrelated multivariate Student distribution post-communist countries nonparametric time series modeling inflation unified time series algorithm unobserved heterogeneity JEL Classification Fama-French factor model oil price risk spillover exchange rate Nigeria financial markets middle income countries trade balance independent multivariate Student distribution panel data factor model Mahalanobis distances derivatives market operational control Okun’s law default and prepayment DOLS income inequality frequency domain causality Granger-causality tests cointegration financial analysts postage stamps cash payments Probit and Logit models bic Book Industry Communication::P Mathematics & science |
| topic_facet | QA1-939 Q1-390 FHA loan E42 Misery Index economic development managing of financial health duration models system GMM maximum likelihood estimator FMOLS market microstructure foreclosure company performance vector error correction model (VECM) earnings forecasts multivariate regression models competing risks social network model price recovery trading behavior efficiency prediction methods panel data nonlinearity control environment earnings announcements economic freedom E58 risk of bankruptcy foreign direct investment Granger causality test budgetary system and strategies denomination range heavy-tailed data unemployment exploratory diagnostics EGARCH historical time series home mortgage economic growth abnormal returns uncorrelated multivariate Student distribution post-communist countries nonparametric time series modeling inflation unified time series algorithm unobserved heterogeneity JEL Classification Fama-French factor model oil price risk spillover exchange rate Nigeria financial markets middle income countries trade balance independent multivariate Student distribution panel data factor model Mahalanobis distances derivatives market operational control Okun’s law default and prepayment DOLS income inequality frequency domain causality Granger-causality tests cointegration financial analysts postage stamps cash payments Probit and Logit models bic Book Industry Communication::P Mathematics & science |
| url | 33638 |
| work_keys_str_mv | AT changchialin appliedeconometrics |