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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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Bibliographic Details
Main Author: Chang, Chia-Lin
Format: eBook
Language:English
Published: MDPI - Multidisciplinary Digital Publishing Institute 2019
Subjects:
Granger Causality Test
Post-communist Countries
E42
Efficiency
Vector Error Correction Model (vecm)
Foreign Direct Investment
Nonparametric Time Series Modeling
Postage Stamps
Egarch
Derivatives Market
Fha Loan
Exploratory Diagnostics
Nigeria
Probit And Logit Models
Budgetary System And Strategies
Uncorrelated Multivariate Student Distribution
Fama-french Factor Model
Okun’s Law
Company Performance
Earnings Announcements
Exchange Rate
Social Network Model
Prediction Methods
Frequency Domain Causality
Panel Data Factor Model
Duration Models
Fmols
Default And Prepayment
Mahalanobis Distances
System Gmm
Foreclosure
Heavy-tailed Data
Misery Index
Maximum Likelihood Estimator
Jel Classification
Market Microstructure
Granger-causality Tests
Financial Analysts
Oil Price
Unemployment
Independent Multivariate Student Distribution
Panel Data
Income Inequality
Trading Behavior
Middle Income Countries
Cointegration
Denomination Range
Economic Growth
Dols
Risk Of Bankruptcy
Financial Markets
Competing Risks
Risk Spillover
Nonlinearity
E58
Inflation
Operational Control
Control Environment
Price Recovery
Historical Time Series
Cash Payments
Multivariate Regression Models
Unified Time Series Algorithm
Unobserved Heterogeneity
Abnormal Returns
Earnings Forecasts
Trade Balance
Economic Development
Economic Freedom
Managing Of Financial Health
Home Mortgage
Online Access:
Collection: Directory of Open Access Books - Collection details see MPG.ReNa
Description
Summary: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.
Item Description:Creative Commons (cc), https://creativecommons.org/licenses/by-nc-nd/4.0/
Physical Description:1 electronic resource (222 p.)
ISBN:9783038979265
9783038979272
books978-3-03897-927-2

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