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...

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Bibliographic Details
Main Author: Chang, Chia-Lin
Format: eBook
Language:English
Published: MDPI - Multidisciplinary Digital Publishing Institute 2019
Subjects:
E42
E58
Online Access:
Collection: Directory of Open Access Books - Collection details see MPG.ReNa
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245 0 0 |a Applied Econometrics  |h Elektronische Ressource 
260 |b MDPI - Multidisciplinary Digital Publishing Institute  |c 2019 
300 |a 1 electronic resource (222 p.) 
653 |a Granger causality test 
653 |a post-communist countries 
653 |a E42 
653 |a Okun's law 
653 |a efficiency 
653 |a vector error correction model (VECM) 
653 |a foreign direct investment 
653 |a postage stamps 
653 |a nonparametric time series modeling 
653 |a derivatives market 
653 |a EGARCH 
653 |a FHA loan 
653 |a Nigeria 
653 |a exploratory diagnostics 
653 |a Probit and Logit models 
653 |a uncorrelated multivariate Student distribution 
653 |a budgetary system and strategies 
653 |a Fama-French factor model 
653 |a earnings announcements 
653 |a company performance 
653 |a exchange rate 
653 |a social network model 
653 |a prediction methods 
653 |a frequency domain causality 
653 |a panel data factor model 
653 |a FMOLS 
653 |a duration models 
653 |a default and prepayment 
653 |a Mahalanobis distances 
653 |a system GMM 
653 |a foreclosure 
653 |a heavy-tailed data 
653 |a Misery Index 
653 |a JEL Classification 
653 |a maximum likelihood estimator 
653 |a Granger-causality tests 
653 |a market microstructure 
653 |a financial analysts 
653 |a oil price 
653 |a independent multivariate Student distribution 
653 |a unemployment 
653 |a panel data 
653 |a income inequality 
653 |a trading behavior 
653 |a middle income countries 
653 |a cointegration 
653 |a denomination range 
653 |a DOLS 
653 |a economic growth 
653 |a risk of bankruptcy 
653 |a financial markets 
653 |a risk spillover 
653 |a competing risks 
653 |a nonlinearity 
653 |a E58 
653 |a operational control 
653 |a inflation 
653 |a price recovery 
653 |a control environment 
653 |a historical time series 
653 |a cash payments 
653 |a multivariate regression models 
653 |a unified time series algorithm 
653 |a unobserved heterogeneity 
653 |a abnormal returns 
653 |a earnings forecasts 
653 |a trade balance 
653 |a economic development 
653 |a economic freedom 
653 |a managing of financial health 
653 |a home mortgage 
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520 |a 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.