Terrell Dek (76 results)
Language: English
Published by Emerald Publishing Limited 2012
Series: Advances in Econometrics, Book 2 of 16. Book 2 of 16 - Advances in Econometrics
- Hardcover
Seller: Romtrade Corp., STERLING HEIGHTS, U.S.A.Romtrade Corp.
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Language: English
Published by Emerald Publishing Limited 2012
Series: Advances in Econometrics, Book 2 of 16. Book 2 of 16 - Advances in Econometrics
- Hardcover
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Language: English
Published by Emerald Publishing 2020
Series: Advances in Econometrics, Book 13 of 16. Book 13 of 16 - Advances in Econometrics
- Hardcover
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Seller: Ria Christie Collections, Uxbridge, United KingdomRia Christie Collections
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Language: English
Published by Emerald Publishing 2020
Series: Advances in Econometrics, Book 13 of 16. Book 13 of 16 - Advances in Econometrics
- Hardcover
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Language: English
Published by Emerald Publishing Limited, GB 2020
Series: Advances in Econometrics, Book 13 of 16. Book 13 of 16 - Advances in Econometrics
- Hardcover
Seller: Rarewaves USA, OSWEGO, U.S.A.Rarewaves USA
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Hardback. Condition: New. Including contributions spanning a variety of theoretical and applied topics in econometrics, this volume of Advances in Econometrics is published in honour of Cheng Hsiao.In the first few chapters of this book, new theoretical panel and time series results are presented, exploring JIVE estimators, HAC,… HAR and various sandwich estimators, as well as asymptotic distributions for using information criteria to distinguish between the unit root model and explosive models. Other chapters address topics such as structural breaks or growth empirics; auction models; and semiparametric methods testing for common vs. individual trends. Three chapters provide novel empirical approaches to applied problems, such as estimating the impact of survey mode on responses, or investigating how cross-sectional and spatial dependence of mortgages varies by default rates and geography. In the final chapters, Cheng Hsiao offers a forward-focused discussion of the role of big data in economics. For any researcher of econometrics, this is an unmissable volume of the most current and engaging research in the field.
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Language: English
Published by Emerald Publishing 2020
Series: Advances in Econometrics, Book 13 of 16. Book 13 of 16 - Advances in Econometrics
- Hardcover
Seller: Ria Christie Collections, Uxbridge, United KingdomRia Christie Collections
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Language: English
Published by Emerald Publishing 2020
Series: Advances in Econometrics, Book 13 of 16. Book 13 of 16 - Advances in Econometrics
- Hardcover
Seller: GreatBookPricesUK, Woodford Green, United KingdomGreatBookPricesUK
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Language: English
Published by Emerald Publishing 2020
Series: Advances in Econometrics, Book 13 of 16. Book 13 of 16 - Advances in Econometrics
- Hardcover
Seller: GreatBookPricesUK, Woodford Green, United KingdomGreatBookPricesUK
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Hardback. Condition: New. The editors are pleased to offer the following papers to the reader in recognition and appreciation of the contributions to our literature made by Robert Engle and Sir Clive Granger, winners of the 2003 Nobel Prize in Economics. The basic themes of this part of Volume 20 of "Advances in Econometrics" ar…e time varying betas of the capital asset pricing model, analysis of predictive densities of nonlinear models of stock returns, modelling multivariate dynamic correlations, flexible seasonal time series models, estimation of long-memory time series models, the application of the technique of boosting in volatility forecasting, the use of different time scales in GARCH modelling, out-of-sample evaluation of the Fed Model in stock price valuation, structural change as an alternative to long memory, the use of smooth transition auto-regressions in stochastic volatility modelling, the analysis of the balanced-ness of regressions analyzing Taylor-Type rules of the Fed Funds rate, a mixture-of-experts approach for the estimation of stochastic volatility, a modern assessment of Clives first published paper on Sunspot activity, and a new class of models of tail-dependence in time series subject to jumps. This Series aids in the diffusion of new econometric techniques. Emphasis is placed on expositional clarity and ease of assimilation for readers who are unfamiliar with a given topic of a volume. It illustrates new concepts.
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£ 152.04
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Hardback. Condition: New. The editors are pleased to offer the following papers to the reader in recognition and appreciation of the contributions to our literature made by Robert Engle and Sir Clive Granger, winners of the 2003 Nobel Prize in Economics. The basic themes of this part of "Volume 20 of Advances in Econometrics" ar…e time varying betas of the capital asset pricing model, analysis of predictive densities of nonlinear models of stock returns, modelling multivariate dynamic correlations, flexible seasonal time series models, estimation of long-memory time series models, the application of the technique of boosting in volatility forecasting, the use of different time scales in GARCH modelling, out-of-sample evaluation of the Fed Model in stock price valuation, structural change as an alternative to long memory, the use of smooth transition auto-regressions in stochastic volatility modelling, the analysis of the balanced-ness of regressions analyzing Taylor-Type rules of the Fed Funds rate, a mixture-of-experts approach for the estimation of stochastic volatility, a modern assessment of Clives first published paper on Sunspot activity, and a new class of models of tail-dependence in time series subject to jumps. This series aids in the diffusion of new econometric techniques. Emphasis is placed on expositional clarity and ease of assimilation for readers who are unfamiliar with a given topic of a volume. It illustrates new concepts.
- Hardcover
Seller: GreatBookPricesUK, Woodford Green, United KingdomGreatBookPricesUK
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Language: English
Published by Emerald Publishing Limited 2012
Series: Advances in Econometrics, Book 2 of 16. Book 2 of 16 - Advances in Econometrics
- Hardcover
Seller: GreatBookPrices, Columbia, U.S.A.GreatBookPrices
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Bayesian Econometrics
Chib, Siddhartha (EDT); Griffiths, William (EDT); Koop, Gary (EDT); Terrell, Dek (EDT)
- Hardcover
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Seller: Ria Christie Collections, Uxbridge, United KingdomRia Christie Collections
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Condition: New. In.
Language: English
Published by Emerald Publishing Limited 2012
Series: Advances in Econometrics, Book 2 of 16. Book 2 of 16 - Advances in Econometrics
- Hardcover
Seller: Ria Christie Collections, Uxbridge, United KingdomRia Christie Collections
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£ 152.17
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Language: English
Published by Emerald Publishing Limited 2012
Series: Advances in Econometrics, Book 2 of 16. Book 2 of 16 - Advances in Econometrics
- Hardcover
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Bayesian Econometrics
Chib, Siddhartha (EDT); Griffiths, William (EDT); Koop, Gary (EDT); Terrell, Dek (EDT)
- Hardcover
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Bayesian Econometrics
Chib, Siddhartha (EDT); Griffiths, William (EDT); Koop, Gary (EDT); Terrell, Dek (EDT)
- Hardcover
Seller: GreatBookPricesUK, Woodford Green, United KingdomGreatBookPricesUK
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Language: English
Published by Emerald Publishing Limited 2012
Series: Advances in Econometrics, Book 2 of 16. Book 2 of 16 - Advances in Econometrics
- Hardcover
Seller: GreatBookPricesUK, Woodford Green, United KingdomGreatBookPricesUK
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Bayesian Econometrics
Chib, Siddhartha (EDT); Griffiths, William (EDT); Koop, Gary (EDT); Terrell, Dek (EDT)
- Hardcover
Seller: GreatBookPricesUK, Woodford Green, United KingdomGreatBookPricesUK
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£ 159.01
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Condition: As New. Unread book in perfect condition.
Language: English
Published by Emerald Publishing Limited 2012
Series: Advances in Econometrics, Book 2 of 16. Book 2 of 16 - Advances in Econometrics
- Hardcover
Seller: GreatBookPricesUK, Woodford Green, United KingdomGreatBookPricesUK
Contact seller5-star sellerCondition: Used - As new
£ 159.00
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