Statistical Analysis and Forecasting of Economic Structural Change
Editat de Peter Hacklen Limba Engleză Paperback – 22 dec 2012
Preț: 389.30 lei
Puncte Express: 584
Carte tipărită la comandă
Livrare economică 31 august-14 septembrie
Livrare prin curier în România Termenul estimat este afișat lângă disponibilitate.
Transport gratuit de la 400.00 lei Plată online sau ramburs, în funcție de opțiunile comenzii.
Retur gratuit în 14 zile Comandă securizată și suport în română.
Specificații
ISBN-13: 9783662025734
ISBN-10: 3662025736
Pagini: 512
Ilustrații: XIX, 490 p. 64 illus.
Dimensiuni: 170 x 242 x 32 mm
Greutate: 0.81 kg
Ediția:Softcover reprint of the original 1st ed. 1989
Editura: Springer Berlin, Heidelberg
Colecția Springer
Locul publicării:Berlin, Heidelberg, Germany
ISBN-10: 3662025736
Pagini: 512
Ilustrații: XIX, 490 p. 64 illus.
Dimensiuni: 170 x 242 x 32 mm
Greutate: 0.81 kg
Ediția:Softcover reprint of the original 1st ed. 1989
Editura: Springer Berlin, Heidelberg
Colecția Springer
Locul publicării:Berlin, Heidelberg, Germany
Public țintă
ResearchCuprins
I Introduction.- 1 What Can Statistics Contribute to the Analysis of Economic Structural Change?.- II Identification of Structural Change.- 2 Testing for Structural Change in Simultaneous Equation Models.- 3 Specification and Stability Tests versus Jackknifing: Some Illustrative Examples S.- 4 The Robustness of the Chow Test to Autocorrelation among Disturbances.- 5 Tests against Nonconstancy in Linear Models Based on Counting Statistics.- 6 Nonparametric Tests for Shift and Change in Regression at an Unknown Time Point.- 7 Detection of Join Point in Regression Models.- 8 On the Identification of Time for Structural Changes by MOSUM-SQ and CUSUM-SQ Procedures.- 9 The Local Power of the CUSUM-SQ Test against Heteroscedasticity.- 10 Bahadur Efficiency of Tests for a Shift in Location of Normal Populations.- 11 The Use of Graphical Displays in the Analysis of Structural Change.- III Model Building in the Presence of Structural Change.- 12 Adaptive Estimation and Structural Change in Regression and Time Series Models.- 13 An Adaptive Method of Regression Analysis.- 14 Changing and Random Coefficient Models. A Survey.- 15 Nonparametric Estimation of Time-Varying Parameters.- 16 Latent Variables in Regression Analysis.- 17 Structural Change and Time Series Analysis.- 18 Thresholds, Stability, Nonlinear Forecasting and Irregularly Sampled Data.- 19 Forecasting in Situations of Structural Change: A General Approach.- 20 Updating Parameters of Linear Change Point Models.- IV Data Analysis and Modeling.- 21 Change Point Problem Relating to the Poverty Structure.- 22 Statistical Identification of Nonlinear Dynamics in Macroeconomics Using Nonlinear Time Series Models.- 23 Econometrics of Technical Change: Techniques and Problems.- 24 Local Autoregression Models for Detection of Changes in Causality.- 25 Investment, Taxation, and Econometric Policy Evaluation: Some Evidence on the Lucas Critique.- Author Index.- List of Authors.