Empirical vector autoregressive modeling (13 résultats)
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Ajouter au panierEtat : very good. [Rotterdam : s.n.] , 1993. Paperback. xiii,352 pp. 24 cm. Thesis Erasmus Universiteit Rotterdam. Also published in Berlin : Springer , 1994. (Lecture notes in economics and mathematical systems, ISSN 0075-8422 ; 407). Condition : very good copy. Keywords : .
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Taschenbuch. Etat : Neu. Druck auf Anfrage Neuware - Printed after ordering - 1. 1 Integrating results The empirical study of macroeconomic time series is interesting. It is also difficult and not immediately rewarding. Many statistical and economic issues are involved. The main problems is that these issues are so interrelated…that it does not seem sensible to address them one at a time. As soon as one sets about the making of a model of macroeconomic time series one has to choose which problems one will try to tackle oneself and which problems one will leave unresolved or to be solved by others. From a theoretic point of view it can be fruitful to concentrate oneself on only one problem. If one follows this strategy in empirical application one runs a serious risk of making a seemingly interesting model, that is just a corollary of some important mistake in the handling of other problems. Two well known examples of statistical artifacts are the finding of Kuznets 'pseudo-waves' of about 20 years in economic activity (Sargent (1979, p. 248)) and the 'spurious regression' of macroeconomic time series described in Granger and Newbold (1986, 6. 4). The easiest way to get away with possible mistakes is to admit they may be there in the first place, but that time constraints and unfamiliarity with the solution do not allow the researcher to do something about them. This can be a viable argument.
Empirical Vector Autoregressive Modeling (Lecture Notes in Economics and Mathematical Systems (407))
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Taschenbuch. Etat : Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -1. 1 Integrating results The empirical study of macroeconomic time series is interesting. It is also difficult and not immediately rewarding. Many statistical and economic issues are involved. The main problems is that these issues are…so interrelated that it does not seem sensible to address them one at a time. As soon as one sets about the making of a model of macroeconomic time series one has to choose which problems one will try to tackle oneself and which problems one will leave unresolved or to be solved by others. From a theoretic point of view it can be fruitful to concentrate oneself on only one problem. If one follows this strategy in empirical application one runs a serious risk of making a seemingly interesting model, that is just a corollary of some important mistake in the handling of other problems. Two well known examples of statistical artifacts are the finding of Kuznets 'pseudo-waves' of about 20 years in economic activity (Sargent (1979, p. 248)) and the 'spurious regression' of macroeconomic time series described in Granger and Newbold (1986, 6. 4). The easiest way to get away with possible mistakes is to admit they may be there in the first place, but that time constraints and unfamiliarity with the solution do not allow the researcher to do something about them. This can be a viable argument. 404 pp. Englisch.
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Etat : New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. 1. 1 Integrating results The empirical study of macroeconomic time series is interesting. It is also difficult and not immediately rewarding. Many statistical and economic issues are involved. The main problems is that th…ese issues are so interrelated that .
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Taschenbuch. Etat : Neu. Empirical Vector Autoregressive Modeling | Marius Ooms | Taschenbuch | Lecture Notes in Economics and Mathematical Systems | xiii | Englisch | 1994 | Springer | EAN 9783540577072 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]spring…er[dot]com | Anbieter: preigu Print on Demand.
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Taschenbuch. Etat : Neu. This item is printed on demand - Print on Demand Titel. Neuware -1. 1 Integrating results The empirical study of macroeconomic time series is interesting. It is also difficult and not immediately rewarding. Many statistical and economic issues are involved. The main problems is that these issues are so i…nterrelated that it does not seem sensible to address them one at a time. As soon as one sets about the making of a model of macroeconomic time series one has to choose which problems one will try to tackle oneself and which problems one will leave unresolved or to be solved by others. From a theoretic point of view it can be fruitful to concentrate oneself on only one problem. If one follows this strategy in empirical application one runs a serious risk of making a seemingly interesting model, that is just a corollary of some important mistake in the handling of other problems. Two well known examples of statistical artifacts are the finding of Kuznets 'pseudo-waves' of about 20 years in economic activity (Sargent (1979, p. 248)) and the 'spurious regression' of macroeconomic time series described in Granger and Newbold (1986, 6. 4). The easiest way to get away with possible mistakes is to admit they may be there in the first place, but that time constraints and unfamiliarity with the solution do not allow the researcher to do something about them. This can be a viable argument.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 404 pp. Englisch.
