**Всего публикаций в данном разделе:**15840

**InstitutionalEconomicTheory**[учебная программа]

Опубликовано на портале: 10-01-2003

*James I. Sturgeon*

The institutional economics is presented as a science based on the different social
and human studies. Institutional Economics represents a significantly different way
of thinking about man, the economy, social activities generally, and human economic
and social potentials.

**Institutional Economic Theory**[учебная программа]

Опубликовано на портале: 10-01-2003

*James I. Sturgeon*

The institutional economics is presented as a science based on the different social
and human studies. Institutional Economics represents a significantly different way
of thinking about man, the economy, social activities generally, and human economic
and social potentials.

**Advanced Institutional Economics**[учебная программа]

Опубликовано на портале: 10-01-2003

*James I. Sturgeon*

The institutional economics is presented as a science based on the different social
and human studies. Institutional Economics represents a significantly different way
of thinking about man, the economy, social activities generally, and human economic
and social potentials.

**New Institutional Economics**[учебная программа]

Опубликовано на портале: 10-01-2003

*Michael Sykuta*

This course is designed to expose students to the roles and importance of institutions
and transaction costs in the organization, structure and development of economic
activity. This course is one of the core, required courses for the Ph.D. program
Postgraduate Masters Program

**Система Соционет**[статья]

Опубликовано на портале: 09-01-2003

Система "Соционет" (руководитель - Сергей Паринов) представляет собой механизм виртуальной
интеграции существующих в Интернете разнородных информационных ресурсов, по общественным
наукам, децентрализованных как по их расположению на серверах различных организаций,
так и по форме ответственности за их содержание.

Опубликовано на портале: 05-01-2003

*Eric Ghysels*,

*Denise R. Osborn*

Cambridge: Cambridge University Press, 2003

Eric Ghysels and Denise R. Osborn provide a thorough and timely review of the recent
developments in the econometric analysis of seasonal economic time series, summarizing
a decade of theoretical advances in the area. The authors discuss the asymptotic
distribution theory for linear nonstationary seasonal stochastic processes. They
also cover the latest contributions to the theory and practice of seasonal adjustment,
together with its implications for estimation and hypothesis testing. Moreover, a
comprehensive analysis of periodic models is provided, including stationary and nonstationary
cases. The book concludes with a discussion of some nonlinear seasonal and periodic
models. The treatment is designed for an audience of researchers and advanced graduate
students.

**Introduction to Econometrics**[книги]

Опубликовано на портале: 05-01-2003

*James H. Stock*

Boston: Addison Wesley Higher Education, 2003

Econometrics comes alive with Introduction to Econometrics!

This new, much-anticipated text teaches students how to become sophisticated consumers of econometrics. The authors focus on empirical analysis and integrate large data sets and modern, real-world questions into the theoretical development of the text.

The intuitive approach of Introduction to Econometrics uses interesting applications to motivate theory, and theory to match the applications. Students come away with a thorough understanding of econometics and of the relationships on which people, businesses, and governments base their decisions.

This new, much-anticipated text teaches students how to become sophisticated consumers of econometrics. The authors focus on empirical analysis and integrate large data sets and modern, real-world questions into the theoretical development of the text.

The intuitive approach of Introduction to Econometrics uses interesting applications to motivate theory, and theory to match the applications. Students come away with a thorough understanding of econometics and of the relationships on which people, businesses, and governments base their decisions.

Опубликовано на портале: 05-01-2003

*David A. Dickey*,

*Elmahdy Said Said*Biometrika. 1984. Vol. 71. No. 3. P. 599-607.

Recently, methods for detecting unit roots in autoregressive and autoregressive-moving
average time series have been proposed. The presence of a unit root indicates that
the time series is not stationary but that differencing will reduce it to stationarity.
The tests proposed to data require specification of the number of autoregressive
and moving average coefficients in the model. In this paper we develop a test for
unit roots which is based on an approximation of an autoregressive-moving average
model by an autoregression. The test statistic is standard output from most regression
programs and has a limit distribution whose percentiles have been tabulated. An example
is provided.

**The P2 Algorithm for Dynamic Calculation of Quantiiles and Histograms Without Storing Observations**[статья]

Опубликовано на портале: 05-01-2003

*Raj Jain*,

*Imrich Chlamtac*Communications of the ACM (CACM). 1985. Vol. 28. No. 10. P. 1076-1085.

A heuristic algorithm is proposed for dynamic calculation of the median and other
quantiles. The estimates are produced dynamically as the observations are generated.
The observations are not stored; therefore, the algorithm has a very small and fixed
storage requirement regardless of the number of observations. This makes it ideal
for implementing in a quantile chip that can be used in industrial controllers and
recorders. The algorithm is further extended to histogram plotting. The accuracy
of the algorithm is analyzed.

Опубликовано на портале: 05-01-2003

*Morton B. Brown*,

*Alan B. Forsythe*Journal of the American Statistical Association. 1974. Vol. 69. No. 346. P. 364-367.

Alternative formulations of Levene's test statistic for equality of variances are
found to be robust under nonnormality. These statistics use more robust estimators
of central location in place of the mean. They are compared with the unmodified Levene's
statistic, a jackknife procedure, and a $\chi^2$ test suggested by Layard which are
all found to be less robust under nonnormality.

Опубликовано на портале: 05-01-2003

*Thomas Doan*,

*Robert B. Litterman*,

*Christopher Sims*Econometric Reviews. 1984. Vol. 3. No. 1. P. 1-100.

This paper develops a forecasting procedure based on a Bayesian method for estimating
vector autoregressions. The procedure is applied to ten macroeconomic variables and
is shown to improve out-of-sample forecasts relative to univariate equations. Authors
provided uniconditional forecasts as 1982:12 and 1983:3. They also describes how
such as this can be used to make conditional projections and to analyze policy alternatives.
As an example, they analyzed a Congressional Budget Office forecast made in 1982:12.
While no automatic casual interpretations arise from models like ours, they provide
a detailed characterization of the dynamic statistical interdependence of a set of
economic variable, which may help in evaluating casual hypoteses, without containing
any such hypotheses themselves.

**Labor Economics II**[учебная программа]

Опубликовано на портале: 05-01-2003

*Peter McClelland*

This course is a graduate level seminar on topics selected from the field of labor
economics.
The objective of the seminar is to provide the student with a thorough understanding
of the issues and methodological approaches to research in labor economics.
This knowledge will be acquired through a critical review of the literature. It is
hoped
that the seminar will generate dissertation topics or further along the development
of
dissertations already in progress.

**Labour Economics**[учебная программа]

Опубликовано на портале: 05-01-2003

*Alan Manning*

The aim of this course is to acquaint students with traditional topics in labour
economics and to
encourage the development of independent research interests. Prerequisites include
intermediate
microeconomics and econometrics.

**Econ247: Labor Economics II**[учебная программа]

Опубликовано на портале: 05-01-2003

*Luigi Pistaferri*

**Journal of Business and Economic Statistics**[интернет ресурс]

Обновлено: 09-12-2010

The Journal of Business and Economic Statistics (JBES) publishes articles dealing with a broad range of applied problems in business and economic statistics. The topics include forecasting, seasonal adjustment, applied demand and cost analysis

**Generalised residuals**[статья]

Опубликовано на портале: 05-01-2003

*Christian Gourieroux*,

*Alain Monfort*,

*Alain Trognon*,

*Eric Renault*Journal of Econometrics. 1987. Vol. 34. No. 1-2. P. 5-32.

This paper proposes a definition of generalised residuals for a large class of non-linear
econometric models. These residuals are shown to have properties similar to those
of the familiar residuals in the linear model and to be useful in many hypothesis
testing problems.

**Panel Data Econometrics**[книги]

Опубликовано на портале: 05-01-2003

*Manuel Arellano*

Oxford: Oxford University Press, 2003

Panel data econometrics uses both time series and cross-sectional data sets that
have repeated observations over time for the same individuals (individuals can be
workers, households, firms, industries, regions, or countries). This book reviews
the most important topics in the subject. The three parts, dealing with static models,
dynamic models, and discrete choice and related models are organized around the themes
of controlling for unobserved heterogeneity and modelling dynamic responses and error
components.

Опубликовано на портале: 05-01-2003

**Ред.:**

*Robert F. Engle*

Oxford: Oxford University Press, 2003

In this interesting survey of recent developments in the field of cointegration,
the authors discuss how cointegration (the linking of long run components of a pair
or of a group or series), can be used to discuss some types of equilibrium and to
introduce those equilibria into time-series models in a fairly uncontroversial way.
The authors discuss the basic ideas in their introduction and the final chapters
review the most recent developments in the field in a non-technical manner.

**Introductory Econometrics**[книги]

Опубликовано на портале: 05-01-2003

*Arthur S. Goldberger*

Cambridge, Mass: Harvard University Press, 2003

This is a textbook for the standard undergraduate econometrics course. Its only prerequisites
are a semester course in statistics and one in differential calculus. Arthur Goldberger,
an outstanding researcher and teacher of econometrics, views the subject as a tool
of empirical inquiry rather than as a collection of arcane procedures. The central
issue in such inquiry is how one variable is related to one or more others. Goldberger
takes this to mean "How does the average value of one variable vary with one or more
others?" and so takes the population conditional mean function as the target of empirical
research.
The structure of the book is similar to that of Goldberger's graduate-level textbook,
A Course in Econometrics, but the new book is richer in empirical material, makes
no use of matrix algebra, and is primarily discursive in style. A great strength
is that it is both intuitive and formal, with ideas and methods building on one another
until the text presents fairly complicated ideas and proofs that are often avoided
in undergraduate econometrics.
To help students master the tools of econometrics, Goldberger provides many theoretical
and empirical exercises and, on an accompanying diskette, real micro-and macroeconomic
data sets. The data sets deal with earnings and education, money demand, firm investment,
stock prices, compensation and productivity, and the Phillips curve.

**Advances in Econometrics**[интернет ресурс]

Обновлено: 09-12-2010

This series serves as a valuable research tool for economists and business analysts desiring to incorporate the latest developments in econometric methodology in their work. Emphasis is placed on expositional clarity and ease of assimilation for readers who are unfamiliar with a given topic of a volume.